Enrico ScalasProfessor Of Statistics & Probability
Selected publications
Article
Olivares-Sanchez, Hector Raul, Rodriguez-Martinez, Carlos Manuel, Coronel-Brizio, Hector Francisco, Scalas, Enrico, Seligman, Thomas Henry and Hernandez-Montoya, Alejandro Raul (2022) An empirical data analysis of "price runs" in daily financial indices: dynamically assessing market geometric distributional behavior. PLoS One, 17 (7). e0270492. ISSN 1932-6203
During, Bertram, Georgiou, Nicos, Merino-Aceituno, Sara and Scalas, Enrico (2022) Continuum and thermodynamic limits for a simple random-exchange model. Stochastic Processes and their Applications, 149. pp. 248-277. ISSN 0304-4149
Georgiou, Nicos and Scalas, Enrico (2022) Bounds for mixing times for finite semi-Markov processes with heavy-tail jump distribution. Fractional Calculus and Applied Analysis, 25 (1). pp. 229-243. ISSN 1311-0454
Scalas, Enrico and Toaldo, Bruno (2021) Limit theorems for prices of options written on semi-Markov processes. Theory of Probability and Mathematical Statistics, 105. pp. 3-33. ISSN 0094-9000
Kadankova, Tetyana, Leonenko, Nikolai and Scalas, Enrico (2021) Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order k and beyond. Communications in Statistics: Theory and Methods. ISSN 0361-0926
Eom, Cheoljun, Kaizoji, Taisei, Livan, Giacomo and Scalas, Enrico (2021) Limitations of portfolio diversification through fat tails of the return distributions: some empirical evidence. North American Journal of Economics and Finance, 56. a101358 1-17. ISSN 1062-9408
Di Nardo, Elvira, Polito, Federico and Scalas, Enrico (2021) A fractional generalization of the Dirichlet distribution and related distributions. Fractional Calculus and Applied Analysis, 24 (1). pp. 112-136. ISSN 1311-0454
Eom, Cheoljun, Kaizoji, Taisei and Scalas, Enrico (2019) Fat tails in financial return distributions revisited: evidence from the Korean stock market. Physica A Statistical Mechanics and its Applications, 526. p. 121055. ISSN 0378-4371
Ponta, Linda, Trinh, Mailan, Raberto, Marco, Scalas, Enrico and Cincotti, Silvano (2019) Modeling non-stationarities in high-frequency financial time series. Physica A: Statistical Mechanics and its Applications, 521. pp. 173-196. ISSN 0378-4371
Bjoernsson, Hjortur, Hafstein, Sigurdur, Giesl, Peter, Scalas, Enrico and Gudmundsson, Skuli (2019) Computation of the stochastic basin of attraction by rigorous construction of a Lyapunov function. Discrete and Continuous Dynamical Systems - Series B, 24 (8). pp. 4247-4269. ISSN 1531-3492
Leonenko, Nikolai, Scalas, Enrico and Trinh, Mailan (2019) Limit theorems for the fractional non-homogeneous Poisson process. Journal of Applied Probability, 56 (1). pp. 246-264. ISSN 0021-9002
Ashton, Stephen, Scalas, Enrico, Georgiou, Nicos and Kiss, István Zoltán (2018) The mathematics of human contact: developing a model for social interaction in school children. Acta Physica Polonica A, 133 (6). pp. 1421-1432. ISSN 0587-4246
Eom, Cheoljun, Kaizoji, Taisei, Park, Jong Won and Scalas, Enrico (2018) Realized FX volatility: statistical properties and applications. Future Research Korean Journal of Futures and Options, 26 (1). pp. 1-25. ISSN 1229-988x
Hafstein, Sigurdur, Gudmundsson, Skuli, Giesl, Peter and Scalas, Enrico (2018) Lyapunov function computation for autonomous linear stochastic differential equations using sum-of-squares programming. Discrete and Continuous Dynamical Systems - Series B, 23 (2). pp. 939-956. ISSN 1531-3492
Chen, J M, Hawkes, A G, Scalas, E and Trinh, M (2018) Performance of information criteria for selection of Hawkes process models of financial data. Quantitative Finance, 18 (2). pp. 225-235. ISSN 1469-7688
Scalas, Enrico (2017) Continuous-time statistics and generalized relaxation equations. European Physical Journal B: Condensed Matter and Complex Systems, 90 (11). p. 209. ISSN 1434-6028
Scalas, Enrico, Rapallo, Fabio and Radivojević, Tijana (2017) Low-traffic limit and first-passage times for a simple model of the continuous double auction. Physica A: Statistical Mechanics and its Applications, 485. pp. 61-72. ISSN 0378-4371
Ahlfeld, R, Montomoli, F, Scalas, E and Shahpar, S (2017) Uncertainty quantification for fat-tailed probability distributions in aircraft engine simulations. Journal of Propulsion and Power, 33 (4). pp. 881-890. ISSN 0748-4658
