Paweł Fiedor

Cracow University of Economics

Paweł Fiedor is a PhD candidate at the Cracow University of Economics, and a Postdoctoral Research Fellow at the University of Cape Town. His research interests include econophysics, complex systems studies, and the application of information and network theories to socio-economic systems. Paweł has published papers in high impact international journals such as Physical Review E, but he also has hedge fund industry experience. He is a member of the Royal Economic Society and the IEEE.

Follow Paweł

Articles by Paweł Fiedor

Granger-causal nonlinear financial networks

This paper aims to quantify cascades of price movements in financial markets. It considers nonlinear lead-lag effects with stocks in the S&P 100 as nodes, and it also looks at directed links between the stocks identified through Granger causality. The…

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here