Sánchez Granero, Miguel Ángel Author
A Characterization of Self-similar Symbolic Spaces
- Arenas F.
- Sánchez-Granero M.
Mediterranean Journal of Mathematics - 1/11/2012
- JCR Quartile: Q2 (2012)
- SJR Quartile: Q2
- JCR Impact Factor: 0.641 (2012)
- Category normalized Impact: 1.717 (2012)
- CiteScore: 2.3 (2020)
- SJR: 0.764 (2012
- SNIP: 0.948 (2012
- JCR 5-year Impact Factor: 0.688
- JCR Categories: MATHEMATICS, APPLIED
- SJR Categories: Mathematics (miscellaneous) (Q2)
- Dialnet
- Scopus
- ORCID
- Web of Science
Introducing fractal dimension algorithms to calculate the Hurst exponent of financial time series
- Sánchez-Granero M.
- Fernández-Martínez M.
- Trinidad-Segovia J.
European Physical Journal B - 1/3/2012
- JCR Quartile: Q3 (2012)
- SJR Quartile: Q2
- JCR Impact Factor: 1.282 (2012)
- Category normalized Impact: 0.981 (2012)
- CiteScore: 2.7 (2020)
- SJR: 0.861 (2012
- SNIP: 0.834 (2012
- JCR 5-year Impact Factor: 1.493
- JCR Categories: PHYSICS, CONDENSED MATTER
- SJR Categories: Condensed Matter Physics (Q2); Electronic, Optical and Magnetic Materials (Q2)
- Scopus
- ORCID
- Web of Science
A note on geometric method-based procedures to calculate the Hurst exponent
- Trinidad Segovia J.
- Fernández-Martínez M.
- Sánchez-Granero M.
Physica A: Statistical Mechanics and its Applications - 15/3/2012
- JCR Quartile: Q2 (2012)
- SJR Quartile: Q2
- JCR Impact Factor: 1.676 (2012)
- Category normalized Impact: 0.555 (2012)
- CiteScore: 5.6 (2020)
- SJR: 0.677 (2012
- SNIP: 1.186 (2012
- JCR 5-year Impact Factor: 1.651
- JCR Categories: PHYSICS, MULTIDISCIPLINARY
- SJR Categories: Condensed Matter Physics (Q2); Statistics and Probability (Q2)
- Scopus
- ORCID
- Web of Science
T 0 *-compactification in the hyperspace
- Künzi, H.P.A.
- Romaguera, S.
- Sánchez-Granero, M.A.
Topology and its Applications - 15/4/2012
- JCR Quartile: Q3 (2012)
- SJR Quartile: Q3
- JCR Impact Factor: 0.562 (2012)
- CiteScore: 1 (2020)
- SJR: 0.55 (2012
- SNIP: 1.062 (2012
- JCR 5-year Impact Factor: 0.52
- JCR Categories: MATHEMATICS
- SJR Categories: Geometry and Topology (Q3)
- Scopus
- ORCID
- Web of Science
Fractal dimension for fractal structures: A Hausdorff approach
- Fernández-Martínez, M.
- Sánchez-Granero, M.A.
Topology and its Applications - 15/4/2012
- JCR Quartile: Q3 (2012)
- SJR Quartile: Q3
- JCR Impact Factor: 0.562 (2012)
- Category normalized Impact: 2.099 (2012)
- CiteScore: 1 (2020)
- SJR: 0.55 (2012
- SNIP: 1.062 (2012
- JCR 5-year Impact Factor: 0.52
- JCR Categories: MATHEMATICS
- SJR Categories: Geometry and Topology (Q3)
- Scopus
- ORCID
- Web of Science
An alternative for robust estimation in Project Management
- López Martín M.
- García García C.
- García Pérez J.
- Sánchez Granero M.
European Journal of Operational Research - 16/7/2012
- JCR Quartile: Q1 (2012)
- SJR Quartile: Q1
- JCR Impact Factor: 2.038 (2012)
- Category normalized Impact: 0.269 (2012)
- CiteScore: 9.5 (2020)
- SJR: 2.328 (2012
- SNIP: 2.535 (2012
- JCR 5-year Impact Factor: 2.524
- JCR Categories: OPERATIONS RESEARCH & MANAGEMENT SCIENCE
- SJR Categories: Information Systems and Management (Q1); Management Science and Operations Research (Q1); Modeling and Simulation (Q1)
- Scopus
- ORCID
- Web of Science
Fractal dimension for fractal structures
- Fernández-Martínez, M.
- Sánchez-Granero, M.A.