Leonenko, Nikolai, Scalas, Enrico and Trinh, Mailan (2017) The fractional non-homogeneous Poisson process. Statistics and Probability Letters, 120. pp. 147-156. ISSN 0167-7152
Scalas, Enrico (2016) Random exchange models and the distribution of wealth. European Physical Journal - Special Topics, 225. pp. 3293-3298. ISSN 1951-6355
Polito, Federico and Scalas, Enrico (2016) A generalization of the space-fractional Poisson process and its connection to some Lévy processes. Electronic Communications in Probability, 21. pp. 20-34. ISSN 1083-589X
Georgiou, Nicos, Kiss, Istvan Z and Scalas, Enrico (2015) Solvable non-Markovian dynamic network. Physical Review E, 92 (4). 042801. ISSN 1539-3755
Scalas, Enrico, Gabriel, Adrian T, Martin, Edgar and Germano, Guido (2015) Velocity and energy distributions in microcanonical ensembles of hard spheres. Physical Review E (PRE), 92 (2). 022140. ISSN 1550-2376
Livan, Giacomo, Alfarano, Simone, Milakovic, Mishael and Scalas, Enrico (2015) A spectral perspective on excess volatility. Applied Economics Letters, 22 (90). pp. 745-750. ISSN 1350-4851
Scalas, Enrico, Radivojević, Tijana and Garibaldi, Ubaldo (2015) Wealth distribution and the Lorenz curve: a finitary approach. Journal of Economic Interaction and Coordination, 10 (1). pp. 79-89. ISSN 1860-711X
Radivojević, Tijana, Anselmi, Jonatha and Scalas, Enrico (2014) Ergodic transition in a simple model of the continuous double auction. PLoS ONE, 9 (2). e88095. ISSN 1932-6203
Scalas, Enrico and Viles, Noèlia (2014) A functional limit theorem for stochastic integrals driven by a time-changed symmetric α-stable Lévy process. Stochastic Processes and their Applications, 124 (1). pp. 385-410. ISSN 0304-4149
Fulger, Daniel, Scalas, Enrico and Germano, Guido (2013) Random numbers from the tails of probability distributions using the transformation method. Fractional Calculus and Applied Analysis, 16 (2). pp. 332-353. ISSN 1311-0454
Scalas, Enrico and Politi, Mauro (2013) A note on intraday option pricing. International Journal of Applied Nonlinear Science, 1 (1). pp. 76-86. ISSN 1752-2862
Ponta, Linda, Scalas, Enrico, Raberto, Marco and Cincotti, Silvano (2012) Statistical analysis and agent-based microstructure modeling of high-frequency financial trading. IEEE Journal of Selected Topics in Signal Processing, 6 (4). pp. 381-387. ISSN 1932-4553
Livan, Giacomo, Inoue, Jun-ichi and Scalas, Enrico (2012) On the non-stationarity of financial time series: impact on optimal portfolio selection. Journal of Statistical Mechanics: Theory and Experiment, 2012. P07025. ISSN 1742-5468
Scalas, Enrico and Viles, Noèlia (2012) On the convergence of quadratic variation for compound fractional Poisson processes. Fractional Calculus and Applied Analysis, 15 (2). pp. 314-331. ISSN 1311-0454
Hernández-Montoya, A R, Coronel-Brizio, H F, Stevens-Ramírez, G A, Rodríguez-Achach, M, Politi, M and Scalas, E (2011) Emerging properties of financial time series in the “Game of Life”. Physical Review E, 84. 066104. ISSN 1539-3755
Politi, Mauro, Kaizoji, Taisei and Scalas, Enrico (2011) Full characterization of the fractional Poisson process. Europhysics Letters, 96 (2). p. 20004. ISSN 0295-5075
Raberto, Marco, Rapallo, Fabio and Scalas, Enrico (2011) Semi-Markov graph dynamics. PLoS ONE, 6 (8). e23370. ISSN 1932-6203
Livan, Giacomo, Alfarano, Simone and Scalas, Enrico (2011) Fine structure of spectral properties for random correlation matrices: an application to financial markets. Physical Review E, 84. 016113. ISSN 1539-3755
Angelov, N, Artoni, M, Baginyan, S, Balestra, F, Batusiv, Yu, Batyuk, P, Belolaptikov, I, Bianconi, A, Blokhintseva, T, Chiosso, M, Colantoni, M L, Corradini, M, Dem'yanov, A, Drozdov, V, Frolov, V, Garfagnini, R, Gnesi, I, Grasso, A, Grebenyuk, V, Ivanov, V, Kirilov, A, Kovalenko, V, Rizzini, E L, Lyashenko, V, Maggiora, A, Moiseenko, A, Panyushkin, V, Panziera, D, Parsamyan, B, Piragino, G, Pontecorvo, G, Rozhdestvensky, A, Russakovich, N, Scalas, E, Schepkin, M, Tosello, F, Venturelli, L, Zosi, G F and The PAINUC Collaboration, (2011) PION INDUCED REACTIONS ON (4)He IN THE Delta RESONANCE ENERGY REGION. International Journal of Modern Physics A, 26 (3). pp. 705-707. ISSN 0217-751X
