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1

A COMPARISON OF THREE HURST EXPONENT APPROACHES TO PREDICT NASCENT BUBBLES IN S&P500 STOCKS

FERNÁNDEZ-MARTÍNEZ, M., SÁNCHEZ-GRANERO, M. A., MUÑOZ TORRECILLAS, M. J., MCKELVEY, BILL

Journal:

Year:

2017

Language:

english

File:

PDF, 202 KB

english, 2017

2

Introducing Hurst exponent in pair trading

Ramos-Requena, J.P., Trinidad-Segovia, J.E., Sánchez-Granero, M.A.

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2017

Language:

english

File:

PDF, 806 KB

english, 2017

3

An accurate algorithm to calculate the Hurst exponent of self-similar processes

Fernández-Martínez, M., Sánchez-Granero, M.A., Trinidad Segovia, J.E., Román-Sánchez, I.M.

Journal:

Physics Letters A

Year:

2014

Language:

english

File:

PDF, 464 KB

english, 2014

4

Measuring the self-similarity exponent in Lévy stable processes of financial time series

Fernández-Martínez, M., Sánchez-Granero, M.A., Trinidad Segovia, J.E.

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2013

Language:

english

File:

PDF, 2.60 MB

english, 2013

5

Calculating Hausdorff Dimension in Higher Dimensional Spaces

Fernández-Martínez, Manuel, García Guirao, Juan Luis García, Sánchez-Granero, Miguel Ángel

Journal:

Year:

2019

Language:

english

File:

PDF, 537 KB

english, 2019

6

On the construction of domains of formal balls for uniform spaces

Romaguera, S., Sánchez-Granero, M.A., Sanchis, M.

Journal:

Topology and its Applications

Year:

2014

Language:

english

File:

PDF, 287 KB

english, 2014

7

How to calculate the Hausdorff dimension using fractal structures

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

Journal:

Applied Mathematics and Computation

Year:

2015

Language:

english

File:

PDF, 678 KB

english, 2015

8

Counterexamples in theory of fractal dimension for fractal structures

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

Journal:

Chaos, Solitons & Fractals

Year:

2015

Language:

english

File:

PDF, 671 KB

english, 2015

9

Optimal sampling patterns for Zernike polynomials

Ramos-López, D., Sánchez-Granero, M.A., Fernández-Martínez, M., Martínez–Finkelshtein, A.

Journal:

Applied Mathematics and Computation

Year:

2016

Language:

english

File:

PDF, 558 KB

english, 2016

10

[SEMA SIMAI Springer Series] Fractal Dimension for Fractal Structures Volume 19 (With Applications to Finance) || A Middle Definition Between Hausdorff and Box Dimensions

Fernández-Martínez, Manuel, García Guirao, Juan Luis, Sánchez-Granero, Miguel Ángel, Trinidad Segovia, Juan Evangelista

Year:

2019

Language:

english

File:

PDF, 1.81 MB

english, 2019

11

Extending the Fama and French model with a long term memory factor

López-García, M.N., Trinidad-Segovia, J.E., Sánchez-Granero, M.A., Pouchkarev, I.

Journal:

European Journal of Operational Research

Year:

2019

Language:

english

File:

PDF, 867 KB

english, 2019

12

A novel approach to detect volatility clusters in financial time series

Trinidad Segovia, J.E., Fernández-Martínez, M., Sánchez-Granero, M.A.

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2019

Language:

english

File:

PDF, 740 KB

english, 2019

13

Testing the efficient market hypothesis in Latin American stock markets

Sánchez-Granero, M.A., Balladares, K.A., Requena, J.P. Ramos, Trinidad-Segovia, J.E.

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2019

Language:

english

File:

PDF, 637 KB

english, 2019

14

Preface

Salvador Romaguera, Miguel A. Sánchez-Granero, Mikhail Tkachenko

Journal:

Topology and its Applications

Year:

2009

Language:

english

File:

PDF, 64 KB

english, 2009

15

Some properties of bornological convergences

Jesús Rodríguez-López, M.A. Sánchez-Granero

Journal:

Topology and its Applications

Year:

2011

Language:

english

File:

PDF, 316 KB

english, 2011

16

A new approach to metrization

F.G. Arenas, M.A. Sánchez-Granero

Journal:

Topology and its Applications

Year:

2002

Language:

english

File:

PDF, 122 KB

english, 2002

17

Completions and compactifications of quasi-uniform spaces

S. Romaguera, M.A. Sánchez-Granero

Journal:

Topology and its Applications

Year:

2002

Language:

english

File:

PDF, 168 KB

english, 2002

18

Compactifications of quasi-uniform hyperspaces

Salvador Romaguera, Miguel A. Sánchez-Granero

Journal:

Topology and its Applications

Year:

2003

Language:

english

File:

PDF, 146 KB

english, 2003

19

Retraction of a Compact Subspace onto Its Boundary

M. A. Sánchez-Granero

Journal:

Monatshefte für Mathematik

Year:

2003

Language:

english

File:

PDF, 205 KB

english, 2003

20

A note on geometric method-based procedures to calculate the Hurst exponent

J.E. Trinidad Segovia, M. Fernández-Martínez, M.A. Sánchez-Granero

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2012

Language:

english

File:

PDF, 211 KB

english, 2012

21

Fractal dimension for fractal structures: A Hausdorff approach

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

Journal:

Topology and its Applications

Year:

2012

Language:

english

File:

