Giulia Iori : Citation Profile

City St George's

16

H index

21

i10 index

1513

Citations

RESEARCH PRODUCTION:

35

Articles

48

Papers

2

Chapters

RESEARCH ACTIVITY:

   32 years (1992 - 2024). See details.
   Cites by year: 47
   Journals where Giulia Iori has often published
   Relations with other researchers
   Recent citing documents: 64.    Total self citations: 37 (2.39 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pio8
   Updated: 2025-06-14    RAS profile: 2024-02-06    
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Relations with other researchers

Works with:

Alfarano, Simone (5)

Raddant, Matthias (2)

Germano, Guido (2)

Steinbacher, Mitja (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Giulia Iori.

Is cited by:

Tedeschi, Gabriele (60)

Gallegati, Mauro (46)

battiston, stefano (26)

Tabak, Benjamin (25)

Fricke, Daniel (24)

He, Xuezhong (Tony) (22)

Roventini, Andrea (22)

Westerhoff, Frank (21)

Farmer, J. (17)

Fagiolo, Giorgio (17)

Kobayashi, Teruyoshi (17)

Cites to:

Farmer, J. (21)

Gallegati, Mauro (19)

Tedeschi, Gabriele (18)

Heider, Florian (17)

Hoerova, Marie (17)

Gabbi, Giampaolo (13)

Roventini, Andrea (13)

Thurner, Stefan (12)

battiston, stefano (11)

Stiglitz, Joseph (11)

Fagiolo, Giorgio (11)

Main data

Where Giulia Iori has published?

Journals with more than one article published# docs
Journal of Economic Dynamics and Control7
Physica A: Statistical Mechanics and its Applications5
Quantitative Finance4
Journal of Economic Behavior & Organization4
The European Journal of Finance3
International Journal of Modern Physics C (IJMPC)2
Journal of Economic Interaction and Coordination2

Working Papers Series with more than one paper published# docs
Working Papers / Department of Economics, City University London19
Papers / arXiv.org8
Finance / University Library of Munich, Germany3
Computing in Economics and Finance 2000 / Society for Computational Economics2
MPRA Paper / University Library of Munich, Germany2
Computing in Economics and Finance 2002 / Society for Computational Economics2

Recent works citing Giulia Iori (2025 and 2024)

YearTitle of citing document
2024Detecting discrete processes with the Epps effect. (2024). Gebbie, Tim ; Chang, Patrick ; Pienaar, Etienne. In: Papers. RePEc:arx:papers:2005.10568.

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2024An Empirical Analysis on Financial Markets: Insights from the Application of Statistical Physics. (2024). Cao, YI ; Polukarov, Maria ; Li, Haochen ; Ventre, Carmine. In: Papers. RePEc:arx:papers:2308.14235.

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2024Anomalous diffusion and price impact in the fluid-limit of an order book. (2024). Gebbie, Tim ; Diana, Derick. In: Papers. RePEc:arx:papers:2310.06079.

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2024Price predictability at ultra-high frequency: Entropy-based randomness test. (2024). Marmi, Stefano ; Shternshis, Andrey. In: Papers. RePEc:arx:papers:2312.16637.

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2024Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335.

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2024Modelling shock propagation and resilience in financial temporal networks. (2024). Rizzini, Giorgio ; Lillo, Fabrizio. In: Papers. RePEc:arx:papers:2407.09340.

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2024Correlation emergence in two coupled simulated limit order books. (2024). Gebbie, Tim ; Bauer, Dominic ; Diana, Derick. In: Papers. RePEc:arx:papers:2408.03181.

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2024Controllable Financial Market Generation with Diffusion Guided Meta Agent. (2024). Huang, Yu-Hao ; Liu, Yang ; Bian, Jiang ; Xu, Chang. In: Papers. RePEc:arx:papers:2408.12991.

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2025MarS: a Financial Market Simulation Engine Powered by Generative Foundation Model. (2025). Liu, Yang ; Fang, Shikai ; Wang, Lewen ; Bian, Jiang ; Xu, Chang. In: Papers. RePEc:arx:papers:2409.07486.

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2024A Multi-agent Market Model Can Explain the Impact of AI Traders in Financial Markets -- A New Microfoundations of GARCH model. (2024). Mizuta, Takanobu ; Minami, Kentaro ; Hirano, Masanori ; Nakagawa, Kei. In: Papers. RePEc:arx:papers:2409.12516.