Gnesi, I, Angelov, N, Artoni, M, Baginyan, S, Balestra, F, Batusov, Yu, Batyuk, P, Belolaptikov, I, Bianconi, A, Blokhintseva, T, Chiosso, M, Colantoni, M L, Corradini, M, Dem’yanov, A, Drozdov, V, Frolov, V, Garfagnini, R, Grasso, A, Grebenyuk, V, Ivanov, V, Kirilov, A, Kovalenko, V, Rizzini, E L, Lyashenko, V, Maggiora, A, Moiseenko, A, Panyushkin, V, Panzieri, D, Parsamyan, B, Piragino, G, Pontecorvo, G, Rozhdestvensky, A, Russakovich, N, Scalas, E, Schepkin, M, Tosello, F, Venturelli, L, Zosi, G F and The PAINUC Collaboration, (2011) Features of π-induced collective resonances in nuclei A semi-empirical model for collective nuclear resonances in the Δ energy region. The European Physical Journal A: Hadrons and Nuclei, 47 (3). ISSN 1434-6001
Germano, Guido, Politi, Mauro, Scalas, Enrico and Schilling, René L (2010) Ito and Stratonovich integrals on compound renewal processes: the normal/Poisson case. Communications in Nonlinear Science and Numerical Simulation, 15 (6). pp. 1583-1588. ISSN 1007-5704
Politi, M, Scalas, E, Fulger, D and Germano, G (2010) Spectral densities of Wishart-Levy free stable random matrices. European Physical Journal B: Condensed Matter and Complex Systems, 73 (1). pp. 13-22. ISSN 1434-6028
Ferraro, Simone, Manzini, Michele, Masoero, Aldo and Scalas, Enrico (2009) A random telegraph signal of Mittag-Leffler type. Physica A: Statistical Mechanics and its Applications, 388 (19). pp. 3991-3999. ISSN 0378-4371
Sazuka, Naoya, Inoue, Jun-Ichi and Scalas, Enrico (2009) The distribution of first-passage times and durations in FOREX and future markets. Physica A: Statistical Mechanics and its Applications, 388 (14). pp. 2839-2853. ISSN 0378-4371
Scalas, Enrico and Schweitzer, Frank (2009) Complex networks. Advances in Complex Systems, 12 (1). pp. 1-2. ISSN 0219-5259
Germano, Guido, Politi, Mauro, Scalas, Enrico and Schilling, René L. (2009) Stochastic calculus for uncoupled continuous-time random walks. Physical Review E, 79. 066102. ISSN 1539-3755
Minicozzi, Pamela, Rapallo, Fabio, Scalas, Enrico and Dondero, Francesco (2008) Accuracy and robustness of clustering algorithms for small-size applications in bioinformatics. Physica A Statistical Mechanics and its Applications, 387 (25). pp. 6310-6318. ISSN 0378-4371
Coronel-Brizio, H F, Hernández-Montoya, A R, Rapallo, F and Scalas, E (2008) Statistical auditing and randomness test of lotto k/N-type games. Physica A Statistical Mechanics and its Applications, 387 (25). pp. 6385-6390. ISSN 0378-4371
Lim, Gyuchang, Kim, SooYong, Scalas, Enrico, KIm, Kyungsik and Chang, Ki-Ho (2008) Analysis of price fluctuations in futures exchange markets. Physica A: Statistical Mechanics and its Applications, 387 (12). pp. 2823-2830. ISSN 0378-4371
Lim, Gyuchang, Kim, SooYong, Kim, Kyungsik, Lee, Dong-In and Scalas, Enrico (2008) Dynamical behaviors of inter-out-of-equilibrium state intervals in Korean futures exchange markets. Physica A: Statistical Mechanics and its Applications, 387 (12). pp. 2831-2836. ISSN 0378-4371
Politi, Mauro and Scalas, Enrico (2008) Fitting the empirical distribution of intertrade durations. Physica A: Statistical Mechanics and its Applications, 387 (8-9). pp. 2025-2034. ISSN 0378-4371
Fulger, Daniel, Scalas, Enrico and Germano, Guido (2008) Monte Carlo simulation of uncoupled continuous-time random walks yielding a stochastic solution of the space-time fractional diffusion equation. Physical Review E, 77 (2). 021122. ISSN 1539-3755
Garibaldi, U, Scalas, E and Viarengo, P (2007) Statistical equilibrium in simple exchange games II. The redistribution game. European Physical Journal B: Condensed Matter and Complex Systems, 60 (2). pp. 241-246. ISSN 1434-6028
Scalas, E, Garibaldi, U and Donadio, S (2007) Statistical equilibrium in simple exchange games I. European Physical Journal B: Condensed Matter and Complex Systems, 60 (2). pp. 271-272. ISSN 1434-6028
Scalas, Enrico (2007) Mixtures of compound Poisson processes as models of tick-by-tick financial data. Chaos, Solitons & Fractals, 34 (1). pp. 33-40. ISSN 0960-0779
Politi, Mauro and Scalas, Enrico (2007) Activity spectrum from waiting-time distribution. Physica A Statistical Mechanics and its Applications, 383 (1). pp. 43-48. ISSN 0378-4371
Lim, Gyuchang, Kim, Soo Yong, Scalas, Enrico and Kim, Kyungsik (2007) Volatilities, traded volumes, and the hypothesis of price increments in derivative securities. Physica A: Statistical Mechanics and its Applications, 382 (2). pp. 577-585. ISSN 0378-4371
