Follow
Enrico Scalas
Enrico Scalas
Professor of Statistics and Probability, University of Sussex, UK
Verified email at sussex.ac.uk - Homepage
Title
Cited by
Cited by
Year
Fractional calculus: models and numerical methods
D Baleanu, K Diethelm, E Scalas, JJ Trujillo
World Scientific, 2012
29392012
Fractional calculus and continuous-time finance
E Scalas, R Gorenflo, F Mainardi
Physica A: Statistical Mechanics and its Applications 284 (1-4), 376-384, 2000
9892000
Fractional calculus and continuous-time finance II: the waiting-time distribution
F Mainardi, M Raberto, R Gorenflo, E Scalas
Physica A: Statistical Mechanics and its Applications 287 (3-4), 468-481, 2000
6472000
Waiting-times and returns in high-frequency financial data: an empirical study
M Raberto, E Scalas, F Mainardi
Physica A: Statistical Mechanics and its Applications 314 (1-4), 749-755, 2002
5672002
The application of continuous-time random walks in finance and economics
E Scalas
Physica A: Statistical Mechanics and its Applications 362 (2), 225-239, 2006
3402006
Fractional calculus and continuous-time finance III: the diffusion limit
R Gorenflo, F Mainardi, E Scalas, M Raberto
Mathematical Finance: Workshop of the Mathematical Finance Research Project …, 2001
3402001
Uncoupled continuous-time random walks: Solution and limiting behavior of the master equation
E Scalas, R Gorenflo, F Mainardi
Physical Review E 69 (1), 011107, 2004
2752004
Coupled continuous time random walks in finance
MM Meerschaert, E Scalas
Physica A: Statistical Mechanics and its Applications 370 (1), 114-118, 2006
2602006
A fractional generalization of the Poisson processes
F Mainardi, R Gorenflo, E Scalas
arXiv preprint math/0701454, 2007
2112007
Monte Carlo simulation of uncoupled continuous-time random walks yielding a stochastic solution of the space-time fractional diffusion equation
D Fulger, E Scalas, G Germano
Physical Review E 77 (2), 021122, 2008
2092008
Lattice-gas theory of collective diffusion in adsorbed layers
A Danani, R Ferrando, E Scalas, M Torri
International Journal of Modern Physics B 11 (19), 2217-2279, 1997
1261997
Five years of continuous-time random walks in econophysics
E Scalas
The Complex Networks of Economic Interactions: Essays in Agent-Based …, 2006
1242006
Anomalous waiting times in high-frequency financial data
E Scalas 7, R Gorenflo, H Luckock, F Mainardi, M Mantelli, M Raberto
Quantitative Finance 4 (6), 695-702, 2004
1192004
ALICE technical design report of the zero degree calorimeter (ZDC)
L RAMELLO, E Scalas, M SITTA, N Ahmad, S Ahmad, T Ahmad, W Bari, ...
CERN, European Laboratory for Particle Physics, 1999
108*1999
Electroporation in symmetric and asymmetric membranes
I Genco, A Gliozzi, A Relini, M Robello, E Scalas
Biochimica et Biophysica Acta (BBA)-Biomembranes 1149 (1), 10-18, 1993
1051993
Finitary probabilistic methods in econophysics
U Garibaldi, E Scalas
Cambridge University Press, 2010
1022010
Scaling of charged particle multiplicity in Pb–Pb collisions at SPS energies
MC Abreu, B Alessandro, C Alexa, R Arnaldi, M Atayan, C Baglin, A Baldit, ...
Physics Letters B 530 (1-4), 43-55, 2002
1012002
Waiting times between orders and trades in double-auction markets
E Scalas, T Kaizoji, M Kirchler, J Huber, A Tedeschi
Physica A: Statistical Mechanics and its Applications 366, 463-471, 2006
1002006
Stochastic calculus for uncoupled continuous-time random walks
G Germano, M Politi, E Scalas, RL Schilling
Physical Review E 79 (6), 066102, 2009
992009
Charmonia and Drell–Yan production in proton–nucleus collisions at the CERN SPS
B Alessandro, C Alexa, R Arnaldi, M Atayan, C Baglin, S Beolè, V Boldea, ...
Physics Letters B 553 (3-4), 167-178, 2003
972003
The system can't perform the operation now. Try again later.
Articles 1–20