Moje zdjęcie

Tomasz Gubiec M.Sc.
E-mail: Tomasz.GubiecAT serverfuw.edu.pl

Institute of Experimental Physics

Faculty of Physics

University of Warsaw


Address:
ul. Smyczkowa 5/7, 02-678 Warsaw, Poland
Room: 10
Phone: +48 22 55 33 214

 

Interests

  • Stochastic Processes (Continuous-Time Random Walk)

  • Microscopic models of financial markets

  • Loewner equation, Laplacian growth

  • Stokesian dynamics

Publications

  • T. Gubiec, T. R. Werner, R. Kutner and D. Sornette, Super-extreme event's influence on a Weierstrass-Mandelbrot Continuous-Time Random Walk, submitted to EPJ [arxiv]

  • T. Gubiec, R.Kutner, Backward jump continuous-time random walk: An application to market trading, Phys. Rev. E 82, 046119 (2010)

  • T. Gubiec, R.Kutner, Share Price Evolution as Stationary, Dependent Continuous Time Random Walk , Acta Phys. Pol. A 117 (4), 669 (2010) [pdf]

  • T. Gubiec, P. Szymczak, Fingered growth in channel geometry: A Loewner equation approach ,
    Phys. Rev. E 77, 041602 (2008)
    [arxiv]

  • M. L. Ekiel-Jeżewska, T. Gubiec, P. Szymczak, Stokesian dynamics of close particles, Phys. Fluids 20, 063102 [pdf] [movie1] [movie2]

  • Master Thesis (supervisor dr. P. Szymczak) Modele igłowe wzrostu Laplace'a [pdf]

Teaching (in Polish)