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researcher

E. Scalas

18 papers hereh-index 357.8k citations265 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author3
  • first author5
  • middle author2
  • last author7

Across the 17 of 18 papers where every author was matched, so the position is known.

fields
  • cond-mat.stat-mech3
  • physics.data-an3
  • physics.soc-ph3
  • math.PR2
  • q-fin.TR2
  • cond-mat1

identity via Semantic Scholar / OpenAlex

activity
20012012
most citedCoupled continuous time random walks in finance

202 citations · 401 across the 13 of their papers we have counts for

collaborators
Showing 2012Show all

1 paper · 1 filter

q-fin.ST2012

Analysis of short term price trends in daily stock-market index data

H. F. Coronel-Brizio, A. R. Hernández Montoya, H. R Olivares Sánchez +1

In financial time series there are periods in which the value increases or decreases monotonically. We call those periods elemental trends and study the probability distribution of…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.