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Publications

by members of

University College London (UCL) → Financial Computing and Analytics Group

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Books |

Working papers

2025

  1. Kemal Kirtac & Guido Germano, 2025, "Large language models in finance : what is financial sentiment?," Papers, arXiv.org, number 2503.03612, Mar, revised Mar 2025.
  2. Koukorinis, Andreas & Peters, Gareth W. & Germano, Guido, 2025, "Generative-discriminative machine learning models for high-frequency financial regime classification," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 128016, Jun.

2024

  1. Antonio Briola & Silvia Bartolucci & Tomaso Aste, 2024, "Deep Limit Order Book Forecasting," Papers, arXiv.org, number 2403.09267, Mar, revised Jun 2024.
  2. Antonio Briola & Silvia Bartolucci & Tomaso Aste, 2024, "HLOB -- Information Persistence and Structure in Limit Order Books," Papers, arXiv.org, number 2405.18938, May, revised Jun 2024.
  3. Sabrina Aufiero & Preben Forer & Pierpaolo Vivo & Fabio Caccioli & Silvia Bartolucci, 2024, "Phase transitions in debt recycling," Papers, arXiv.org, number 2405.19104, May, revised Jan 2025.
  4. Konark Jain & Nick Firoozye & Jonathan Kochems & Philip Treleaven, 2024, "Limit Order Book Simulations: A Review," Papers, arXiv.org, number 2402.17359, Feb, revised Mar 2024.
  5. Kemal Kirtac & Guido Germano, 2024, "Sentiment trading with large language models," Papers, arXiv.org, number 2412.19245, Dec.

2023

  1. Luca Mungo & Silvia Bartolucci & Laura Alessandretti, 2023, "Cryptocurrency co-investment network: token returns reflect investment patterns," Papers, arXiv.org, number 2301.02027, Jan, revised Jan 2023.
  2. Silvia Bartolucci & Fabio Caccioli & Francesco Caravelli & Pierpaolo Vivo, 2023, "Correlation between upstreamness and downstreamness in random global value chains," Papers, arXiv.org, number 2303.06603, Mar, revised Feb 2025.
  3. Konark Jain & Nick Firoozye & Jonathan Kochems & Philip Treleaven, 2023, "Limit Order Book Dynamics and Order Size Modelling Using Compound Hawkes Process," Papers, arXiv.org, number 2312.08927, Dec, revised Aug 2024.
  4. Vidal-Tomás, David & Briola, Antonio & Aste, Tomaso, 2023, "FTX's downfall and Binance's consolidation: the fragility of centralised digital finance," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119902, Sep.

2022

  1. Gabriel Borrageiro & Nick Firoozye & Paolo Barucca, 2022, "The Recurrent Reinforcement Learning Crypto Agent," Papers, arXiv.org, number 2201.04699, Jan, revised May 2022.
  2. Nikan Firoozye & Vincent Tan & Stefan Zohren, 2022, "Canonical Portfolios: Optimal Asset and Signal Combination," Papers, arXiv.org, number 2202.10817, Feb, revised Jul 2023.
  3. Béatrice BOULU-RESHEF & Catherine BRUNEAU & Maxime NICOLAS & Thomas RENAULT, 2022, "An Experimental Analysis of Investor Sentiment," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 2940.
  4. Vidal-Tomás, David, 2022, "Blockchain, sport and fan tokens," MPRA Paper, University Library of Munich, Germany, number 111350, Jan.
  5. Vidal-Tomás, David, 2022, "The new crypto niche: NFTs, play-to-earn, and metaverse tokens," MPRA Paper, University Library of Munich, Germany, number 111351, Jan.

2021

  1. Marco Ortu & Nicola Uras & Claudio Conversano & Giuseppe Destefanis & Silvia Bartolucci, 2021, "On Technical Trading and Social Media Indicators in Cryptocurrencies' Price Classification Through Deep Learning," Papers, arXiv.org, number 2102.08189, Feb, revised Feb 2021.
  2. Gabriel Borrageiro & Nick Firoozye & Paolo Barucca, 2021, "Online Learning with Radial Basis Function Networks," Papers, arXiv.org, number 2103.08414, Mar, revised Oct 2022.
  3. Gabriel Borrageiro & Nick Firoozye & Paolo Barucca, 2021, "Reinforcement Learning for Systematic FX Trading," Papers, arXiv.org, number 2110.04745, Oct, revised May 2022.
  4. Carolyn E. Phelan & Daniele Marazzina & Guido Germano, 2021, "Pricing methods for $\alpha$-quantile and perpetual early exercise options based on Spitzer identities," Papers, arXiv.org, number 2106.06030, Jun.