Scalas, Enrico, Martin, Edgar and Germano, Guido (2007) Ehrenfest urn revisited: playing the game on a realistic fluid model. Physical Review E, 76. 011104(1)-011104(6). ISSN 1539-3755
Mosetti, Giancarlo, Jug, Giancarlo and Scalas, Enrico (2007) Power laws from randomly sampled continuous-time random walks. Physica A: Statistical Mechanics and its Applications, 375 (1). pp. 233-238. ISSN 0378-4371
Tóth, B, Scalas, E, Huber, J and Kirchler, M (2007) The value of information in a multi-agent market model: the luck of the uninformed. The European Physical Journal B - Condensed Matter, 55 (1). pp. 115-120. ISSN 1434-6028
Kim, Kyungsik, Yoon, Seong-Min, Kim, Soo Yong, Lee, Dong-In and Scalas, Enrico (2007) Dynamical mechanisms of the continuous-time random walk, multifractals, herd behaviors and minority games in financial markets. Journal of the Korean Physical Society, 50 (1). pp. 182-190. ISSN 0374-4884
Kim, Cheol-Hyun, Park, C H, Kim, Soo Yong, Kim, Kyungsik and Scalas, Enrico (2007) Dynamics of avalanche activities in financial markets. International Journal of Modern Physics C, 18 (1). pp. 119-127. ISSN 0129-1831
Scalas, Enrico and Kim, Kyungsik (2007) The art of fitting financial time series with Levy stable distributions. Journal of the Korean Physical Society, 50 (1). pp. 105-111. ISSN 0374-4884
Meerschaert, Mark M and Scalas, Enrico (2006) Coupled continuous time random walks in finance. Physica A: Statistical Mechanics and its Applications, 370 (1). pp. 114-118. ISSN 0378-4371
Scalas, Enrico, Gallegati, Mauro, Guerci, Eric, Mas, David and Tedeschi, Alessandra (2006) Growth and allocation of resources in economics: the agent-based approach. Physica A Statistical Mechanics and its Applications, 370 (1). pp. 86-90. ISSN 0378-4371
Scalas, E, Garibaldi, U and Donadio, S (2006) Statistical equilibrium in simple exchange games I: methods of solution and application to the Bennati-Dragulescu-Yakovenko (BDY) game. European Physical Journal B: Condensed Matter and Complex Systems, 53 (2). pp. 267-272. ISSN 1434-6028
Scalas, Enrico, Kaizoji, Taisei, Kirchler, Michael, Huber, Jürgen and Tedeschi, Alessandra (2006) Waiting times between orders and trades in double-auction markets. Physica A: Statistical Mechanics and its Applications, 366. pp. 463-471. ISSN 0378-4371
Gallegati, M, Palestrini, A, Delli Gatti, D and Scalas, E (2006) Aggregation of heterogeneous interacting agents: the Variant Representative Agent Framework. Journal of Economic Interaction and Coordination, 1 (1). pp. 5-19. ISSN 1860-711X
Scalas, Enrico (2006) The application of continuous-time random walks in finance and economics. Physica A: Statistical Mechanics and its Applications, 362 (2). pp. 225-239. ISSN 0378-4371
Di Matteo, T, Airoldi, M and Scalas, E (2004) On pricing of interest rate derivatives. Physica A: Statistical Mechanics and its Applications, 339 (1-2). pp. 189-196. ISSN 0378-4371
Arnaldi, R, Baldit, A, Barret, V, Bastid, N, Blanchard, G, Chiavassa, E, Cortese, P, Crochet, P, Dellacasa, G, De Marco, N, Drancourt, C, Dupieux, P, Ferretti, A, Forestier, B, Insa, C, Jouve, F, Gallio, M, Genoux-Lubain, A, Lamoine, L, Manso, F, Mereu, P, Musso, A, Oppedisano, C, Picotti, A, Poggio, F, Rosnet, R, Royer, L, Saturnini, P, Scalas, E, Scomparin, E, Siguado, F, Travaglia, G, Vercellin, E and Yermia, F (2004) Performances of a prototype for the ALICE Muon trigger at LHC. IEEE Transactions on Nuclear Science, 51 (3). pp. 375-382. ISSN 0018-9499
Arnaldi, R, Chivassa, E, Colla, A, Cortese, P, Dellacasa, G, De Marco, N, Ferretti, A, Gallio, M, Musso, A, Oppedisano, C, Picotti, A, Poggio, F, Scalas, E, Scomparin, E, Siguado, F and Vercellin, E (2004) Resistive plate chamber for thermal neutron detection. Nuclear Instruments and Methods in Physics Research Section B: Beam Interactions with Materials and Atoms, 213. pp. 284-288. ISSN 0168-583X
Scalas, Enrico, Gorenflo, Rudolf and Mainardi, Francesco (2004) Uncoupled continuous-time random walks: solution and limiting behavior of the master equation. Physical Review E (PRE), 69. 011107. ISSN 1539-3755
Scalas, Enrico, Gorenflo, Rudolf, Luckock, Hugh, Mainardi, Francesco, Mantelli, Maurizio and Raberto, Marco (2004) Anomalous waiting times in high-frequency financial data. Quantitative Finance, 4 (6). pp. 695-702. ISSN 1469-7688
