Interests

• Stochastic Processes (Continuous-Time Random Walk)
• Complex systems and networks
  
• Microscopic models of financial markets
  

Publications

• M. Kozłowska, T. Gubiec, T. R. Werner, M. Denys, A. Sienkiewicz, R. Kutner, Z. Struzik, Empirical symptoms of catastrophic bifurcation transitions on financial markets: A phenomenological approach, submitted to Phys. Rev. E. [arxiv]

• T. Gubiec, R.Kutner, Two-step memory within Continuous Time Random Walk. Description of double-action market dynamics, submitted to Phys. Rev. E. [arxiv]

• A. Sienkiewicz, T. Gubiec, R. Kutner, Z. Struzik, Dynamic Structural and Topological Phase Transitions on the Warsaw Stock Exchange. A Phenomenological Approach, Acta Phys. Pol. A 123 (3), 615 (2013) [pdf]
  

• M.Denys, T. Gubiec, R. Kutner, Reinterpretation of Sieczka-Hołyst Financial Market Model, Acta Phys. Pol. A 123 (3), 513 (2013) [pdf]
  

• M.Wiliński, A. Sienkiewicz, T. Gubiec, R. Kutner, Z. Struzik, Structural and topological phase transitions on the German Stock Exchange, Physica A 392 (23), 5963 (2013) [arxiv]
  

• T. Gubiec, T. R. Werner, R. Kutner and D. Sornette, Super-extreme event's influence on a Weierstrass-Mandelbrot Continuous-Time Random Walk, Eur. Phys. J. ST 205, 27 (2012)  [arxiv]

• T. Gubiec, R. Kutner, T. R. Werner, Zastosowanie metody badania wpływu zdarzeń ekstremalnych i superekstremalnych na stochastyczną dynamikę szeregów czasowych do analizy wybranych kursów walutowych w świetle spodziewanego wejścia Polski do strefy euro, Materiały i Studia NBP 269, 1-82, (2012) [pdf]
  

• T. Gubiec, R. Kutner, T. R. Werner, Opracowanie metody badania wpływu zdarzeń ekstremalnych i superekstremalnych na stochastyczną dynamikę szeregów czasowych, Materiały i Studia NBP 259, 1-69, (2011) [pdf]
  

• 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]
  

• 2nd Warsaw School of Statistical Physics , 25.VI – 2.VII. 2007, Kazimierz Dolny, Poland

• 3. Ogólnopolskim Sympozjum Fizyka w Ekonomii i Naukach Społecznych, 22-24.XI.2007, Wrocław, Poland
  

• EU-China Summer School on "Internet, Sciences, and Society", 1-4.VI.2008, Warsaw, Poland
  

• International Conference on Economic Science with Heterogeneous Interacting Agents, 19-21.VI.2008,Warsaw, Poland
  

• 22nd Conference of the European Colloid and Interface Society, 31.VIII – 5.IX.2008, Kraków, Poland

• 6. Workshop on "Self organization and dynamics of active matter", 26-30.I 2009, Paris, France
  

• 4. Ogólnopolskim Sympozjum Fizyka w Ekonomii i Naukach Społecznych , 7-9.V.2009, Rzeszów, Poland

• 3rd Warsaw School of Statistical Physics, 27.VI - 4.VII. 2009, Kazimierz Dolny, Poland

• Swiss-Polish Science and Technology Days, 14-15.I.2010, Warsaw, Poland

• 35th Conference of the Middle European Cooperation in Statistical Physics, 15-19.III.2010, Pont-à-Mousson, France

• 5. Ogólnopolskie Sympozjum „Fizyka w Ekonomii i Naukach Społecznych”, 25-27.XI. 2010, Warsaw, Poland
  

• 47th Winter School of Theoretical Physics, 7-12.II.2011, Lądek-Zdrój, Poland

• International Conference of Econophysics, 4-6.IV.2011, Shanghai, China.

• 4th Warsaw School of Statistical Physics, 25.VI-2.VII.2011, Kazimierz Dolny, Poland

• 24th Marian Smoluchowski Symposium on Statistical Physics, 17-22.VIII.2011, Zakopane, Poland
  

• 6. Ogólnopolskie Sympozjum „Fizyka w Ekonomii i Naukach Społecznych”, 19-21.IV 2012, Gdańsk, Poland

• Latsis Symposium 2012 – Economics on the Move, 11-14.IX.2012,  Zurych, Switzerland

• 5th Warsaw School of Statistical Physics, 22-29.VI.2013, Kazimierz Dolny, Poland

• Diffusion Fundamentals V, 26-28.VIII.2013,

• Workshop on Complex Systems, 8-10.V.2014, Gdańsk, Poland

• 7th Polish Symposium on Econo- and Sociophysics, 14-17.V 2014, Lublin, Poland