Get started
Author

Giuseppe Orlando

A review on implied volatility calculation
2017 · Giuseppe Orlando, Giovanni Taglialatela · Journal of Computational and Applied Mathematics · 49
Forecasting interest rates through Vasicek and CIR models: A partitioning approach
2019 · Giuseppe Orlando, Rosa Maria Mininni, et al. · Journal of Forecasting · 45
PDF
Recurrence quantification analysis of business cycles
2018 · Giuseppe Orlando, Giovanna Zimatore · Chaos Solitons & Fractals · 45
Interest rates calibration with a CIR model
2019 · Giuseppe Orlando, Rosa Maria Mininni, et al. · The Journal of Risk Finance · 44
A discrete mathematical model for chaotic dynamics in economics: Kaldor’s model on business cycle
2016 · Giuseppe Orlando · Mathematics and Computers in Simulation · 41
Business cycle modeling between financial crises and black swans: Ornstein–Uhlenbeck stochastic process vs Kaldor deterministic chaotic model
2020 · Giuseppe Orlando, Giovanna Zimatore · Chaos An Interdisciplinary Journal of Nonlinear Science · 33
Interest rates forecasting: Between Hull and White and the CIR#—How to make a single‐factor model work
2021 · Giuseppe Orlando, Michele Bufalo · Journal of Forecasting · 30
PDF
A new approach to forecast market interest rates through the CIR model
2019 · Giuseppe Orlando, Rosa Maria Mininni, et al. · Studies in Economics and Finance · 30
Improved tourism demand forecasting with CIR# model: a case study of disrupted data patterns in Italy
2023 · Michele Bufalo, Giuseppe Orlando · Tourism Review · 27
PDF
Recurrence quantification analysis on a Kaldorian business cycle model
2020 · Giuseppe Orlando, Giovanna Zimatore · Nonlinear Dynamics · 25
Financial markets’ deterministic aspects modeled by a low-dimensional equation
2022 · Giuseppe Orlando, Michele Bufalo, et al. · Scientific Reports · 24
Empirical Evidences on the Interconnectedness between Sampling and Asset Returns’ Distributions
2021 · Giuseppe Orlando, Michele Bufalo · Risks · 23
PDF
Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model
2021 · Giuseppe Orlando, Michele Bufalo · Finance research letters · 22
Non-Performing Loans for Italian Companies: When Time Matters. An Empirical Research on Estimating Probability to Default and Loss Given Default
2020 · Giuseppe Orlando, Roberta Pelosi · International Journal of Financial Studies · 22
PDF
On extensive dynamics of a Cournot heterogeneous model with optimal response
2022 · Marek Lampart, Alžběta Lampartová, et al. · Chaos An Interdisciplinary Journal of Nonlinear Science · 21
A New Approach to CIR Short-Term Rates Modelling
2018 · Giuseppe Orlando, Rosa Maria Mininni, et al. · Contributions to management science · 21
Forecasting portfolio returns with skew‐geometric Brownian motions
2022 · Michele Bufalo, Brunero Liseo, et al. · Applied Stochastic Models in Business and Industry · 19
Chaotic Business Cycles within a Kaldor-Kalecki Framework
2018 · Giuseppe Orlando · Studies in systems, decision and control · 19
Time Series Forecasting With the Cir# Model: From Hectic Markets Sentiments to Regular Seasonal Tourism
2023 · Giuseppe Orlando, Michele Bufalo · Technological and Economic Development of Economy · 18
PDF
Challenging Times for Insurance, Banking and Financial Supervision in Saudi Arabia (KSA)
2021 · Giuseppe Orlando, Edward Bace · Administrative Sciences · 18
PDF
Nonlinearities in Economics
2021 · Giuseppe Orlando, Alexander N. Pisarchik, et al. · Dynamic modeling and econometrics in economics and finance · 17
RQA correlations on real business cycles time series
2017 · GIUSEPPE ORLANDO, GIOVANNA ZIMATORE · 16
PDF
RQA correlations on business cycles: A comparison between real and simulated data
2019 · Giuseppe Orlando, Giovanna Zimatore · World scientific series on nonlinear science, series B · 14
On risk and market sentiments driving financial share price dynamics
2023 · Marek Lampart, Alžběta Lampartová, et al. · Nonlinear Dynamics · 13
PDF
Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution
2022 · Francesco Cesarone, Raffaello Cesetti, et al. · Mathematics · 13
PDF
Works count: 190
Citation count: 954
H-index: 18
I10-index: 35
Year
Topic
Type