TOPOLOGY AND ITS APPLICATIONS - 1/1/2013
- JCR Quartile: Q3 (2013)
- SJR Quartile: Q3
- JCR Impact Factor: 0.587 (2013)
- Category normalized Impact: 5.35 (2013)
- CiteScore: 1 (2020)
- SJR: 0.524 (2014
- SNIP: 1.049 (2014
- JCR 5-year Impact Factor: 0.538
- JCR Categories: MATHEMATICS
- SJR Categories: Geometry and Topology (Q3)
- Scopus
- ORCID
- Web of Science
Measuring the self-similarity exponent in Lévy stable processes of financial time series
- Fernández-Martínez M.
- Sánchez-Granero M.
- Trinidad Segovia J.
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS - 1/11/2013
- JCR Quartile: Q2 (2013)
- SJR Quartile: Q2
- JCR Impact Factor: 1.722 (2013)
- Category normalized Impact: 1.09 (2013)
- CiteScore: 5.6 (2020)
- SJR: 0.657 (2013
- SNIP: 1.152 (2013
- JCR 5-year Impact Factor: 1.684
- JCR Categories: PHYSICS, MULTIDISCIPLINARY
- SJR Categories: Condensed Matter Physics (Q2); Statistics and Probability (Q3)
- Scopus
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- Web of Science
Evaluating the performance of the skewed distributions to forecast Value at Risk in the Global Financial Crisis
- Pilar Abad Romero
- Sonia Benito Muela
- Miguel Angel Sánchez Granero
- Carmen López
Documentos de Trabajo ( ICAE ) - 2013
- Dialnet
An accurate algorithm to calculate the Hurst exponent of self-similar processes
- Fernández-Martínez M.
- Sánchez-Granero M.
- Trinidad Segovia J.
- Román-Sánchez I.
Physics Letters A - 27/06/2014
10.1016/j.physleta.2014.06.018
- JCR Quartile: Q2 (2014)
- SJR Quartile: Q2
- JCR Impact Factor: 1.683 (2022)
- Category normalized Impact: 1.134 (2014)
- CiteScore: 3.9 (2020)
- SJR: 0.684 (2014
- SNIP: 0.948 (2014
- JCR 5-year Impact Factor: 1.627
- JCR Categories: PHYSICS, MULTIDISCIPLINARY
- SJR Categories: Physics and Astronomy (miscellaneous) (Q2)
- Scopus
- ORCID
- Web of Science
A comparative Analysis of Portfolio Selection Classical Theories
- José García Pérez
- Miguel Angel Sánchez Granero
- Juan Evangelista Trinidad Segovia
First Spanish-Italian Meeting on Financial Mathematics = I Congreso Hispano-Italiano de Matemática Financiera - 1998
- Dialnet
Gf-espacios
- Miguel Angel Sánchez Granero
- Francisco García Arenas
1999
- Dialnet
Fractal dimensions for fractal structuresand their applications to financial markets
- Manuel Fernández Martínez
- Juan Evangelista Trinidad Segovia
- Miguel Angel Sánchez Granero
2013
- Dialnet
Book of abstracts
- Salvador Romaguera Bonilla
- Miguel Angel Sánchez Granero
2014
- Dialnet
Aplicacion del exponente de hurst en la estrategia de pairs trading
- José Pedro Ramos Requena
- Juan Evangelista Trinidad Segovia
- Miguel Angel Sánchez Granero
2018
- Dialnet
Una nueva perspectiva de la frontera eficiente en el modelo de Sharpe
- María de las Nieves López García
- Jose Cristian Fernandez Cabeza
- Juan Evangelista Trinidad Segovia
- Miguel Angel Sánchez Granero
Anales de Economía Aplicada 2018: economía del transporte y logistica portuaria - 2018
- Dialnet
Exponente de Hurst y los mercados en desarrollo
- Karen Andrea Balladares Ponguillo
- Juan Evangelista Trinidad Segovia
- Miguel Angel Sánchez Granero
Anales de Economía Aplicada 2018: economía del transporte y logistica portuaria - 2018
- Dialnet
Aplicación de una estrategia de arbitraje estadístico al Ibex 35
- José Pedro Ramos Requena
- Juan Evangelista Trinidad Segovia
- Miguel Angel Sánchez Granero
Anales de Economía Aplicada 2018: economía del transporte y logistica portuaria - 2018
- Dialnet
A middle definition between hausdorff and box dimensions
- Fernández-Martínez M.
- García Guirao J.
- Sánchez-Granero M.
- Trinidad Segovia J.
