Sánchez Granero, Miguel Ángel Author
Diffusive and Arrestedlike Dynamics in Currency Exchange Markets
- Clara-Rahola J.
- Puertas A.
- Sánchez-Granero M.
- Trinidad-Segovia J.
- De Las Nieves F.
PHYSICAL REVIEW LETTERS - 10/2/2017
10.1103/physrevlett.118.068301
- JCR Quartile: Q1 (2017)
- SJR Quartile: Q1
- JCR Impact Factor: 8.839 (2022)
- Category normalized Impact: 0.598 (2017)
- CiteScore: 15.2 (2020)
- SJR: 3.622 (2017
- SNIP: 2.707 (2017
- JCR 5-year Impact Factor: 7.888
- JCR Categories: PHYSICS, MULTIDISCIPLINARY
- SJR Categories: Physics and Astronomy (miscellaneous) (Q1)
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Stock markets: A view from soft matter
- Antonio M. Puertas
- Miguel A. Sánchez-Granero
- Joaquim Clara-Rahola
- Juan E. Trinidad-Segovia
- F. Javier de las Nieves
Physical Review E - 17/03/2020
- JCR Quartile: Q1 (2020)
- JCR Impact Factor: 2.529 (2022)
- Category normalized Impact: 0.502 (2020)
- CiteScore: 4.3 (2020)
- SJR: 0.896 (2020
- SNIP: 1.009 (2020
- JCR 5-year Impact Factor: 2.414
- JCR Categories: PHYSICS, MATHEMATICAL
- Scopus
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A novel approach to detect volatility clusters in financial time series
- Trinidad Segovia J.
- Fernández-Martínez M.
- Sánchez-Granero M.
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS - 1/12/2019
- JCR Quartile: Q2 (2019)
- SJR Quartile: Q2
- JCR Impact Factor: 2.924 (2022)
- Category normalized Impact: 0.653 (2019)
- CiteScore: 5.6 (2020)
- SJR: 0.712 (2019
- SNIP: 1.192 (2019
- JCR 5-year Impact Factor: 2.625
- JCR Categories: PHYSICS, MULTIDISCIPLINARY
- SJR Categories: Condensed Matter Physics (Q2); Statistics and Probability (Q2)
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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)
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Introducing Hurst exponent in pair trading
- Ramos-Requena J.
- Trinidad-Segovia J.
- Sánchez-Granero M.
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS - 15/12/2017
- JCR Quartile: Q2 (2017)
- SJR Quartile: Q2
- JCR Impact Factor: 2.132 (2022)
- Category normalized Impact: 1.958 (2017)
- CiteScore: 5.6 (2020)
- SJR: 0.773 (2017
- SNIP: 1.097 (2017
- JCR 5-year Impact Factor: 2.076
- JCR Categories: PHYSICS, MULTIDISCIPLINARY
- SJR Categories: Condensed Matter Physics (Q2); Statistics and Probability (Q2)
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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)
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Testing the efficient market hypothesis in Latin American stock markets
- Sánchez-Granero M.
- Balladares K.
- Ramos-Requena J.
- Trinidad-Segovia J.
Physica A: Statistical Mechanics and its Applications - 15/2/2020
- JCR Quartile: Q2 (2020)
- SJR Quartile: Q1
- JCR Impact Factor: 3.263 (2022)
- Category normalized Impact: 1.549 (2020)
- CiteScore: 5.6 (2020)
- SJR: 0.64 (2020
- SNIP: 1.197 (2020
- JCR 5-year Impact Factor: 2.866
- JCR Categories: PHYSICS, MULTIDISCIPLINARY
- SJR Categories: Statistics and Probability (Q1); Condensed Matter Physics (Q1)
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Some comments on Hurst exponent and the long memory processes on capital markets
- Sánchez Granero M.
- Trinidad Segovia J.
- García Pérez J.
Physica A: Statistical Mechanics and its Applications - 15/9/2008
- JCR Quartile: Q2 (2008)
- SJR Quartile: Q2
- JCR Impact Factor: 1.441 (2022)
- Category normalized Impact: 5.708 (2008)
- CiteScore: 5.6 (2020)
- SJR: 0.828 (2008
- SNIP: 0.815 (2008
- SJR Categories: Condensed Matter Physics (Q2); Statistics and Probability (Q2)
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A theoretical framework for the TTA algorithm
- Gómez-Águila A.
- Sánchez-Granero M.A.
Physica A: Statistical Mechanics and its Applications - 15/11/2021
- JCR Quartile: Q2 (2021)
- JCR Impact Factor: 3.778 (2022)
- Category normalized Impact: 0.31 (2021)
- CiteScore: 5.6 (2020)
- SJR: 0.64 (2020
- SNIP: 1.197 (2020
- JCR 5-year Impact Factor: 3.135
- JCR Categories: PHYSICS, MULTIDISCIPLINARY
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Un nuevo enfoque para una estrategia de arbitraje estadístico. El método hp
- Juan Evangelista Trinidad Segovia
- Miguel Angel Sánchez Granero
- José Pedro Ramos Requena
XXXIII Congreso Internacional de economía aplicada Asepelt 2019: economía azul - 2020
- 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)
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Hausdorff dimension type models for fractal structures
- 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)
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Mathematical background
- Fernández-Martínez M.
- García Guirao J.
- Sánchez-Granero M.
- Trinidad Segovia J.
SEMA SIMAI Springer Series - 1/1/2019
- SJR Quartile: Q2
- Category normalized Impact: 0.1 (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)
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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)
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Preface
- Fernández-Martínez, M.
- Guirao, J.L.G.
- Sánchez-Granero, M.Á.
- Segovia, J.E.T.
SEMA SIMAI Springer Series - 2019
- SJR Quartile: Q2
- 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)
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Box dimension type models
- 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)
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Propuesta didáctica de matemáticas durante la pandemia del Covid-19
- Lucía Cabezas Rosa
- Miguel Angel Sánchez Granero
La innovación educativa en la práctica docente de Educación Secundaria - 2021
- Dialnet
Fractal Dimension for Fractal Structures With Applications to Finance Preface
- Fernandez-Martinez, Manuel
- Garcia Guirao, Juan Luis
- Angel Sanchez-Granero, Miguel
- Trinidad Segovia, Juan Evangelista
- FernandezMartinez, M
- Guirao, JLG
- SanchezGranero, MA
- Segovia, JET
FRACTAL DIMENSION FOR FRACTAL STRUCTURES: WITH APPLICATIONS TO FINANCE - 2019
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
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.
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)
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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
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