Guido Germano : Citation Profile

London School of Economics (LSE) (20% share)
University College London (UCL) (80% share)

8

H index

8

i10 index

184

Citations

RESEARCH PRODUCTION:

13

Articles

23

Papers

RESEARCH ACTIVITY:

   20 years (2004 - 2024). See details.
   Cites by year: 9
   Journals where Guido Germano has often published
   Relations with other researchers
   Recent citing documents: 39.    Total self citations: 11 (5.64 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pge177
   Updated: 2026-01-17    RAS profile: 2024-03-18    
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Relations with other researchers

Works with:

Iori, Giulia (2)

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

Is cited by:

Boyarchenko, Svetlana (5)

Iori, Giulia (5)

Moraux, Franck (4)

Detemple, Jerome (4)

Montes-Rojas, Gabriel (4)

Ballotta, Laura (3)

Wang, Victor Xiaoqi (3)

Tedeschi, Gabriele (3)

Yakovenko, Victor (2)

Düring, Bertram (2)

Schweitzer, Frank (2)

Cites to:

Iori, Giulia (13)

Gabbi, Giampaolo (7)

Oosterlee, Cornelis (7)

Fang, Fang (7)

Hoerova, Marie (5)

Baglioni, Angelo (5)

Lewis, Alan (5)

merton, robert (5)

Monticini, Andrea (5)

Heider, Florian (5)

Acharya, Viral (4)

Main data

Where Guido Germano has published?

Journals with more than one article published# docs
European Journal of Operational Research3
The European Physical Journal B: Condensed Matter and Complex Systems2
Quantitative Finance2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org11

Recent works citing Guido Germano (2025 and 2024)

YearTitle of citing document
2024Por qué el índice de sentimiento neto debería ser una prioridad: un estudio de caso de la industria bancaria.. (2024). Mendoza-Urdiales, Romn Alejandro ; Mendoza-Macas, Jos Guadalupe. In: The Anahuac Journal. RePEc:amj:journl:v:24:y:2024:i:1:p:272-293.

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2024Decentralized Token Economy Theory (DeTEcT). (2024). Sadykhov, Rem ; Treleaven, Philip ; Schoernig, Martin ; Goodell, Geoffrey ; de Montigny, Denis. In: Papers. RePEc:arx:papers:2309.12330.

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2024StockGPT: A GenAI Model for Stock Prediction and Trading. (2024). Mai, Dat. In: Papers. RePEc:arx:papers:2404.05101.

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2024Efficient inverse $Z$-transform and Wiener-Hopf factorization. (2024). Boyarchenko, Svetlana ; Levendorskiui, Sergei. In: Papers. RePEc:arx:papers:2404.19290.

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2024DeTEcT: Dynamic and Probabilistic Parameters Extension. (2024). Sadykhov, Rem ; Treleaven, Philip ; Goodell, Geoffrey. In: Papers. RePEc:arx:papers:2405.16688.

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2024Large Language Model Agent in Financial Trading: A Survey. (2024). Li, Yinheng ; Wang, Junhao ; Chen, Hang ; Ding, Han. In: Papers. RePEc:arx:papers:2408.06361.

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2024Enhancing Fourier pricing with machine learning. (2024). Stier, Hauke ; Junike, Gero. In: Papers. RePEc:arx:papers:2412.05070.

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2024A 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.

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2024Innovative Sentiment Analysis and Prediction of Stock Price Using FinBERT, GPT-4 and Logistic Regression: A Data-Driven Approach. (2024). Ogunleye, Bayode ; Popoola, Olusogo ; Adeyemi-Longe, Sidikat ; Shobayo, Olamilekan. In: Papers. RePEc:arx:papers:2412.06837.

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2024Direct Inversion for the Squared Bessel Process and Applications. (2024). Xu, Yifan ; Wiese, Anke. In: Papers. RePEc:arx:papers:2412.16655.

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2025A 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.

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2025Predicting Liquidity-Aware Bond Yields using Causal GANs and Deep Reinforcement Learning with LLM Evaluation. (2025). Sinha, Aarush ; Srinivasan, Srinitish ; Unnikrishnan, Srihari ; Walia, Jaskaran Singh. In: Papers. RePEc:arx:papers:2502.17011.

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2025Large language models in finance : what is financial sentiment?. (2025). Germano, Guido ; Kirtac, Kemal. In: Papers. RePEc:arx:papers:2503.03612.

