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Guglielmo Maria Caporale

Affiliations:
  • Brunel University, Centre for Empirical Finance, London, UK


According to our database1, Guglielmo Maria Caporale authored at least 6 papers between 2008 and 2021.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

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Online presence:

On csauthors.net:

Bibliography

2021
Bitcoin Returns and the Frequency of Daily Abnormal Returns.
[BibTeX]
[DOI]
Guglielmo Maria Caporale
,
Alex Plastun
,
Viktor Oliinyk
Ledger, 2021

2012
Deterministic versus stochastic seasonal fractional integration and structural breaks.
[BibTeX]
[DOI]
Guglielmo Maria Caporale
,
Juncal Cunado
,
Luis Alberiko Gil-Alana
Stat. Comput., 2012

2009
Risk analysis in complex systems: intelligent systems in finance.
[BibTeX]
[DOI]
Antoaneta Serguieva
,
Guglielmo Maria Caporale
,
Edward P. K. Tsang
,
Ronald R. Yager
Intell. Syst. Account. Finance Manag., 2009

Financial contagion: evolutionary optimization of a multinational agent-based model.
[BibTeX]
[DOI]
Guglielmo Maria Caporale
,
Antoaneta Serguieva
,
Hao Wu
Intell. Syst. Account. Finance Manag., 2009

2008
Modelling the US, UK and Japanese unemployment rates: Fractional integration and structural breaks.
[BibTeX]
[DOI]
Guglielmo Maria Caporale
,
Luis Alberiko Gil-Alana
Comput. Stat. Data Anal., 2008

A mixed-game agent-based model for simulating financial contagion.
[BibTeX]
[DOI]
Guglielmo Maria Caporale
,
Antoaneta Serguieva
,
Hao Wu
Proceedings of the IEEE Congress on Evolutionary Computation, 2008


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