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Guido Germano - Publications

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 Systems
Website:
http://www.cs.ucl.ac.uk/staff/g.germano
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30 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Phelan CE, Marazzina D, Germano G. Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities Quantitative Finance. 20: 899-918. DOI: 10.1080/14697688.2020.1718192  0.72
2020 Sariev E, Germano G. Bayesian regularized artificial neural networks for the estimation of the probability of default Quantitative Finance. 20: 311-328. DOI: 10.1080/14697688.2019.1633014  0.708
2019 Phelan CE, Marazzina D, Fusai G, Germano G. Hilbert transform, spectral filters and option pricing Annals of Operations Research. 282: 273-298. DOI: 10.1007/S10479-018-2881-4  0.745
2019 Sariev E, Germano G. 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. DOI: 10.1002/Rfe.1049  0.705
2018 Phelan CE, Marazzina D, Fusai G, Germano G. Fluctuation identities with continuous monitoring and their application to the pricing of barrier options European Journal of Operational Research. 271: 210-223. DOI: 10.1016/J.Ejor.2018.04.016  0.742
2017 Cui Y, Rollin SdB~, Germano G. Full and fast calibration of the Heston stochastic volatility model European Journal of Operational Research. 263: 625-638. DOI: 10.1016/J.Ejor.2017.05.018  0.582
2016 Fusai G, Germano G, Marazzina D. Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options European Journal of Operational Research. 251: 124-134. DOI: 10.1016/J.Ejor.2015.11.027  0.373
2015 Scalas E, Gabriel AT, Martin E, Germano G. Velocity and energy distributions in microcanonical ensembles of hard spheres. Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics. 92: 022140. PMID 26382376 DOI: 10.1103/Physreve.92.022140  0.769
2015 Iori G, Politi M, Germano G, Gabbi G. 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. DOI: 10.12831/82212  0.578
2014 Gerardo-Giorda L, Germano G, Scalas E. Large-scale simulations of synthetic markets Communications in Applied and Industrial Mathematics. 6. DOI: 10.1685/Journal.Caim.535  0.607
2013 Fulger D, Scalas E, Germano G. Random numbers from the tails of probability distributions using the transformation method Fractional Calculus and Applied Analysis. 16: 332-353. DOI: 10.2478/S13540-013-0021-Z  0.757
2011 Martin E, Behn U, Germano G. First-passage and first-exit times of a Bessel-like stochastic process. Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics. 83: 051115. PMID 21728498 DOI: 10.1103/Physreve.83.051115  0.6
2011 Welling U, Germano G. Efficiency of linked cell algorithms Computer Physics Communications. 182: 611-615. DOI: 10.1016/J.Cpc.2010.11.002  0.731
2010 Politi M, Scalas E, Fulger D, Germano G. Spectral densities of Wishart-Lévy free stable random matrices: Analytical results and Monte Carlo validation European Physical Journal B. 73: 13-22. DOI: 10.1140/Epjb/E2009-00360-7  0.74
2010 Germano G, Politi M, Scalas E, Schilling RL. Itô and Stratonovich integrals on compound renewal processes: the normal/Poisson case Communications in Nonlinear Science and Numerical Simulation. 15: 1583-1588. DOI: 10.1016/J.Cnsns.2009.06.010  0.717
2009 Germano G, Politi M, Scalas E, Schilling RL. Stochastic calculus for uncoupled continuous-time random walks. Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics. 79: 066102. PMID 19658559 DOI: 10.1103/Physreve.79.066102  0.737
2008 Gabriel AT, Meyer T, Germano G. Molecular Graphics of Convex Body Fluids. Journal of Chemical Theory and Computation. 4: 468-76. PMID 26620787 DOI: 10.1021/Ct700192Z  0.613
2008 Fulger D, Scalas E, Germano G. Monte Carlo simulation of uncoupled continuous-time random walks yielding a stochastic solution of the space-time fractional diffusion equation. Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics. 77: 021122. PMID 18352002 DOI: 10.1103/Physreve.77.021122  0.756
2007 Scalas E, Martin E, Germano G. Ehrenfest urn revisited: playing the game on a realistic fluid model. Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics. 76: 011104. PMID 17677407 DOI: 10.1103/Physreve.76.011104  0.734
2007 Patriarca M, Chakraborti A, Heinsalu E, Germano G. Relaxation in statistical many-agent economy models The European Physical Journal B. 57: 219-224. DOI: 10.1140/Epjb/E2007-00122-7  0.642
2007 Schmid F, Germano G, Wolfsheimer S, Schilling T. Fluctuating Interfaces in Liquid Crystals Macromolecular Symposia. 252: 110-118. DOI: 10.1002/Masy.200750611  0.552
2006 Allen MP, Germano G. Expressions for forces and torques in molecular simulations using rigid bodies Molecular Physics. 104: 3225-3235. DOI: 10.1080/00268970601075238  0.521
2006 Patriarca M, Chakraborti A, Germano G. Influence of saving propensity on the power-law tail of the wealth distribution Physica a-Statistical Mechanics and Its Applications. 369: 723-736. DOI: 10.1016/J.Physa.2006.01.091  0.672
2005 Germano G, Schmid F. Nematic-isotropic interfaces under shear: a molecular-dynamics simulation. The Journal of Chemical Physics. 123: 214703. PMID 16356057 DOI: 10.1063/1.2131065  0.522
2002 Germano G, Allen MP, Masters AJ. Simultaneous calculation of the helical pitch and the twist elastic constant in chiral liquid crystals from intermolecular torques The Journal of Chemical Physics. 116: 9422-9430. DOI: 10.1063/1.1475747  0.54
2002 Phuong NH, Germano G, Schmid F. The direct correlation function in nematic liquid crystals from computer simulation Computer Physics Communications. 147: 350-353. DOI: 10.1016/S0010-4655(02)00302-8  0.572
2001 Andrienko D, Germano G, Allen MP. Computer simulation of topological defects around a colloidal particle or droplet dispersed in a nematic host. Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics. 63: 041701. PMID 11308861 DOI: 10.1103/Physreve.63.041701  0.635
2001 Phuong NH, Germano G, Schmid F. Elastic constants from direct correlation functions in nematic liquid crystals: A computer simulation study The Journal of Chemical Physics. 115: 7227-7234. DOI: 10.1063/1.1404388  0.562
2000 Andrienko D, Germano G, Allen MP. Liquid crystal director fluctuations and surface anchoring by molecular simulation Physical Review E. 62: 6688-6693. PMID 11102020 DOI: 10.1103/Physreve.62.6688  0.53
1995 Germano G, Veracini CA, Boeffel C, Spiess HW. Main Chain Order and Dynamics in a Liquid Crystalline Side-Group Polymer Molecular Crystals and Liquid Crystals Science and Technology. Section a. Molecular Crystals and Liquid Crystals. 266: 47-58. DOI: 10.1080/10587259508033631  0.521
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