Enrico Scalas
Enrico Scalas
Professor of Statistics and Probability, University of Sussex, UK
Verified email at sussex.ac.uk - Homepage
TitleCited byYear
Fractional calculus: models and numerical methods
B Dumitru, D Kai, S Enrico
World Scientific, 2012
15472012
Fractional calculus and continuous-time finance
E Scalas, R Gorenflo, F Mainardi
Physica A: Statistical Mechanics and its Applications 284 (1-4), 376-384, 2000
6772000
Fractional calculus and continuous-time finance II: the waiting-time distribution
F Mainardi, M Raberto, R Gorenflo, E Scalas
Physica A: Statistical Mechanics and its Applications 287 (3-4), 468-481, 2000
5182000
Waiting-times and returns in high-frequency financial data: an empirical study
M Raberto, E Scalas, F Mainardi
Physica A: Statistical Mechanics and its Applications 314 (1-4), 749-755, 2002
4202002
Fractional calculus and continuous-time finance III: the diffusion limit
R Gorenflo, F Mainardi, E Scalas, M Raberto
Mathematical finance, 171-180, 2001
2622001
The application of continuous-time random walks in finance and economics
E Scalas
Physica A: Statistical Mechanics and its Applications 362 (2), 225-239, 2006
2512006
Uncoupled continuous-time random walks: Solution and limiting behavior of the master equation
E Scalas, R Gorenflo, F Mainardi
Physical Review E 69 (1), 011107, 2004
2452004
Coupled continuous time random walks in finance
MM Meerschaert, E Scalas
Physica A: Statistical Mechanics and its Applications 370 (1), 114-118, 2006
2002006
A fractional generalization of the Poisson processes
F Mainardi, R Gorenflo, E Scalas
arXiv preprint math/0701454, 2007
1612007
Monte Carlo simulation of uncoupled continuous-time random walks yielding a stochastic solution of the space-time fractional diffusion equation
D Fulger, E Scalas, G Germano
Physical Review E 77 (2), 021122, 2008
1522008
Lattice-gas theory of collective diffusion in adsorbed layers
A Danani, R Ferrando, E Scalas, M Torri
International Journal of Modern Physics B 11 (19), 2217-2279, 1997
1221997
Anomalous waiting times in high-frequency financial data
E Scalas 7, R Gorenflo, H Luckock, F Mainardi, M Mantelli, M Raberto
Quantitative Finance 4 (6), 695-702, 2004
1012004
Five years of continuous-time random walks in econophysics
E Scalas
The complex networks of economic interactions, 3-16, 2006
942006
Electroporation in symmetric and asymmetric membranes
I Genco, A Gliozzi, A Relini, M Robello, E Scalas
Biochimica et Biophysica Acta (BBA)-Biomembranes 1149 (1), 10-18, 1993
941993
Waiting times between orders and trades in double-auction markets
E Scalas, T Kaizoji, M Kirchler, J Huber, A Tedeschi
Physica A: Statistical Mechanics and its Applications 366, 463-471, 2006
912006
Scaling of charged particle multiplicity in Pb–Pb collisions at SPS energies
MC Abreu, B Alessandro, C Alexa, R Arnaldi, M Atayan, C Baglin, A Baldit, ...
Physics Letters B 530 (1-4), 43-55, 2002
882002
φ production in Pb–Pb collisions at 158 GeV/c per nucleon incident momentum
B Alessandro, C Alexa, R Arnaldi, J Astruc, M Atayan, C Baglin, A Baldit, ...
Physics Letters B 555 (3-4), 147-155, 2003
852003
Charmonia and Drell–Yan production in proton–nucleus collisions at the CERN SPS
B Alessandro, C Alexa, R Arnaldi, M Atayan, C Baglin, S Beolè, V Boldea, ...
Physics Letters B 553 (3-4), 167-178, 2003
842003
The dependence of the anomalous J/ψ suppression on the number of participant nucleons
MC Abreu, B Alessandro, C Alexa, R Arnaldi, M Atayan, C Baglin, A Baldit, ...
Physics Letters B 521 (3-4), 195-203, 2001
782001
Relating lattice and domain structures of monoglyceride monolayers
G Brezesinski, E Scalas, B Struth, H Möhwald, F Bringezu, U Gehlert, ...
The Journal of Physical Chemistry 99 (21), 8758-8762, 1995
771995
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Articles 1–20