228 citations · 561 across the 14 of their papers we have counts for
14 papers
Market impact and trading profile of large trading orders in stock markets
Esteban Moro, Javier Vicente, Luis G. Moyano +5
We empirically study the market impact of trading orders. We are specifically interested in large trading orders that are executed incrementally, which we call hidden orders. These…
Evolving learning rules and emergence of cooperation in spatial Prisoner's Dilemma
Luis G. Moyano, Angel Sánchez
In the evolutionary Prisoner's Dilemma (PD) game, agents play with each other and update their strategies in every generation according to some microscopic dynamical rule. In its s…
Dynamics towards the Feigenbaum attractor
A. Robledo, L. G. Moyano
We expose at a previously unknown level of detail the features of the dynamics of trajectories that either evolve towards the Feigenbaum attractor or are captured by its matching r…
Labyrinthine pathways towards supercycle attractors in unimodal maps
L. G. Moyano, D. Silva, A. Robledo
We uncover previously unknown properties of the family of periodic superstable cycles in unimodal maps characterized each by a Lyapunov exponent that diverges to minus infinity. Am…
Yet on statistical properties of traded volume: correlation and mutual information at different value magnitudes
Silvio M. Duarte Queiros, Luis G. Moyano
In this article we analyse linear correlation and non-linear dependence of traded volume, , of the 30 constituents of Dow Jones Industrial Average at different value scales. Spe…
Influence of global correlations on central limit theorems and entropic extensivity
John A. Marsh, Miguel A. Fuentes, Luis G. Moyano +1
We consider probabilistic models of N identical distinguishable, binary random variables. If these variables are strictly or asymptotically independent, then, for N>>1, (i) the att…