Josep Perelló - Google Scholar

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	All	Since 2015
Citations	1418	666
h-index	21	14
i10-index	36	20

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Jaume MasoliverCatedràtic de física, Universitat de BarcelonaVerified email at ub.edu
Miquel MonteroProfessor de física, Univeristat de BarcelonaVerified email at ub.edu
Mario Gutiérrez-RoigDepartment of Mathematical Sciences, University of EssexVerified email at essex.ac.uk
Jordi DuchAssociate professor of Computer Science at Universitat Rovira i VirgiliVerified email at urv.cat
Angel SánchezGISC, Departamento de Matematicas, Universidad Carlos III de Madrid & UMICCS, UC3M-UV-UZVerified email at math.uc3m.es
Julian VicensUniversitat de BarcelonaVerified email at ub.edu
Yamir MorenoInstitute for Biocomputation and Physics of Complex Systems, University of Zaragoza, Zaragoza, SpainVerified email at unizar.es
Carl ChiarellaProfessor of Quantitative FinanceVerified email at uts.edu.au
Giulia IoriProfessor of Economics, City University LondonVerified email at city.ac.uk
Carlos Gracia LázaroInstitute for Biocomputation and Physics of Complex Systems, University of Zaragoza, SpainVerified email at bifi.es
Oleguer Sagarra, PhDCofounder and Data Scientist at DRIBIAVerified email at dribia.com
J. Doyne FarmerProfessor of Mathematics and Director of Complexity Economics, Oxford UniversityVerified email at maths.ox.ac.uk
Núria Ferran-FerrerFaculty of Information and Communication Sciences, Universitat Oberta deVerified email at uoc.edu
Luigi N.A. PalatellaLiceo Scientifico "C. De Giorgi", Lecce (ITALY)Verified email at liceodegiorgi.edu.it
Ryszard KutnerUniversity of Warsaw, Faculty of PhysicsVerified email at fuw.edu.pl
Jesus Gomez-GardeñesProfesor Titular, Universidad de ZaragozaVerified email at unizar.es
Rosario Nunzio MantegnaProfessor of Applied Physics. Department of Physics and Chemistry, Università degli Studi di PalermoVerified email at unipa.it
Salvatore Micciche'University of Palermo, Department of Physics and ChemistryVerified email at unipa.it
Fabrizio LilloUniversità di BolognaVerified email at sns.it
Jean-Philippe BouchaudHead of Research, CFMVerified email at cfm.fr

Josep Perelló

Universitat de Barcelona

Verified email at ub.edu - Homepage

citizen science human behaviour complex systems science computational social science citizen social science


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The impact of heterogeneous trading rules on the limit order book and order flows C Chiarella, G Iori, J Perelló Journal of Economic Dynamics and Control 33 (3), 525-537, 2009	232	2009
Multiple time scales in volatility and leverage correlations: a stochastic volatility model J Perelló, J Masoliver, JP Bouchaud Applied Mathematical Finance 11 (1), 27-50, 2004	77	2004
The continuous time random walk formalism in financial markets J Masoliver, M Montero, J Perelló, GH Weiss Journal of Economic Behavior & Organization 61 (4), 577-598, 2006	70	2006
A correlated stochastic volatility model measuring leverage and other stylized facts J Masoliver, J Perello International Journal of Theoretical and Applied Finance 5 (05), 541-562, 2002	67	2002
Multiple time scales and the exponential Ornstein–Uhlenbeck stochastic volatility model J Masoliver, J Perelló Quantitative Finance 6 (5), 423-433, 2006	66	2006
Option pricing under stochastic volatility: the exponential Ornstein–Uhlenbeck model J Perelló, R Sircar, J Masoliver Journal of Statistical Mechanics: Theory and Experiment 2008 (06), P06010, 2008	54	2008
Random diffusion and leverage effect in financial markets J Perelló, J Masoliver Physical Review E 67 (3), 037102, 2003	53	2003
Humans display a reduced set of consistent behavioral phenotypes in dyadic games J Poncela-Casasnovas, M Gutiérrez-Roig, C Gracia-Lázaro, J Vicens, ... Science advances 2 (8), e1600451, 2016	50	2016
First-passage and risk evaluation under stochastic volatility J Masoliver, J Perelló Physical Review E 80 (1), 016108, 2009	49	2009
Model for interevent times with long tails and multifractality in human communications: An application to financial trading J Perelló, J Masoliver, A Kasprzak, R Kutner Physical Review E 78 (3), 036108, 2008	43	2008
Transition from reciprocal cooperation to persistent behaviour in social dilemmas at the end of adolescence M Gutiérrez-Roig, C Gracia-Lázaro, J Perelló, Y Moreno, A Sánchez Nature communications 5 (1), 1-7, 2014	41	2014
Escape problem under stochastic volatility: The Heston model J Masoliver, J Perelló Physical Review E 78 (5), 056104, 2008	40	2008
Scaling and data collapse for the mean exit time of asset prices M Montero, J Perelló, J Masoliver, F Lillo, S Micciche, RN Mantegna Physical Review E 72 (5), 056101, 2005	40	2005
A comparison between several correlated stochastic volatility models J Perelló, J Masoliver, N Anento Physica A: Statistical Mechanics and its Applications 344 (1-2), 134-137, 2004	40	2004
Extreme times in financial markets J Masoliver, M Montero, J Perelló Physical Review E 71 (5), 056130, 2005	31	2005
Volatility: a hidden Markov process in financial time series Z Eisler, J Perelló, J Masoliver Physical Review E 76 (5), 056105, 2007	30	2007
Black–Scholes option pricing within Itô and Stratonovich conventions J Perelló, JM Porra, M Montero, J Masoliver Physica A: Statistical Mechanics and its Applications 278 (1-2), 260-274, 2000	30	2000
First-passage and escape problems in the Feller process J Masoliver, J Perelló Physical review E 86 (4), 041116, 2012	24	2012
The CTRW in finance: Direct and inverse problems with some generalizations and extensions J Masoliver, M Montero, J Perelló, GH Weiss Physica A: Statistical Mechanics and its Applications 379 (1), 151-167, 2007	24	2007
Participatory design of citizen science experiments E Senabre, N Ferran-Ferrer, J Perelló Comunicar. Media Education Research Journal 26 (1), 2018	21	2018

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