Maciej Janowicz | The Academy of Finance and Business Vistula (original) (raw)
Papers by Maciej Janowicz
Proceedings of 2003 5th International Conference on Transparent Optical Networks, 2003.
As demands on the speed of integrated optical devices increase, ever-shorter light pulses will be... more As demands on the speed of integrated optical devices increase, ever-shorter light pulses will be used in those devices. As the development of the photonic devices advGces, so to will the need to monitor the behavior of short pulses as they propagate through such devices. However, peeking inside a photonic structure is far from trivial as conventional'microscopy is limited by the diffraction limit. Recently, we demonstrated a non-invasive technique-based on an optical photon scanning tunneling microscope (PSTM) that can be used to "visualize" pulses as they propagate throughan optical device with both temporal and spatial resolution. With this technique we have now been able to observe the time-resolved motion of a short optical wave packet
Metody Ilościowe w Badaniach Ekonomicznych, 2021
This work reports simulations performed using Particle Swarm Optimization (PSO) as applied to inv... more This work reports simulations performed using Particle Swarm Optimization (PSO) as applied to investments on the stock market. About 480 stocks belonging to the S&P500 index have been taken into account. A naive approach has been developed in which one simulation step corresponded to one trading period. As a second ingredient of the investment strategy, the relative strength of an asset has been employed. The results are analyzed with respect to the parameters of PSO.
Cornell University - arXiv, Oct 15, 2013
A system of two charged particles in a harmonic trap with additional magnetic field is considered... more A system of two charged particles in a harmonic trap with additional magnetic field is considered. The problem is reduced to a single-particle one in relative coordinates. The ground-and lowest excited-state energies and wave functions are found. The ground state exhibits non-zero expectation value of the velocity (kinetic momentum) and the probability current density does not vanish as well. When the ground state becomes degenerate the expectation value of velocity becomes discontinuous. The effects associated with turning on of the magnetic field are studied by solving the appropriate time-dependent Schrödinger equation. No substantial differences between abrupt (discontinuous in time) and continuous switching on have been observed. Evolution of a wave packet which is initially Gaussian is also investigated. The wave packet loses its Gaussian nature and, after sufficiently large time, a system of diffractive maxima and minima is built.
Machine Graphics and Vision
Initial-boundary value problem for linear acoustics has been solved in two spatial dimensions. It... more Initial-boundary value problem for linear acoustics has been solved in two spatial dimensions. It has been assumed that the initial acoustic field consists of two Gaussian distributions. Dirichlet boundary conditions with zero acoustic pressure at the boundaries have been imposed. The solution has been obtained with the help of a split-operator technique which resulted in a cellular automaton with uncountably many internal states. To visualize the results, the Python library matplotlib has been employed. It has been shown that attractive graphical output results in both the transient and stationary regimes. The visualization effects are similar to, but different from, the well-known quantum-mechanical carpets.
Information Systems Management, 2014
Application of the simple least mean squares (LMS) adaptive filter of to the Warsaw Exchange Mark... more Application of the simple least mean squares (LMS) adaptive filter of to the Warsaw Exchange Market (GPW) has been analyzed using stocks belonging to WIG20 group as examples. LMS filter ha s been used as a binary classifier, that is, to forecast the sign of change s in the (normalized) stock values. Two kinds of data has been used, namely, th differenced and doubledifferenced normalized close values of stocks. It h as been shown that while the predictive power of LMS filter is virtually zer o for the differenced series, it rises significantly in the case of double-differ enced series for all analyzed stocks. We attribute this to the better stationarit y properties of the doubledifferenced time series.
PeerJ, 2016
Static properties of leaves with parallel venation, with particular emphasis on the genusEpipacti... more Static properties of leaves with parallel venation, with particular emphasis on the genusEpipactisZinn, 1757 (Orchidaceae, Neottieae) have been modelled with coupled quasi-parallel elastic “beams.” The non-linear theory of strongly bended beams have been employed. The resulting boundary-value problem has been solved numerically with the help of the finite-difference method. Possible dislocations resulting in additional Dirac-delta like forces have been take into account. Morphological similarity of the model and real leaves has been obtained. In particular, the concentrated forces have been shown to cause undulation in the leaves.
