Zobrazeno 1 - 10
of 14
pro vyhledávání: '"Miguel Angel Sanchez-Granero"'
Constructing a linearly ordered topological space from a fractal structure: a probabilistic approach
Publikováno v:
Mathematics; Volume 10; Issue 23; Pages: 4518
Recent studies have shown that it is possible to construct a probability measure from a fractal structure defined on a space. On the other hand, a theory on cumulative distribution functions from an order on a separable linearly ordered topological s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a4127e57f1b4bd5d822090e08297b024
http://hdl.handle.net/10835/14101
http://hdl.handle.net/10835/14101
Publikováno v:
Financial Innovation. 8
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 how to u
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5498cada9bdfc85a010f38d8d9287af2
https://doi.org/10.1186/s40854-022-00394-x
https://doi.org/10.1186/s40854-022-00394-x
Autor:
Manuel Fernández-Martínez, Juan Luis García Guirao, Miguel Ángel Sánchez-Granero, Juan Evangelista Trinidad Segovia
This book provides a generalised approach to fractal dimension theory from the standpoint of asymmetric topology by employing the concept of a fractal structure. The fractal dimension is the main invariant of a fractal set, and provides useful inform
Publikováno v:
Mathematics, Vol 12, Iss 2, p 310 (2024)
In this work we start developing a Riemann-type integration theory on spaces which are equipped with a fractal structure. These topological structures have a recursive nature, which allows us to guarantee a good approximation to the true value of a c
Externí odkaz:
https://doaj.org/article/4c83663b78324059bd14b73ccf1a02a8
Constructing a Linearly Ordered Topological Space from a Fractal Structure: A Probabilistic Approach
Publikováno v:
Mathematics, Vol 10, Iss 23, p 4518 (2022)
Recent studies have shown that it is possible to construct a probability measure from a fractal structure defined on a space. On the other hand, a theory on cumulative distribution functions from an order on a separable linearly ordered topological s
Externí odkaz:
https://doaj.org/article/4c60f5d2fc08466baab5ed07b6848d22
Publikováno v:
Topology and its Applications. 156:2907
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::94509af9e7ce26de0e8be532bd1d1d8b
https://doi.org/10.1016/j.topol.2009.06.007
https://doi.org/10.1016/j.topol.2009.06.007
Autor:
María Nieves López-García, Miguel Angel Sánchez-Granero, Juan Evangelista Trinidad-Segovia, Antonio Manuel Puertas, Francisco Javier De las Nieves
Publikováno v:
Mathematics, Vol 9, Iss 6, p 598 (2021)
The volatility and log-price collective movements among stocks of a given market are studied in this work using co-movement functions inspired by similar functions in the physics of many-body systems, where the collective motions are a signal of stru
Externí odkaz:
https://doaj.org/article/70fc5399b8ac4a1789f17bddf9b12c61
Autor:
Karen Balladares, José Pedro Ramos-Requena, Juan Evangelista Trinidad-Segovia, Miguel Angel Sánchez-Granero
Publikováno v:
Mathematics, Vol 9, Iss 2, p 179 (2021)
In this paper, we use a statistical arbitrage method in different developed and emerging countries to show that the profitability of the strategy is based on the degree of market efficiency. We will show that our strategy is more profitable in emergi
Externí odkaz:
https://doaj.org/article/9af314d5bd8947f18e9fb4a1ab6541b4
Autor:
María Nieves López-García, Miguel Angel Sánchez-Granero, Juan Evangelista Trinidad-Segovia, Antonio Manuel Puertas, Francisco Javier De las Nieves
Publikováno v:
Entropy, Vol 22, Iss 9, p 954 (2020)
One of the main contributions of the Capital Assets Pricing Model (CAPM) to portfolio theory was to explain the correlation between assets through its relationship with the market index. According to this approach, the market index is expected to exp
Externí odkaz:
https://doaj.org/article/0510038ce16c45b9a2d0a29f74ab8223
Autor:
Venelina Nikolova, Juan E. Trinidad Segovia, Manuel Fernández-Martínez, Miguel Angel Sánchez-Granero
Publikováno v:
Mathematics, Vol 8, Iss 8, p 1216 (2020)
One of the main characteristics of cryptocurrencies is the high volatility of their exchange rates. In a previous work, the authors found that a process with volatility clusters displays a volatility series with a high Hurst exponent. In this paper,
Externí odkaz:
https://doaj.org/article/8e7245014dbd4cdeab918ac093c251d2