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- Istituto Nazionale di Fisica Nucleare, Sezione di TorinoIT21 papers
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- European Organization for Nuclear ResearchCH6 papers
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4 papers · 1 filter
A random telegraph signal of Mittag-Leffler type
Simone Ferraro, Michele Manzini, Aldo Masoero +1
A general method is presented to explicitly compute autocovariance functions for non-Poisson dichotomous noise based on renewal theory. The method is specialized to a random telegr…
Statistical auditing and randomness test of lotto k/N-type games
H. F. Coronel-Brizio, A. R. Hernandez-Montoya, Fabio Rapallo +1
One of the most popular lottery games worldwide is the so-called ``lotto k/N''. It considers N numbers 1,2,...,N from which k are drawn randomly, without replacement. A player sele…
Coupled continuous time random walks in finance
Mark M. Meerschaert, Enrico Scalas
Continuous time random walks (CTRWs) are used in physics to model anomalous diffusion, by incorporating a random waiting time between particle jumps. In finance, the particle jumps…
The art of fitting financial time series with Levy stable distributions
Enrico Scalas, Kyungsik Kim
This paper illustrates a procedure for fitting financial data with -stable distributions. After using all the available methods to evaluate the distribution parameters, one can…