247 citations · 1.2k across the 33 of their papers we have counts for
9 papers · 1 filter
Resource heterogeneity leads to unjust effort distribution in climate change mitigation
Julian Vicens, Nereida Bueno-Guerra, Mario Gutiérrez-Roig +6
Fighting against climate change is a global challenge shared by nations with heterogeneous economical resources and individuals with diverse propensity for cooperation. However, we…
Humans display a reduced set of consistent behavioral phenotypes in dyadic games
Julia Poncela-Casasnovas, Mario Gutierrez-Roig, Carlos Gracia-Lazaro +6
Socially relevant situations that involve strategic interactions are widespread among animals and humans alike. To study these situations, theoretical and experimental works have a…
Volatility: a hidden Markov process in financial time series
Zoltan Eisler, Josep Perello, Jaume Masoliver
The volatility characterizes the amplitude of price return fluctuations. It is a central magnitude in finance closely related to the risk of holding a certain asset. Despite its po…
The continuous time random walk formalism in financial markets
J. Masoliver, M. Montero, J. Perello +1
We adapt continuous time random walk (CTRW) formalism to describe asset price evolution and discuss some of the problems that can be treated using this approach. We basically focus…
Downside Risk analysis applied to Hedge Funds universe
Josep Perello
Hedge Funds are considered as one of the portfolio management sectors which shows a fastest growing for the past decade. An optimal Hedge Fund management requires an appropriate ri…
Entropy of the Nordic electricity market: anomalous scaling, spikes, and mean-reversion
Josep Perello, Miquel Montero, Luigi Palatella +2
The electricity market is a very peculiar market due to the large variety of phenomena that can affect the spot price. However, this market still shows many typical features of oth…