Giuseppe Orlando : Citation Profile

Università degli Studi di Bari "Aldo Moro"

5

H index

1

i10 index

61

Citations

RESEARCH PRODUCTION:

21

Articles

8

Papers

1

Books

16

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   9 years (2016 - 2025). See details.
   Cites by year: 6
   Journals where Giuseppe Orlando has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 16 (20.78 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/por230
   Updated: 2026-01-17    RAS profile: 2025-03-21    
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Relations with other researchers

Works with:

Kockesen, Levent (2)

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

Is cited by:

Levy, Daniel (5)

Athari, Seyed Alireza (2)

Egan, Paul (1)

Virgillito, Maria Enrica (1)

Dosi, Giovanni (1)

Oprean-Stan, Camelia (1)

Mikhaylov, Alexey (1)

Vörös, József (1)

Gomes, Orlando (1)

Ricca, Federica (1)

zvezdina, nataliya (1)

Cites to:

Billio, Monica (14)

Semmler, Willi (9)

Addo, Peter Martey (8)

Levy, Daniel (8)

Oosterlee, Cornelis (8)

Grzelak, Lech (7)

GUEGAN, Dominique (6)

merton, robert (5)

Bollerslev, Tim (5)

White, Alan (4)

Blanchard, Olivier (4)

Main data

Where Giuseppe Orlando has published?

Journals with more than one article published# docs
Journal of Forecasting3
Mathematics2
Finance Research Letters2
Risks2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org6
Working Papers / New School for Social Research, Department of Economics2

Recent works citing Giuseppe Orlando (2025 and 2024)

YearTitle of citing document
2024Deep Calibration of Interest Rates Model. (2024). ben Alaya, Mohamed ; Sarr, Djibril ; Kebaier, Ahmed. In: Papers. RePEc:arx:papers:2110.15133.

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2024New approximate stochastic dominance approaches for Enhanced Indexation models. (2024). Puerto, Justo ; Cesarone, Francesco. In: Papers. RePEc:arx:papers:2401.12669.

Full description at Econpapers || Download paper

2024Modeling stationary, periodic, and long memory processes by superposed jump-driven processes. (2024). Yoshioka, Hidekazu. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:188:y:2024:i:c:s0960077924009093.

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2025Flexible enhanced indexation models through stochastic dominance and ordered weighted average optimization. (2025). Puerto, Justo ; Cesarone, Francesco. In: European Journal of Operational Research. RePEc:eee:ejores:v:323:y:2025:i:2:p:657-670.

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2024Tax and financial credit risks—Empirical evidence from Chinese investment enterprises. (2024). Zhu, Ruihua ; Chen, Fang. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323012898.

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2024Portfolio optimization by enhanced LinUCB. (2024). Guo, Xingjian ; Mirza, Sultan Sikandar ; Zhang, Qin ; Ni, HE. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324012959.

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2025Wall Street sneezes and global finance catches a cold: How does geopolitical risk contribute? A tale of tail. (2025). Neto, David. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s154461232401691x.

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2025Can deep reinforcement learning beat 1N. (2025). Kruthof, Garvin ; Mller, Sebastian. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s154461232500131x.

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2025A benchmark-asset principal component factorization for index tracking on large investment universes. (2025). Bufalo, M ; di Paolo, A ; Cesarone, F ; Orlando, G. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325005070.

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2025Advanced Operator Theory for Energy Market Trading: A New Framework. (2025). Bufalo, Michele ; Fanelli, Viviana. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:7:p:118-:d:1683692.

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2025Brazilian Selic Rate Forecasting with Deep Neural Networks. (2025). Moreira, Rodrigo ; Rodrigues, Larissa Ferreira ; Silva, Flvio Oliveira. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:3:d:10.1007_s10614-024-10597-2.

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2024Domestic and Global Causes for Exchange Rate Volatility: Evidence From Turkey. (2024). Altun, Omer ; Ozkaya, Ata. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241243200.

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2024A valuation of a corn ethanol plant through a compound options model under skew-Brownian motions. (2024). di Bari, Antonio ; Bufalo, Michele ; Villani, Giovanni ; Biancardi, Marta. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-023-05249-x.

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2024Some properties of the maximum loss on loan portfolios. (2024). Vrs, Jzsef. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:32:y:2024:i:1:d:10.1007_s10100-022-00837-x.

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2025A return-diversification approach to portfolio selection. (2025). Cesarone, Francesco ; Giacometti, Rosella ; Martino, Manuel L ; Tardella, Fabio. In: Computational Management Science. RePEc:spr:comgts:v:22:y:2025:i:2:d:10.1007_s10287-025-00538-1.

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2024The emergence of chaos in productivity distribution dynamics. (2024). Gomes, Orlando. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:47:y:2024:i:2:d:10.1007_s10203-023-00419-9.

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2024Increasing returns and labor markets in a predator–prey model. (2024). Virgillito, Maria Enrica ; Dosi, Giovanni ; Usula, Davide. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:34:y:2024:i:2:d:10.1007_s00191-024-00861-x.

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2024Modelling the industrial production of electric and gas utilities through the $$CIR^3$$ C I R 3 model. (2024). Orlando, Giuseppe ; Ceci, Claudia ; Bufalo, Michele. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:1:d:10.1007_s11579-023-00350-y.

