Selected publications:
P. Fiedor, Networks in financial markets based on the mutual information rate, Physical Review E 89, 052801, 2014.
P. Fiedor, Information-theoretic approach to lead-lag effect on financial markets, European Physical Journal B 87 (8), 168, 2014.
P. FIedor, Granger-causal nonlinear financial networks, Journal of Network Theory in Finance 1 (2), 1-30, 2015.
P. Fiedor, Multiscale Analysis of the Predictability of Stock Returns, Risks 3 (2), 219-233, 2015.
P. Fiedor, Sector strength and efficiency on developed and emerging financial markets, Physica A 413, 180-188, 2014.
P. Fiedor, Partial Mutual Information Analysis of Financial Networks, Acta Physica Polonica A 127 (3), 863-867, 2015.
P. Fiedor, Mutual Information-Based Hierarchies on Warsaw Stock Exchange , Acta Physica Polonica A 127 (3A), 33-37, 2015.
P. Fiedor, The Social Dynamics of the Peter Principle, Journal of Engineering Science and Technology Review 8 (1), 2015.
P. Fiedor, Refutation of the Economic Constant Hypothesis, Cracow Review of Economics and Management 920, 22-32, 2013.
P. Fiedor, Frequency Effects on Predictability of Stock Returns, Proceedings of the Computational Intelligence for Financial Engineering and Economics Conference 2014, pp. 247-254, London, 2014.
P. Fiedor, A. Hołda, A firm's perspective on econophysics-based currency risk analysis, Financial Sciences 4 (21), 92-107, 2014.
T. You, P. Fiedor, A. Hołda, Network Analysis of the Shanghai Stock Exchange Based on Partial Mutual Information, Journal of Risk and Financial Management 8 (2), 266-284, 2015.
Preprints and citations:
http://arxiv.org/a/fiedor_p_1
http://scholar.google.com/citations?user=PZV_WHkAAAAJ
http://ideas.repec.org/f/pfi237.html
Peer review::
http://publons.com/a/474552/
Paweł is a Postdoctoral Research Fellow at the University of Cape Town. He obtained PhD in economics at the Cracow University of Economics in 2015, where he has also obtained M.Econ in 2010. His research interests include econophysics, the economics of information, complex systems physics, information theory, and knowledge management. He is a member of the IEEE, Royal Economic Society and Polish Economic Society.