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2025Assessing Consistency and Reproducibility in the Outputs of Large Language Models: Evidence Across Diverse Finance and Accounting Tasks. (2025). Wang, Victor Xiaoqi. In: Papers. RePEc:arx:papers:2503.16974.

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2025Bridging Language Models and Financial Analysis. (2025). Lopez-Lira, Alejandro ; Kwon, Jihoon ; Yoon, Sangwoon ; Sohn, Jy-Yong ; Choi, Chanyeol. In: Papers. RePEc:arx:papers:2503.22693.

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2025Can LLM-based Financial Investing Strategies Outperform the Market in Long Run?. (2025). Li, Weixian Waylon ; Kim, Hyeonjun ; Ma, Tiejun ; Cucuringu, Mihai. In: Papers. RePEc:arx:papers:2505.07078.

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2025Enhancing Trading Performance Through Sentiment Analysis with Large Language Models: Evidence from the S&P 500. (2025). Liu, Haojie ; Lin, Zihan ; Rojas, Randall R. In: Papers. RePEc:arx:papers:2507.09739.

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2025A Stochastic Model for Illiquid Stock Prices and its Conclusion about Correlation Measurement. (2025). Kayondo, Hassan W ; Mayambala, Fred ; Kasozi, Juma ; Nanyonga, Erina ; Davison, Matt. In: Papers. RePEc:arx:papers:2509.10553.

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2025Trading-R1: Financial Trading with LLM Reasoning via Reinforcement Learning. (2025). Chen, Tong ; Wu, Fang ; Luo, DI ; Wang, Wei ; Xiao, Yijia ; Sun, Edward. In: Papers. RePEc:arx:papers:2509.11420.

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2025Fast and explicit European option pricing under tempered stable processes. (2025). Agazzotti, Gaetano ; Aguilar, Jean-Philippe. In: Papers. RePEc:arx:papers:2510.01211.

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2025How Fixed-Amount Transactions and Liquidity Constraints Amplify Wealth Inequality: A Kinetic Model Deviating from the Maximum Entropy Benchmark. (2025). Liuh, Jihyuan. In: Papers. RePEc:arx:papers:2511.08202.

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2025Market-Dependent Communication in Multi-Agent Alpha Generation. (2025). Shi, Jerick ; Hollifield, Burton. In: Papers. RePEc:arx:papers:2511.13614.

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2024Synchronization 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.

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2025Predicting stock price trends using language models to extract the sentiment from analyst reports: Evidence from IBEX 35-listed companies. (2025). Moreno, Alejandro ; Ordieres-Mer, Joaqun. In: Economics Letters. RePEc:eee:ecolet:v:254:y:2025:i:c:s0165176525002411.

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2025Fifty years at the interface between financial modeling and operations research. (2025). Fabozzi, Frank J ; Recchioni, Maria Cristina ; Ren, Roberto. In: European Journal of Operational Research. RePEc:eee:ejores:v:327:y:2025:i:1:p:1-21.

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2024Corporate 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.

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2025Beyond Green Labels: Assessing Mutual Funds’ ESG Commitments through Large Language Models. (2025). Wood, Katherine ; Pham, Hieu ; Pyun, Chaehyun. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612324017422.

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2025The signaling effect of tone: The influence of key audit matters’ tone on bank lending decisions. (2025). Duan, Mingli. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325001928.

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2025Measuring firm-level supply chain risk using a generative large language model. (2025). Yang, Ruochen ; Wu, Yifei ; Fan, Siyu. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325003745.

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2025Can AI beat a naive portfolio? An experiment with anonymized data. (2025). Foguesatto, Cristian R ; Mller, Fernanda M ; Righi, Marcelo B ; Perlin, Marcelo S. In: Finance Research Letters. RePEc:eee:finlet:v:78:y:2025:i:c:s1544612325003897.

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2025Decoding risk sentiment in 10-K filings: Predictability for U.S. stock indices. (2025). Henrquez, Pablo A ; Magner, Nicols ; Sanhueza, Aliro. In: Finance Research Letters. RePEc:eee:finlet:v:81:y:2025:i:c:s1544612325007317.

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2024A scoping review of ChatGPT research in accounting and finance. (2024). Wang, Victor Xiaoqi ; Stratopoulos, Theophanis C ; Dong, Mengming Michael. In: International Journal of Accounting Information Systems. RePEc:eee:ijoais:v:55:y:2024:i:c:s1467089524000484.

