Now showing items 1-2 of 2

    • Modeling non-stationarities in high-frequency financial time series 

      Ponta, L.; Trinh, M.; Raberto, M.; Scalas, E.Autoridad BCAM; Cincotti, S. (2019-01)
      We study tick-by-tick financial returns for the FTSE MIB index of the Italian Stock Exchange (Borsa Italiana). We confirm previously detected non-stationarities. Scaling properties reported before for other high-frequency ...
    • Velocity and energy distributions in microcanonical ensembles of hard spheres 

      Scalas, E.Autoridad BCAM; Gabriel, A.T.; Martin, E.; Germano, G. (2015-12-31)
      In a microcanonical ensemble (constant NVE, hard reflecting walls) and in a molecular dynamics ensemble (constant NVEPG, periodic boundary conditions) with a number N of smooth elastic hard spheres in a d-dimensional volume ...