1.2k citations · 2.3k across the 44 of their papers we have counts for
45 papers
Dynamical properties of volume at the spread in the Bitcoin/USD market
Roberto Mota Navarro, Francois Leyvraz, Hernán Larralde
The study of order volumes in financial markets has shown that these display several non-trivial statistical properties. Most studies have been focused on the bulk properties of vo…
Pauli component erasing quantum channels
Jose Alfredo de Leon, Alejandro Fonseca, Francois Leyvraz +2
Decoherence of quantum systems is described by quantum channels. However, a complete understanding of such channels, especially in the multi-particle setting, is still an ongoing d…
Rate equation limit for a combinatorial solution of a stochastic aggregation model
Francois Leyvraz
In a recent series of papers, an exact combinatorial solution was claimed for a variant of the so-called Marcus--Lushnikov model of aggregation. In this model, a finite number of a…
Time-dependent relations between gaps and returns in a Bitcoin order book
Roberto Mota Navarro, Paulino Monroy Castillero, Francois Leyvraz
Several studies have shown that large changes in the returns of an asset are associated with the sized of the gaps present in the order book In general, these associations have bee…
Ballistic annihilation in one dimension : A critical review
Soham Biswas, Francois Leyvraz
In this article we review the problem of reaction annihilation on a real lattice in one dimension, where particles move ballistically in one directi…
Anomalous Floquet tunneling in uniaxially strained graphene
Yonatan Betancur-Ocampo, Parisa Majari, Diego Espitia +2
The interplay of strain engineering and photon-assisted tunneling of electrons in graphene is considered for giving rise to atypical transport phenomena. The combination of uniaxia…