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2024Value-enhancing modeling of surrenders and lapses. (2024). Tsai, Chenghsien Jason ; Chan, Linus Fang-Shu ; Hwang, Yawen ; Huang, Hsiao-Tzu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:119:y:2024:i:c:p:48-63.

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2024Financial 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.

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2024Sentiment 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.

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2025Design of Neuro-Stochastic Bayesian Networks for Nonlinear Chaotic Differential Systems in Financial Mathematics. (2025). Shoaib, Muhammad ; Syed, Farwah Ali ; Fang, Kwo-Ting ; Kiani, Adiqa Kausar ; Zahoor, Muhammad Asif. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:1:d:10.1007_s10614-024-10587-4.

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2024Green transition, investment horizon, and dynamic portfolio decisions. (2024). Lessmann, Kai ; Tahri, Ibrahim ; Semmler, Willi ; Braga, Joao Paulo. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-05018-2.

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2025Efficient evaluation of expectations of functions of a Lévy process and its extremum. (2025). Boyarchenko, Svetlana ; Levendorski, Sergei. In: Finance and Stochastics. RePEc:spr:finsto:v:29:y:2025:i:2:d:10.1007_s00780-025-00556-6.

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2024Artificial intelligence in Finance: a comprehensive review through bibliometric and content analysis. (2024). Cucculelli, Marco ; Goga, Xhoana ; Bahoo, Salman ; Mondolo, Jasmine. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:2:d:10.1007_s43546-023-00618-x.

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Works by Guido Germano:

YearTitleTypeCited
2009Stochastic calculus for uncoupled continuous-time random walks In: Papers.
[Full Text][Citation analysis]		paper8
2009Spectral densities of Wishart-Levy free stable random matrices: Analytical results and Monte Carlo validation In: Papers.
[Full Text][Citation analysis]		paper0
2016Full and fast calibration of the Heston stochastic volatility model In: Papers.
[Full Text][Citation analysis]		paper26
2017Full 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: 26		article
2017Full 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: 26		paper
2016Stability of calibration procedures: fractals in the Black-Scholes model In: Papers.
[Full Text][Citation analysis]		paper0
2020Hilbert transform, spectral filters and option pricing In: Papers.
[Full Text][Citation analysis]		paper7
2019Hilbert transform, spectral filters and option pricing.(2019) In: Annals of Operations Research.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2017Fluctuation identities with continuous monitoring and their application to price barrier options In: Papers.
[Full Text][Citation analysis]		paper1
2021Pricing methods for $\alpha$-quantile and perpetual early exercise options based on Spitzer identities In: Papers.
[Full Text][Citation analysis]		paper0
2024Sentiment trading with large language models In: Papers.
[Full Text][Citation analysis]		paper22
2024Sentiment trading with large language models.(2024) In: Finance Research Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		article
2024Sentiment trading with large language models.(2024) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2005Kinetic theory models for the distribution of wealth: power law from overlap of exponentials In: Papers.
[Full Text][Citation analysis]		paper14
2005Influence of saving propensity on the power law tail of wealth distribution In: Papers.
[Full Text][Citation analysis]		paper16
2006Influence 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
2008Relaxation in statistical many-agent economy models In: Papers.
[Full Text][Citation analysis]		paper6
2007Relaxation 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
2012Market microstructure, banks behaviour and interbank spreads In: Working Papers.
[Full Text][Citation analysis]		paper11
2016Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options In: European Journal of Operational Research.
[Full Text][Citation analysis]		article39
2016Spitzer 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: 39		paper
2018Fluctuation identities with continuous monitoring and their application to the pricing of barrier options In: European Journal of Operational Research.
[Full Text][Citation analysis]		article12
2018An 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]		paper0
2019An 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
2020Market microstructure, banks behaviour and interbank spreads: evidence after the crisis In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper5
2020Market 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
2020Bayesian regularized artificial neural networks for the estimation of the probability of default In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper11
2020Bayesian 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: 11		article
2020Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper4
2020Pricing 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: 4		article
2015Large scale simulation of synthetic markets In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper2
2015Banks 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]		paper0
2015Banks 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
2008Stochastic integration for uncoupled continuous-time random walks In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2004Speculative option valuation: A supercomputing approach In: Computing in Economics and Finance 2004.
[Citation analysis]		paper0
2010Spectral densities of Wishart-Lévy free stable random matrices In: The European Physical Journal B: Condensed Matter and Complex Systems.
[Full Text][Citation analysis]		article0

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