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 1 1 10 39
Bayesian regularized artificial neural networks for the estimation of the probability of default 0 0 0 57 1 1 13 72
Fluctuation identities with continuous monitoring and their application to price barrier options 0 0 0 9 0 1 17 39
Full and fast calibration of the Heston stochastic volatility model 0 0 0 9 0 2 11 39
Full and fast calibration of the Heston stochastic volatility model 0 0 1 39 1 3 33 107
Generative-discriminative machine learning models for high-frequency financial regime classification 1 2 5 9 3 9 35 42
Hilbert transform, spectral filters and option pricing 0 0 0 7 0 0 11 41
Influence of saving propensity on the power law tail of wealth distribution 0 0 0 11 0 0 11 63
Kinetic theory models for the distribution of wealth: power law from overlap of exponentials 0 0 0 27 0 2 12 126
Large language models in finance: what is financial sentiment? 0 0 2 2 1 5 52 58
Large scale simulation of synthetic markets 0 0 0 13 0 2 13 52
Market microstructure, bank's behaviour and interbank spreads 0 0 0 118 0 3 19 255
Market microstructure, banks' behaviour and interbank spreads: evidence after the crisis 0 0 0 10 0 1 12 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 0 2 23 41
Relaxation in statistical many-agent economy models 0 0 0 3 0 1 9 38
Sentiment trading with large language models 0 3 5 23 0 19 70 93
Sentiment trading with large language models 0 1 6 15 3 25 109 146
Spectral densities of Wishart-Levy free stable random matrices: Analytical results and Monte Carlo validation 0 0 0 13 0 1 9 100
Speculative option valuation: A supercomputing approach 0 0 0 0 0 2 13 472
Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options 0 0 0 5 1 2 9 40
Stability of calibration procedures: fractals in the Black-Scholes model 0 0 0 2 0 0 3 16
Stochastic calculus for uncoupled continuous-time random walks 0 0 0 24 0 2 10 103
Stochastic integration for uncoupled continuous-time random walks 0 0 0 29 0 1 11 154
Total Working Papers 1 6 19 478 11 86 529 2,226

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 0 1 2 0 0 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 1 9 70
Bayesian regularized artificial neural networks for the estimation of the probability of default 0 0 0 10 0 0 9 71
Fluctuation identities with continuous monitoring and their application to the pricing of barrier options 0 0 0 1 0 0 15 30
Full and fast calibration of the Heston stochastic volatility model 1 3 3 28 2 9 36 211
Generative-Discriminative Machine Learning Models for High-Frequency Financial Regime Classification 0 1 2 2 0 4 34 37
Hilbert transform, spectral filters and option pricing 0 0 0 5 0 2 29 57
Influence of saving propensity on the power-law tail of the wealth distribution 0 0 0 2 1 1 5 44
Market microstructure, banks’ behaviour and interbank spreads: evidence after the crisis 0 0 0 8 0 2 18 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 0 9 25
Sentiment trading with large language models 0 8 20 32 14 55 173 235
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 1 11 68
Total Journal Articles 1 12 28 120 17 75 368 981

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-08-07