Details about Edward W. Piotrowski

Access statistics for papers by Edward W. Piotrowski.

Last updated 2015-07-04. Update your information in the RePEc Author Service.

Short-id: ppi16

Working Papers

2015

1. Generalization of the Aoki-Yoshikawa sectoral productivity model based on extreme physical information principle
   Papers, arXiv.org
   See also Journal Article Generalization of the Aoki–Yoshikawa sectoral productivity model based on extreme physical information principle, Physica A: Statistical Mechanics and its Applications, Elsevier (2015) (2015)
2. The intensity of the random variable intercept in the sector of negative probabilities
   Papers, arXiv.org

2008

3. A model of subjective supply-demand: the maximum Boltzmann/Shannon entropy solution
   Papers, arXiv.org View citations (3)
4. Deterministic definition of the capital risk
   Papers, arXiv.org
5. Inconsistency of the judgment matrix in the AHP method and the decision maker's knowledge
   Papers, arXiv.org
   See also Journal Article Inconsistency of the judgment matrix in the AHP method and the decision maker’s knowledge, Physica A: Statistical Mechanics and its Applications, Elsevier (2009) View citations (1) (2009)
6. The price of bond and European option on bond without credit risk. Classical look and its quantum extension
   Papers, arXiv.org

2007

7. Projective Market Model Approach to AHP Decision-Making
   Papers, arXiv.org
   Also in Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics View citations (4)
   See also Journal Article Projective market model approach to AHP decision making, Physica A: Statistical Mechanics and its Applications, Elsevier (2008) View citations (3) (2008)
8. Quantum Auctions: Facts and Myths
   Papers, arXiv.org View citations (2)
   Also in Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics View citations (3)
   See also Journal Article Quantum auctions: Facts and myths, Physica A: Statistical Mechanics and its Applications, Elsevier (2008) View citations (7) (2008)
9. Reinforcement learning in market games
   Papers, arXiv.org
   Also in Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics

2006

10. Geometry of Financial Markets -- Towards Information Theory Model of Markets
    Papers, arXiv.org View citations (1)
    Also in Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics View citations (6)
    See also Journal Article Geometry of financial markets—Towards information theory model of markets, Physica A: Statistical Mechanics and its Applications, Elsevier (2007) View citations (4) (2007)
11. Kelly Criterion revisited: optimal bets
    Papers, arXiv.org View citations (1)
    Also in Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics View citations (5)
    See also Journal Article Kelly criterion revisited: optimal bets, The European Physical Journal B: Condensed Matter and Complex Systems, Springer (2007) View citations (4) (2007)
12. The matrix rate of return
    Papers, arXiv.org View citations (1)
    Also in Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics View citations (4)
    See also Journal Article The matrix rate of return, Physica A: Statistical Mechanics and its Applications, Elsevier (2007) View citations (2) (2007)

2001

13. Quantum Market Games
    Game Theory and Information, University Library of Munich, Germany View citations (23)
    Also in Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics View citations (25)
    See also Journal Article Quantum market games, Physica A: Statistical Mechanics and its Applications, Elsevier (2002) View citations (28) (2002)

2000

14. The thermodynamics of portfolios
    Papers, arXiv.org View citations (2)
    Also in Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics View citations (8)

