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1

Intraday seasonalities and nonstationarity of trading volume in financial markets: Collective features

Graczyk, Michelle B., Duarte Queirós, Sílvio M., Podobnik, Boris

Journal:

Year:

2017

Language:

english

File:

PDF, 14.00 MB

english, 2017

2

Dependence of efficiency on the nonlinear nature of a nanomachine

Defaveri, Lucianno A. C. A., Queirós, Sílvio M. Duarte, Morgado, Welles A. M.

Journal:

Physical Review E

Year:

2018

Language:

english

File:

PDF, 743 KB

english, 2018

3

Effective multifractal features of high-frequency price fluctuations time series and ℓ-variability diagrams

Jeferson de Souza, Sílvio M. Duarte Queirós

Journal:

Chaos, Solitons & Fractals

Year:

2009

Language:

english

File:

PDF, 641 KB

english, 2009

4

SPIE Proceedings [SPIE SPIE Third International Symposium on Fluctuations and Noise - Austin, TX (Monday 23 May 2005)] Noise and Fluctuations in Econophysics and Finance - Power-law distributions in economics: a nonextensive statistical approach (Invited Paper)

Duarte Queiros, Silvio M., Anteneodo, Celia, Tsallis, Constantino, Abbott, Derek, Bouchaud, Jean-Philippe, Gabaix, Xavier, McCauley, Joseph L.

Year:

2005

Language:

english

File:

PDF, 821 KB

english, 2005

5

Trading volume in financial markets: An introductory review

Duarte Queirós, Sílvio M.

Journal:

Chaos, Solitons & Fractals

Year:

2016

Language:

english

File:

PDF, 1.36 MB

english, 2016

6

Complexity in quantitative finance and economics

Duarte Queirós, Sílvio M., Anteneodo, Celia

Journal:

Chaos, Solitons & Fractals

Year:

2016

Language:

english

File:

PDF, 214 KB

english, 2016

7

Macroscopic violation of the law of heat conduction

Cândido, Michael M., Morgado, Welles A. M., Duarte Queirós, Sílvio M.

Journal:

Physical Review E

Year:

2017

Language:

english

File:

PDF, 329 KB

english, 2017

8

Volatility–Trading volume intraday correlation profiles and its nonstationary features

Graczyk, Michelle B., Duarte Queirós, Sílvio M.

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2018

Language:

english

File:

PDF, 417 KB

english, 2018

9

On anomalous distributions in intra-day financial time series and non-extensive statistical mechanics

Silvio M. Duarte Queirós

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2004

Language:

english

File:

PDF, 232 KB

english, 2004

10

A multi-interacting-agent model for financial markets

Sílvio M. Duarte Queirós, E.M.F. Curado, F.D. Nobre

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2007

Language:

english

File:

PDF, 627 KB

english, 2007

11

On a comparative study between dependence scales determined by linear and non-linear measures

Sílvio M. Duarte Queirós

Journal:

Physica D: Nonlinear Phenomena

Year:

2009

Language:

english

File:

PDF, 1.00 MB

english, 2009

12

On generalisations of the log-Normal distribution by means of a new product definition in the Kapteyn process

Sílvio M. Duarte Queirós

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2012

Language:

english

File:

PDF, 583 KB

english, 2012

13

On new conditions for evaluate long-time scales in superstatistical time series

Silvio M. Duarte Queirós

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2007

Language:

english

File:

PDF, 395 KB

english, 2007

14

Analysis of return distributions in the coherent noise model

Celikoglu, Ahmet, Tirnakli, Ugur, Queirós, Sílvio M. Duarte

Journal:

Physical Review E

Year:

2010

Language:

english

File:

PDF, 4.01 MB

english, 2010

15

Thermostatistics of small nonlinear systems: Gaussian thermal bath

Morgado, Welles A. M., Duarte Queirós, Sílvio M.

Journal:

Physical Review E

Year:

2014

Language:

english

File:

PDF, 727 KB

english, 2014

16

Bridging stylized facts in finance and data non-stationarities

Sabrina Camargo,Sílvio M. Duarte Queirós…

Journal:

The European Physical Journal B / Condensed Matter and Complex Systems

Year:

2013

Language:

english

File:

PDF, 1.50 MB

english, 2013

17

Effect of platykurtic and leptokurtic distributions in the random-field Ising model: Mean-field approach

Duarte Queirós, Sílvio M., Crokidakis, Nuno, Soares-Pinto, Diogo O.