Arnaldi, Roberta, Alessandro, B, Alexa, C, Arnaldi, R, Atayan, M, Baglin, C, Baldit, A, Bedjidian, M, Beolè, S, Boldea, V, Bordalo, P, Borenstein, S R, Borges, G, Bussière, A, Capelli, L, Castanier, C, Castor, J, Chaurand, B, Cheynis, B, Chiavassa, E, Cicalò, C, Claudino, C, Comets, M P, Constatinescu, S, Cortese, P, Cruz, J, DeFalco, A, DeMarco, N, Dellacasa, G, Devaux, A, Dita, S, Drapier, O, Espagnon, B, Fargeix, J, Force, P, Gallio, M, Garilov, Y K, Gerschel, C, Giubellino, P, Golubeva, M B, Gonin, M, Grigorian, A A, Grigoryan, S, Grossiord, J Y, Guber, F F, Guichard, A, Gulkanyan, H, Hakobyan, R, Haroutunian, R, Idzik, M, Jouan, D, Karavitcheva, T L, Kluberg, L, Kurepin, A B, LeBornec, Y, Lourenco, C, Maciotti, P, Mac Cormick, M, Marzari-Chiesa, A, Masera, M, Masoni, A, Monteno, M, Musso, M, Petiau, P, Picotti, A, Pizzi, J R, Pradodasilva, W, Prino, F, Puddu, G, Quintans, C, Ramello, L, Ramos, S, RatoMendes, P, Riccatti, L, Romana, A, Santos, H, Saturnini, P, Scalas, E, Scomparin, E, Serci, S, Sigaudo, F, Sitta, M, Sonderegger, P, Tarrago, X, Topilskaya, N S, Usai, G L, Vercellin, E, Villate, L, Willis, N and Wu, T (2004) Charmonia suppression in nucleus-nucleus interactions at CERN SPS. Acta Physica Hungarica Series A, Heavy Ion Physics, 19 (3-4). pp. 337-341. ISSN 1219-7580
Arnaldi, R, Baldit, A, Barret, Y, Bastid, N, Blanchard, D, Chiavassa, E, Cortese, P, Crochet, P, Dellacasa, G, De Marco, N, Drancourt, C, Dupieux, P, Espagnon, B, Ferretti, A, Forestier, B, Gallio, M, Genoux-Lubian, A, Insa, C, Jouve, F, Lamoine, L, Lefevre, F, Manso, F, Mereu, P, Musso, A, Oppedisano, C, Piccotti, A, Poggio, F, Royer, L, Rosnet, P, Saturnini, P, Scalas, E, Scomparin, E, Siguado, F, Travaglia, G and Vercellin, E (2003) Ageing tests on the low-resistivity RPC for the ALICE dimuon arm. Nuclear Instruments and Methods in Physics Research Section A: Accelerators, Spectrometers, Detectors and Associated Equipment, 508 (1-2). pp. 106-109. ISSN 0168-9002
Scalas, Enrico, Gorenflo, Rudolf, Mainardi, Francesco and Raberto, Marco (2003) Revisiting the derivation of the fractional diffusion equation. Fractals, 11 (Supp01). pp. 281-289. ISSN 0218-348X
Raberto, Marco, Scalas, Enrico and Mainardi, Francesco (2002) Waiting-times and returns in high-frequency financial data: an empirical study. Physica A: Statistical Mechanics and its Applications, 314 (1-4). pp. 749-755. ISSN 0378-4371
Reverberi, A P, Scalas, E and Vegliò, F (2002) Numerical solution of moving boundary problems in diffusion processes with attractive and repulsive interactions. Journal of Physics A: Mathematical and General, 35 (7). pp. 1575-1588. ISSN 0305-4470
Haas, H, Caetano, W, Borissevitch, G P, Tabak, M, Mosquera Sanchez, M I, Oliveira, O N, Scalas, E and Goldman, M (2001) Interaction of dipyridamole with phospholipid monolayers at the air-water interface: surface pressure and grazing incidence X-ray diffraction studies. Chemical Physics Letters, 335 (5-6). pp. 510-516. ISSN 0009-2614
Arnaldi, R, Chiavassa, E, Cicalò, C, Cortese, P, De Falco, A, Dellacasa, G, De Marco, N, Ferretti, A, Gallio, M, Macciotta, P, Masoni, A, Musso, A, Oppedisano, C, Piccotti, A, Puddu, G, Scalas, E, Scomparin, E, Serci, S, Siddi, E, Soave, C, Usai, G and Vercellin, E (2001) Performances of zero degree calorimeters for the ALICE experiment. Nuclear Instruments and Methods in Physics Research Section A: Accelerators, Spectrometers, Detectors and Associated Equipment, 456 (3). pp. 248-258. ISSN 0168-9002
Arnaldi, R, Baldit, A, Barret, V, Bastid, N, Blanchard, D, Chiavassa, E, Cortese, P, Crochet, P, Dellacase, G, De Marco, N, Drancourt, C, Dupieux, P, Espagnon, B, Fargeix, J, Ferretti, A, Gallio, M, Genoux-Luban, A, Lamoine, L, Lefevre, F, Luquin, L, Manso, F, Metivier, V, Musso, A, Oppedisano, C, Picotti, A, Royer, L, Roig, O, Rosnet, P, Scalas, E, Scomparin, E and Vercellin, E (2000) The ALICE dimuon trigger: overview and electronics prototypes. Nuclear Instruments and Methods in Physics Research Section A: Accelerators, Spectrometers, Detectors and Associated Equipment, 456 (1-2). pp. 126-131. ISSN 0168-9002
Mainardi, Francesco, Raberto, Marco, Gorenflo, Rudolf and Scalas, Enrico (2000) Fractional calculus and continuous-time finance II: the waiting-time distribution. Physica A Statistical Mechanics and its Applications, 287 (3-4). pp. 468-481. ISSN 0378-4371