Undated

15. An Invitation to Quantum Game Theory
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics View citations (21)
16. Arbitrage Risk Implied by Brokerage (in Polish)
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics
17. Arbitrage Risk Induced by Transaction Costs
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics View citations (5)
    See also Journal Article Arbitrage risk induced by transaction costs, Physica A: Statistical Mechanics and its Applications, Elsevier (2004) View citations (6) (2004)
18. Cat's Dilemma
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics View citations (3)
19. Dualities and Value of Capital (book in Polish)
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics
20. Fixed point theorem for simple quantum strategies in quantum market games
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics View citations (6)
    See also Journal Article Fixed point theorem for simple quantum strategies in quantum market games, Physica A: Statistical Mechanics and its Applications, Elsevier (2003) View citations (5) (2003)
21. Instantenuous Interests Rate (in Polish)
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics
22. Interests Instead of Pseudointerest (in Polish)
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics
23. Interference of quantum market strategies
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics View citations (8)
    See also Journal Article Interference of quantum market strategies, Physica A: Statistical Mechanics and its Applications, Elsevier (2003) View citations (7) (2003)
24. On the Logarithm (in Polish)
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics
25. Optimalisation of Market Games with Complete Information (in Polish)
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics
    Also in Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics
26. Problems with the Astumian's Paradox (in Polish)
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics
27. Quantization of Games: Towards Quantum Artificial Intelligence
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics View citations (2)
28. Quantum Bargaining Games
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics View citations (14)
    See also Journal Article Quantum bargaining games, Physica A: Statistical Mechanics and its Applications, Elsevier (2002) View citations (18) (2002)
29. Quantum Cat's Dilemma: an Example of Intransitivity in a Quantum Game
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics View citations (4)
30. Quantum Computer: An Appliance for Playing Market Games
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics View citations (7)
31. Quantum English Auctions
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics View citations (6)
    See also Journal Article Quantum English auctions, Physica A: Statistical Mechanics and its Applications, Elsevier (2003) View citations (3) (2003)
32. Quantum Game Theory in Finance
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics View citations (5)
33. Quantum Games and Programmable Quantum Systems
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics
34. Quantum Mind. A sketch (in Polish)
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics
35. Quantum Transmemetic Intelligence
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics
36. Quantum diffusion of prices and profits
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics View citations (5)
    See also Journal Article Quantum diffusion of prices and profits, Physica A: Statistical Mechanics and its Applications, Elsevier (2005) View citations (7) (2005)
37. Quantum solution to the Newcomb's paradox
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics View citations (5)
38. Quantum-Like Approach to Financial Risk: Quantum Anthropic Principle
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics View citations (20)
39. Righteous Secondary School Candidates Selection Is Possible (in Polish)
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics
40. Risk in Quantum Market Games (in Polish)
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics
41. Stock Exchange Transactions and Ising Model (in Polish)
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics
42. The Astumian's Paradox
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics
43. The Attainability of an Financial Instrument and Financial Risk (in Polish)
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics
44. The Comparative Statistcs a la Thermodynamique. An Introduction (in Polish)
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics
45. The Credit Algera (in Polish)
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics
46. The Distibiution of Capital. The Withdrawal Price and The Power of Money (in Polish)
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics
47. The Donkey and Cat's Dilemmas (in Polish)
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics
48. The Geometry of a Financial Market (in Polish)
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics
49. The Hyperrate of Return (in Polish)
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics
50. The Intensity of Profit. The Rational Dealer Model (in Polish)
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics
51. The Matrix Rate of Return (in Polish)
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics View citations (1)
52. The Merchandising Mathematician Model. Stochastic Demand and Supply
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics View citations (4)
53. The Next Stage: Quantum Game Theory
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics View citations (17)
54. The Operator Rate of Return: Classical Applications (in Polish)
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics
55. The Price Ballance Paradox and the Optimal Assurance of Capital (in Polish)
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics
56. The Stochastic Representation of the Rate of Return Algebra (in Polish)
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics
57. The relativistic velocity addition law optimizes a forecast gambler's profit
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics View citations (2)
58. Trading by Quantum Rules - Quantum Anthropic Principle
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics View citations (7)
59. Universality of Measurements on Quantum Markets
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics
    See also Journal Article Universality of measurements on quantum markets, Physica A: Statistical Mechanics and its Applications, Elsevier (2007) (2007)
60. What Was the Temperature of the Bagsik Financial Oscillator?
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics View citations (1)
    See also Journal Article What was the temperature of the Bagsik financial oscillator?, Physica A: Statistical Mechanics and its Applications, Elsevier (2001) View citations (1) (2001)
61. What Was the Temperature of the Bagsik Financial Oscillator? (in Polish)
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics
62. Zombies and Gamblers. Canonical Ensembles of Protfolios (in Polish)
    Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics

Journal Articles

2015

1. Generalization of the Aoki–Yoshikawa sectoral productivity model based on extreme physical information principle
   Physica A: Statistical Mechanics and its Applications, 2015, 428, (C), 161-172
   See also Working Paper Generalization of the Aoki-Yoshikawa sectoral productivity model based on extreme physical information principle, Papers (2015) (2015)

2014

2. Parameter estimation by fixed point of function of information processing intensity
   Physica A: Statistical Mechanics and its Applications, 2014, 416, (C), 558-563 View citations (2)
3. When I cut, you choose method implies intransitivity
   Physica A: Statistical Mechanics and its Applications, 2014, 415, (C), 189-193

2010

4. Subjective modelling of supply and demand—the minimum of Fisher information solution
   Physica A: Statistical Mechanics and its Applications, 2010, 389, (21), 4904-4912 View citations (7)

