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Enrico Scalas
Enrico Scalas
Professor of Probability and Mathematical Statistics, Sapienza University of Rome, Italy
Verified email at uniroma1.it - Homepage
Title
Cited by
Cited by
Year
Fractional calculus: models and numerical methods
D Baleanu, K Diethelm, E Scalas, JJ Trujillo
World Scientific, 2012
30402012
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
10352000
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
6602000
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
5902002
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
3522006
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
3482001
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
2802004
Coupled continuous time random walks in finance
MM Meerschaert, E Scalas
Physica A: Statistical Mechanics and its Applications 370 (1), 114-118, 2006
2742006
A fractional generalization of the Poisson processes
F Mainardi, R Gorenflo, E Scalas
arXiv preprint math/0701454, 2007
2272007
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—Statistical, Nonlinear, and Soft Matter Physics 77 (2 …, 2008
2152008
Five years of continuous-time random walks in econophysics
E Scalas
The Complex Networks of Economic Interactions: Essays in Agent-Based …, 2006
1292006
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
1291997
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
1222004
ALICE technical design report of the zero degree calorimeter (ZDC)
Alice Collaboration
CERN/LHCC, 99-5, 1999
117*1999
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
1062002
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
1042010
Stochastic calculus for uncoupled continuous-time random walks
G Germano, M Politi, E Scalas, RL Schilling
Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 79 (6 …, 2009
1032009
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
1012006
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
982003
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