Access Statistics for Guido Germano

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An innovative feature selection method for support vector machines and its test on the estimation of the credit risk of default 0 0 0 29 0 0 7 41
Banks' strategies and cost of money: effects of the financial crisis on the European electronic overnight interbank market 0 0 0 17 0 0 9 38
Bayesian regularized artificial neural networks for the estimation of the probability of default 0 0 0 57 0 4 12 71
Fluctuation identities with continuous monitoring and their application to price barrier options 0 0 0 9 1 5 17 39
Full and fast calibration of the Heston stochastic volatility model 0 1 1 39 1 11 32 106
Full and fast calibration of the Heston stochastic volatility model 0 0 0 9 1 4 11 39
Generative-discriminative machine learning models for high-frequency financial regime classification 0 1 4 8 1 11 33 39
Hilbert transform, spectral filters and option pricing 0 0 0 7 0 1 11 41
Influence of saving propensity on the power law tail of wealth distribution 0 0 0 11 0 4 11 63
Kinetic theory models for the distribution of wealth: power law from overlap of exponentials 0 0 0 27 1 3 12 126
Large language models in finance: what is financial sentiment? 0 0 2 2 2 17 55 57
Large scale simulation of synthetic markets 0 0 0 13 2 6 13 52
Market microstructure, bank's behaviour and interbank spreads 0 0 0 118 1 6 19 255
Market microstructure, banks' behaviour and interbank spreads: evidence after the crisis 0 0 0 10 0 1 13 37
Pricing methods for $\alpha$-quantile and perpetual early exercise options based on Spitzer identities 0 0 0 1 0 1 7 12
Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities 0 0 0 6 1 4 23 41
Relaxation in statistical many-agent economy models 0 0 0 3 0 2 9 38
Sentiment trading with large language models 0 3 5 23 5 32 72 93
Sentiment trading with large language models 0 1 6 15 10 28 111 143
Spectral densities of Wishart-Levy free stable random matrices: Analytical results and Monte Carlo validation 0 0 0 13 1 4 9 100
Speculative option valuation: A supercomputing approach 0 0 0 0 1 5 13 472
Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options 0 0 0 5 0 3 8 39
Stability of calibration procedures: fractals in the Black-Scholes model 0 0 0 2 0 1 4 16
Stochastic calculus for uncoupled continuous-time random walks 0 0 0 24 0 3 10 103
Stochastic integration for uncoupled continuous-time random walks 0 0 0 29 0 2 12 154
Total Working Papers 0 6 18 477 28 158 533 2,215

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An innovative feature selection method for support vector machines and its test on the estimation of the credit risk of default 0 1 1 2 0 2 9 22
Banks' Strategies and Cost of Money: Effects of the Financial Crisis on the European Electronic Overnight Interbank Market 0 0 0 15 0 2 9 70
Bayesian regularized artificial neural networks for the estimation of the probability of default 0 0 0 10 0 1 9 71
Fluctuation identities with continuous monitoring and their application to the pricing of barrier options 0 0 0 1 0 0 19 30
Full and fast calibration of the Heston stochastic volatility model 2 2 2 27 4 13 34 209
Generative-Discriminative Machine Learning Models for High-Frequency Financial Regime Classification 1 1 2 2 2 8 34 37
Hilbert transform, spectral filters and option pricing 0 0 0 5 1 4 29 57
Influence of saving propensity on the power-law tail of the wealth distribution 0 0 0 2 0 2 4 43
Market microstructure, banks’ behaviour and interbank spreads: evidence after the crisis 0 0 0 8 0 4 20 78
Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities 0 0 0 4 0 0 4 17
Relaxation in statistical many-agent economy models 0 0 0 0 0 2 9 25
Sentiment trading with large language models 5 9 20 32 17 54 170 221
Spectral densities of Wishart-Lévy free stable random matrices 0 0 0 0 0 0 7 16
Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options 0 0 2 11 0 3 11 68
Total Journal Articles 8 13 27 119 24 95 368 964

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Statistics updated 2026-07-10