Enrico Scalas
University of Sussex
H-index: 42
Europe-United Kingdom
Top articles of Enrico Scalas
Title | Journal | Author(s) | Publication Date |
---|---|---|---|
Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order k and beyond | Communications in Statistics-Theory and Methods | Tetyana Kadankova Nikolai Leonenko Enrico Scalas | 2023/4/18 |
A fractional approach to study the pure-temporal Epidemic Type Aftershock Sequence (ETAS) process for earthquakes modeling | Fractional Calculus and Applied Analysis | Lorenzo Cristofaro Roberto Garra Enrico Scalas Ilaria Spassiani | 2023/4 |
A fractional Hawkes process II: Further characterization of the process | Physica A: Statistical Mechanics and its Applications | Cassien Habyarimana Jane A Aduda Enrico Scalas Jing Chen Alan G Hawkes | 2023/4/1 |
Queuing models with Mittag-Leffler inter-event times | Fractional Calculus and Applied Analysis | Jacob Butt Nicos Georgiou Enrico Scalas | 2023/8 |
Bounds for mixing times for finite semi-Markov processes with heavy-tail jump distribution | Fractional Calculus and Applied Analysis | Nicos Georgiou Enrico Scalas | 2022/2 |
An empirical data analysis of “price runs” in daily financial indices: Dynamically assessing market geometric distributional behavior | Plos one | Héctor Raúl Olivares-Sánchez Carlos Manuel Rodríguez-Martínez Héctor Francisco Coronel-Brizio Enrico Scalas Thomas Henry Seligman | 2022/7/7 |
Continuum and thermodynamic limits for a simple random-exchange model | Stochastic Processes and their Applications | Bertram Düring Nicos Georgiou Sara Merino-Aceituno Enrico Scalas | 2022/7/1 |
A fractional generalization of the Dirichlet distribution and related distributions | Fractional Calculus and Applied Analysis | Elvira Di Nardo Federico Polito Enrico Scalas | 2021/2/23 |
A fractional Hawkes process | Nonlocal and fractional operators | Jing Chen AG Hawkes Enrico Scalas | 2021 |
Limit theorems for prices of options written on semi-Markov processes | Theory of Probability and Mathematical Statistics | Enrico Scalas Bruno Toaldo | 2021/12 |
A stylized model for wealth distribution | Nicos Georgiou Enrico Scalas | 2021/7 | |
A gentle introduction to combinatorial stochastic processes IV | Enrico Scalas | 2021/6/10 | |
Limitations of portfolio diversification through fat tails of the return Distributions: Some empirical evidence | The North American Journal of Economics and Finance | Cheoljun Eom Taisei Kaizoji Giacomo Livan Enrico Scalas | 2021/4/1 |
Advanced studies of financial technologies and cryptocurrency markets | Lukáš Pichl Cheoljun Eom Enrico Scalas Taisei Kaizoji | 2020/7/29 | |
Financial Innovations and Blockchain Applications: New Digital Paradigms in Global Cybersociety | Advanced Studies of Financial Technologies and Cryptocurrency Markets | Lukáš Pichl Cheoljun Eom Enrico Scalas Taisei Kaizoji | 2020 |
Continuum and thermodynamic limits for a wealth-distribution model | Complexity, Heterogeneity, and the Methods of Statistical Physics in Economics: Essays in Memory of Masanao Aoki | Bertram Düring Nicos Georgiou Sara Merino-Aceituno Enrico Scalas | 2020 |