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2024Reciprocity in Interbank Markets. (2024). Honvehlmann, Lutz. In: Papers. RePEc:arx:papers:2412.10329.

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2024(Mis)information diffusion and the financial market. (2024). Peraire, Daniel Torren ; di Francesco, Tommaso. In: Papers. RePEc:arx:papers:2412.16269.

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2025Agent-Based Simulation of a Perpetual Futures Market. (2025). Rao, Ramshreyas. In: Papers. RePEc:arx:papers:2501.09404.

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2025Financial Wind Tunnel: A Retrieval-Augmented Market Simulator. (2025). Guo, Jian ; Yang, Cehao ; Xu, Chengjin ; Qi, Yiyan ; Lin, Xueyuan ; Cao, Bokai. In: Papers. RePEc:arx:papers:2503.17909.

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2025From Deep Learning to LLMs: A survey of AI in Quantitative Investment. (2025). Guo, Jian ; Cao, Bokai ; Wang, Saizhuo ; Lin, Xinyi ; Zhang, Haohan ; Wu, Xiaojun ; Ni, Lionel M. In: Papers. RePEc:arx:papers:2503.21422.

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2025Agent-based Liquidity Risk Modelling for Financial Markets. (2025). Stillman, Namid ; Baggott, Rory ; Vytelingum, Perukrishnen ; Zhang, Jianfei ; Chen, Tao ; Zhu, Dingqiu ; Lyon, Justin. In: Papers. RePEc:arx:papers:2505.15296.

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2024Digital Payments in Firm Networks: Theory of Adoption and Quantum Algorithm. (2024). PRIAZHKINA, SOFIA ; Skavysh, Vladimir ; Palmer, Samuel ; Mugel, Samuel ; Orus, Roman ; Martin-Ramiro, Pablo. In: Staff Working Papers. RePEc:bca:bocawp:24-17.

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2024Learning from the Past: The Role of Personal Experiences in Artificial Stock Markets. (2024). Lenhard, Gregor. In: Working papers. RePEc:bsl:wpaper:2024/01.

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2024Systemic Risk in Banking, Fire Sales, and Macroeconomic Disasters. (2024). Kirman, Alan ; Bougheas, Spiros ; Nelson, Douglas R ; Harvey, David I. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10991.

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2024Interbank network reconstruction enforcing density and reciprocity. (2024). Macchiati, Valentina ; Mazzarisi, Piero ; Garlaschelli, Diego. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:186:y:2024:i:c:s0960077924008312.

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2024Data driven cost-sensitive boosted tree for interpretable banking systemic risk prediction. (2024). Wang, Zhijie ; Xia, Meng ; Liu, Wanan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:189:y:2024:i:p1:s0960077924012165.

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2024Counterparty choice, maturity shifts and market freezes: Lessons from the European interbank market. (2024). Saroyan, Susanna. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188924000113.

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2024Gamma positioning and market quality. (2024). Verschoor, Willem ; Pieterse-Bloem, Mary ; Buis, Boyd. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:164:y:2024:i:c:s0165188924000721.

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2024Competition among high-frequency traders and market quality. (2024). Breckenfelder, Johannes. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924001143.

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2024Systemic risk in banking, fire sales, and macroeconomic disasters. (2024). Kirman, Alan ; Bougheas, Spiros ; Nelson, Douglas ; Harvey, David I. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001672.

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2024Risk spillover mechanism among commercial banks and FinTech institutions throughout public health emergencies. (2024). Zhu, Jing ; Zhao, Jingsong ; Sun, Jiaojiao ; Zhang, Chen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001402.

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2024Simulation schemes for the Heston model with Poisson conditioning. (2024). Kwok, Yue Kuen ; Choi, Jaehyuk. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:363-376.

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2024Variance swaps with mean reversion and multi-factor variance. (2024). Ye, Wuyi ; Chen, Pengzhan ; Wu, Bin. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:1:p:191-212.

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2024An efficient and provable sequential quadratic programming method for American and swing option pricing. (2024). Huang, Weizhang ; Shen, Jinye ; Ma, Jingtang. In: European Journal of Operational Research. RePEc:eee:ejores:v:316:y:2024:i:1:p:19-35.

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2024Modeling multi-market coupling effects considering the consumption above quota trading market in renewable portfolio standards: An agent-based perspective. (2024). Zheng, Xiaolin ; Yu, Songmin ; Wu, Jiaqian. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005346.