Scalas, Enrico, Gorenflo, Rudolf and Mainardi, Francesco (2000) Fractional calculus and continuous-time finance. Physica A: Statistical Mechanics and its Applications, 284 (1-4). pp. 376-384. ISSN 0378-4371
Arnaldi, R, Baldit, A, Barret, V, Bastid, N, Blanchard, G, Chiavassa, E, Cortese, P, Chrochet, P, Dellacasa, G, DeMarco, N, Dupieux, P, Espagnon, B, Fargeix, J, Ferretti, A, Gallio, M, Lamoine, L, Luquin, L, Manso, F, Metivier, V, Musso, A, Picotti, A, Rahmani, A, Roig, O, Royer, L, Scalas, E, Scomparin, E and Vercellin, E (2000) A low-resistivity RPC for the ALICE dimuon arm. Nuclear Instruments and Methods in Physics Research Section A: Accelerators, Spectrometers, Detectors and Associated Equipment, 451 (2). pp. 462-473. ISSN 0168-9002
Arnaldi, R, Chiavassa, E, Cicalò, C, Cortese, P, De Falco, A, Dellacasa, G, De Marco, N, Ferretti, A, Gallio, M, Macciotta, P, Masoni, A, Mereu, P, Musso, A, Oppedisano, C, Picotti, A, Puddu, G, Scalas, E, Scomparin, E, Serci, S, Siddi, E, Usai, G and Vercellin, E (2000) Performance of a forward neutron calorimeter for the ALICE experiment. IEEE Transactions on Nuclear Science, 47 (4). pp. 1503-1505. ISSN 0018-9499
Ridi, A, Scalas, E and Gliozzi, A (2000) Noise measurements in bilayer lipid membranes during electroporation. The European physical journal. E, Soft matter, 2 (2). pp. 161-168. ISSN 1292-8941
Pelizzola, A, Pretti, M and Scalas, E (2000) Heterochirality in Langmuir monolayers and antiferromagnetic Blume-Emery-Griffiths model. Journal of Chemical Physics, 112. pp. 8126-8136. ISSN 0021-9606
Abreu, M C, Alessandro, B, Alexa, C, Arnaldi, R, Astruc, J, Atayan, M, Baglin, C, Baldit, A, Bedjidian, M, Bellaiche, F, Beolè, S, Boldea, V, Bordalo, P, Bussière, A, Capelli, L, Caponi, V, Casagrande, L, Castor, J, Chambon, T, Chaurand, B, Chevrot, I, Cheynis, B, Chivassa, E, Cicalò, C, Comets, M P, Constans, N, Devaux, A, Dita, S, Drapier, O, Ducroux, L, Espagnon, B, Fargeix, J, Ferretti, A, Filippov, S N, Fleuret, F, Force, P, Gallio, M, Gavrilov, Y K, Gerschel, C, Giubellino, P, Golubeva, M B, Gonin, M, Grogorian, A A, Grossiord, J Y, Guber, F F, Guichard, A, Gulkanyan, H, Hakobyan, R, Haroutunian, R, Idzik, M, Jouan, D, Karavitcheva, T L, Kluberg, L, Kurepin, A B, Le Bornec, Y, Lourenço, C, Macciotta, P, Mac Cormick, M, Manzari-Chiesa, A, Masera, M, Masoni, A, Mehrabyan, S, Monteno, M, Mourgues, S, Musso, A, Ohlsson-Malek, F, Oppedisano, C, Petiau, P, Piccotti, A, Pizzi, J R, Prado da Silva, W L, Puddu, G, Quintans, C, Racca, C, Ramello, L, Ramos, S, Rato-Mendes, P, Riccati, L, Romana, A, Ropotar, I, Saturnini, P, Scalas, E, Scomparin, E, Serci, S, Shahoyan, R, Silva, S, Sitta, M, Soave, C, Sonderegger, P, Tarrago, X, Topilskaya, N S, Usai, G L, Vercellin, E, Villatte, L and Willis, N (1999) Fission of lead projectiles in Pb-nucleus collisions at the SPS. Nuclear Physics A, 661 (1-4). pp. 321-324. ISSN 0375-9474
Indiveri, Giovanni, Scalas, Enrico, Levi, Andrea C and Gliozzi, Alessandra (1999) Morphologies in two-dimensional growth with attractive long-range interactions. Physica A: Statistical Mechanics and its Applications, 273 (3-4). pp. 217-230. ISSN 0378-4371
Raberto, Marco, Scalas, Enrico, Cuniberti, Giovanni and Riani, Massimo (1999) Volatility in the Italian stock market: an empirical study. Physica A: Statistical Mechanics and its Applications, 269 (1). pp. 148-155. ISSN 0378-4371
Cuniberti, Giovanni, Raberto, Marco and Scalas, Enrico (1999) Correlations in the bond-future market. Physica A: Statistical Mechanics and its Applications, 269 (1). pp. 90-97. ISSN 0378-4371
Scalas, E, Brezesinski, G, Kaganer, V M and Möhwald, H (1998) Effect of chiral interactions on the structure of Langmuir monolayers. Physical Review E, 58 (2). pp. 2172-2178. ISSN 1539-3755
Ridi, A, Scalas, E, Robello, M and Gliozzi, A (1998) Linear response of a fluctuating lipid bilayer. Thin Solid Films, 327-9. pp. 796-799. ISSN 0040-6090
Danani, A, Ferrando, R, Scalas, E and Torri, M (1998) Collective surface diffusion on triangular and square interacting lattice gases. Surface Science, 409 (1). pp. 117-129. ISSN 0039-6028
Reverberi, A P and Scalas, E (1998) Dynamic scaling of a reaction-limited decay process. Physica A: Statistical Mechanics and its Applications, 254 (3-4). pp. 348-357. ISSN 0378-4371
Danani, A, Ferrando, R, Scalas, E and Torri, M (1998) Collective surface diffusion on a triangular lattice in presence of ordered phases. Surface Science, 402-4. pp. 281-285. ISSN 0039-6028
