Josep Perelló

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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
Julian VicensEurecat - Technology Centre of CataloniaVerified email at eurecat.org
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 & BIFI, Universidad de ZaragozaVerified email at math.uc3m.es
Anna CigariniPhD candidate at Internet Interdisciplinary Institute - Universitat Oberta de Catalunya & Universitat de Barcelona Institute of Complex Systems - Universitat de BarcelonaVerified email at uoc.edu
Marisa PontiDepartment of Applied IT, University of GothenburgVerified email at ituniv.se
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
Núria Ferran-FerrerFaculty of Information and Audiovisual Media, Universitat de BarcelonaVerified email at ub.edu
J. Doyne FarmerProfessor of Mathematics and Director of Complexity Economics, Oxford UniversityVerified email at maths.ox.ac.uk
John GeanakoplosYale UniversityVerified email at yale.edu
Roeland SamsonUniversity of AntwerpVerified email at uantwerpen.be
Oleguer Sagarra, PhDCofounder and Data Scientist at DRIBIAVerified email at dribia.com
Bálint BALÁZSEnvironmental Social Science Research GroupVerified email at essrg.hu
Katherin WagenknechtTechnische Hochschule WildauVerified email at th-wildau.de
Anne Land-Zandstraassistant professor Science Communication, Leiden UniversityVerified email at biology.leidenuniv.nl

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	261	2009
Citizen science and sustainability transitions H Sauermann, K Vohland, V Antoniou, B Balázs, C Göbel, K Karatzas, ... Research Policy 49 (5), 103978, 2020	84	2020
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	81	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	80	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	72	2002
Diseño participativo de experimentos de ciencia ciudadana= Participatory design of citizen science experiments E Senabre, N Ferran Ferrer, J Perelló Diseño participativo de experimentos de ciencia ciudadana= Participatory …, 2018	71*	2018
Multiple time scales and the exponential Ornstein–Uhlenbeck stochastic volatility model J Masoliver, J Perelló Quantitative Finance 6 (5), 423-433, 2006	69	2006
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	68	2016
Random diffusion and leverage effect in financial markets J Perelló, J Masoliver Physical Review E 67 (3), 037102, 2003	58	2003
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	57	2008
First-passage and risk evaluation under stochastic volatility J Masoliver, J Perelló Physical Review E 80 (1), 016108, 2009	52	2009
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	49	2014
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	49	2008
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	42*	2007
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	42	2004
Scaling and data collapse for the mean exit time of asset prices M Montero, J Perelló, J Masoliver, F Lillo, S Miccichè, RN Mantegna Physical Review E 72 (5), 056101, 2005	41	2005
Escape problem under stochastic volatility: The Heston model J Masoliver, J Perelló Physical Review E 78 (5), 056104, 2008	39	2008
Extreme times in financial markets J Masoliver, M Montero, J Perelló Physical Review E 71 (5), 056130, 2005	35	2005
The Science of Citizen Science K Vohland, A Land-zandstra, L Ceccaroni, R Lemmens, J Perelló, M Ponti, ...	34	2021
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	32	2000

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