8
H index
6
i10 index
156
Citations
Guido Germano : Citation Profile
London School of Economics (LSE) (20% share) | RESEARCH PRODUCTION: 13 Articles 23 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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20 years (2004 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Guido Germano. | Is cited by:
| Cites to:
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Main data
Where Guido Germano has published?
| Journals with more than one article published | # docs |
|---|---|
| European Journal of Operational Research | 3 |
| The European Physical Journal B: Condensed Matter and Complex Systems | 2 |
| Quantitative Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 11 |
Recent works citing Guido Germano (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Decentralized Token Economy Theory (DeTEcT). (2023). Treleaven, Philip ; Schoernig, Martin ; de Montigny, Denis ; Goodell, Geoffrey ; Sadykhov, Rem. In: Papers. RePEc:arx:papers:2309.12330. Full description at Econpapers || Download paper |
| 2024 | Efficient inverse $Z$-transform and Wiener-Hopf factorization. (2024). Levendorskiui, Sergei ; Boyarchenko, Svetlana. In: Papers. RePEc:arx:papers:2404.19290. Full description at Econpapers || Download paper |
| 2024 | Enhancing Fourier pricing with machine learning. (2024). Stier, Hauke ; Junike, Gero. In: Papers. RePEc:arx:papers:2412.05070. Full description at Econpapers || Download paper |
| 2024 | A Scoping Review of ChatGPT Research in Accounting and Finance. (2024). Wang, Victor Xiaoqi ; Stratopoulos, Theophanis C ; Dong, Mengming Michael. In: Papers. RePEc:arx:papers:2412.05731. Full description at Econpapers || Download paper |
| 2024 | Innovative Sentiment Analysis and Prediction of Stock Price Using FinBERT, GPT-4 and Logistic Regression: A Data-Driven Approach. (2024). Popoola, Olusogo ; Adeyemi-Longe, Sidikat ; Shobayo, Olamilekan ; Ogunleye, Bayode. In: Papers. RePEc:arx:papers:2412.06837. Full description at Econpapers || Download paper |
| 2024 | Direct Inversion for the Squared Bessel Process and Applications. (2024). Xu, Yifan ; Wiese, Anke. In: Papers. RePEc:arx:papers:2412.16655. Full description at Econpapers || Download paper |
| 2025 | A Space Mapping approach for the calibration of financial models with the application to the Heston model. (2025). Ehrhardt, Matthias ; Totzeck, Claudia ; Clevenhaus, Anna. In: Papers. RePEc:arx:papers:2501.14521. Full description at Econpapers || Download paper |
| 2024 | Synchronization analysis between exchange rates on the basis of purchasing power parity using the Hilbert transform. (2024). Saiki, Yoshitaka ; Muto, Makoto. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001165. Full description at Econpapers || Download paper |
| 2024 | Corporate violations, traditional media and stock returns: Evidence from Chinese listed companies. (2024). Cheng, Gongpin ; Zhang, Zhipeng ; Jiang, Jiaqi. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s154461232401081x. Full description at Econpapers || Download paper |
| 2024 | Financial constraints prediction to lead socio-economic development: An application of neural networks to the Italian market. (2024). Ippoliti, Roberto ; Falavigna, G ; Calabrese, G G. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124001721. Full description at Econpapers || Download paper |
| 2024 | Sentiment as a shipping market predictor: Testing market-specific language models. (2024). Zheng, Wei ; Wang, Shuhan ; Sui, Cong. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:189:y:2024:i:c:s1366554524002424. Full description at Econpapers || Download paper |
Works by Guido Germano:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2009 | Stochastic calculus for uncoupled continuous-time random walks In: Papers. [Full Text][Citation analysis] | paper | 8 |
| 2009 | Spectral densities of Wishart-Levy free stable random matrices: Analytical results and Monte Carlo validation In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Full and fast calibration of the Heston stochastic volatility model In: Papers. [Full Text][Citation analysis] | paper | 24 |
| 2017 | Full and fast calibration of the Heston stochastic volatility model.(2017) In: European Journal of Operational Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | article | |
| 2017 | Full and fast calibration of the Heston stochastic volatility model.(2017) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
| 2016 | Stability of calibration procedures: fractals in the Black-Scholes model In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Hilbert transform, spectral filters and option pricing In: Papers. [Full Text][Citation analysis] | paper | 5 |
| 2019 | Hilbert transform, spectral filters and option pricing.(2019) In: Annals of Operations Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2017 | Fluctuation identities with continuous monitoring and their application to price barrier options In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2021 | Pricing methods for $\alpha$-quantile and perpetual early exercise options based on Spitzer identities In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Sentiment trading with large language models In: Papers. [Full Text][Citation analysis] | paper | 5 |
| 2024 | Sentiment trading with large language models.(2024) In: Finance Research Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2024 | Sentiment trading with large language models.(2024) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2005 | Kinetic theory models for the distribution of wealth: power law from overlap of exponentials In: Papers. [Full Text][Citation analysis] | paper | 13 |
| 2005 | Influence of saving propensity on the power law tail of wealth distribution In: Papers. [Full Text][Citation analysis] | paper | 16 |
| 2006 | Influence of saving propensity on the power-law tail of the wealth distribution.(2006) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
| 2008 | Relaxation in statistical many-agent economy models In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 2007 | Relaxation in statistical many-agent economy models.(2007) In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2012 | Market microstructure, banks behaviour and interbank spreads In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2016 | Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 37 |
| 2016 | Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options.(2016) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
| 2018 | Fluctuation identities with continuous monitoring and their application to the pricing of barrier options In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 11 |
| 2018 | An innovative feature selection method for support vector machines and its test on the estimation of the credit risk of default In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 0 |
| 2019 | An innovative feature selection method for support vector machines and its test on the estimation of the credit risk of default.(2019) In: Review of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2020 | Market microstructure, banks behaviour and interbank spreads: evidence after the crisis In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 5 |
| 2020 | Market microstructure, banks’ behaviour and interbank spreads: evidence after the crisis.(2020) In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2020 | Bayesian regularized artificial neural networks for the estimation of the probability of default In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 9 |
| 2020 | Bayesian regularized artificial neural networks for the estimation of the probability of default.(2020) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2020 | Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 3 |
| 2020 | Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities.(2020) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2015 | Large scale simulation of synthetic markets In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 2 |
| 2015 | Banks strategies and cost of money: effects of the financial crisis on the European electronic overnight interbank market In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Banks Strategies and Cost of Money: Effects of the Financial Crisis on the European Electronic Overnight Interbank Market.(2015) In: Journal of Financial Management, Markets and Institutions. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2008 | Stochastic integration for uncoupled continuous-time random walks In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Speculative option valuation: A supercomputing approach In: Computing in Economics and Finance 2004. [Citation analysis] | paper | 0 |
| 2010 | Spectral densities of Wishart-Lévy free stable random matrices In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team