Scalas, Enrico (1998) Scaling in the market of futures. Physica A: Statistical Mechanics and its Applications, 253 (1-4). pp. 394-402. ISSN 0378-4371
Scalas, E, Ridi, A, Robello, M and Gliozzi, A (1998) Flicker noise in bilayer lipid membranes. Europhysics Letters, 43 (1). pp. 101-105. ISSN 0295-5075
Peterson, I R, Brezesinski, G, Struth, B and Scalas, E (1998) Grazing-incidence X-ray diffraction study of octadecanoic acid monolayers. Journal of Physical Chemistry B, 102 (47). pp. 9437-9442. ISSN 1520-6106
Reverberi, A P and Scalas, E (1997) Surface selective deconstruction: a Monte Carlo study. Fractals, 5 (3). pp. 327-332. ISSN 0218-348X
Danani, A, Ferrando, R, Scalas, E and Torri, M (1997) Lattice-gas theory of collective diffusion in adsorbed layers. International Journal of Modern Physics B, 11 (19). pp. 2217-2279. ISSN 0217-9792
Scalas, E, Brezesinski, G, Möhwald, H, Kaganer, V M, Bouwman, W G and Kjaer, K (1996) Chirality effects on 2D phase transitions. Thin Solid Films, 284-5. pp. 56-61. ISSN 0040-6090
Indiveri, Giovanni, Levi, Andrea C, Gliozzi, Alessandra, Scalas, Enrico and Möhwald, Helmut (1996) Cluster growth with long-range interactions. Thin Solid Films, 284-5. pp. 106-109. ISSN 0040-6090
Danani, A, Ferrando, R, Scalas, E and Torri, M (1996) Multi-site correlation functions in two-dimensional lattice gases. Physica A: Statistical Mechanics and its Applications, 223 (1-2). pp. 149-166. ISSN 0378-4371
Danani, A, Ferrando, R, Scalas, E, Torri, M and Brivio, G P (1995) Lattice-gas model of diffusion of NH3 on Re(0001). Chemical Physics Letters, 236 (6). pp. 533-537. ISSN 0009-2614
Brezesinski, G, Scalas, E, Struth, B, Mohwald, H, Bringezu, F, Gehlert, U, Weidemann, G and Vollhardt, D (1995) Relating lattice and domain-structures of monoglyceride monolayers. Journal of Physical Chemistry, 99 (21). pp. 8758-8762. ISSN 0022-3654
Torri, M, Ferranso, R, Scalas, E and Brivio, G P (1994) Erratum to “Collective diffusion in a lattice gas: application to O/W(110)” [Surface Science 307–309 (1994) 565]. Surface Science, 318 (3). p. 443. ISSN 0039-6028
Struth, B, Scalas, E, Brezesinski, G, Möhwald, H, Bringezu, F, Bouwman, W G and Kjaer, K (1994) Influence of a hydrophilic spacer on the structure of a phospholipid monolayer. Nuovo Cimento D, 16 (9). pp. 1545-1550. ISSN 0392-6737
Torri, M, Ferrando, R, Scalas, E and Brivio, G P (1994) Collective diffusion in a lattice-gas: application to O/W(110). Surface Science, 307-09 (Part A). pp. 565-569. ISSN 0039-6028
Gliozzi, A, Levi, A C, Menessini, M and Scalas, E (1994) Temperature and disequilibrium dependence of cluster growth. Physica A: Statistical Mechanics and its Applications, 203 (3-4). pp. 347-358. ISSN 0378-4371
Scalas, E and Ferrando, R (1994) Pair-correlation function in 2-dimensional lattice gases. Physical Review E, 49. pp. 513-520. ISSN 1539-3755
Ferrando, R, Scalas, E and Torri, M (1994) Projection-operator route to the generalized darken equation. Physics Letters A, 186 (5-6). pp. 415-418. ISSN 0375-9601
Ferrando, R, Scalas, Enrico and Torri, M (1993) Collective and tracer diffusion in low-coverage adsorbates. Journal of Electron Spectroscopy and Related Phenomena, 64-65. pp. 813-818. ISSN 0368-2048
Ferrando, R and Scalas, E (1993) Incoherent scattering width in 2D systems with lateral interactions. Surface Science, 287 (2). pp. 907-910. ISSN 0039-6028
Ferrando, R and Scalas, E (1993) Self-diffusion in a 2D lattice gas with lateral interactions. Surface Science, 281 (1-2). pp. 178-190. ISSN 0039-6028
Scalas, E and Viano, G A (1993) Epsilon-entropy and epsilon-capacity in the theory of ill-posed problems. Inverse Problems, 9 (5). pp. 545-550. ISSN 0266-5611
Scalas, E and Viano, G A (1993) The Hausdorff moments in statistical mechanics. Journal of Mathematical Physics, 34. pp. 5781-5800. ISSN 0022-2488
Scalas, E and Viano, G A (1993) Resolving power and information-theory in signal recovery. Journal of the Optical Society of America A: Optics, Image Science & Vision (JOSA A), 10 (5). pp. 991-996. ISSN 1084-7529
Scalas, E, Levi, A C and Gliozzi, A (1990) A computer study of a simple statistical-mechanical model of phospholipid monolayers and bilayers. Journal de Physique I, 51 (C7). pp. 333-338. ISSN 1155-4304
Book
Pichl, L, Eom, C, Scalas, E and Kaizoji, T (2020) Advanced studies of financial technologies and cryptocurrency markets. Springer. ISBN 9789811544972
