4 citations · 4 across the 2 of their papers we have counts for
2 papers
cond-mat.soft2024
Brownian and fractional polymers with self-repulsion
Samuel Eleutério, R. Vilela Mendes
Brownian and fractional processes are useful computational tools for the modelling of physical phenomena. Here, modelling linear homopolymers in solution as Brownian or fractional…
q-fin.ST2012★ 4 cited
How Fama Went Wrong: Measures of Multivariate Kurtosis for the Identification of the Dynamics of a N-Dimensional Market
Tanya Araújo, João Dias, Samuel Eleutério +1
This paper investigates the common intuition suggesting that during crises the shape of the financial market clearly differentiates from that of random walk processes. In this sens…