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Trinidad Segovia, Juan Evangelista 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

10.1186/s40854-022-00394-x

Cite count: 2 (Web of Science)
  • 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
Open Access

A Bibliometric Analysis on Agent-Based Models in Finance: Identification of Community Clusters and Future Research Trends

  • Juan E. Trinidad Segovia
  • Fabrizio Di Sciorio
  • Raffaele Mattera
  • Maria Spano
  • Wei Xing Zhou

Complexity - 15/09/2022

10.1155/2022/4741566

Cite count:
  • JCR Quartile: Q2 (2022)
  • JCR Impact Factor: 2.3 (2022)
  • CiteScore: 3.5 (2021)
  • SJR: 0.463 (2021
  • SNIP: 0.766 (2021
  • JCR 5-year Impact Factor: 2.3
  • JCR Categories: MATHEMATICS, INTERDISCIPLINARY APPLICATIONS
Open Access

A Composite Index for Measuring Stock Market Inefficiency

  • Raffaele Mattera
  • Fabrizio Di Sciorio
  • Juan E. Trinidad-Segovia
  • Sameh S. Askar

COMPLEXITY - 24/01/2022

10.1155/2022/9838850

Cite count: 1 (Web of Science)
  • JCR Quartile: Q2 (2022)
  • JCR Impact Factor: 2.3 (2022)
  • CiteScore: 3.5 (2021)
  • SJR: 0.463 (2021
  • SNIP: 0.766 (2021
  • JCR 5-year Impact Factor: 2.3
  • JCR Categories: MATHEMATICS, INTERDISCIPLINARY APPLICATIONS
Open Access

Volatility co-movement in stock markets

  • María Nieves López-García
  • Miguel Angel Sánchez-Granero
  • Juan Evangelista Trinidad-Segovia
  • Antonio Manuel Puertas
  • Francisco Javier De las Nieves

Mathematics - 2/3/2021

10.3390/math9060598

Cite count: 4 (Web of Science) 5 (Scopus)
  • JCR Quartile: Q1 (2021)
  • JCR Impact Factor: 2.592 (2022)
  • Category normalized Impact: 2.049 (2021)
  • CiteScore: 3.5 (2022)
  • SJR: 0.538 (2021
  • SNIP: 1.13 (2021
  • JCR 5-year Impact Factor: 2.542
  • JCR Categories: MATHEMATICS

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

10.1038/s41598-021-02263-6

Cite count: 3 (Web of Science)
  • 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
Open Access

Assessing the Role of Digital Finance on Shadow Economy and Financial Instability: An Empirical Analysis of Selected South Asian Countries

  • Aamir Aijaz Syed
  • Farhan Ahmed
  • Muhammad Abdul Kamal
  • Juan E. Trinidad Segovia

Mathematics - 25/11/2021

10.3390/math9233018

Cite count: 16 (Web of Science)
  • JCR Quartile: Q1 (2021)
  • JCR Impact Factor: 2.592 (2022)
  • Category normalized Impact: 5.124 (2021)
  • CiteScore: 2.2 (2020)
  • JCR 5-year Impact Factor: 2.542
  • JCR Categories: MATHEMATICS
Open Access

A Cooperative Dynamic Approach to Pairs Trading

  • Ramos-Requena J.P.
  • López-García M.N.
  • Sánchez-Granero M.A.
  • Trinidad-Segovia J.E.

Complexity - 1/1/2021

10.1155/2021/7152846

Cite count:
  • JCR Quartile: Q2 (2021)
  • JCR Impact Factor: 2.121 (2022)
  • CiteScore: 4.4 (2022)
  • SJR: 0.463 (2021
  • SNIP: 0.755 (2021
  • JCR 5-year Impact Factor: 2.213
  • JCR Categories: MULTIDISCIPLINARY SCIENCES

Role of green innovation, trade and energy to promote green economic growth: a case of South Asian Nations

  • Ahmed F.
  • Kousar S.
  • Pervaiz A.
  • Trinidad-Segovia J.E.
  • del Pilar Casado-Belmonte M.
  • Ahmed W.

ENVIRONMENTAL SCIENCE AND POLLUTION RESEARCH - 1/1/2021

10.1007/s11356-021-15881-4

Cite count: 14 (Scopus)
  • JCR Impact Factor: 5.19 (2021)
  • CiteScore: 6.6 (2021)
  • SJR: 0.831 (2021
  • SNIP: 1.154 (2021
  • JCR 5-year Impact Factor: 5.053
  • JCR Categories: ENVIRONMENTAL SCIENCES
Open Access

Statistical Arbitrage in Emerging Markets: A Global Test of Efficiency

  • Karen Balladares
  • José Pedro Ramos Requena
  • Juan E. Trinidad-Segovia
  • M.A. Sanchez-Granero