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2024Investor network and stock return comovement: Information-seeking through intragroup and intergroup followings. (2024). Lu, Shan ; Zhao, Jichang. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001364.

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2024Trading strategies and Financial Performances: A simulation approach. (2024). Mazzarino, Laura ; Biondo, Alessio Emanuele ; Pluchino, Alessandro. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003582.

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2024Interbank deposits and bank systemic risk. (2024). Cao, Zhiling ; Wen, Fenghua ; Sadiq, Muhammad ; Liu, Yulin. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006501.

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2024Investigation of market impacts of arbitrage trading between an ETF and its underlying assets using an agent-based simulation. (2024). Guan, Xin ; Mizuta, Takanobu ; Yagi, Isao. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008924.

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2024Do interbank markets price systemic risk?. (2024). Sigmund, Michael ; Siebenbrunner, Christoph. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000081.

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2025Robust-less-fragile: Tackling systemic risk and financial contagion in a macro agent-based model. (2025). Roventini, Andrea ; Pallante, Gianluca ; Napoletano, Mauro ; Guerini, Mattia. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001372.

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2024Tail connectedness: Measuring the volatility connectedness network of equity markets during crises. (2024). Yao, Wenying ; Liu, Junli ; Cheng, Tingting. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x2400249x.

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2024Wealth distribution on a dynamic complex network. (2024). Gonalves, Sebastian ; Kohlrausch, Gustavo L. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:652:y:2024:i:c:s0378437124005764.

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2024Can Bitcoin trigger speculative pressures on the US Dollar? A novel ARIMA-EGARCH-Wavelet Neural Networks. (2024). Fernndez-Gmez, Manuel ; Salas-Comps, Beln M ; Alaminos, David. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:654:y:2024:i:c:s0378437124006496.

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2024Beyond declarations: Metrics, rankings and responsible assessment. (2024). Gska, Pawe ; Dudau, Adina ; Tsoukas, Serafeim ; Morgan-Thomas, Anna. In: Research Policy. RePEc:eee:respol:v:53:y:2024:i:10:s0048733324001422.

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2024Do R&D tax credits impact pharmaceutical innovation? Evidence from a synthetic control approach. (2024). Jofre-Bonet, Mireia ; Oliver, Edward ; Kourouklis, Dimitrios. In: Research Policy. RePEc:eee:respol:v:53:y:2024:i:8:s0048733324001021.

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2024A continuous heterogeneous agent model for multi-asset pricing and portfolio construction under market matching friction. (2024). Lyu, Yang ; Zhang, Xiaoqi ; Zhou, Wenyuan ; Fu, Jie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:267-283.

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2025Crossroads of volatility spillover: Interactions between Islamic and conventional financial systems. (2025). Foglia, Matteo ; Addi, Abdelhamid ; Miglietta, Federica ; Wang, Gang-Jin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004938.

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2024A systematic review of agent-based modelling in the circular economy: Insights towards a general model. (2024). Landoni, Matteo ; Rizzati, Massimiliano. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:69:y:2024:i:c:p:617-631.

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2025Monetary Policy and Systemic Risk in a Financial Network System Based on Multi-Agent Modeling. (2025). Pang, Congyuan ; Gao, Qianqian ; Fan, Hong. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:3:p:378-:d:1576180.

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2024Systemic Risk Arising from Shadow Banking and Sustainable Development: A Study of Wealth Management Products in China. (2024). Pan, Hongjie ; Fan, Hong. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:10:p:4280-:d:1397545.

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2024Robust-less-fragile: Tackling Systemic Risk and Financial Contagion in a Macro Agent-Based Model. (2024). Roventini, Andrea ; Pallante, Gianluca ; Napoletano, Mauro ; Guerini, Mattia. In: GREDEG Working Papers. RePEc:gre:wpaper:2024-10.

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2024The rough Hawkes Heston stochastic volatility model. (2024). Pulido, Sergio ; Bondi, Alessandro ; Scotti, Simone. In: Post-Print. RePEc:hal:journl:hal-03827332.

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2024Mesoscale effects of trader learning behaviors in financial markets: A multi-agent reinforcement learning study. (2024). Gutkin, Boris ; Palminteri, Stefano ; Vrizzi, Stefano ; Lussange, Johann. In: Post-Print. RePEc:hal:journl:hal-04790290.

