63 citations · 122 across the 10 of their papers we have counts for
10 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…
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…
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…