Guglielmo Maria Caporale

Publication Activity (10 Years)

Years Active: 2008-2021
Publications (10 Years): 1

Top Topics

Data Integration

Top Venues

Publications

Guglielmo Maria Caporale, Alex Plastun, Viktor Oliinyk
Bitcoin Returns and the Frequency of Daily Abnormal Returns. Ledger 6 (2021)
Guglielmo Maria Caporale, Juncal Cunado, Luis A. Gil-Alana
Deterministic versus stochastic seasonal fractional integration and structural breaks. Stat. Comput. 22 (2) (2012)
Guglielmo Maria Caporale, Antoaneta Serguieva, Hao Wu
Financial contagion: evolutionary optimization of a multinational agent-based model. Intell. Syst. Account. Finance Manag. 16 (1-2) (2009)
Antoaneta Serguieva, Guglielmo Maria Caporale, Edward P. K. Tsang, Ronald R. Yager
Risk analysis in complex systems: intelligent systems in finance. Intell. Syst. Account. Finance Manag. 16 (1-2) (2009)
Guglielmo Maria Caporale, Antoaneta Serguieva, Hao Wu
A mixed-game agent-based model for simulating financial contagion. IEEE Congress on Evolutionary Computation (2008)
Guglielmo Maria Caporale, Luis A. Gil-Alana
Modelling the US, UK and Japanese unemployment rates: Fractional integration and structural breaks. Comput. Stat. Data Anal. 52 (11) (2008)