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Giovanni Campisi

Personal Details

First Name:Giovanni
Middle Name:
Last Name:Campisi
Suffix:
RePEc Short-ID:pca1311
[This author has chosen not to make the email address public]
http://www.giovannicampisi.com
Terminal Degree: (from RePEc Genealogy)

Affiliation

Dipartimento di Management
Facoltà di Economia "Giorgio Fuà"
Università Politecnica delle Marche

Ancona, Italy
http://www.dm.univpm.it/
RePEc:edi:dmancit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Giovanni Campisi & Silvia Muzzioli & Fabio Tramontana, 2021. "Uncertainty about fundamental and pessimistic traders: a piecewise-linear maps approach," Department of Economics 0186, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
  2. Giovanni Campisi & Silvia Muzzioli, 2020. "Fundamentalists heterogeneity and the role of the sentiment indicator," Department of Economics 0167, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
  3. Giovanni Campisi & Silvia Muzzioli, 2020. "Investor sentiment and trading behavior," Department of Economics 0163, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
  4. Giovanni Campisi & Silvia Muzzioli, 2019. "Construction and properties of volatility indices for Austria, Finland and Spain," Department of Economics 0156, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".

Articles

  1. Giovanni Campisi & Anastasiia Panchuk & Fabio Tramontana, 2024. "A discontinuous model of exchange rate dynamics with sentiment traders," Annals of Operations Research, Springer, vol. 337(3), pages 913-935, June.
  2. Campisi, Giovanni & Muzzioli, Silvia & De Baets, Bernard, 2024. "A comparison of machine learning methods for predicting the direction of the US stock market on the basis of volatility indices," International Journal of Forecasting, Elsevier, vol. 40(3), pages 869-880.
  3. Ansori, Moch. Fandi & Brianzoni, Serena & Campisi, Giovanni, 2024. "Bifurcations and complex dynamics in a banking duopoly model with macroprudential policy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 641(C).
  4. Giovanni Campisi & Luca La Rocca & Silvia Muzzioli, 2023. "Assessing skewness in financial markets," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 77(1), pages 48-70, February.
  5. Serena Brianzoni & Giovanni Campisi & Graziella Pacelli, 2023. "Coexisting Attractors in a Heterogeneous Agent Model in Discrete Time," Mathematics, MDPI, vol. 11(10), pages 1-12, May.
  6. Brianzoni, Serena & Campisi, Giovanni & Colasante, Annarita, 2022. "Nonlinear banking duopoly model with capital regulation: The case of Italy," Chaos, Solitons & Fractals, Elsevier, vol. 160(C).
  7. Giovanni Campisi & Silvia Muzzioli & Fabio Tramontana, 2021. "Uncertainty about fundamental, pessimistic and overconfident traders: a piecewise-linear maps approach," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 707-726, December.
  8. Giovanni Campisi & Silvia Muzzioli, 2021. "Designing volatility indices for Austria, Finland and Spain," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 35(3), pages 369-455, September.
  9. Brianzoni, Serena & Campisi, Giovanni, 2020. "Dynamical analysis of a financial market with fundamentalists, chartists, and imitators," Chaos, Solitons & Fractals, Elsevier, vol. 130(C).
  10. Serena Brianzoni & Giovanni Campisi & Luca Guerrini, 2018. "A continuous-time heterogeneous duopoly model with delays," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 41(2), pages 259-275, November.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Giovanni Campisi & Silvia Muzzioli, 2020. "Investor sentiment and trading behavior," Department of Economics 0163, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".

    Cited by:

    1. Giovanni Campisi & Silvia Muzzioli & Fabio Tramontana, 2021. "Uncertainty about fundamental, pessimistic and overconfident traders: a piecewise-linear maps approach," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 707-726, December.
    2. Giovanni Campisi & Silvia Muzzioli & Fabio Tramontana, 2021. "Uncertainty about fundamental and pessimistic traders: a piecewise-linear maps approach," Department of Economics 0186, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
    3. Giovanni Campisi & Silvia Muzzioli, 2020. "Fundamentalists heterogeneity and the role of the sentiment indicator," Department of Economics 0167, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".

