Josep Perelló

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	All	Since 2016
Citations	1539	685
h-index	22	15
i10-index	35	19

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Co-authors

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 VicensUniversitat de BarcelonaVerified email at ub.edu
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
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
Enric Senabre HidalgoCenter for Research and Interdisciplinarity (CRI) - Université ParisVerified email at cri-paris.org
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
Núria Ferran-FerrerFaculty of Information and Audiovisual Media, Universitat de BarcelonaVerified email at ub.edu
Luigi N.A. PalatellaLiceo Scientifico "C. De Giorgi", Lecce (ITALY)Verified email at liceodegiorgi.edu.it
Marisa PontiDepartment of Applied IT, University of GothenburgVerified email at ituniv.se
Jesus Gomez-GardeñesProfesor Titular, Universidad de ZaragozaVerified email at unizar.es
Ryszard KutnerUniversity of Warsaw, Faculty of PhysicsVerified email at fuw.edu.pl
Rosario Nunzio MantegnaProfessor of Applied Physics. Department of Physics and Chemistry, Università degli Studi di PalermoVerified email at unipa.it

Josep Perelló

Universitat de Barcelona

Verified email at ub.edu - Homepage

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


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
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	249	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	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	72	2006
Multiple time scales and the exponential Ornstein–Uhlenbeck stochastic volatility model J Masoliver, J Perelló Quantitative Finance 6 (5), 423-433, 2006	69	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	69	2002
Random diffusion and leverage effect in financial markets J Perelló, J Masoliver Physical Review E 67 (3), 037102, 2003	58	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	57	2016
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	56	2008
First-passage and risk evaluation under stochastic volatility J Masoliver, J Perelló Physical Review E 80 (1), 016108, 2009	48	2009
Participatory design of citizen science experiments E Senabre, N Ferran-Ferrer, J Perelló Comunicar. Media Education Research Journal 26 (1), 2018	47*	2018
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	44	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	44	2008
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
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	41*	2007
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	40	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	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
Citizen science practices for computational social science research: The conceptualization of pop-up experiments O Sagarra, M Gutiérrez-Roig, I Bonhoure, J Perelló Frontiers in physics 3, 93, 2016	24	2016

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