SEMA SIMAI Springer Series - 1/1/2019
- SJR Quartile: Q2
- CiteScore: 1 (2020)
- SJR: 0.454 (2019
- SNIP: 0.247 (2019
- SJR Categories: Agricultural and Biological Sciences (miscellaneous) (Q2); Computational Mechanics (Q2); Fluid Flow and Transfer Processes (Q2); Industrial and Manufacturing Engineering (Q2); Physics and Astronomy (miscellaneous) (Q2); Applied Mathematics (Q3); Computational Mathematics (Q3); Numerical Analysis (Q3)
- Scopus
- ORCID
- Web of Science
Fractal dimension for fractal structures: With applications to finance
- Fernández-Martínez M.
- Guirao J.
- Sánchez-Granero M.
- Segovia J.
SEMA SIMAI Springer Series - 1/1/2019
- JCR Quartile: Q4 (2019)
- SJR Quartile: Q2
- Category normalized Impact: 0.535 (2019)
- CiteScore: 1 (2020)
- SJR: 0.454 (2019
- SNIP: 0.247 (2019
- SJR Categories: Agricultural and Biological Sciences (miscellaneous) (Q2); Computational Mechanics (Q2); Fluid Flow and Transfer Processes (Q2); Industrial and Manufacturing Engineering (Q2); Physics and Astronomy (miscellaneous) (Q2); Applied Mathematics (Q3); Computational Mathematics (Q3); Numerical Analysis (Q3)
- Scopus
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- Web of Science
AWARENESS OF ETHIC ISSUES IN UNDERGRADUATE STUDENTS. TECHNICAL VS BUSINESS STUDENT PERCEPTIONS
- Casado-Belmonte, M. P.
- Martinez-Victoria, M. C.
- Sanchez-Granero, M. A.
- Trinidad-Segovia, J. E.
- Chova, LG
- Martinez, AL
- Torres, IC
14TH INTERNATIONAL TECHNOLOGY, EDUCATION AND DEVELOPMENT CONFERENCE (INTED2020) - 2020
This author has no patents.
Irreducible fractal structures for Moran’s type theorems
- Sánchez-Granero, M.A.
- Fernández-Martínez, M.
arXiv - 2017
- ORCID
Diffusive and arrested-like dynamics in currency exchange markets
- Clara-Rahola, J.
- Puertas, A.M.
- Sánchez-Granero, M.A.
- Trinidad-Segovia, J.E.
- de las Nieves, F.J.
arXiv - 2017
- ORCID
Calculating hausdorff dimension in higher dimensional spaces
- M. Fernández-Martínez
- JUAN L.G. GUIRAO
- M.A. Sanchez-Granero
arXiv - 1/04/2019
- JCR Quartile: Q2 (2019)
- SJR Quartile: Q2
- JCR Impact Factor: 2.645 (2022)
- Category normalized Impact: 1.229 (2019)
- CiteScore: 2.5 (2019)
- SJR: 0.365 (2019
- SNIP: 1.069 (2019
- SJR Categories: Chemistry (miscellaneous) (Q2); Computer Science (miscellaneous) (Q2); Mathematics (miscellaneous) (Q3); Physics and Astronomy (miscellaneous) (Q3)
- Scopus
- ORCID
- OAI-PMH
- Web of Science
h index
Scopus: 16
Web of Science: 15
i10 index
Scopus: 24
Web of Science: 25
Research groups
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Finanzas empresariales
Role: Miembro
Author profiles
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Research projects at UAL
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Acronym PID2021-127836NB-I00Since: September 1, 2022Until: September 1, 2025Funded by: Ministerio de Ciencia e InnovaciónFunding / grant amount: 46,000.00 EURRole: Investigador
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Acronym UAL18-FQM-B038-ASince: October 1, 2019Until: September 30, 2021Funded by: Universidad de AlmeríaFunding / grant amount: 18,700.00 EURPrincipal Investigator (PI)Role: Investigador principal
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Acronym PGC2018-101555-B-I00Since: January 1, 2019Until: December 31, 2021Funded by: Ministerio de Ciencia, Innovación y UniversidadesFunding / grant amount: 24,200.00 EURRole: Investigador
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Acronym MTM2009-06693-ESince: July 16, 2009Until: July 15, 2010Funded by: MECFunding / grant amount: 5,700.00 EURRole: Investigador
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Acronym SEJ2005-25764-ESince: July 5, 2006Until: July 5, 2007Funded by: MECFunding / grant amount: 3,000.00 EURRole: Investigador
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Acronym MTM2004-20406-ESince: June 1, 2005Until: September 1, 2005Funded by: MECFunding / grant amount: 9,000.00 EURRole: Investigador
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Acronym 41251Since: January 12, 2004Until: June 30, 2004Funded by: NaNFunding / grant amount: 3,000.00 EURPrincipal Investigator (PI)Role: Responsable