2020

  1. Silvia Bartolucci & Fabio Caccioli & Francesco Caravelli & Pierpaolo Vivo, 2020, "Upstreamness and downstreamness in input-output analysis from local and aggregate information," Papers, arXiv.org, number 2009.06350, Sep, revised Feb 2024.
  2. Adriano Koshiyama & Sebastian Flennerhag & Stefano B. Blumberg & Nick Firoozye & Philip Treleaven, 2020, "QuantNet: Transferring Learning Across Systematic Trading Strategies," Papers, arXiv.org, number 2004.03445, Apr, revised Jun 2020.
  3. Kapar, Burcu & Iori, Giulia & Gabbi, Giampaolo & Germano, Guido, 2020, "Market microstructure, banks' behaviour and interbank spreads: evidence after the crisis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 100467, Jan.
  4. Sariev, Eduard & Germano, Guido, 2020, "Bayesian regularized artificial neural networks for the estimation of the probability of default," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 101029, Feb.
  5. Phelan, C. E. & Marazzina, D. & Germano, G., 2020, "Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 103780, Jun.
  6. Vidal-Tomás, David & Ruiz-Buforn, Aba & Blanco-Arroyo, Omar & Alfarano, Simone, 2020, "A cross-sectional analysis of growth and profit rate distribution: the Spanish case," MPRA Paper, University Library of Munich, Germany, number 102065, Jul.

2019

  1. Silvia Bartolucci & Andrei Kirilenko, 2019, "A Model of the Optimal Selection of Crypto Assets," Papers, arXiv.org, number 1906.09632, Jun.
  2. Silvia Bartolucci & Fabio Caccioli & Pierpaolo Vivo, 2019, "A percolation model for the emergence of the Bitcoin Lightning Network," Papers, arXiv.org, number 1912.03556, Dec.
  3. Adriano Koshiyama & Nick Firoozye & Philip Treleaven, 2019, "Generative Adversarial Networks for Financial Trading Strategies Fine-Tuning and Combination," Papers, arXiv.org, number 1901.01751, Jan, revised Mar 2019.
  4. Adriano Koshiyama & Nick Firoozye, 2019, "Avoiding Backtesting Overfitting by Covariance-Penalties: an empirical investigation of the ordinary and total least squares cases," Papers, arXiv.org, number 1905.05023, May.
  5. Nick Firoozye & Adriano Koshiyama, 2019, "Optimal Dynamic Strategies on Gaussian Returns," Papers, arXiv.org, number 1906.01427, May.
  6. Blanco-Arroyo, Omar & Ruiz-Buforn, Alba & Vidal-Tomás, David & Alfarano, Simone, 2019, "Empresas granulares y desagregación regional: un análisis del caso español
    [Granular firms and regional disaggregation: an analysis of the Spanish case]    ," MPRA Paper, University Library of Munich, Germany, number 93913, May.

2018

  1. Adriano Soares Koshiyama & Nick Firoozye & Philip Treleaven, 2018, "A Machine Learning-based Recommendation System for Swaptions Strategies," Papers, arXiv.org, number 1810.02125, Oct.
  2. Sariev, Eduard & Germano, Guido, 2018, "An innovative feature selection method for support vector machines and its test on the estimation of the credit risk of default," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 100211, Nov.
  3. David Vidal-Tomás & Simone Alfarano, 2018, "An agent based early warning indicator for financial market instability," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2018/12.
  4. Blanco-Arroyo, Omar & Ruiz-Buforn, Alba & Vidal-Tomás, David & Alfarano, Simone, 2018, "On the determination of the granular size of the economy," MPRA Paper, University Library of Munich, Germany, number 87599, Jun.

2017

  1. Carolyn E. Phelan & Daniele Marazzina & Gianluca Fusai & Guido Germano, 2017, "Hilbert transform, spectral filters and option pricing," Papers, arXiv.org, number 1706.09755, Jun, revised Jan 2020.
  2. Carolyn E. Phelan & Daniele Marazzina & Gianluca Fusai & Guido Germano, 2017, "Fluctuation identities with continuous monitoring and their application to price barrier options," Papers, arXiv.org, number 1712.00077, Nov.

2016

  1. Yiran Cui & Sebastian del Bano Rollin & Guido Germano, 2016, "Stability of calibration procedures: fractals in the Black-Scholes model," Papers, arXiv.org, number 1612.01951, Dec.
  2. Fusai, Gianluca & Germano, Guido & Marazzina, Daniele, 2016, "Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 67564, May.

