Fractional calculus: models and numerical methods D Baleanu, K Diethelm, E Scalas, JJ Trujillo World Scientific, 2012 | 2963 | 2012 |
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 | 1015 | 2000 |
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 | 656 | 2000 |
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 | 579 | 2002 |
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 | 346 | 2001 |
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 | 345 | 2006 |
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 | 278 | 2004 |
Coupled continuous time random walks in finance MM Meerschaert, E Scalas Physica A: Statistical Mechanics and its Applications 370 (1), 114-118, 2006 | 271 | 2006 |
A fractional generalization of the Poisson processes F Mainardi, R Gorenflo, E Scalas arXiv preprint math/0701454, 2007 | 224 | 2007 |
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 | 214 | 2008 |
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 | 128 | 1997 |
Five years of continuous-time random walks in econophysics E Scalas The Complex Networks of Economic Interactions: Essays in Agent-Based …, 2006 | 126 | 2006 |
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 | 122 | 2004 |
ALICE technical design report of the zero degree calorimeter (ZDC) Alice Collaboration CERN/LHCC, 99-5, 1999 | 116* | 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 | 105 | 1993 |
Finitary probabilistic methods in econophysics U Garibaldi, E Scalas Cambridge University Press, 2010 | 103 | 2010 |
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 | 103 | 2009 |
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 | 102 | 2002 |
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 | 101 | 2006 |
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 | 97 | 2003 |