7 citations · 7 across the 2 of their papers we have counts for
3 papers
physics.comp-ph2015★ 7 cited
Scaling Properties of Weakly Self-Avoiding Fractional Brownian Motion in One Dimension
Wolfgang Bock, Jinky Bornales, Cresente Cabahug +2
We use an off-lattice discretization of fractional Brownian motion and a Metropolis Algorithm to determine the asymptotic scaling of this discretized fractional Brownian motion und…
math-ph2013
A Fractional Edwards Model for Chain Polymers -Generalizations of the Flory Formula
Wolfgang Bock, Jinky Bornales, Samuel Eleuterio +2
Paper is withdrawn due to further studies.
q-fin.PM2011
Portfolios and the market geometry
Samuel Eleutério, Tanya Araújo, R. Vilela Mendes
A geometric analysis of the time series of returns has been performed in the past and it implied that the most of the systematic information of the market is contained in a space o…