Guido Germano

Guido Germano

University College London

H-index: 21

Europe-United Kingdom

About Guido Germano

Guido Germano, With an exceptional h-index of 21 and a recent h-index of 12 (since 2020), a distinguished researcher at University College London, specializes in the field of Numerical methods, Stochastic processes, Computational finance, Statistical physics, Complex systems.

His recent articles reflect a diverse array of research interests and contributions to the field:

Sentiment trading with large language models

Inconsistency of the capital asset pricing model in a multi-currency environment

Solution of Wiener-Hopf and Fredholm integral equations by fast Hilbert and Fourier transforms

Pricing methods for alpha-quantile and perpetual early exercise options based on Spitzer identities

Market microstructure, banks’ behaviour and interbank spreads: evidence after the crisis

Bayesian regularized artificial neural networks for the estimation of the probability of default

Guido Germano Information

University

Position

Associate Professor

Citations(all)

1632

Citations(since 2020)

610

Cited By

1305

hIndex(all)

21

hIndex(since 2020)

12

i10Index(all)

29

i10Index(since 2020)

16

Email

University Profile Page

Google Scholar

Guido Germano Skills & Research Interests

Numerical methods

Stochastic processes

Computational finance

Statistical physics

Complex systems

Top articles of Guido Germano

Sentiment trading with large language models

2024/1

Guido Germano
Guido Germano

H-Index: 13

Inconsistency of the capital asset pricing model in a multi-currency environment

Available at SSRN 4464635

2023/5/31

Fabio Caccioli
Fabio Caccioli

H-Index: 17

Guido Germano
Guido Germano

H-Index: 13

Solution of Wiener-Hopf and Fredholm integral equations by fast Hilbert and Fourier transforms

arXiv preprint arXiv:2106.05326

2021/6/9

Guido Germano
Guido Germano

H-Index: 13

Daniele Marazzina
Daniele Marazzina

H-Index: 9

Pricing methods for alpha-quantile and perpetual early exercise options based on Spitzer identities

Quantitative Finance

2020

Daniele Marazzina
Daniele Marazzina

H-Index: 9

Guido Germano
Guido Germano

H-Index: 13

Market microstructure, banks’ behaviour and interbank spreads: evidence after the crisis

2020

Giulia Iori
Giulia Iori

H-Index: 17

Guido Germano
Guido Germano

H-Index: 13

Bayesian regularized artificial neural networks for the estimation of the probability of default

Quantitative Finance

2020

Guido Germano
Guido Germano

H-Index: 13

See List of Professors in Guido Germano University(University College London)

Co-Authors

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