Sánchez Granero, Miguel Ángel Author
Project management under uncertainty beyond beta: The generalized bicubic distribution
- Pérez J.
- Martín M.
- García C.
- Sánchez Granero M.
Operations Research Perspectives - 1/1/2016
- SJR Quartile: Q2
- Category normalized Impact: 0.288 (2016)
- CiteScore: 7 (2022)
- SJR: 0.451 (2016
- SNIP: 1.392 (2016
- SJR Categories: Strategy and Management (Q2); Control and Optimization (Q3); Management Science and Operations Research (Q3); Statistics and Probability (Q3)
- Scopus
- ORCID
- Web of Science
Unit Linked y seguros de prima única
- Salvador Cruz Rambaud
- José García Pérez
- Juan Evangelista Trinidad Segovia
- Miguel Angel Sánchez Granero
Partida doble - 2000
- Dialnet
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)
- Scopus
- ORCID
- Web of Science
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)
- Scopus
- ORCID
- Web of Science
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
- 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
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)
- 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
- ORCID
- Web of Science
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)
- Scopus
- ORCID
- Web of Science
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
- ORCID
- Web of Science
Arbitraje estadístico en mercados emergentes: Un test global de eficiencia
- Karen Andrea Balladares Ponguillo
- Juan Evangelista Trinidad Segovia
- Miguel Angel Sánchez Granero
2022
- Dialnet
Gf-espacios
- Miguel Angel Sánchez Granero
- Francisco García Arenas
1999
- Dialnet
Financial markets: A view from statistical mechanics
- María de las Nieves López García
- Juan Evangelista Trinidad Segovia
- Miguel Angel Sánchez Granero
2022
- Dialnet
Book of abstracts
- Salvador Romaguera Bonilla
- Miguel Angel Sánchez Granero
2014
- Dialnet
Caracterización del mercado de criptomonedas y su evolución hasta la tercera generación
- Venelina Nikolova Nikolova
- Juan Evangelista Trinidad Segovia
- Miguel Angel Sánchez Granero
2021
- 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
Fractal dimensions for fractal structuresand their applications to financial markets
- Manuel Fernández Martínez
- Juan Evangelista Trinidad Segovia
- Miguel Angel Sánchez Granero
2013
- 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
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
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.
Funciones de distribución y medidas de probabilidad en estructuras topológicas
- Gálvez Rodríguez, José Fulgencio
2021
- Dialnet
- OAI-PMH
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
Irreducible fractal structures for Moran’s type theorems
- Sánchez-Granero, M.A.
- Fernández-Martínez, M.
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