Sánchez Granero, Miguel Ángel Author
Improvement in Hurst exponent estimation and its application to financial markets
- A. Gómez-Águila
- J. E. Trinidad-Segovia
- M. A. Sánchez-Granero
Financial Innovation - 26/09/2022
- JCR Quartile: Q1 (2022)
- JCR Impact Factor: 8.4 (2022)
- Category normalized Impact: 0.631 (2022)
- JCR 5-year Impact Factor: 7.3
- JCR Categories: BUSINESS, FINANCE
- 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
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
Irreducible fractal structures for Moran type theorems
- M.A. Sánchez-Granero
- M. Fernández-Martínez
Chaos, Solitons and Fractals - 1/02/2019
- JCR Quartile: Q1 (2019)
- SJR Quartile: Q1
- JCR Impact Factor: 3.764 (2022)
- Category normalized Impact: 0.095 (2019)
- CiteScore: 7.2 (2020)
- SJR: 1.036 (2019
- SNIP: 1.33 (2019
- JCR 5-year Impact Factor: 3.046
- JCR Categories: MATHEMATICS, INTERDISCIPLINARY APPLICATIONS
- SJR Categories: Applied Mathematics (Q1); Mathematics (miscellaneous) (Q1); Physics and Astronomy (miscellaneous) (Q1); Statistical and Nonlinear Physics (Q1)
- Scopus
- ORCID
- Web of Science
Linear response theory in stock markets
- Puertas A.M.
- Trinidad-Segovia J.E.
- Sánchez-Granero M.A.
- Clara-Rahora J.
- de las Nieves F.J.
Scientific Reports - 1/12/2021
- JCR Quartile: Q2 (2021)
- JCR Impact Factor: 4.997 (2022)
- Category normalized Impact: 0.31 (2021)
- JCR 5-year Impact Factor: 5.516
- JCR Categories: MULTIDISCIPLINARY SCIENCES
- Scopus
- ORCID
- Web of Science
Market Beta is not dead: An approach from Random Matrix Theory
- L. Molero-González
- J.E. Trinidad-Segovia
- M.A. Sánchez-Granero
- A. García-Medina
Finance Research Letters - 1/7/2023
- CiteScore: 10.8 (2022)
- SJR: 2.231 (2022
- SNIP: 2.67 (2022
- Scopus
- ORCID
Markowitz's model with Euclidean vector spaces
- Rambaud S.
- Pérez J.
- Sánchez Granero M.
- Trinidad Segovia J.
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH - 1/8/2009
- JCR Quartile: Q1 (2009)
- SJR Quartile: Q1
- JCR Impact Factor: 2.093 (2009)
- Category normalized Impact: 0.09 (2009)
- CiteScore: 11.2 (2022)
- SJR: 2.236 (2009
- SNIP: 2.492 (2009
- JCR 5-year Impact Factor: 2.599
- 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
Matemáticas y otras ciencias: Estudio de las fluctuaciones en el cambio entre el euro y el dólar
- Miguel Angel Sánchez Granero
Boletín de la Titulación de Matemáticas de la UAL - 2017
- Dialnet
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 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
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
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
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
Arbitraje estadístico en mercados emergentes: Un test global de eficiencia
- Karen Andrea Balladares Ponguillo
- Juan Evangelista Trinidad Segovia
- Miguel Angel Sánchez Granero
2022
- Dialnet
Book of abstracts
- Salvador Romaguera Bonilla
- Miguel Angel Sánchez Granero
2014
- Dialnet
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)
- Scopus
- ORCID
- Web of Science
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
Distribution functions and probability measures on linearly ordered topological spaces
- Miguel Angel Sánchez Granero
- José Fulgencio Gálvez Rodríguez
Book of proceedings 2019 Interdisciplinary Colloquium in Topology and its Applications: in honour of professors Elena Martín Peinador and Eusebio Corbacho Rosas on the occasion of their retirements, Vigo, June 19-22, 2019 - 2019
- 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
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)
- Scopus
- ORCID
- OAI-PMH
- Web of Science
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
Funciones de distribución y medidas de probabilidad en estructuras topológicas
- Gálvez Rodríguez, José Fulgencio
2021
- Dialnet
- OAI-PMH
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