Now showing items 1-4 of 4

    • Emerging properties of financial time series in the "game of Life" 

      Hernández-Montoya, A.R.; Coronel-Brizio, H.F.; Stevens-Ramírez, G.A.; Rodríguez-Achach, M.; Politi, M.; Scalas, E.Autoridad BCAM (2011-12-31)
      We explore the spatial complexity of Conway's "Game of Life," a prototypical cellular automaton by means of a geometrical procedure generating a two-dimensional random walk from a bidimensional lattice with periodical ...
    • Full characterization of the fractional Poisson process 

      Politi, M.; Kaizoji, T.; Scalas, E.Autoridad BCAM (2011-12-31)
      The fractional Poisson process (FPP) is a counting process with independent and identically distributed inter-event times following the Mittag-Leffler distribution. This process is very useful in several fields of applied ...
    • Optimizing a basket against the efficient market hypothesis 

      Abergel, F.; Politi, M. (2013-12-31)
      [No abstract available]
    • The near-extreme density of intraday log-returns 

      Politi, M.; Millot, N.; Chakraborti, A. (2012-12-31)
      The extreme event statistics plays a very important role in the theory and practice of time series analysis. The reassembly of classical theoretical results is often undermined by non-stationarity and dependence between ...