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2024Valuations of Variance and Volatility Swaps Under Double Heston Jump-Diffusion Model With Approximative Fractional Stochastic Volatility. (2024). Guo, Xunxiang ; Wang, KE. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10374-7.

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2025Dynamic Multilayer Network for Systemic Risk and Bank Regulation Based on CDS. (2025). Tang, Miao ; Fan, Hong. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:2:d:10.1007_s10614-023-10508-x.

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2024Ethics and Banking: Do Banks Divest Their Kind?. (2024). Harjoto, Maretno Agus ; Guisande, Diego P ; Osullivan, Conall. In: Journal of Business Ethics. RePEc:kap:jbuset:v:192:y:2024:i:1:d:10.1007_s10551-023-05476-z.

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2024Inequality in economic shock exposures across the global firm-level supply network. (2024). Reisch, Tobias ; Diem, Christian ; Thurner, Stefan ; Astudillo-Estevez, Pablo ; Chakraborty, Abhijit. In: Nature Communications. RePEc:nat:natcom:v:15:y:2024:i:1:d:10.1038_s41467-024-46126-w.

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2025Evolutionary and agent-based computational finance: The new paradigms for asset pricing. (2025). Pastushkov, A. In: Journal of the New Economic Association. RePEc:nea:journl:y:2025:i:66:p:196-222.

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2024Systemic risk in banking, fire sales, and macroeconomic disasters. (2024). Kirman, Alan ; Bougheas, Spiros ; Nelson, Douglas ; Harvey, David I. In: Discussion Papers. RePEc:not:notcfc:2024/02.

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2024Assessing Emerging Markets through Transactional Dynamics: A New Multi-Dimensional Valuation Framework. (2024). Midha, Joshua. In: SocArXiv. RePEc:osf:socarx:d8jkt.

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2024Assessing Emerging Markets through Transactional Dynamics: A New Multi-Dimensional Valuation Framework. (2024). Midha, Joshua. In: SocArXiv. RePEc:osf:socarx:d8jkt_v1.

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2024Mesoscale effects of trader learning behaviors in financial markets: A multi-agent reinforcement learning study. (2024). Lussange, Johann ; Palminteri, Stefano ; Vrizzi, Stefano ; Gutkin, Boris. In: PLOS ONE. RePEc:plo:pone00:0301141.

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2025Better Late than Never: Promoting Cultural Consumption Among the Elderly. (2025). Zanola, Roberto ; Moscarola, Flavia Coda ; Biondo, Alessio Emanuele. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:11:y:2025:i:1:d:10.1007_s40797-024-00270-w.

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2024Impact of arbitrage trading between an ETF and its underlying assets on market liquidity of their markets using an agent-based simulation. (2024). Yagi, Isao ; Mizuta, Takanobu ; Guan, Xin. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:7:y:2024:i:3:d:10.1007_s42001-024-00324-0.

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2025Impact of information disparity between individual investors on profits of meme stocks using an artificial market simulation approach. (2025). Izumi, Kiyoshi ; Murayama, Yuri ; Suzuki, Masahiro ; Hashimoto, Ryuji ; Matsumoto, Miyuki. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:8:y:2025:i:1:d:10.1007_s42001-024-00355-7.

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2024Introduction to the special issue on two editions of the workshop on economic science with heterogeneous interacting agents, $$24.5{\text {th}}$$ 24.5 th Milan, 2021 (wehia 2021) $$25{\text {th}}$$ 25 th Catania, 2022 (wehia 2022). (2024). Delli Gatti, Domenico ; Biondo, Alessio Emanuele. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:19:y:2024:i:4:d:10.1007_s11403-024-00427-x.

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2025Studying economic complexity with agent-based models: advances, challenges and future perspectives. (2025). Chudziak, Szymon. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:20:y:2025:i:2:d:10.1007_s11403-024-00428-w.

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2024The unprincipled principal: how Romania’s inconsistent research reform impacted scientific output. (2024). Cernat, Vasile. In: Scientometrics. RePEc:spr:scient:v:129:y:2024:i:9:d:10.1007_s11192-024-05118-9.

