Year 2013

• Analysis of latency between quotations and capital flow in capital markets.

  Publication

  • J. Garus
  • P. Dudojć

  - Year 2013

  The aim of this paper is to prove that the derivative of the log of capital flow understood as price times volume advances the derivative of log of the price. A certain concept of signal processing using linear filtering has been proposed to conduct the research.

• Spectral Analysis of Capital Markets

  Publication

  • A. Dyka
  • P. Dudojć
  • J. Garus

  - ACTA PHYSICA POLONICA A - Year 2013

  In this paper the problem of cycles existence in capital markets is addressed. A spectral analysis algorithm, which reduces signal-to-noise ratio, is proposed to derive cycle periodograms for the yield function of DJIA, WIG~20, and NIKKEI 225 indices. Peaks of the the periodograms provide premises to postulate the existence of some possible cycles. The 3.5 year periodicity in all 3 indices, which can be related to Kitchin cycle...

  Full text available to download

Year 2012

• Laboratory Stand for Wideband Analysis Radiocommunication Signals

  Publication

  • R. Studański
  • J. Garus
  • R. Wąs
  • A. Czapiewska

  - Year 2012

  A laboratory stand for wideband analysis radiocommunication signals is presented in the paper. The stand is designed for signals acquisition in wide spectrum and research a field of digital signal processing. Procedures used for simultaneous acquiring many frequency channels in selected wide band are described. The method of detection of direct sequence spread spectrum signals (DS SS) which power spectral density is lower than...

  Full text available to download

Year 2011

• Laboratory stand for wideband analysis radiocommunication signals

  Publication

  • R. Studański
  • R. Wąs
  • A. Czapiewska
  • J. Garus

  - Year 2011

  A laboratory stand for wideband analysis radiocommunication signals is presented in the paper. The stand is designed for signals acquisition in wide spectrum and research a field of digital signal processing. Procedures used for simultaneous acquiring many frequency channels in selected wide band are described. The method of detection of direct sequence spread spectrum signals (DS SS) which power spectral density is lower than...

  Full text to download in external service