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2025Entropies of the Poisson Distribution as Functions of Intensity: “Normal” and “Anomalous” Behavior. (2025). Ralchenko, Kostiantyn ; Mishura, Yuliya ; Malyarenko, Anatoliy ; Finkelshtein, Dmitri. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:27:y:2025:i:2:d:10.1007_s11009-025-10171-9.

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Giuseppe Orlando has edited the books:

YearTitleTypeCited

Works by Giuseppe Orlando:

YearTitleTypeCited
2018On The Calibration of Short-Term Interest Rates Through a CIR Model In: Papers.
[Full Text][Citation analysis]		paper0
2018Challenges in approximating the Black and Scholes call formula with hyperbolic tangents In: Papers.
[Full Text][Citation analysis]		paper2
2021Challenges in approximating the Black and Scholes call formula with hyperbolic tangents.(2021) In: Decisions in Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2019Forecasting interest rates through Vasicek and CIR models: a partitioning approach In: Papers.
[Full Text][Citation analysis]		paper6
2020Forecasting interest rates through Vasicek and CIR models: A partitioning approach.(2020) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2022Stochastic Local Volatility models and the Wei-Norman factorization method In: Papers.
[Full Text][Citation analysis]		paper0
2022Straightening skewed markets with an index tracking optimizationless portfolio In: Papers.
[Full Text][Citation analysis]		paper0
2023Modeling COVID-19 pandemic with financial markets models: The case of Ja\en (Spain) In: Papers.
[Full Text][Citation analysis]		paper2
2023Foreign Exchange Options on Heston-CIR Model Under Lévy Process Framework In: Applied Mathematics and Computation.
[Full Text][Citation analysis]		article0
2018Recurrence quantification analysis of business cycles In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article10
2021Recurrence Quantification Analysis of Business Cycles.(2021) In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]
This paper has nother version. Agregated cites: 10		chapter
2024Addressing the financial impact of natural disasters in the era of climate change In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article2
2025Exchange traded products: Taxonomy, risk and mitigations In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2022Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model In: Finance Research Letters.
[Full Text][Citation analysis]		article5
2023A three-factor stochastic model for forecasting production of energy materials In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2025Skew–Brownian processes for estimating the volatility of crude oil Brent In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
2016A discrete mathematical model for chaotic dynamics in economics: Kaldor’s model on business cycle In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article4
2022Simulating heterogeneous corporate dynamics via the Rulkov map In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]		article0
2019Interest rates calibration with a CIR model In: Journal of Risk Finance.
[Full Text][Citation analysis]		article4
2019A new approach to forecast market interest rates through the CIR model In: Studies in Economics and Finance.
[Full Text][Citation analysis]		article1
2021Challenging Times for Insurance, Banking and Financial Supervision in Saudi Arabia (KSA) In: Administrative Sciences.
[Full Text][Citation analysis]		article2
2020Non-Performing Loans for Italian Companies: When Time Matters. An Empirical Research on Estimating Probability to Default and Loss Given Default In: IJFS.
[Full Text][Citation analysis]		article7
2022Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution In: Mathematics.
[Full Text][Citation analysis]		article7
2019An Empirical Test on Harrod’s Open Economy Dynamics In: Mathematics.
[Full Text][Citation analysis]		article0
2024Exploring Entropy-Based Portfolio Strategies: Empirical Analysis and Cryptocurrency Impact In: Risks.
[Full Text][Citation analysis]		article2
2021Empirical Evidences on the Interconnectedness between Sampling and Asset Returns’ Distributions In: Risks.
[Full Text][Citation analysis]		article3
2023Resilience and complex dynamics - safeguarding local stability against global instability In: Working Papers.
[Full Text][Citation analysis]		paper0
2023Endogenous Economic Resilience, Loss of Resilience, Persistent Cycles, Multiple Attractors, and Disruptive Contractions In: Working Papers.
[Full Text][Citation analysis]		paper0
2021Introduction In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		chapter0
2021Recurrence Quantification Analysis: Theory and Applications In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		chapter0
2021On Business Cycles and Growth In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		chapter0
2021Trade-Cycle Oscillations: The Kaldor Model and the Keynesian Hansen–Samuelson Principle of Acceleration and Multiplier In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		chapter0
2021The Harrod Model In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		chapter0
2021Growth and Cycles as a Struggle: Lotka–Volterra, Goodwin and Phillips In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		chapter0
2021Kaldor–Kalecki New Model on Business Cycles In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		chapter0
2021An Empirical Test of Harrod’s Model In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		chapter0
2021Dynamical Systems In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		chapter0
2021An Example of Nonlinear Dynamical System: The Logistic Map In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		chapter0
2021Bifurcations In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		chapter0
2021Chaos In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		chapter0
2021Embedding Dimension and Mutual Information In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		chapter0
2021Applied Spectral Analysis In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]		chapter0
2024Modelling the industrial production of electric and gas utilities through the $$CIR^3$$ C I R 3 model In: Mathematics and Financial Economics.
[Full Text][Citation analysis]		book0
2023A Survey on Business Cycles: History, Theory and Empirical Findings In: Springer Proceedings in Business and Economics.
[Citation analysis]		chapter0
2021Interest rates forecasting: Between Hull and White and the CIR#—How to make a single‐factor model work In: Journal of Forecasting.
[Full Text][Citation analysis]		article3
2022A generalized two‐factor square‐root framework for modeling occurrences of natural catastrophes In: Journal of Forecasting.
[Full Text][Citation analysis]		article0

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