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Works by Giulia Iori:

YearTitleTypeCited
2007The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows In: Papers.
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2008The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows.(2008) In: Working Papers.
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This paper has nother version. Agregated cites: 168		paper
2009The impact of heterogeneous trading rules on the limit order book and order flows.(2009) In: Journal of Economic Dynamics and Control.
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This paper has nother version. Agregated cites: 168		article
2005The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows.(2005) In: Research Paper Series.
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This paper has nother version. Agregated cites: 168		paper
2014Networked relationships in the e-MID Interbank market: A trading model with memory In: Papers.
[Full Text][Citation analysis]		paper57
2015Networked relationships in the e-MID interbank market: A trading model with memory.(2015) In: Journal of Economic Dynamics and Control.
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This paper has nother version. Agregated cites: 57		article
2000Scaling and Multi-scaling in Financial Markets In: Papers.
[Full Text][Citation analysis]		paper2
2000Scaling and multiscaling in financial markets.(2000) In: Finance.
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This paper has nother version. Agregated cites: 2		paper
2001Criticality in a model of banking crises In: Papers.
[Full Text][Citation analysis]		paper14
2001Criticality in a model of banking crises.(2001) In: Physica A: Statistical Mechanics and its Applications.
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This paper has nother version. Agregated cites: 14		article
2002A quantitative model of trading and price formation in financial markets In: Papers.
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1999Patterns of consumption in socio-economic models with heterogeneous interacting agents In: Papers.
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2006A fitness model for the Italian Interbank Money Market In: Papers.
[Full Text][Citation analysis]		paper92
2006A fitness model for the Italian interbank money market.(2006) In: Working Papers.
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This paper has nother version. Agregated cites: 92		paper
2006Trading strategies in the Italian interbank market In: Papers.
[Full Text][Citation analysis]		paper30
2006Trading strategies in the Italian interbank market.(2006) In: Working Papers.
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This paper has nother version. Agregated cites: 30		paper
2007Trading strategies in the Italian interbank market.(2007) In: Physica A: Statistical Mechanics and its Applications.
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This paper has nother version. Agregated cites: 30		article
2024Centralized vs Decentralized Markets: The Role of Connectivity In: Working Papers.
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2024Centralized vs decentralized markets: The role of connectivity.(2024) In: Economics Working Papers.
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2015Bank characteristics and the interbank money market: a distributional approach In: Studies in Nonlinear Dynamics & Econometrics.
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2005Cross-correlation measures in the high-frequency domain In: Working Papers.
[Full Text][Citation analysis]		paper11
2007Cross-correlation Measures in the High-frequency Domain.(2007) In: The European Journal of Finance.
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This paper has nother version. Agregated cites: 11		article
2005A network analysis of the Italian overnight money market In: Working Papers.
[Full Text][Citation analysis]		paper300
2008A network analysis of the Italian overnight money market.(2008) In: Journal of Economic Dynamics and Control.
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This paper has nother version. Agregated cites: 300		article
2006Modeling stock pinning In: Working Papers.
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2008Modeling stock pinning.(2008) In: Quantitative Finance.
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This paper has nother version. Agregated cites: 8		article
2006Currency futures volatility during the 1997 East Asian crisis: an application of Fourier analysis In: Working Papers.
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2006Weighted network analysis of high frequency cross-correlation measures In: Working Papers.
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2007Socioeconomic networks with long-range interactions In: Working Papers.
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2008An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architecture In: Working Papers.
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2008An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architectures.(2008) In: Springer Books.
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2010Herding effects in order driven markets: The rise and fall of gurus In: Working Papers.
[Full Text][Citation analysis]		paper62
2012Herding effects in order driven markets: The rise and fall of gurus.(2012) In: Journal of Economic Behavior & Organization.
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This paper has nother version. Agregated cites: 62		article
2012The Cross-Section of Interbank Rates: A Nonparametric Empirical Investigation In: Working Papers.
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2012Information theoretic description of the e-Mid interbank market: implications for systemic risk In: Working Papers.
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2012Optimal Trading Strategies in a Limit Order Market with Imperfect Liquidity In: Working Papers.
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2012Market microstructure, banks behaviour and interbank spreads In: Working Papers.
[Full Text][Citation analysis]		paper9
2012Agent-Based Modelling for Financial Markets In: Working Papers.
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2013Quantifying preferential trading in the e-MID interbank market In: Working Papers.
[Full Text][Citation analysis]		paper30
2015Quantifying preferential trading in the e-MID interbank market.(2015) In: Quantitative Finance.
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2016Network Centrality and Funding Rates in the e-MID Interbank Market In: Working Papers.
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