2015

  1. Yiran Cui & Sebastian del Ba~no Rollin & Guido Germano, 2015, "Full and fast calibration of the Heston stochastic volatility model," Papers, arXiv.org, number 1511.08718, Nov, revised May 2016.
  2. Gerardo-Giorda, Luca & Germano, Guido & Scalas, Enrico, 2015, "Large scale simulation of synthetic markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 67563.
  3. Iori, Giulia & Politi, Mauro & Germano, Guido & Gabbi, Giampaolo, 2015, "Banks' strategies and cost of money: effects of the financial crisis on the European electronic overnight interbank market," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 67565, Jul.

2012

  1. Gabbi, G. & Germano, G. & Hatzopoulos, V. & Iori, G. & Politi, M., 2012, "Market microstructure, bank's behaviour and interbank spreads," Working Papers, Department of Economics, City St George's, University of London, number 12/06.

2009

  1. Mauro Politi & Enrico Scalas & Daniel Fulger & Guido Germano, 2009, "Spectral densities of Wishart-Levy free stable random matrices: Analytical results and Monte Carlo validation," Papers, arXiv.org, number 0903.1629, Mar.

2008

  1. Guido Germano & Mauro Politi & Enrico Scalas & Ren'e L. Schilling, 2008, "Stochastic calculus for uncoupled continuous-time random walks," Papers, arXiv.org, number 0802.3769, Feb, revised Jan 2009.
  2. Scalas, Enrico & Germano, Guido & Politi, Mauro & Schilling, René L., 2008, "Stochastic integration for uncoupled continuous-time random walks," MPRA Paper, University Library of Munich, Germany, number 7341, Feb.

2006

  1. Marco Patriarca & Anirban Chakraborti & Els Heinsalu & Guido Germano, 2006, "Relaxation in statistical many-agent economy models," Papers, arXiv.org, number physics/0608174, Aug, revised Aug 2008.

2005

  1. Marco Patriarca & Anirban Chakraborti & Kimmo Kaski & Guido Germano, 2005, "Kinetic theory models for the distribution of wealth: power law from overlap of exponentials," Papers, arXiv.org, number physics/0504153, Apr, revised May 2005.
  2. Marco Patriarca & Anirban Chakraborti & Guido Germano, 2005, "Influence of saving propensity on the power law tail of wealth distribution," Papers, arXiv.org, number physics/0506028, Jun.

2004

  1. Enrico Scalas & Alessandro Vivoli & Paride Dagna & Guido Germano, 2004, "Speculative option valuation: A supercomputing approach," Computing in Economics and Finance 2004, Society for Computational Economics, number 269, Aug.

Journal articles

2025

  1. Andreas Koukorinis & Gareth W. Peters & Guido Germano, 2025, "Generative-Discriminative Machine Learning Models for High-Frequency Financial Regime Classification," Methodology and Computing in Applied Probability, Springer, volume 27, issue 2, pages 1-32, June, DOI: 10.1007/s11009-025-10148-8.
  2. Vidal-Tomás, David & Aste, Tomaso, 2025, "Integration or separation? Examining the dynamic relationship between crypto and traditional finance," Finance Research Letters, Elsevier, volume 86, issue PG, DOI: 10.1016/j.frl.2025.108927.
  3. Vidal-Tomás, David, 2025, "Centralized exchanges & proof-of-solvency: The guardians of trust," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 103, issue C, DOI: 10.1016/j.intfin.2025.102183.

2024

  1. Jain, Konark & Firoozye, Nick & Kochems, Jonathan & Treleaven, Philip, 2024, "Limit Order Book dynamics and order size modelling using Compound Hawkes Process," Finance Research Letters, Elsevier, volume 69, issue PA, DOI: 10.1016/j.frl.2024.106157.
  2. Kirtac, Kemal & Germano, Guido, 2024, "Sentiment trading with large language models," Finance Research Letters, Elsevier, volume 62, issue PB, DOI: 10.1016/j.frl.2024.105227.
  3. Delli Gatti, Domenico & Gallegati, Mauro & Palestrini, Antonio & Tedeschi, Gabriele & Vidal-Tomás, David, 2024, "Market power, technical progress and financial fragility," Journal of Economic Behavior & Organization, Elsevier, volume 217, issue C, pages 435-452, DOI: 10.1016/j.jebo.2023.10.037.

