Presentations
In this section, you can find
selected presentations from my contributions to conferences, workshops,
etc.
2017- Fractional diffusion and its applications in finance PDF
- Option pricing beyond Black-Scholes based on double-fractional diffusion PDF
- Generalized entropies: what are they good for? PDF
- Techniques for multifractal spectrum estimation in financial time series PDF
- On q-non-extensive statistics with non-Tsallisian entropy PDF
- Applications of multifractal diffusion entropy analysis to daily and intraday financial series PDF
- Rényi transfer entropy and its application for intraday financial data (poster) PDF
- Modeling financial time series: Multifractal cascades and Rényi entropy PDF
- Methods and techniques for multifractal spectrum estimation in financial time series PDF
- Anomalous diffusion in biology: fractional Brownian motion, Lévy flights PDF
- Multifractal processes and their applications PDF
- Introduction to nonequilibrium thermodynamics: From Onsager to micromotors PDF
- Application of multifractal geometry in financial markets PDF
