Zobrazeno 1 - 10 of 14 pro vyhledávání: '"M A Sánchez-Granero"'
1
Akademický článek
Some comments on Bitcoin market (in)efficiency.
Autor: V Dimitrova, M Fernández-Martínez, M A Sánchez-Granero, J E Trinidad Segovia
Publikováno v: PLoS ONE, Vol 14, Iss 7, p e0219243 (2019)
In this paper, we explore the (in)efficiency of the continuum Bitcoin-USD market in the period ranging from mid 2010 to early 2019. To deal with, we dynamically analyse the evolution of the self-similarity exponent of Bitcoin-USD daily returns via ac
Externí odkaz: https://doaj.org/article/fb1d876c631d4f57b5d42b9c5d9f79c8
Zobrazit plný text záznamu
2
Akademický článek
A model for foreign exchange markets based on glassy Brownian systems.
Autor: M A Sánchez-Granero, J E Trinidad-Segovia, J Clara-Rahola, A M Puertas, F J De Las Nieves
Publikováno v: PLoS ONE, Vol 12, Iss 12, p e0188814 (2017)
In this work we extend a well-known model from arrested physical systems, and employ it in order to efficiently depict different currency pairs of foreign exchange market price fluctuation distributions. We consider the exchange rate price in the tim
Externí odkaz: https://doaj.org/article/a12557fe084348e4a7e13b3ab7adaf77
Zobrazit plný text záznamu
3
Akademický článek
Improvement in Hurst exponent estimation and its application to financial markets
Autor: A. Gómez-Águila, J. E. Trinidad-Segovia, M. A. Sánchez-Granero
Publikováno v: Financial Innovation, Vol 8, Iss 1, Pp 1-21 (2022)
Abstract This research aims to improve the efficiency in estimating the Hurst exponent in financial time series. A new procedure is developed based on equality in distribution and is applicable to the estimation methods of the Hurst exponent. We show
Externí odkaz: https://doaj.org/article/95dac2e0a1b04ea69bedfedc4c58d0fb
Zobrazit plný text záznamu
5
The impact of regulation-based constraints on portfolio selection: The Spanish case
Autor: E. Grizickas Sapkute, M. A. Sánchez-Granero, M. N. López García, J. E. Trinidad Segovia
Publikováno v: Humanities and Social Sciences Communications. 9
Discussion about the effect of constraints in portfolio selection is a popular topic in finance. In this paper, we test the portfolio performance under the existence of regulatory constraints. This paper tries to provide evidence of whether the exist
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::570d9231ac8b5a65b9afcf3b2e6a108e
https://doi.org/10.1057/s41599-022-01327-w
Zobrazit plný text záznamu
7
Introducing fractal dimension algorithms to calculate the Hurst exponent of financial time series
Autor: J. E. Trinidad-Segovia, Manuel Fernández-Martínez, M. J. Sánchez-Granero
Publikováno v: riUAL. Repositorio Institucional de la Universidad de Almería
instname
In this paper, three new algorithms are introduced in order to explore long memory in financial time series. They are based on a new concept of fractal dimension of a curve. A mathematical support is provided for each algorithm and its accuracy is te
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::992796da42660604fb9cb881a8a6a9ac
https://doi.org/10.1140/epjb/e2012-20803-2
Zobrazit plný text záznamu
8
Akademický článek
On Uniformly Locally Compact Quasi-Uniform Hyperspaces.
Autor: H. P. A. Künzi, S. Romaguera, M. A. Sánchez-Granero
Publikováno v: Czechoslovak Mathematical Journal; Mar2004, Vol. 54 Issue 1, p215-228, 14p
Zobrazit plný text záznamu
9
Akademický článek
Retraction of a Compact Subspace onto Its Boundary.
Autor: M. A. Sánchez-Granero
Publikováno v: Monatshefte für Mathematik; Jun2003, Vol. 139 Issue 2, p169-172, 4p
Zobrazit plný text záznamu

Vyhledávací nástroje:

Upřesnit hledání

Omezení vyhledávání
Plný text Recenzováno Digitální knihovna AV ČR
Zdroje