2023

  1. Firoozye, Nikan & Tan, Vincent & Zohren, Stefan, 2023, "Canonical portfolios: Optimal asset and signal combination," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106952.
  2. Vidal-Tomás, David, 2023, "The illusion of the metaverse and meta-economy," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102560.
  3. Briola, Antonio & Vidal-Tomás, David & Wang, Yuanrong & Aste, Tomaso, 2023, "Anatomy of a Stablecoin’s failure: The Terra-Luna case," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103358.
  4. David Vidal-Tomás, 2023, "Blockchain, sport and fan tokens," Journal of Economic Studies, Emerald Group Publishing Limited, volume 51, issue 1, pages 24-38, April, DOI: 10.1108/JES-02-2023-0094.

2022

  1. Adriano Koshiyama & Stefano B. Blumberg & Nick Firoozye & Philip Treleaven & Sebastian Flennerhag, 2022, "QuantNet: transferring learning across trading strategies," Quantitative Finance, Taylor & Francis Journals, volume 22, issue 6, pages 1071-1090, June, DOI: 10.1080/14697688.2021.1999487.
  2. Vidal-Tomás, David, 2022, "Which cryptocurrency data sources should scholars use?," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102061.
  3. Vidal-Tomás, David, 2022, "The new crypto niche: NFTs, play-to-earn, and metaverse tokens," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102742.
  4. David Vidal-Tomás & Alba Ruiz-Buforn & Omar Blanco-Arroyo & Simone Alfarano, 2022, "A Cross-Sectional Analysis of Growth and Profit Rate Distribution: The Spanish Case," Mathematics, MDPI, volume 10, issue 6, pages 1-20, March.
  5. David Vidal-Tomás & Rocco Caferra & Gabriele Tedeschi, 2022, "The day after tomorrow: financial repercussions of COVID-19 on systemic risk," Review of Evolutionary Political Economy, Springer, volume 3, issue 1, pages 169-192, April, DOI: 10.1007/s43253-021-00059-y.
  6. David Vidal-Tomás, 2022, "All the frequencies matter in the Bitcoin market: an efficiency analysis," Applied Economics Letters, Taylor & Francis Journals, volume 29, issue 3, pages 212-218, February, DOI: 10.1080/13504851.2020.1861196.

2021

  1. Adriano Koshiyama & Nick Firoozye & Philip Treleaven, 2021, "Generative adversarial networks for financial trading strategies fine-tuning and combination," Quantitative Finance, Taylor & Francis Journals, volume 21, issue 5, pages 797-813, May, DOI: 10.1080/14697688.2020.1790635.
  2. Caferra, Rocco & Vidal-Tomás, David, 2021, "Who raised from the abyss? A comparison between cryptocurrency and stock market dynamics during the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101954.
  3. Vidal-Tomás, David, 2021, "Transitions in the cryptocurrency market during the COVID-19 pandemic: A network analysis," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101981.
  4. Tedeschi, Gabriele & Vidal-Tomás, David & Delli-Gatti, Domenico & Gallegati, Mauro, 2021, "The macroeconomic effects of default and debt restructuring: An agent based exploration," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 1146-1163, DOI: 10.1016/j.iref.2021.08.003.
  5. Vidal-Tomás, David, 2021, "The entry and exit dynamics of the cryptocurrency market," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101504.
  6. David Vidal-Tomás & Ana M. Ibáñez & José E. Farinós, 2021, "The Effect of the Launch of Bitcoin Futures on the Cryptocurrency Market: An Economic Efficiency Approach," Mathematics, MDPI, volume 9, issue 4, pages 1-14, February.
  7. D. Vidal-Tomás, 2021, "An investigation of cryptocurrency data: the market that never sleeps," Quantitative Finance, Taylor & Francis Journals, volume 21, issue 12, pages 2007-2024, December, DOI: 10.1080/14697688.2021.1930124.

2020

  1. Burcu Kapar & Giulia Iori & Giampaolo Gabbi & Guido Germano, 2020, "Market microstructure, banks’ behaviour and interbank spreads: evidence after the crisis," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 15, issue 1, pages 283-331, January, DOI: 10.1007/s11403-019-00248-3.
  2. Eduard Sariev & Guido Germano, 2020, "Bayesian regularized artificial neural networks for the estimation of the probability of default," Quantitative Finance, Taylor & Francis Journals, volume 20, issue 2, pages 311-328, February, DOI: 10.1080/14697688.2019.1633014.
  3. C. E. Phelan & D. Marazzina & G. Germano, 2020, "Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities," Quantitative Finance, Taylor & Francis Journals, volume 20, issue 6, pages 899-918, June, DOI: 10.1080/14697688.2020.1718192.
  4. Vidal-Tomás, David & Tedeschi, Gabriele & Ripollés, Jordi, 2020, "The desertion of rich countries and the mutual support of the poor ones: Preferential lending agreements among the PIGS," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.08.003.
  5. David Vidal-Tomás & Simone Alfarano, 2020, "An agent-based early warning indicator for financial market instability," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 15, issue 1, pages 49-87, January, DOI: 10.1007/s11403-019-00272-3.