PDF, 249 KB

english, 2012

22

*-compactification in the hyperspace

H.P.A. Künzi, S. Romaguera, M.A. Sánchez-Granero

Journal:

Topology and its Applications

Year:

2012

Language:

english

File:

PDF, 146 KB

english, 2012

23

Introducing fractal dimension algorithms to calculate the Hurst exponent of financial time series

M. J. Sánchez-Granero, M. Fernández-Martínez, J. E. Trinidad-Segovia

Journal:

The European Physical Journal B / Condensed Matter and Complex Systems

Year:

2012

Language:

english

File:

PDF, 876 KB

english, 2012

24

A Characterization of Self-similar Symbolic Spaces

Francisco García Arenas, Miguel Angel Sánchez-Granero

Journal:

Mediterranean Journal of Mathematics

Year:

2012

Language:

english

File:

PDF, 399 KB

english, 2012

25

Fractal dimension for fractal structures: Applications to the domain of words

M. Fernández-Martínez, M.A. Sánchez-Granero, J.E. Trinidad Segovia

Journal:

Applied Mathematics and Computation

Year:

2012

Language:

english

File:

PDF, 179 KB

english, 2012

26

Fractal dimension for fractal structures: A Hausdorff approach revisited

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

Journal:

Journal of Mathematical Analysis and Applications

Year:

2014

Language:

english

File:

PDF, 358 KB

english, 2014

27

Fractal dimension for fractal structures

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

Journal:

Topology and its Applications

Year:

2014

Language:

english

File:

PDF, 907 KB

english, 2014

28

A new topological indicator for chaos in mechanical systems

Fernández-Martínez, M., Sánchez-Granero, M. A., Trinidad Segovia, J. E., Vera-López, J. A.

Journal:

Nonlinear Dynamics

Year:

2016

Language:

english

File:

PDF, 1.43 MB

english, 2016

29

Testing the Self-Similarity Exponent to Feature Extraction in Motor Imagery Based Brain Computer Interface Systems

Rodríguez-Bermúdez, Germán, Sánchez-Granero, Miguel Ángel, García-Laencina, Pedro J., Fernández-Martínez, Manuel, Serna, José, Roca-Dorda, Joaquín

Journal:

International Journal of Bifurcation and Chaos

Year:

2015

Language:

english

File:

PDF, 1.08 MB

english, 2015

30

A new fractal dimension for curves based on fractal structures

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

Journal:

Topology and its Applications

Year:

2016

Language:

english

File:

PDF, 1.25 MB

english, 2016

31

Diffusive and Arrestedlike Dynamics in Currency Exchange Markets

Clara-Rahola, J., Puertas, A. M., Sánchez-Granero, M. A., Trinidad-Segovia, J. E., de las Nieves, F. J.

Journal:

Physical Review Letters

Year:

2017

Language:

english

File:

PDF, 1.33 MB

english, 2017

32

Completion of a fractal structure

Gálvez-Rodríguez, J.F., Sánchez-Granero, M.A.

Journal:

Quaestiones Mathematicae

Year:

2017

Language:

english

File:

PDF, 423 KB

english, 2017

33

A quasi-uniform characterization of Wallman type compactifications

Romaguera, S., Sánchez-Granero, M. A.

Journal:

Studia Scientiarum Mathematicarum Hungarica

Year:

2003

Language:

english

File:

PDF, 215 KB

english, 2003

34

[SEMA SIMAI Springer Series] Fractal Dimension for Fractal Structures Volume 19 (With Applications to Finance) || Hausdorff Dimension Type Models for Fractal Structures

Fernández-Martínez, Manuel, García Guirao, Juan Luis, Sánchez-Granero, Miguel Ángel, Trinidad Segovia, Juan Evangelista

Year:

2019

Language:

english

File:

PDF, 885 KB

english, 2019

35

Generating a Probability Measure on the Completion of a Fractal Structure

Gálvez-Rodríguez, J. F., Sánchez-Granero, M. A.

Journal:

Results in Mathematics

Year:

2019

Language:

english

File:

PDF, 561 KB

english, 2019

36

[SEMA SIMAI Springer Series] Fractal Dimension for Fractal Structures Volume 19 (With Applications to Finance) || Mathematical Background

Fernández-Martínez, Manuel, García Guirao, Juan Luis, Sánchez-Granero, Miguel Ángel, Trinidad Segovia, Juan Evangelista

Year:

2019

Language:

english

File:

PDF, 715 KB

english, 2019

37

Some comments on Bitcoin market (in)efficiency

Dimitrova, V., Fernández-Martínez, M., Sánchez-Granero, M. A., Trinidad Segovia, J. E., Hernandez Montoya, Alejandro Raul

Journal:

Year:

2019

Language:

english

File:

PDF, 661 KB

english, 2019

38

*-Compactifications of quasi-uniform spaces

Romaguera, Salvador, Sánchez-Granero, Miguel

Journal:

Studia Scientiarum Mathematicarum Hungarica

Year:

2007

Language:

english

File:

PDF, 221 KB

english, 2007

39

Testing the efficient market hypothesis in Latin American stock markets

Sánchez-Granero, M.A., Balladares, K.A., Requena, J.P. Ramos, Trinidad-Segovia, J.E.

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2019

File:

PDF, 637 KB

2019

40

The distribution function of a probability measure on the Dedekind-MacNeille completion

Gálvez-Rodríguez, J.F., Sánchez-Granero, M.A.

Journal:

Topology and its Applications

Year:

2019

File:

PDF, 872 KB

2019

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