Testing of Multifractional Brownian Motion. - Michal Balcerek; Krzysztof Burnecki (Entropy, 2020)

Fractional Dynamics Identification via Intelligent Unpacking of the Sample Autocovariance Function by Neural Networks. - Dawid Szarek; Grzegorz Sikora; Michal Balcerek; Ireneusz Jablonski; Agnieszka Wylomanska (Entropy, 2020)

About subordinated generalizations of 3 classical models of option pricing. - Michal Balcerek; Grzegorz Krzyzanowski; Marcin Magdziarz (CoRR, 2021)

CINNAMON: A hybrid approach to change point detection and parameter estimation in single-particle tracking data. - Jakub Malinowski; Marcin Kostrzewa; Michal Balcerek; Weronika Tomczuk; Janusz Szwabinski (CoRR, 2025)