63 citations · 122 across the 11 of their papers we have counts for
11 papers
A multi-scale symmetry analysis of uninterrupted trends returns of daily financial indices
C. M. Rodríguez-Martínez, H. F. Coronel-Brizio, A. R. Hernández-Montoya
We present a symmetry analysis of the distribution of variations of different financial indices, by means of a statistical procedure developed by the authors based on a symmetry st…
Wealth distribution of simple exchange models coupled with extremal dynamics
N. Bagatella-Flores, M. Rodriguez-Achach, H. F. Coronel-Brizio +1
Punctuated Equilibrium (PE) states that after long periods of evolutionary quiescence, species evolution can take place in short time intervals, where sudden differentiation makes…
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…
The Anderson-Darling test of fit for the power law distribution from left censored samples
H. F. Coronel-Brizio, A. R. Hernandez-Montoya
Maximum likelihood estimation and a test of fit based on the Anderson-Darling statistic is presented for the case of the power law distribution when the parameters are estimated fr…
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…