Mathematics - 2/01/2021

10.3390/math9020179

Cite count: 5 (Web of Science) 2 (Scopus)
  • JCR Quartile: Q1 (2021)
  • JCR Impact Factor: 2.592 (2022)
  • Category normalized Impact: 2.049 (2021)
  • CiteScore: 2.2 (2020)
  • SJR: 0.495 (2020
  • SNIP: 1.29 (2020
  • JCR 5-year Impact Factor: 2.542
  • JCR Categories: MATHEMATICS
Open Access

A new look on financial markets co-movement through cooperative dynamics in many-body physics

  • María Nieves López-García
  • M.A. Sanchez-Granero
  • Juan E. Trinidad-Segovia
  • Antonio Manuel Puertas López
  • Francisco Javier de las Nieves López

Entropy - 1/9/2020

10.3390/e22090954

Cite count: 6 (Web of Science) 7 (Scopus)
  • JCR Quartile: Q2 (2020)
  • JCR Impact Factor: 2.524 (2022)
  • Category normalized Impact: 0.547 (2020)
  • CiteScore: 4 (2020)
  • SJR: 0.468 (2020
  • SNIP: 1.059 (2020
  • JCR 5-year Impact Factor: 2.587
  • JCR Categories: PHYSICS, MULTIDISCIPLINARY

Financial markets: A view from statistical mechanics

  • María de las Nieves López García
  • Juan Evangelista Trinidad Segovia
  • Miguel Angel Sánchez Granero

2022

Cite count:
  • Dialnet

Arbitraje estadístico en mercados emergentes: Un test global de eficiencia

  • Karen Andrea Balladares Ponguillo
  • Juan Evangelista Trinidad Segovia
  • Miguel Angel Sánchez Granero

2022

Cite count:
  • 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

Cite count:
  • Dialnet

Incorporación del factor memoria en el modelo de cuatro factores de fama y french

  • Juan Evangelista Trinidad Segovia
  • María de las Nieves López García

XXXIII Congreso Internacional de economía aplicada Asepelt 2019: economía azul - 2020

Cite count:
  • Dialnet

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

Cite count:
  • 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 logística portuaria - 2020

Cite count:
  • 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
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FRACTAL DIMENSION FOR FRACTAL STRUCTURES: WITH APPLICATIONS TO FINANCE - 2019

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

10.1007/978-3-030-16645-8

Cite count: 1 (Web of Science) 6 (Scopus)
  • 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)

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

10.1007/978-3-030-16645-8_3

Cite count:
  • 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)

Mathematical background

  • Fernández-Martínez M.
  • García Guirao J.
  • Sánchez-Granero M.
  • Trinidad Segovia J.

SEMA SIMAI Springer Series - 1/1/2019

10.1007/978-3-030-16645-8_1

Cite count: 1 (Web of Science)
  • 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)

AN ANALYSIS OF THE EFFICIENCY OF A VIRTUAL CONTINUOUS EVALUATION SYSTEM

  • Trinidad Segovia, Juan Evangelista
  • Sanchez Canadas, Maria del Mar
  • Rosario Diaz, Juana
  • Torres, IC
  • Chova, LG
  • Martinez, AL

2011 4TH INTERNATIONAL CONFERENCE OF EDUCATION, RESEARCH AND INNOVATION (ICERI) - 2011

Making copulas under uncertainty

  • Garcia-Garcia C.
  • Herrerias-Velasco J.
  • Trinidad-Segovia J.

Distribution Models Theory - 1/1/2006

10.1142/9789812772992_0002

Cite count: 1 (Web of Science) 1 (Scopus)
  • Category normalized Impact: 0.31 (2006)
  • SJR Categories: Atomic and Molecular Physics, and Optics

This author has no patents.

Open Access

Ivermectin to prevent hospitalizations in patients with COVID-19 (IVERCOR-COVID19) a randomized, double-blind, placebo-controlled trial

  • Vallejos, Julio
  • Zoni, Rodrigo
  • Bangher, Maria
  • Villamandos, Silvina
  • Bobadilla, Angelina
  • Plano, Fabian
  • Campias, Claudia
  • Chaparro Campias, Evangelina
  • Fernanda Medina, Maria
  • Achinelli, Fernando
  • Andres Guglielmone, Hector
  • Ojeda, Jorge
  • Farizano Salazar, Diego
  • Andino, Gerardo
  • Kawerin, Pablo
  • Dellamea, Silvana
  • Cristina Aquino, Antonia
  • Flores, Victor
  • Martemucci, Carolina N.
  • Maria Martinez, Silvina
  • Emanuel Segovia, Juan
  • Itati Reynoso, Paola
  • Carolina Sosa, Noelia
  • Elizabeth Robledo, Mariana
  • Maria Guarrochena, Joaquina
  • Mercedes Vernengo, Maria
  • Ruiz Diaz, Natalia
  • Meza, Elba
  • Gabriela Aguirre, Maria
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BMC INFECTIOUS DISEASES - 2/7/2021

10.1186/s12879-021-06348-5

Cite count: 59 (Web of Science)

Scopus: 11

Web of Science: 12

Scopus: 13

Web of Science: 17

Last data update: 4/30/24 9:18 AM
Next scheduled update: 5/4/24 3:00 AM