Общедоступные статьи - Enrico ScalasПодробнее...
19 статей доступны в некоторых источниках
The fractional non-homogeneous Poisson process
N Leonenko, E Scalas, M Trinh
Statistics & Probability Letters 120, 147-156, 2017
Финансирование: Australian Research Council
Fine structure of spectral properties for random correlation matrices: An application to financial markets
G Livan, S Alfarano, E Scalas
Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 84 (1 …, 2011
Финансирование: Government of Spain
A functional limit theorem for stochastic integrals driven by a time-changed symmetric α-stable Lévy process
E Scalas, N Viles
Stochastic processes and their applications 124 (1), 385-410, 2014
Финансирование: Government of Spain
Lyapunov function computation for autonomous linear stochastic differential equations using sum-of-squares programming
S Hafstein, S Gudmundsson, P Giesl, E Scalas
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS. SERIES B. 23 (2), 939-956, 2018
Финансирование: Icelandic Centre for Research
Modeling non-stationarities in high-frequency financial time series
L Ponta, M Trinh, M Raberto, E Scalas, S Cincotti
Physica A: statistical mechanics and its applications 521, 173-196, 2019
Финансирование: Government of Italy
Limit theorems for the fractional nonhomogeneous Poisson process
N Leonenko, E Scalas, M Trinh
Journal of Applied Probability 56 (1), 246-264, 2019
Финансирование: Australian Research Council
Velocity and energy distributions in microcanonical ensembles of hard spheres
E Scalas, AT Gabriel, E Martin, G Germano
Physical Review E 92 (2), 022140, 2015
Финансирование: UK Economic and Social Research Council, Government of Italy
A stylised model for wealth distribution
B Düring, N Georgiou, E Scalas
Economic Foundations for Social Complexity Science: Theory, Sentiments, and …, 2017
Финансирование: UK Engineering and Physical Sciences Research Council
A fractional Hawkes process II: Further characterization of the process
C Habyarimana, JA Aduda, E Scalas, J Chen, AG Hawkes, F Polito
Physica A: Statistical Mechanics and its Applications 615, 128596, 2023
Финансирование: UK Engineering and Physical Sciences Research Council, Government of Italy
Continuum and thermodynamic limits for a simple random-exchange model
B Düring, N Georgiou, S Merino-Aceituno, E Scalas
Stochastic Processes and their Applications 149, 248-277, 2022
Финансирование: UK Engineering and Physical Sciences Research Council, Vienna Science and …
Computation of the stochastic basin of attraction by rigorous construction of a Lyapunov function
H Bjoernsson, S Hafstein, P Giesl, E Scalas, S Gudmundsson
University of Sussex, 2019
Финансирование: Icelandic Centre for Research
Low-traffic limit and first-passage times for a simple model of the continuous double auction
E Scalas, F Rapallo, T Radivojević
Physica A: Statistical Mechanics and its Applications 485, 61-72, 2017
Финансирование: Government of Spain
Limit theorems for prices of options written on semi-Markov processes
E Scalas, B Toaldo
Theory of Probability and Mathematical Statistics 105, 3-33, 2021
Финансирование: Government of Italy
A fractional approach to study the pure-temporal Epidemic Type Aftershock Sequence (ETAS) process for earthquakes modeling
L Cristofaro, R Garra, E Scalas, I Spassiani
Fractional Calculus and Applied Analysis 26 (2), 461-479, 2023
Финансирование: UK Engineering and Physical Sciences Research Council
A spectral perspective on excess volatility
G Livan, S Alfarano, M Milaković, E Scalas
Applied Economics Letters 22 (9), 745-750, 2015
Финансирование: Government of Spain
Wealth distribution and the Lorenz curve: a finitary approach
E Scalas, T Radivojević, U Garibaldi
Journal of Economic Interaction and Coordination 10, 79-89, 2015
Финансирование: Government of Italy
Queuing models with Mittag-Leffler inter-event times
J Butt, N Georgiou, E Scalas
Fractional Calculus and Applied Analysis 26 (4), 1465-1503, 2023
Финансирование: UK Engineering and Physical Sciences Research Council
Large-scale simulations of synthetic markets
L Gerardo-Giorda, G Germano, E Scalas
Финансирование: UK Economic and Social Research Council, Government of Spain
A functional limit theorem for stochastic integrals driven by a time-changed symmetric sigma-stable Levy process
E Scalas, N Viles
Финансирование: Government of Spain
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