M.A. Sánchez-Granero

ORCID: 0000-0001-9153-8321
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About
Contact & Profiles
Research Areas
  • Complex Systems and Time Series Analysis
  • Mathematical Dynamics and Fractals
  • Theoretical and Computational Physics
  • Financial Risk and Volatility Modeling
  • Advanced Topology and Set Theory
  • Market Dynamics and Volatility
  • Financial Markets and Investment Strategies
  • Advanced Banach Space Theory
  • Mathematical and Theoretical Analysis
  • Advanced Mathematical Theories and Applications
  • Fuzzy and Soft Set Theory
  • Topological and Geometric Data Analysis
  • Neural Networks and Applications
  • Time Series Analysis and Forecasting
  • Chaos control and synchronization
  • Stock Market Forecasting Methods
  • Stochastic processes and financial applications
  • Business, Education, Mathematics Research
  • Ecosystem dynamics and resilience
  • Risk and Portfolio Optimization
  • advanced mathematical theories
  • Fuzzy Systems and Optimization
  • Fixed Point Theorems Analysis
  • Monetary Policy and Economic Impact
  • Economic theories and models

University of Almería
2016-2025

Centro de Cirugía de Mínima Invasión Jesús Usón
2008-2011

Hospital Clínico Universitario Virgen de la Victoria
2008

Hospital Universitari Germans Trias i Pujol
1997-2005

Hospital de Sant Pau
1989-2005

Institut Català d'Oncologia
2005

Duran i Reynals Hospital
2005

Hospital General Universitario Gregorio Marañón
2005

Hospital Universitario Doctor Peset
2005

Hospital Clínico Universitario Lozano Blesa
2005

To assess the efficacy of a risk-adapted treatment policy for patients with stage I seminoma by using universally accepted risk criteria.Between 1999 and 2003, 314 clinical after orchiectomy were prospectively included. One hundred (31.8%) presented no factors managed surveillance. In contrast, 131 (41.7%) had tumors larger than 4 cm, 33 (10.5%) rete testis involvement, 50 (15.9%) both factors. All latter received two courses adjuvant carboplatin.Chemotherapy was well tolerated, as only 17...

10.1200/jco.2005.01.9810 article EN Journal of Clinical Oncology 2005-11-01

10.1016/j.topol.2013.10.010 article EN publisher-specific-oa Topology and its Applications 2013-10-17

10.1016/j.physa.2017.06.032 article EN Physica A Statistical Mechanics and its Applications 2017-07-12

In this paper, we explore the (in)efficiency of continuum Bitcoin-USD market in period ranging from mid 2010 to early 2019. To deal with, dynamically analyse evolution self-similarity exponent daily returns via accurate FD4 approach by a 512 day sliding window with overlapping data. Further, define memory indicator difference between series and index its shuffled series. We also carry out additional analyses windows sizes equal 64, 128, 256, 1024 days, FD algorithm for values q 1 2 (and...

10.1371/journal.pone.0219243 article EN cc-by PLoS ONE 2019-07-08

Background: Recent improvements in the HIV care cascade have reduced incidence high- and middle-income countries, yet late diagnosis remains a critical issue. This study examines impact of two-hour training session on testing rates primary centres Madrid, Spain. Methods: In 2017, we conducted non-mandatory, updated HCV guidelines for providers 20 within Ramón y Cajal Hospital area. We compared yearly five years before after intervention. used data from Microbiology...

10.20944/preprints202502.1485.v1 preprint EN 2025-02-19

<title>Abstract</title> Due to the fact that Keplerian orbits are conic sections, projective geometry gives a description of based on hyperquadric properties. Using matrix algebra describe hyperquadrics allows construction new set orbital elements using eigenvalues and eigenvectors improper reference systems associated with orbit. It ispossible work directly orbit in Cartesian coordinates three-dimensional space as 4x4 matrix, constructing quadric theorbital conic.

10.21203/rs.3.rs-5907722/v1 preprint EN cc-by Research Square (Research Square) 2025-03-04

10.1007/s10509-025-04420-z article EN cc-by Astrophysics and Space Science 2025-03-01

Since the pioneer contributions due to Vandewalle and Ausloos, Hurst exponent has been applied by econophysicists as a useful indicator deal with investment strategies when such value is above or below [Formula: see text], of Brownian motion. In this paper, we hypothesize that self-similarity financial time series provides reliable for herding behavior (HB) in following sense: if there HB, then higher price, more people will buy. This generate persistence stocks which shall measure their...

10.1142/s0218348x17500062 article EN Fractals 2017-02-01

10.1016/j.jmaa.2013.07.011 article EN publisher-specific-oa Journal of Mathematical Analysis and Applications 2013-07-16

Our objective was to analyze the prevalence of peripheral arterial disease (PAD) in HIV patients at risk and compare them with general population. All older than 50 years who attended our unit from October 2005-July 2006 all persons attending for an annual medical checkup employees' insurance association during same period were invited participate study. Of latter (n = 407), a person sex age (+/-5 years) included each patient. PAD assessed by ankle-brachial index (ABI) subjects, completed...

10.1089/aid.2008.0001 article EN AIDS Research and Human Retroviruses 2008-07-21

10.1016/j.topol.2015.12.080 article EN publisher-specific-oa Topology and its Applications 2016-01-19

Abstract This research aims to improve the efficiency in estimating Hurst exponent financial time series. A new procedure is developed based on equality distribution and applicable estimation methods of exponent. We show how use this with three most popular algorithms (generalized exponet, total triangles area, fractal dimension) literature. Findings that approach improves accuracy original methods, mainly for longer The second contribution study we methodology test whether series...

10.1186/s40854-022-00394-x article EN cc-by Financial Innovation 2022-09-26

10.1016/j.topol.2011.04.023 article EN publisher-specific-oa Topology and its Applications 2011-12-22

In this paper, a heavy-tailed distribution approach is considered in order to explore the behavior of actual financial time series. We show that kind allows properly fit empirical stocks from S&P500 index. addition that, we explain detail why underlying random process under study should be taken into account before using its self-similarity exponent as reliable tool state whether series displays long-range dependence or not. Finally, model, no index persistent memory, whereas some them do...

10.1371/journal.pone.0127824 article EN cc-by PLoS ONE 2015-05-28

10.1007/s00009-011-0146-4 article EN Mediterranean Journal of Mathematics 2011-05-02
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