12 citations · 14 across the 9 of their papers we have counts for
9 papers
Assessing Honey Bee Colony Health Using Temperature Time Series
Karina Arias-Calluari, Theotime Colin, Tanya Latty +2
Honey bees face an increasing number of stressors that disrupt the natural behaviour of colonies and, in extreme cases, can lead to their collapse. Quantifying the status and resil…
Comparative analysis of stationarity for Bitcoin and the S&P500
Yaoyue Tang, Karina Arias-Calluari, Michael S. Harré
This paper compares and contrasts stationarity between the conventional stock market and cryptocurrency. The dataset used for the analysis is the intraday price indices of the S&P5…
Stylized Facts of High-Frequency Bitcoin Time Series
Yaoyue Tang, Karina Arias-Calluari, M. N. Najafi +2
This paper analyses the high-frequency intraday Bitcoin dataset from 2019 to 2022. During this time frame, the Bitcoin market index exhibited two distinct periods, 2019-20 and 2021…
Variable order porous media equations: Application on modeling the S&P500 and Bitcoin price return
Yaoyue Tang, Fatemeh Gharari, Karina Arias-Calluari +2
This article reveals a specific category of solutions for the Variable Order (VO) nonlinear fractional Fokker-Planck equations. These solutions are formulated using VO -Ga…
Modelling daily weight variation in honey bee hives
Karina Arias-Calluari, Theotime Colin, Tanya Latty +2
A quantitative understanding of the dynamics of bee colonies is important to support global efforts to improve bee health and enhance pollination services. Traditional approaches f…
Local and Non-local Fractional Porous Media Equations
Fatemeh Gharari, Karina Arias-Calluari, Fernando Alonso-Marroquin +1
Recently it was observed that the probability distribution of the price return in S\&P500 can be modeled by -Gaussian distributions, where various phases (weak, strong super dif…
Stationarity of the detrended price return in stock markets
Karina Arias-Calluari, Morteza. N. Najafi, Michael S. Harré +1
This paper proposes a governing equation for stock market indexes that accounts for non-stationary effects. This is a linear Fokker-Planck equation (FPE) that describes the time ev…
Q-Gaussian diffusion in stock markets
Alonso-Marroquin Fernando, Arias-Calluari Karina, Harre Michael +2
We analyze the Standard & Poor's 500 stock market index from the last 22 years. The probability density function of price returns exhibits two well-distinguished regimes with self-…
Closed-form solutions for the Lévy-stable distribution
Karina Arias-Calluari, Fernando Alonso-Marroquin, Michael Harre
The Lévy-stable distribution is the attractor of distributions which hold power laws with infinite variance. This distribution has been used in a variety of research areas, for exa…