Metody Ilościowe w Badaniach Ekonomicznych
This paper concerns the classical and conditional symmetries of the Black-Scholes equation. Modif... more This paper concerns the classical and conditional symmetries of the Black-Scholes equation. Modifications of the Black-Scholes equation have also been considered and their maximal algebras of invariance have been found. Examples of creation operators for the Black-Scholes eigenvalue problem have been provided.
Chaos, Solitons & Fractals
The spontaneous emission of radiation from two two-level atoms in a Fabry-Perot cavity is conside... more The spontaneous emission of radiation from two two-level atoms in a Fabry-Perot cavity is considered. The transition frequency of the atoms is assumed to be modulated. It is shown that the frequency modulation leads to radical change of the spontaneous emission dynamics, including the decoherence properties of the entangled atomic states. Two ingredients are necessary in order to achieve this. Firstly, the modulation should be able to periodically detune the atoms from the resonance with the cavity. Secondly, the dynamics of spontaneous emission is efficiently modified if a resonant condition between the modulation frequency and modulation depth is fulfilled. Thus, frequency modulation can be used to dynamically control the collective effects in spontaneous emission in cavities.
Among the various modifications and generalizations of JCM one should mention e.g. an interesting... more Among the various modifications and generalizations of JCM one should mention e.g. an interesting deformed Jaynes-Cummings model
Information Science and Applications 2017
We have applied the automatic theorem-prover Prover9 to prove first eleven theorems of Part 1 of ... more We have applied the automatic theorem-prover Prover9 to prove first eleven theorems of Part 1 of Benedict de Spinoza's Ethics. We have used a previous formalization of that segment developed by Blum and Malinovich. We have found Prover9 to be very efficient, providing proofs in tens of miliseconds. It appears that the only, but fundamental, limitation for testing philosophical reasoning is related to the difficulty of unique formalization.
Complex Systems: Solutions and Challenges in Economics, Management and Engineering
Time-dependent cross-correlation functions have been calculated between returns of the major indi... more Time-dependent cross-correlation functions have been calculated between returns of the major indices of the world stock markets. One-, two-, and three-day shifts have been considered. Surprisingly high and persistent-in-time correlations have been found among some of the indices. Part of those correlations can attributed to the geographical factors, for instance, strong correlations between two major Japanese indices have been observed. The reason for other, somewhat exotic correlations, appear to be as much accidental as it is apparent. It seems that the observed correlations may be of practical value in the stock market speculations.
Machine graphics & vision, 2016
Numerical simulations of coupled map lattices with various degree of nonlocality have been perfor... more Numerical simulations of coupled map lattices with various degree of nonlocality have been performed. Quantitative characteristics of recently introduced for local coupling have been applied in the nonlocal case. It has been attempted to draw qualitative conclusions about nonlocality from the emerging pictures.
arXiv: High Energy Physics - Theory, 2012
The statistical linearization method known in nonlinear mechanics and random vibrations theory ha... more The statistical linearization method known in nonlinear mechanics and random vibrations theory has been applied to stochastically quantized fields in finite temperature. It has been shown that even in its simplest form the method yields convenient implicit equations for the self-energy, equivalent to the Dyson-Schwinger equations resulting from the summation of infinite number of perturbative diagrams. Three examples have been provided: the quantum anharmonic oscillator, the scalar phi4\phi^{4}phi4 theory in three spatial dimension, and the Bose-Hubbard model. The Ramanujan summation has been used to deal with divergent integrals and series.
Acta Biotheoretica
The static properties of leaves with parallel venation from terrestrial orchids of the genus Epip... more The static properties of leaves with parallel venation from terrestrial orchids of the genus Epipactis were modelled as coupled elastic rods using the geometrically exact Cosserat theory and the resulting boundary-value problem was solved numerically using a method from Shampine, Muir and Xu. The response of the leaf structure to the applied force was obtained from preliminary measurements. These measurements allowed the Young’s modulus of the Epipactis leaves to be determined. The appearance of wrinkles and undulation characteristics for some leaves has been attributed to the small torsional stiffness of the leaf edges.
