18 citations · 25 across the 4 of their papers we have counts for
6 papers
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…
Stylized Facts Generated Through Cellular Automata Models. Case of Study: The Game of Life
H. F. Coronel-Brizio, A. R. Hernandez-Montoya, M. E. Rodriguez-Achach +1
In the present work, a geometrical method to generate a two dimensional random walk by means of a bidimensional Cellular Automaton is presented. We illustrate it by means of Conway…
Assessing symmetry of financial returns series
H. F. Coronel-Brizio, A. R. Hernandez-Montoya, Huerta-Quintanilla +2
Testing symmetry of a probability distribution is a common question arising from applications in several fields. Particularly, in the study of observables used in the analysis of s…
Evidence of Increment of Efficiency of the Mexican Stock Market Through the Analysis of its Variations
H. F. Coronel-Brizio, A. R. Hernandez-Montoya, R. Huerta-Quintanilla +1
It is well known that there exist statistical and structural differences between the stock markets of developed and emerging countries. In this work, we present an analysis of the…
On fitting the Pareto-Levy distribution to stock market index data: selecting a suitable cutoff value
H. F. Coronel-Brizio, A. R. Hernandez-Montoya
The so-called Pareto-Levy or power-law distribution has been successfully used as a model to describe probabilities associated to extreme variations of worldwide stock markets inde…
Asymptotic behavior of the Daily Increment Distribution of the IPC, the Mexican Stock Market Index
H. F. Coronel-Brizio, A. R. Hernandez-Montoya
In this work, a statistical analysis of the distribution of daily fluctuations of the IPC, the Mexican Stock Market Index is presented. A sample of the IPC covering the 13-year per…