activity
20102017
most citedA comparison among some Hurst exponent approaches to predict nascent bubbles in company stocks

22 citations · 56 across the 8 of their papers we have counts for

collaborators

8 papers

math.MG2017★ 1 cited

Irreducible fractal structures for Moran's type theorems

M. A. Sánchez-Granero, M. Fernández-Martínez

In this paper, we characterize a novel separation property for IFS-attractors on complete metric spaces. Such a separation property is weaker than the strong open set condition (SO…

q-fin.ST2017★ 16 cited

Diffusive and arrested-like dynamics in currency exchange markets

Joaquim Clara-Rahola, Antonio M. Puertas, Miguel Angel Sanchez-Granero +2

This work studies the symmetry between colloidal dynamics and the dynamics of the Euro--US Dollar currency exchange market (EURUSD). We consider the EURUSD price in the time range…

q-fin.ST2016★ 22 cited

A comparison among some Hurst exponent approaches to predict nascent bubbles in company stocks

M. Fernández-Martínez, M. A Sánchez-Granero, María José Muñoz Torrecillas +1

In this paper, three approaches to calculate the self-similarity exponent of a time series are compared in order to determine which one performs best to identify the transition fro…

math.DS2016★ 1 cited

Generalizing Moran's Theorem

M. Fernández-Martínez, Juan L. G. Guirao, M. A. Sánchez-Granero

This work is aimed by the spirit of 1946 Moran's Theorem, which ensures that both the box and the Hausdorff dimensions for any attractor could be calculated as the solution of an e…

math.NA2015★ 16 cited

Optimal sampling patterns for Zernike polynomials

D. Ramos-Lopez, M. A. Sanchez-Granero, M. Fernandez-Martinez +1

A pattern of interpolation nodes on the disk is studied, for which the interpolation problem is theoretically unisolvent, and which renders a minimal numerical condition for the co…

math.DS2015

Counterexamples in theory of fractal dimension for fractal structures

Magdalena Nowak, Manuel Fernández-Martínez, Miguel Angel Sánchez-Granero

Fractal dimension constitutes the main tool to test for fractal patterns in Euclidean contexts. For this purpose, it is always used the box dimension, since it is easy to calculate…