Acta Biotheoretica, 2021
The static properties of leaves with parallel venation from terrestrial orchids of the genus Epip... more The static properties of leaves with parallel venation from terrestrial orchids of the genus Epipactis were modelled as coupled elastic rods using the geometrically exact Cosserat theory and the resulting boundary-value problem was solved numerically using a method from Shampine, Muir and Xu. The response of the leaf structure to the applied force was obtained from preliminary measurements. These measurements allowed the Young’s modulus of the Epipactis leaves to be determined. The appearance of wrinkles and undulation characteristics for some leaves has been attributed to the small torsional stiffness of the leaf edges.
PeerJ, 2016
Static properties of leaves with parallel venation, with particular emphasis on the genus Epipact... more Static properties of leaves with parallel venation, with particular emphasis on the genus Epipactis Zinn, 1757 (Orchidaceae, Neottieae) have been modelled with coupled quasi-parallel elastic “beams.” The non-linear theory of strongly bended beams have been employed. The resulting boundary-value problem has been solved numerically with the help of the finite-difference method. Possible dislocations resulting in additional Dirac-delta like forces have been take into account. Morphological similarity of the model and real leaves has been obtained. In particular, the concentrated forces have been shown to cause undulation in the leaves.
Advances in Intelligent Systems and Computing, 2016
K-means clustering algorithm has been used to classify patterns of Japanese candlesticks which ac... more K-means clustering algorithm has been used to classify patterns of Japanese candlesticks which accompany the prices of several assets registered in the Warsaw stock exchange (GPW). It has been found that the trend reversals seem to be preceded by specific combinations of candlesticks with notable frequency. Surprisingly, the same patterns appear in both bullish and bearish trend reversals. The above findings should stimulate further studies on the problem of applicability of the so-called technical analysis in the stock markets.
Lecture Notes in Computer Science, 2015
K-means clustering algorithm has been used to classify major world stock market indices as well a... more K-means clustering algorithm has been used to classify major world stock market indices as well as most important assets in the Warsaw stock exchange (GPW). In addition, to obtain information about mutual connections between indices and stocks, the Granger-causality test has been applied and the Pearson R correlation coefficients have been calculated. It has been found that the three procedures applied provide qualitatively different kind of information about the groups of financial data. Not surprisingly, the major world stock market indices appear to be very strictly interconnects from the point of view of both Granger-causality and correlation. Such connections are less transparent in the case of individual stocks. However, the "cluster leaders" can be identified which leads to the possibility of more efficient trading.
Proceedings of 2003 5th International Conference on Transparent Optical Networks, 2003.
As demands on the speed of integrated optical devices increase, ever-shorter light pulses will be... more As demands on the speed of integrated optical devices increase, ever-shorter light pulses will be used in those devices. As the development of the photonic devices advGces, so to will the need to monitor the behavior of short pulses as they propagate through such devices. However, peeking inside a photonic structure is far from trivial as conventional'microscopy is limited by the diffraction limit. Recently, we demonstrated a non-invasive technique-based on an optical photon scanning tunneling microscope (PSTM) that can be used to "visualize" pulses as they propagate throughan optical device with both temporal and spatial resolution. With this technique we have now been able to observe the time-resolved motion of a short optical wave packet
Metody Ilościowe w Badaniach Ekonomicznych, 2021
This work reports simulations performed using Particle Swarm Optimization (PSO) as applied to inv... more This work reports simulations performed using Particle Swarm Optimization (PSO) as applied to investments on the stock market. About 480 stocks belonging to the S&P500 index have been taken into account. A naive approach has been developed in which one simulation step corresponded to one trading period. As a second ingredient of the investment strategy, the relative strength of an asset has been employed. The results are analyzed with respect to the parameters of PSO.
Cornell University - arXiv, Oct 15, 2013
A system of two charged particles in a harmonic trap with additional magnetic field is considered... more A system of two charged particles in a harmonic trap with additional magnetic field is considered. The problem is reduced to a single-particle one in relative coordinates. The ground-and lowest excited-state energies and wave functions are found. The ground state exhibits non-zero expectation value of the velocity (kinetic momentum) and the probability current density does not vanish as well. When the ground state becomes degenerate the expectation value of velocity becomes discontinuous. The effects associated with turning on of the magnetic field are studied by solving the appropriate time-dependent Schrödinger equation. No substantial differences between abrupt (discontinuous in time) and continuous switching on have been observed. Evolution of a wave packet which is initially Gaussian is also investigated. The wave packet loses its Gaussian nature and, after sufficiently large time, a system of diffractive maxima and minima is built.
