Guido Germano
Affiliations: | 1986-1994 | Chimica e Chimica Industriale | Università di Pisa, Pisa, Toscana, Italy |
| 1993-1994 | Chemie | Johannes Gutenberg-Universität Mainz, Mainz, Rheinland-Pfalz, Germany | |
| 1993-1994 | Polymerspektroskopie | Max-Planck-Institut für Polymerforschung Mainz | |
| 1994-1995 | Rechts- und Staatswissenschaftliche Fakultät | Rheinische Friedrich-Wilhelms-Universität Bonn, Bonn, Nordrhein-Westfalen, Germany | |
| 1995-1998 | Chimica e Chimica Industriale | Università di Pisa, Pisa, Toscana, Italy | |
| 1996-1996 | Pharmaceutical Chemistry | University of California, San Francisco, San Francisco, CA | |
| 1998-1998 | Classe di Scienze Matematiche e Naturali | Scuola Normale Superiore Pisa | |
| 1998-2000 | Physics | University of Bristol, Bristol, England, United Kingdom | |
| 2000-2002 | Physik | Universität Bielefeld, Bielefeld, North Rhine-Westphalia, Germany | |
| 2002-2013 | Chemie | Philipps-Universität Marburg, Marburg, Hessen, Germany | |
| 2009-2012 | Scienze Economiche e Metodi Quantitativi | Università del Piemonte Orientale Amedeo Avogadro | |
| 2012-2013 | Classe di Scienze Matematiche e Naturali | Scuola Normale Superiore Pisa | |
| 2013- | Computer Science | University College London, London, United Kingdom |
Area:
Scientific Computing, Computational Finance, Statistical Physics, Complex SystemsWebsite:
http://www.cs.ucl.ac.uk/staff/g.germanoGoogle:
"Guido Germano"Bio:
https://scholar.google.com/citations?user=8zCKUmoAAAAJ&hl=en
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Parents
Sign in to add mentor| Dieter Sondermann | research assistant | 1994-1995 | Universität Bonn (MathTree) |
| Peter A. Kollman | grad student | 1995-1998 | UCSF |
| Carlo Alberto Veracini | grad student | 1995-1998 | University of Pisa |
| Michael P. Allen | post-doc | 1998-2000 | University of Bristol |
| Friederike Schmid | post-doc | 2000-2002 | Universität Bielefeld (Physics Tree) |
Children
Sign in to add trainee| Edgar Martin | grad student | 2004-2009 | Universität Marburg |
| Daniel Fulger | grad student | 2005-2009 | Universität Marburg |
| Adrian T. Gabriel | grad student | 2005-2010 | Universität Marburg |
| Ulrich Welling | grad student | 2007-2011 | Universität Marburg |
| Yiran Cui | grad student | 2013-2017 | UCL (Computer Science Tree) |
| Carolyn E. Phelan | grad student | 2014-2018 | UCL (Computer Science Tree) |
| Eduard Sariev | grad student | 2016-2020 | UCL (Computer Science Tree) |
| Marco Patriarca | post-doc | 2005-2005 | Universität Marburg (Physics Tree) |
| Mauro Politi | post-doc | 2008-2009 | Universität Marburg (Physics Tree) |
| Jiahua Xu | post-doc | 2019-2020 | UCL (Computer Science Tree) |
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Publications
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| Phelan CE, Marazzina D, Germano G. (2020) Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities Quantitative Finance. 20: 899-918 |
| Sariev E, Germano G. (2020) Bayesian regularized artificial neural networks for the estimation of the probability of default Quantitative Finance. 20: 311-328 |
| Phelan CE, Marazzina D, Fusai G, et al. (2019) Hilbert transform, spectral filters and option pricing Annals of Operations Research. 282: 273-298 |
| Sariev E, Germano G. (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. 37: 404-427 |
| Phelan CE, Marazzina D, Fusai G, et al. (2018) Fluctuation identities with continuous monitoring and their application to the pricing of barrier options European Journal of Operational Research. 271: 210-223 |
| Cui Y, Rollin SdB~, Germano G. (2017) Full and fast calibration of the Heston stochastic volatility model European Journal of Operational Research. 263: 625-638 |
| Fusai G, Germano G, Marazzina D. (2016) Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options European Journal of Operational Research. 251: 124-134 |
| Scalas E, Gabriel AT, Martin E, et al. (2015) Velocity and energy distributions in microcanonical ensembles of hard spheres. Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics. 92: 022140 |
| Iori G, Politi M, Germano G, et al. (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. 179-202 |
| Gerardo-Giorda L, Germano G, Scalas E. (2014) Large-scale simulations of synthetic markets Communications in Applied and Industrial Mathematics. 6 |