Giuseppe Orlando

Publications²¹

• Article Bufalo M., Orlando G. Improved tourism demand forecasting with CIR# model: a case study of disrupted data patterns in Italy // Tourism Review. 2024. Vol. 79. No. 2. P. 445-464. doi
• Article Ceci C., Bufalo M., Orlando G. Modelling the industrial production of electric and gas utilities through the CIR^3 model // Mathematics and Financial Economics. 2024. P. 1-25. doi
• Article Bufalo M., Orlando G. A three-factor stochastic model for forecasting production of energy materials // Finance Research Letters. 2023. Vol. 51. Article 103356. doi
• Article Cesarone F., Cesetti R., Orlando G., Martino M. L., Ricci J. M. Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution // Mathematics. 2023. Vol. 11. No. 1. Article 50. doi
• Article Orlando G., Lampart M. Expecting the Unexpected: Entropy and Multifractal Systems in Finance // Entropy. 2023. Vol. 25. No. 11. Article 1527. doi
• Article Ascione G., Mehrdoust F., Orlando G., Samimi O. Foreign Exchange Options on Heston-CIR Model Under Lévy Process Framework // Applied Mathematics and Computation. 2023. No. 446. Article 127851. doi
• Article Guerrero J., del Carmen Galiano M., Orlando G. Modeling COVID-19 pandemic with financial markets models: The case of Jaén (Spain) // Mathematical Biosciences and Engineering. 2023. Vol. 20. No. 5. P. 9080-9100. doi
• Article Lampart M., Lampartová A., Orlando G. On risk and market sentiments driving financial share price dynamics // Nonlinear Dynamics. 2023. Vol. 111. No. 17. P. 16585-16604. doi
• Article Orlando G., Bufalo M. TIME SERIES FORECASTING WITH THE CIR# MODEL: FROM HECTIC MARKETS SENTIMENTS TO REGULAR SEASONAL TOURISM // Technological and Economic Development of Economy. 2023. Vol. 29. No. 4. P. 1216-1238. doi
• Chapter Orlando G., Sportelli M. A Survey on Business Cycles: History, Theory and Empirical Findings, in: Consequences of Social Transformation for Economic Theory. Proceedings of the 2022 Euro-Asian Symposium on Economic Theory (EASET), Ekaterinburg, Russia. Ekaterinburg : Springer, 2022. doi P. 5-34. doi
• Article Mininni M., Orlando G., Taglialatela G. A generalized derivation of the Black-Scholes implied volatility through hyperbolic tangents // Argumenta Oeconomica. 2022. No. 2(49). P. 23-57. doi
• Book Orlando G., Sportelli M. Consequences of Social Transformation for Economic Theory. Proceedings of the 2022 Euro-Asian Symposium on Economic Theory (EASET), Ekaterinburg, Russia. Ekaterinburg : Springer, 2022. doi
• Article Stoop R., Orlando G., Bufalo M., Rossa F. D. Exploiting deterministic features in apparently stochastic data // Scientific Reports. 2022. Vol. 12. No. 1. Article 19843. doi
• Article Orlando G., Ruedi S., Bufalo M. Financial markets’ deterministic aspects modeled by a low-dimensional equation // Scientific Reports. 2022. Vol. 12. Article 1693. doi
• Article Liseo B., Bufalo M., Orlando G. Forecasting portfolio returns with skew-geometric Brownian motions // Applied Stochastic Models in Business and Industry. 2022. Vol. 38. No. 4. P. 620-650. doi
• Book Orlando G., Bufalo M., Henry Penikas, Zurlo C. Modern Financial Engineering: Counterparty, Credit, Portfolio and Systemic Risks. World Scientific Publishing Co., 2022. doi
• Article Lampart M., Lampartova A., Orlando G. On extensive dynamics of a Cournot heterogeneous model with optimal response // Chaos. 2022. Vol. 32. No. 2. Article 023124. doi
• Article Orlando G. Simulating heterogeneous corporate dynamics via the Rulkov map // Structural Change and Economic Dynamics. 2022. Vol. 61. P. 32-42. doi
• Article Guerrero J., Orlando G. Stochastic local volatility models and the Wei-Norman factorization method // Discrete and Continuous Dynamical Systems - Series S. 2022. Vol. 15. No. 12. P. 3699-3722. doi
• Chapter Orlando G., Rossa F. D. An Empirical Test of Harrod’s Model, in: Nonlinearities in Economics An Interdisciplinary Approach to Economic Dynamics, Growth and Cycles / Ed. by G. Orlando, R. Stoop, A. N. Pisarchik. Springer, 2021. doi P. 283-294. doi
• Book Araujo R., Chen P., Giuliani A., Guerrero J., Moreira H. N., Stoop R., Orlando G. Nonlinearities in Economics An Interdisciplinary Approach to Economic Dynamics, Growth and Cycles / Ed. by G. Orlando, R. Stoop, A. N. Pisarchik. Springer, 2021. doi