Articles

  1. Giovanni Campisi & Anastasiia Panchuk & Fabio Tramontana, 2024. "A discontinuous model of exchange rate dynamics with sentiment traders," Annals of Operations Research, Springer, vol. 337(3), pages 913-935, June.

    Cited by:

    1. Gardini, Laura & Radi, Davide & Schmitt, Noemi & Sushko, Iryna & Westerhoff, Frank, 2025. "On boom-bust stock market dynamics, animal spirits, and the destabilizing nature of temporarily attracting virtual fixed points," Macroeconomic Dynamics, Cambridge University Press, vol. 29, pages 1-1, January.

  2. Giovanni Campisi & Luca La Rocca & Silvia Muzzioli, 2023. "Assessing skewness in financial markets," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 77(1), pages 48-70, February.

    Cited by:

    1. Fernando José Mariné Osorio & José Carlos González Núñez, 2024. "Miedo e incertidumbre en las principales acciones del S&P500," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 19(4), pages 1-23, Octubre -.

  3. Brianzoni, Serena & Campisi, Giovanni & Colasante, Annarita, 2022. "Nonlinear banking duopoly model with capital regulation: The case of Italy," Chaos, Solitons & Fractals, Elsevier, vol. 160(C).

    Cited by:

    1. Ansori, Moch. Fandi & Brianzoni, Serena & Campisi, Giovanni, 2024. "Bifurcations and complex dynamics in a banking duopoly model with macroprudential policy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 641(C).
    2. Yao Yao & Shaoqing Geng & Jianhui Chen & Feng Shen & Huajun Tang, 2025. "Optimal Decision-Making in a Green Supply Chain Duopoly: A Comparative Analysis of Subsidy Strategies with Data-Driven Marketing," Mathematics, MDPI, vol. 13(6), pages 1-27, March.
    3. Abudureheman Kadeer & Jinghan Yang & Shiyi Zhao, 2024. "Complexity Analysis of the Interaction between Government Carbon Quota Mechanism and Manufacturers’ Emission Reduction Strategies under Carbon Cap-and-Trade Mechanism," Sustainability, MDPI, vol. 16(16), pages 1-23, August.

  4. Giovanni Campisi & Silvia Muzzioli, 2021. "Designing volatility indices for Austria, Finland and Spain," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 35(3), pages 369-455, September.

    Cited by:

    1. Giovanni Campisi & Silvia Muzzioli & Fabio Tramontana, 2021. "Uncertainty about fundamental, pessimistic and overconfident traders: a piecewise-linear maps approach," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 707-726, December.

  5. Brianzoni, Serena & Campisi, Giovanni, 2020. "Dynamical analysis of a financial market with fundamentalists, chartists, and imitators," Chaos, Solitons & Fractals, Elsevier, vol. 130(C).

    Cited by:

    1. Giovanni Campisi & Silvia Muzzioli & Fabio Tramontana, 2021. "Uncertainty about fundamental, pessimistic and overconfident traders: a piecewise-linear maps approach," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 707-726, December.
    2. Emmanouil Drakonakis & Stelios Kotsios, 2025. "Stochastic Exchange Rate Dynamics, Intervention Dynamics and the Market Efficiency Hypothesis," Computational Economics, Springer;Society for Computational Economics, vol. 65(1), pages 463-481, January.
    3. Giovanni Campisi & Silvia Muzzioli & Fabio Tramontana, 2021. "Uncertainty about fundamental and pessimistic traders: a piecewise-linear maps approach," Department of Economics 0186, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
    4. Giovanni Campisi & Silvia Muzzioli, 2020. "Fundamentalists heterogeneity and the role of the sentiment indicator," Department of Economics 0167, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".

  6. Serena Brianzoni & Giovanni Campisi & Luca Guerrini, 2018. "A continuous-time heterogeneous duopoly model with delays," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 41(2), pages 259-275, November.

    Cited by:

    1. Mikhail Anufriev & Davide Radi & Fabio Tramontana, 2018. "Some reflections on past and future of nonlinear dynamics in economics and finance," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 41(2), pages 91-118, November.

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