Items where Author is "Germano, Guido"

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Article

Generative-discriminative machine learning models for high-frequency financial regime classification. (2025) Koukorinis, Andreas; Peters, Gareth W.; Germano, Guido picture_as_pdf

Banks' strategies and cost of money: effects of the financial crisis on the European electronic overnight interbank market. Iori, Giulia; Politi, Mauro; Germano, Guido; Gabbi, Giampaolo

Bayesian regularized artificial neural networks for the estimation of the probability of default. Sariev, Eduard; Germano, Guido picture_as_pdf

Fluctuation identities with continuous monitoring and their application to price barrier options. Phelan, Carolyn E.; Marazzina, Daniele; Fusai, Gianluca; Germano, Guido

Full and fast calibration of the Heston stochastic volatility model. Cui, Yiran; del Baño Rollin, Sebastian; Germano, Guido

Hilbert transform, spectral filters and option pricing. Phelan, Carolyn E.; Marazzina, Daniele; Fusai, Gianluca; Germano, Guido

Large scale simulation of synthetic markets. Gerardo-Giorda, Luca; Germano, Guido; Scalas, Enrico

Market microstructure, banks' behaviour and interbank spreads:evidence after the crisis. Kapar, Burcu; Iori, Giulia; Gabbi, Giampaolo; Germano, Guido picture_as_pdf

Sentiment trading with large language models. Kirtac, Kemal; Germano, Guido picture_as_pdf

Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options. Fusai, Gianluca; Germano, Guido; Marazzina, Daniele

Velocity and energy distributions in microcanonical ensembles of hard spheres. Scalas, Enrico; Gabriel, Adrian T.; Martin, Edgar; Germano, Guido

An innovative feature selection method for support vector machines and its test on the estimation of the credit risk of default. Sariev, Eduard; Germano, Guido picture_as_pdf