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 1 1 8 42
Banks' strategies and cost of money: effects of the financial crisis on the European electronic overnight interbank market 0 0 0 17 1 2 10 40
Bayesian regularized artificial neural networks for the estimation of the probability of default 0 0 0 57 0 2 14 73
Fluctuation identities with continuous monitoring and their application to price barrier options 0 0 0 9 0 1 18 40
Full and fast calibration of the Heston stochastic volatility model 0 0 1 39 0 3 34 109
Full and fast calibration of the Heston stochastic volatility model 0 0 0 9 0 0 9 39
Generative-discriminative machine learning models for high-frequency financial regime classification 0 1 5 9 0 3 34 42
Hilbert transform, spectral filters and option pricing 0 0 0 7 1 1 12 42
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 1 3 13 129
Large language models in finance: what is financial sentiment? 0 0 2 2 0 3 51 60
Large scale simulation of synthetic markets 0 0 0 13 0 4 16 56
Market microstructure, bank's behaviour and interbank spreads 0 0 0 118 0 0 19 255
Market microstructure, banks' behaviour and interbank spreads: evidence after the crisis 0 0 0 10 0 1 13 38
Pricing methods for $\alpha$-quantile and perpetual early exercise options based on Spitzer identities 0 0 0 1 0 1 8 13
Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities 0 0 0 6 0 0 22 41
Relaxation in statistical many-agent economy models 0 0 0 3 0 0 9 38
Sentiment trading with large language models 0 0 4 23 2 4 70 97
Sentiment trading with large language models 0 0 5 15 0 9 101 152
Spectral densities of Wishart-Levy free stable random matrices: Analytical results and Monte Carlo validation 0 0 0 13 0 1 10 101
Speculative option valuation: A supercomputing approach 0 0 0 0 0 0 13 472
Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options 0 0 0 5 3 5 12 44
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 0 9 103
Stochastic integration for uncoupled continuous-time random walks 0 0 0 29 0 0 11 154
Total Working Papers 0 1 17 478 9 44 530 2,259

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 1 1 1 16 1 1 10 71
Bayesian regularized artificial neural networks for the estimation of the probability of default 0 0 0 10 0 0 8 71
Fluctuation identities with continuous monitoring and their application to the pricing of barrier options 0 0 0 1 1 1 16 31
Full and fast calibration of the Heston stochastic volatility model 0 1 3 28 5 7 41 216
Generative-Discriminative Machine Learning Models for High-Frequency Financial Regime Classification 0 0 2 2 2 4 34 41
Hilbert transform, spectral filters and option pricing 0 0 0 5 3 4 29 61
Influence of saving propensity on the power-law tail of the wealth distribution 0 0 0 2 0 1 5 44
Market microstructure, banks’ behaviour and interbank spreads: evidence after the crisis 0 0 0 8 0 0 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 8 25
Sentiment trading with large language models 3 3 23 35 10 29 174 250
Spectral densities of Wishart-Lévy free stable random matrices 0 0 0 0 0 0 6 16
Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options 0 0 2 11 1 1 12 69
Total Journal Articles 4 5 32 124 23 48 374 1,012

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Statistics updated 2026-10-11