Machine Graphics and Vision
Initial-boundary value problem for linear acoustics has been solved in two spatial dimensions. It... more Initial-boundary value problem for linear acoustics has been solved in two spatial dimensions. It has been assumed that the initial acoustic field consists of two Gaussian distributions. Dirichlet boundary conditions with zero acoustic pressure at the boundaries have been imposed. The solution has been obtained with the help of a split-operator technique which resulted in a cellular automaton with uncountably many internal states. To visualize the results, the Python library matplotlib has been employed. It has been shown that attractive graphical output results in both the transient and stationary regimes. The visualization effects are similar to, but different from, the well-known quantum-mechanical carpets.
Information Systems Management, 2014
Application of the simple least mean squares (LMS) adaptive filter of to the Warsaw Exchange Mark... more Application of the simple least mean squares (LMS) adaptive filter of to the Warsaw Exchange Market (GPW) has been analyzed using stocks belonging to WIG20 group as examples. LMS filter ha s been used as a binary classifier, that is, to forecast the sign of change s in the (normalized) stock values. Two kinds of data has been used, namely, th differenced and doubledifferenced normalized close values of stocks. It h as been shown that while the predictive power of LMS filter is virtually zer o for the differenced series, it rises significantly in the case of double-differ enced series for all analyzed stocks. We attribute this to the better stationarit y properties of the doubledifferenced time series.
PeerJ, 2016
Static properties of leaves with parallel venation, with particular emphasis on the genusEpipacti... more Static properties of leaves with parallel venation, with particular emphasis on the genusEpipactisZinn, 1757 (Orchidaceae, Neottieae) have been modelled with coupled quasi-parallel elastic “beams.” The non-linear theory of strongly bended beams have been employed. The resulting boundary-value problem has been solved numerically with the help of the finite-difference method. Possible dislocations resulting in additional Dirac-delta like forces have been take into account. Morphological similarity of the model and real leaves has been obtained. In particular, the concentrated forces have been shown to cause undulation in the leaves.
Metody Ilościowe w Badaniach Ekonomicznych
This paper concerns the classical and conditional symmetries of the Black-Scholes equation. Modif... more This paper concerns the classical and conditional symmetries of the Black-Scholes equation. Modifications of the Black-Scholes equation have also been considered and their maximal algebras of invariance have been found. Examples of creation operators for the Black-Scholes eigenvalue problem have been provided.
Chaos, Solitons & Fractals
The spontaneous emission of radiation from two two-level atoms in a Fabry-Perot cavity is conside... more The spontaneous emission of radiation from two two-level atoms in a Fabry-Perot cavity is considered. The transition frequency of the atoms is assumed to be modulated. It is shown that the frequency modulation leads to radical change of the spontaneous emission dynamics, including the decoherence properties of the entangled atomic states. Two ingredients are necessary in order to achieve this. Firstly, the modulation should be able to periodically detune the atoms from the resonance with the cavity. Secondly, the dynamics of spontaneous emission is efficiently modified if a resonant condition between the modulation frequency and modulation depth is fulfilled. Thus, frequency modulation can be used to dynamically control the collective effects in spontaneous emission in cavities.
Among the various modifications and generalizations of JCM one should mention e.g. an interesting... more Among the various modifications and generalizations of JCM one should mention e.g. an interesting deformed Jaynes-Cummings model
Information Science and Applications 2017
We have applied the automatic theorem-prover Prover9 to prove first eleven theorems of Part 1 of ... more We have applied the automatic theorem-prover Prover9 to prove first eleven theorems of Part 1 of Benedict de Spinoza's Ethics. We have used a previous formalization of that segment developed by Blum and Malinovich. We have found Prover9 to be very efficient, providing proofs in tens of miliseconds. It appears that the only, but fundamental, limitation for testing philosophical reasoning is related to the difficulty of unique formalization.
Complex Systems: Solutions and Challenges in Economics, Management and Engineering
Time-dependent cross-correlation functions have been calculated between returns of the major indi... more Time-dependent cross-correlation functions have been calculated between returns of the major indices of the world stock markets. One-, two-, and three-day shifts have been considered. Surprisingly high and persistent-in-time correlations have been found among some of the indices. Part of those correlations can attributed to the geographical factors, for instance, strong correlations between two major Japanese indices have been observed. The reason for other, somewhat exotic correlations, appear to be as much accidental as it is apparent. It seems that the observed correlations may be of practical value in the stock market speculations.