2009

5. Inconsistency of the judgment matrix in the AHP method and the decision maker’s knowledge
   Physica A: Statistical Mechanics and its Applications, 2009, 388, (6), 907-915 View citations (1)
   See also Working Paper Inconsistency of the judgment matrix in the AHP method and the decision maker's knowledge, Papers (2008) (2008)

2008

6. Projective market model approach to AHP decision making
   Physica A: Statistical Mechanics and its Applications, 2008, 387, (15), 3982-3986 View citations (3)
   See also Working Paper Projective Market Model Approach to AHP Decision-Making, Papers (2007) (2007)
7. Quantum auctions: Facts and myths
   Physica A: Statistical Mechanics and its Applications, 2008, 387, (15), 3949-3953 View citations (7)
   See also Working Paper Quantum Auctions: Facts and Myths, Papers (2007) View citations (2) (2007)

2007

8. Geometry of financial markets—Towards information theory model of markets
   Physica A: Statistical Mechanics and its Applications, 2007, 382, (1), 228-234 View citations (4)
   See also Working Paper Geometry of Financial Markets -- Towards Information Theory Model of Markets, Papers (2006) View citations (1) (2006)
9. Kelly criterion revisited: optimal bets
   The European Physical Journal B: Condensed Matter and Complex Systems, 2007, 57, (2), 201-203 View citations (4)
   See also Working Paper Kelly Criterion revisited: optimal bets, Papers (2006) View citations (1) (2006)
10. The matrix rate of return
    Physica A: Statistical Mechanics and its Applications, 2007, 382, (1), 347-353 View citations (2)
    See also Working Paper The matrix rate of return, Papers (2006) View citations (1) (2006)
11. Universality of measurements on quantum markets
    Physica A: Statistical Mechanics and its Applications, 2007, 385, (1), 397-405
    See also Working Paper Universality of Measurements on Quantum Markets, Departmental Working Papers

2006

12. Quantum extension of European option pricing based on the Ornstein–Uhlenbeck process
    Physica A: Statistical Mechanics and its Applications, 2006, 368, (1), 176-182 View citations (11)

2005

13. Quantum diffusion of prices and profits
    Physica A: Statistical Mechanics and its Applications, 2005, 345, (1), 185-195 View citations (7)
    See also Working Paper Quantum diffusion of prices and profits, Departmental Working Papers View citations (5)

2004

14. Arbitrage risk induced by transaction costs
    Physica A: Statistical Mechanics and its Applications, 2004, 331, (1), 233-239 View citations (6)
    See also Working Paper Arbitrage Risk Induced by Transaction Costs, Departmental Working Papers View citations (5)
15. Quantum games in finance
    Quantitative Finance, 2004, 4, (6), 61-67 View citations (3)

2003

16. Fixed point theorem for simple quantum strategies in quantum market games
    Physica A: Statistical Mechanics and its Applications, 2003, 324, (1), 196-200 View citations (5)
    See also Working Paper Fixed point theorem for simple quantum strategies in quantum market games, Departmental Working Papers View citations (6)
17. Interference of quantum market strategies
    Physica A: Statistical Mechanics and its Applications, 2003, 318, (3), 516-528 View citations (7)
    See also Working Paper Interference of quantum market strategies, Departmental Working Papers View citations (8)
18. Quantum English auctions
    Physica A: Statistical Mechanics and its Applications, 2003, 318, (3), 505-515 View citations (3)
    See also Working Paper Quantum English Auctions, Departmental Working Papers View citations (6)
19. The merchandising mathematician model: profit intensities
    Physica A: Statistical Mechanics and its Applications, 2003, 318, (3), 496-504 View citations (10)

2002

20. Quantum bargaining games
    Physica A: Statistical Mechanics and its Applications, 2002, 308, (1), 391-401 View citations (18)
    See also Working Paper Quantum Bargaining Games, Departmental Working Papers View citations (14)
21. Quantum market games
    Physica A: Statistical Mechanics and its Applications, 2002, 312, (1), 208-216 View citations (28)
    See also Working Paper Quantum Market Games, Game Theory and Information (2001) View citations (23) (2001)

2001

22. What was the temperature of the Bagsik financial oscillator?
    Physica A: Statistical Mechanics and its Applications, 2001, 301, (1), 441-448 View citations (1)
    See also Working Paper What Was the Temperature of the Bagsik Financial Oscillator?, Departmental Working Papers View citations (1)

1983

23. Spin systems in contact with thermostat — kinetic model
    Physica A: Statistical Mechanics and its Applications, 1983, 121, (1), 135-144 View citations (1)