2019

  1. Adriano S. Koshiyama & Nikan Firoozye & Philip Treleaven, 2019, "A derivatives trading recommendation system: The mid‐curve calendar spread case," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., volume 26, issue 2, pages 83-103, April, DOI: 10.1002/isaf.1445.
  2. Carolyn E. Phelan & Daniele Marazzina & Gianluca Fusai & Guido Germano, 2019, "Hilbert transform, spectral filters and option pricing," Annals of Operations Research, Springer, volume 282, issue 1, pages 273-298, November, DOI: 10.1007/s10479-018-2881-4.
  3. Eduard Sariev & Guido Germano, 2019, "An innovative feature selection method for support vector machines and its test on the estimation of the credit risk of default," Review of Financial Economics, John Wiley & Sons, volume 37, issue 3, pages 404-427, July, DOI: 10.1002/rfe.1049.
  4. Vidal-Tomás, David & Ibáñez, Ana M. & Farinós, José E., 2019, "Herding in the cryptocurrency market: CSSD and CSAD approaches," Finance Research Letters, Elsevier, volume 30, issue C, pages 181-186, DOI: 10.1016/j.frl.2018.09.008.
  5. David Vidal-Tomás & Ana M. Ibáñez & José E. Farinós, 2019, "Weak efficiency of the cryptocurrency market: a market portfolio approach," Applied Economics Letters, Taylor & Francis Journals, volume 26, issue 19, pages 1627-1633, November, DOI: 10.1080/13504851.2019.1591583.

2018

  1. Phelan, Carolyn E. & Marazzina, Daniele & Fusai, Gianluca & Germano, Guido, 2018, "Fluctuation identities with continuous monitoring and their application to the pricing of barrier options," European Journal of Operational Research, Elsevier, volume 271, issue 1, pages 210-223, DOI: 10.1016/j.ejor.2018.04.016.
  2. Blanco-Arroyo, Omar & Ruiz-Buforn, Alba & Vidal-Tomás, David & Alfarano, Simone, 2018, "On the determination of the granular size of the economy," Economics Letters, Elsevier, volume 173, issue C, pages 35-38, DOI: 10.1016/j.econlet.2018.08.020.
  3. Vidal-Tomás, David & Ibañez, Ana, 2018, "Semi-strong efficiency of Bitcoin," Finance Research Letters, Elsevier, volume 27, issue C, pages 259-265, DOI: 10.1016/j.frl.2018.03.013.

2017

  1. Cui, Yiran & del Baño Rollin, Sebastian & Germano, Guido, 2017, "Full and fast calibration of the Heston stochastic volatility model," European Journal of Operational Research, Elsevier, volume 263, issue 2, pages 625-638, DOI: 10.1016/j.ejor.2017.05.018.

2016

  1. Fusai, Gianluca & Germano, Guido & Marazzina, Daniele, 2016, "Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options," European Journal of Operational Research, Elsevier, volume 251, issue 1, pages 124-134, DOI: 10.1016/j.ejor.2015.11.027.

2015

  1. Giulia Iori & Mauro Politi & Guido Germano & Giampaolo Gabbi, 2015, "Banks' Strategies and Cost of Money: Effects of the Financial Crisis on the European Electronic Overnight Interbank Market," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 2, pages 179-202, December.

2010

  1. M. Politi & E. Scalas & D. Fulger & G. Germano, 2010, "Spectral densities of Wishart-Lévy free stable random matrices," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, volume 73, issue 1, pages 13-22, January, DOI: 10.1140/epjb/e2009-00360-7.

2007

  1. M. Patriarca & A. Chakraborti & E. Heinsalu & G. Germano, 2007, "Relaxation in statistical many-agent economy models," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, volume 57, issue 2, pages 219-224, May, DOI: 10.1140/epjb/e2007-00122-7.

2006

  1. Patriarca, Marco & Chakraborti, Anirban & Germano, Guido, 2006, "Influence of saving propensity on the power-law tail of the wealth distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 369, issue 2, pages 723-736, DOI: 10.1016/j.physa.2006.01.091.

Books

2016

  1. Nick B. Firoozye & Fauziah Ariff, 2016, "Managing Uncertainty, Mitigating Risk," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-137-33454-1, ISBN: ARRAY(0xa4ca8cc0), April, DOI: 10.1057/9781137334541.

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