Journal:

Physical Review E

Year:

2009

Language:

english

File:

PDF, 1.11 MB

english, 2009

18

Effectiveness of the Kozachenko-Leonenko estimator for generalized entropic forms

Duarte Queirós, Sílvio M.

Journal:

Physical Review E

Year:

2009

Language:

english

File:

PDF, 317 KB

english, 2009

19

Role of the nature of noise in the thermal conductance of mechanical systems

Morgado, Welles A. M., Duarte Queirós, Sílvio M.

Journal:

Physical Review E

Year:

2012

Language:

english

File:

PDF, 334 KB

english, 2012

20

A large deviation analysis on the near-equivalence between external and internal reservoirs

Medeiros, João R., Duarte Queirós, Sílvio M.

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2016

Language:

english

File:

PDF, 424 KB

english, 2016

21

Interplay between polarisation and plurality in a decision-making process with continuous opinions

Duarte Queirós, Sílvio M

Journal:

Journal of Statistical Mechanics Theory and Experiment

Year:

2016

Language:

english

File:

PDF, 1006 KB

english, 2016

22

Thermostatistics of a damped bimodal particle

Medeiros, João R., Duarte Queirós, Sílvio M.

Journal:

Physical Review E

Year:

2015

Language:

english

File:

PDF, 2.15 MB

english, 2015

23

Thermostatistics of small nonlinear systems: Poissonian athermal bath

Morgado, Welles A. M., Queirós, Sílvio M. Duarte

Journal:

Physical Review E

Year:

2016

Language:

english

File:

PDF, 620 KB

english, 2016

24

Superexponential fluctuation relation for dichotomous work reservoir systems

Duarte Queirós, Sílvio M.

Journal:

Physical Review E

Year:

2016

Language:

english

File:

PDF, 1.46 MB

english, 2016

25

[WORLD SCIENTIFIC Proceedings of the 31st Workshop of the International School of Solid State Physics - Erice, Sicily, Italy (20 – 26 July 2004)] Complexity, Metastability and Nonextensivity - EDGE OF CHAOS OF THE CLASSICAL KICKED TOP MAP: SENSITIVITY TO INITIAL CONDITIONS

DUARTE QUEIRÓS, SÍLVIO M., TSALLIS, CONSTANTINO

Language:

english

File:

PDF, 238 KB

english

26

Eliminating the Cuspidal Temperature Profile of a Non-equilibrium Chain

Cândido, Michael M., M. Morgado, Welles A., Duarte Queirós, Sílvio M.

Journal:

Brazilian Journal of Physics

Year:

2017

Language:

english

File:

PDF, 672 KB

english, 2017

27

Power output for a nonlinear Brownian machine

Defaveri, Lucianno A. C. A., Morgado, Welles A. M., Queirós, Sílvio M. Duarte

Journal:

Physical Review E

Year:

2017

Language:

english

File:

PDF, 630 KB

english, 2017

28

Minding Impacting Events in a Model of Stochastic Variance

Duarte Queirós, Sílvio M., Curado, Evaldo M. F., Nobre, Fernando D., Rapallo, Fabio

Journal:

Year:

2011

Language:

english

File:

PDF, 522 KB

english, 2011

29

Generalised cascades

Queirós, Sílvio M. Duarte

Journal:

Brazilian Journal of Physics

Year:

2009

Language:

english

File:

PDF, 1.41 MB

english, 2009

30

On superstatistical multiplicative-noise processes

Queirós, Sílvio M. Duarte

Journal:

Brazilian Journal of Physics

Year:

2008

Language:

english

File:

PDF, 383 KB

english, 2008

31

Multiple transitions between normal and hyperballistic diffusion in quantum walks with time-dependent jumps

Pires, Marcelo A., Molfetta, Giuseppe Di, Queirós, Sílvio M. Duarte

Journal:

Scientific Reports

Year:

2019

File:

PDF, 1.31 MB

2019