Baleanu, Dumitru, Diethelm, Kai, Scalas, Enrico and Trujillo, Juan J (2016) Fractional calculus: models and numerical methods (2nd edition). Series on complexity, nonlinearity and chaos, 5 . World Scientific, Singapore. ISBN 9789813140035
Baleanu, Dumitru, Diethelm, Kai, Scalas, Enrico and Trujillo, Juan J (2012) Fractional calculus: models and numerical methods. Series on complexity, nonlinearity and chaos, 3 . World Scientific, Singapore, pp. 1-400. ISBN 9789814355209
Garibaldi, Ubaldo and Scalas, Enrico (2010) Finitary probabilistic methods in econophysics. Cambridge University Press, Cambridge. ISBN 9780521515597
Book Section
Chen, J, Hawkes, A G and Scalas, E (2021) A fractional Hawkes process. In: Beghin, Luisa, Mainardi, Francesco and Garrappa, Roberto (eds.) Nonlocal and fractional operators. SEMA SIMAI Springer Series, 26 . Springer International Publishing, pp. 121-131. ISBN 9783030692353
Düring, Bertram, Georgiou, Nicos, Merino-Aceituno, Sara and Scalas, Enrico (2020) Continuum and thermodynamic limits for a wealth-distribution model. In: Aoyama, Hideaki, Aruka, Yuji and Yoshikawa, Hiroshi (eds.) Complexity, heterogeneity, and the methods of statistical physics in economics: essays in memory of Masanao Aoki. Evolutionary Economics and Social Complexity Science, 22 . Springer, pp. 79-99. ISBN 9789811548055
During, Bertram, Georgiou, Nicos and Scalas, Enrico (2017) A stylised model for wealth distribution. In: Akura, Yuji and Kirman, Alan (eds.) Economic Foundations of Social Complexity Science. Springer Singapore, Singapore, pp. 95-117. ISBN 9789811057045
Scalas, Enrico (2012) A class of CTRWs: compound fractional Poisson processes. In: Klafter, Joseph, Lim, S C and Metzler, Ralf (eds.) Fractional dynamics: recent advances. World Scientific Publishing, Singapore, pp. 353-374. ISBN 9789814340588
Scalas, Enrico (2006) Five years of continuous-time random walks in econophysics. In: Namatame, Akira, Kaizouji, Taisei and Aruka, Yuuji (eds.) The complex networks of economic interactions. Lecture Notes in Economics and Mathematical Systems (567). Springer-Verlag Berlin Heidelberg, pp. 3-16. ISBN 9783540287278
Scalas, E, Cincotti, S, Dose, C and Raberto, M (2005) Fraudulent agents in an artificial financial market. In: Lux, Thomas, Reitz, Stefan and Samanidou, Eleni (eds.) Nonlinear dynamics and heterogenous interacting agents. Lecture notes in economics and mathematical systems (550). Springer, Berlin. ISBN 9783540272960
Mainardi, Francesco, Gorenflo, Rudolf and Scalas, Enrico (2004) A renewal process of Mittag-Leffler type. In: Novak, Miroslav M (ed.) Thinking in patterns: fractals and related phenomena in nature. World Scientific, pp. 35-46. ISBN 9789812388223
Scalas, E, Gorenflo, R, Mainardi, F and Raberto, M (2002) Revisiting the derivation of the fractional diffusion equation. In: Family, Fereydoon, Daoud, Mohamed, Herrmann, Hans J and Stanley, H Eugene (eds.) Scaling and disordered systems: international workshop and collection of articles honoring Professor Antonio Coniglio on the occasion of his 60th birthday. World Scientific Publishing, London, pp. 281-289. ISBN 9789810248383
Gorenflo, Rudolf, Mainardi, Francesco, Scalas, Enrico and Raberto, Marco (2001) Fractional calculus and continuous-time finance III : the diffusion limit. In: Kohlmann, Michael and Shanjian, Tang (eds.) Mathematical Finance. Birkhauser, Basel, pp. 171-180. ISBN 9783034895064
Edited Book
Namatame, Akira, Kaizoji, Taisei and Scalas, Enrico, eds. (2007) Econophysics Colloquium 2006 and Third Bonzenfreies Colloquium — Selection of papers presented at Econophysics Colloquium 2006 and Third Bonzenfreies Colloquium, held at International Christian University, Tokyo, Japan, 23 November -- 25 November 2006, Econophysics Colloquium 2006 and Third Bonzenfreies Colloquium. Springer, Berlin, pp. 1-118.
Scalas, Enrico, ed. (2005) Market dynamics and quantitative economics: selection of papers presented at the First Bonzenfreies Colloquium on Market Dynamics and Quantitative Economics. Elsevier, Amsterdam, pp. 1-232.
Edited Special Journal Issue
Kaizoji, Taisei, Namatame, Akira and Scalas, Enrico, eds. (2007) Econophysics Colloquium 2006 and Third Bonzenfreies Colloquium. Physica A: Statistical Mechanics and its Applications, 383 (1). ISSN 0378-4371