Concepedia

Miquel Montero

MM

23

Publications

919

Citations

16

H-Index

2000

Active since

Affiliations

Universitat de Barcelona(Current)

Universidad de Salamanca

Instituto de Física Fundamental

Santa Fe Institute

Miquel Montero is an author at Universitat de Barcelona specializing in engineering, probability theory, and finance.

ORCID

Top concepts

Publications per year

2000–2022

23

Publications

23

Continuous-time random-walk model for financial distributions

Jaume Masoliver, Miquel Montero, George H. Weiss · Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics · 2003 · 175 citations · Full text

, , +15

Monotonic continuous-time random walks with drift and stochastic reset events

Miquel Montero, Javier Villarroel · Physical Review E · 2013 · 120 citations · Full text

Directed random walk with random restarts: The Sisyphus random walk

Miquel Montero, Javier Villarroel · Physical review. E · 2016 · 71 citations · Full text

, , +13

The continuous time random walk formalism in financial markets

Jaume Masoliver, Miquel Montero, Josep Maria Mata Perelló et al. · Journal of Economic Behavior & Organization · 2006 · 69 citations · Full text

, , +7

Continuous-time random walks with reset events

Miquel Montero, Axel Masó-Puigdellosas, Javier Villarroel · The European Physical Journal B · 2017 · 66 citations · Full text

, , +5

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