228 citations · 771 across the 21 of their papers we have counts for
21 papers
Role of Thermal Fluctuations in Nonlinear Thin Film Dewetting
S. Nesic, R. Cuerno, E. Moro +1
The spontaneous formation of droplets via dewetting of a thin fluid film from a solid substrate allows for materials nanostructuring, under appropriate experimental control. While…
Individual impact of agent actions in financial markets
Alex J. Bladon, Esteban Moro, Tobias Galla
We present an analysis of the price impact associated with trades effected by different financial firms. Using data from the Spanish Stock Market, we find a high degree of heteroge…
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…
Scaling laws of strategic behaviour and size heterogeneity in agent dynamics
Gabriella Vaglica, Fabrizio Lillo, Esteban Moro +1
The dynamics of many socioeconomic systems is determined by the decision making process of agents. The decision process depends on agent's characteristics, such as preferences, ris…
Single tensionless transition in the Laplacian roughening model
Juan Jesus Ruiz-Lorenzo, Esteban Moro, Rodolfo Cuerno
We report large scale Monte Carlo simulations of the equilibrium discrete Laplacian roughening (dLr) model, originally introduced as the simplest one accommodating the hexatic phas…
Non-negativity preserving numerical algorithms for stochastic differential equations
Esteban Moro, Henri Schurz
Construction of splitting-step methods and properties of related non-negativity and boundary preserving numerical algorithms for solving stochastic differential equations (SDEs) of…