Machine graphics & vision, 2016
Numerical simulations of coupled map lattices with various degree of nonlocality have been perfor... more Numerical simulations of coupled map lattices with various degree of nonlocality have been performed. Quantitative characteristics of recently introduced for local coupling have been applied in the nonlocal case. It has been attempted to draw qualitative conclusions about nonlocality from the emerging pictures.
arXiv: High Energy Physics - Theory, 2012
The statistical linearization method known in nonlinear mechanics and random vibrations theory ha... more The statistical linearization method known in nonlinear mechanics and random vibrations theory has been applied to stochastically quantized fields in finite temperature. It has been shown that even in its simplest form the method yields convenient implicit equations for the self-energy, equivalent to the Dyson-Schwinger equations resulting from the summation of infinite number of perturbative diagrams. Three examples have been provided: the quantum anharmonic oscillator, the scalar phi4\phi^{4}phi4 theory in three spatial dimension, and the Bose-Hubbard model. The Ramanujan summation has been used to deal with divergent integrals and series.
Acta Biotheoretica
The static properties of leaves with parallel venation from terrestrial orchids of the genus Epip... more The static properties of leaves with parallel venation from terrestrial orchids of the genus Epipactis were modelled as coupled elastic rods using the geometrically exact Cosserat theory and the resulting boundary-value problem was solved numerically using a method from Shampine, Muir and Xu. The response of the leaf structure to the applied force was obtained from preliminary measurements. These measurements allowed the Young’s modulus of the Epipactis leaves to be determined. The appearance of wrinkles and undulation characteristics for some leaves has been attributed to the small torsional stiffness of the leaf edges.
Acta Biotheoretica, 2021
The static properties of leaves with parallel venation from terrestrial orchids of the genus Epip... more The static properties of leaves with parallel venation from terrestrial orchids of the genus Epipactis were modelled as coupled elastic rods using the geometrically exact Cosserat theory and the resulting boundary-value problem was solved numerically using a method from Shampine, Muir and Xu. The response of the leaf structure to the applied force was obtained from preliminary measurements. These measurements allowed the Young’s modulus of the Epipactis leaves to be determined. The appearance of wrinkles and undulation characteristics for some leaves has been attributed to the small torsional stiffness of the leaf edges.
PeerJ, 2016
Static properties of leaves with parallel venation, with particular emphasis on the genus Epipact... more Static properties of leaves with parallel venation, with particular emphasis on the genus Epipactis Zinn, 1757 (Orchidaceae, Neottieae) have been modelled with coupled quasi-parallel elastic “beams.” The non-linear theory of strongly bended beams have been employed. The resulting boundary-value problem has been solved numerically with the help of the finite-difference method. Possible dislocations resulting in additional Dirac-delta like forces have been take into account. Morphological similarity of the model and real leaves has been obtained. In particular, the concentrated forces have been shown to cause undulation in the leaves.
Advances in Intelligent Systems and Computing, 2016
K-means clustering algorithm has been used to classify patterns of Japanese candlesticks which ac... more K-means clustering algorithm has been used to classify patterns of Japanese candlesticks which accompany the prices of several assets registered in the Warsaw stock exchange (GPW). It has been found that the trend reversals seem to be preceded by specific combinations of candlesticks with notable frequency. Surprisingly, the same patterns appear in both bullish and bearish trend reversals. The above findings should stimulate further studies on the problem of applicability of the so-called technical analysis in the stock markets.
Lecture Notes in Computer Science, 2015
K-means clustering algorithm has been used to classify major world stock market indices as well a... more K-means clustering algorithm has been used to classify major world stock market indices as well as most important assets in the Warsaw stock exchange (GPW). In addition, to obtain information about mutual connections between indices and stocks, the Granger-causality test has been applied and the Pearson R correlation coefficients have been calculated. It has been found that the three procedures applied provide qualitatively different kind of information about the groups of financial data. Not surprisingly, the major world stock market indices appear to be very strictly interconnects from the point of view of both Granger-causality and correlation. Such connections are less transparent in the case of individual stocks. However, the "cluster leaders" can be identified which leads to the possibility of more efficient trading.