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  1. Expecting the Unexpected: Entropy and Multifractal Systems in Finance

    Article • Entropy, November 2023, MDPI AG

    Prof. Dr. Giuseppe Orlando

  2. Improved tourism demand forecasting with CIR# model: a case study of disrupted data patterns in Italy

    Article • Tourism Review, August 2023, Emerald

    Prof. Dr. Giuseppe Orlando

  3. On risk and market sentiments driving financial share price dynamics

    Article • Nonlinear Dynamics, July 2023, Springer Science + Business Media

    Prof. Dr. Giuseppe Orlando

  4. TIME SERIES FORECASTING WITH THE CIR# MODEL: FROM HECTIC MARKETS SENTIMENTS TO REGULAR SEASONAL TOURISM

    Article • Technological and Economic Development of Economy, July 2023, Vilnius Gediminas Technical University

    Prof. Dr. Giuseppe Orlando

  5. Foreign Exchange Options on Heston-CIR Model Under Lévy Process Framework

    Article • Applied Mathematics and Computation, June 2023, Elsevier

    Prof. Dr. Giuseppe Orlando

  6. Some Properties of the Computation of the Modular Inverse with Applications in Cryptography

    Article • Computation, March 2023, MDPI AG

    Prof. Dr. Giuseppe Orlando

  7. A new algorithm to find prime numbers with less memory requirements

    Article • Journal of Discrete Mathematical Sciences and Cryptography, January 2023, Taru Publications

    Prof. Dr. Giuseppe Orlando

  8. A Survey on Business Cycles: History, Theory and Empirical Findings

    Article • January 2023, Springer Science + Business Media

    Prof. Dr. Giuseppe Orlando

  9. A three-factor stochastic model for forecasting production of energy materials

    Article • Finance Research Letters, January 2023, Elsevier

    Prof. Dr. Giuseppe Orlando

  10. Endogenous Economic Resilience, Loss of Resilience, Persistent Cycles, Multiple Attractors, and Disruptive Contractions

    Article • January 2023, Springer Science + Business Media

    Prof. Dr. Giuseppe Orlando

  11. Modeling COVID-19 pandemic with financial markets models: The case of Jaén (Spain)

    Article • Mathematical Biosciences and Engineering, January 2023, American Institute of Mathematical Sciences (AIMS)

    Prof. Dr. Giuseppe Orlando

  12. Comparing SSD-Efficient Portfolios with a Skewed Reference Distribution

    Article • Mathematics, December 2022, MDPI AG

    Prof. Dr. Giuseppe Orlando

  13. Exploiting deterministic features in apparently stochastic data

    Article • Scientific Reports, November 2022, Springer Science + Business Media

    Prof. Dr. Giuseppe Orlando

  14. A generalized two‐factor square‐root framework for modeling occurrences of natural catastrophes

    Article • Journal of Forecasting, July 2022, Wiley

    Prof. Dr. Giuseppe Orlando

  15. Simulating heterogeneous corporate dynamics via the Rulkov map

    Article • Structural Change and Economic Dynamics, June 2022, Elsevier

    Prof. Dr. Giuseppe Orlando

  16. Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model

    Article • Finance Research Letters, June 2022, Elsevier

    Prof. Dr. Giuseppe Orlando

  17. An improved Barone-Adesi Whaley formula for turbulent markets

    Article • Journal of Computational and Applied Mathematics, May 2022, Elsevier

    Prof. Dr. Giuseppe Orlando

  18. Forecasting portfolio returns with skew‐geometric Brownian motions

    Article • Applied Stochastic Models in Business and Industry, March 2022, Wiley

    Prof. Dr. Giuseppe Orlando

  19. On extensive dynamics of a Cournot heterogeneous model with optimal response

    Article • Chaos An Interdisciplinary Journal of Nonlinear Science, February 2022, American Institute of Physics

    Prof. Dr. Giuseppe Orlando, Marek Lampart

  20. Modern Financial Engineering

    Article • February 2022, World Scientific Pub Co Pte Lt

    Prof. Dr. Giuseppe Orlando

  21. Financial markets’ deterministic aspects modeled by a low-dimensional equation

    Article • Scientific Reports, February 2022, Springer Science + Business Media

    Prof. Dr. Giuseppe Orlando

  22. Banking Regulation Before the Crisis

    Article • January 2022, World Scientific Pub Co Pte Lt

    Prof. Dr. Giuseppe Orlando

  23. Basic Definitions

    Article • January 2022, World Scientific Pub Co Pte Lt

    Prof. Dr. Giuseppe Orlando

  24. BACK MATTER

    Article • January 2022, World Scientific Pub Co Pte Lt

    Prof. Dr. Giuseppe Orlando

  25. Correlation-Driven Issues

    Article • January 2022, World Scientific Pub Co Pte Lt

    Prof. Dr. Giuseppe Orlando

  26. Credit Default Swap (CDS)

    Article • January 2022, World Scientific Pub Co Pte Lt

    Prof. Dr. Giuseppe Orlando

  27. Credit Risk Models

    Article • January 2022, World Scientific Pub Co Pte Lt

    Prof. Dr. Giuseppe Orlando

  28. Credit Risk Regulation After the Crisis

    Article • January 2022, World Scientific Pub Co Pte Lt

    Prof. Dr. Giuseppe Orlando

  29. Diversifying the Economy for Systemic Risk Reduction: The Case of the Kingdom of Saudi Arabia (KSA)

    Article • January 2022, World Scientific Pub Co Pte Lt

    Prof. Dr. Giuseppe Orlando

  30. EAD Modeling

    Article • January 2022, World Scientific Pub Co Pte Lt

    Prof. Dr. Giuseppe Orlando

  31. Model Validation and Audit

    Article • January 2022, World Scientific Pub Co Pte Lt

    Prof. Dr. Giuseppe Orlando

  32. Other Credit Risk Components and Portfolio Risk

    Article • January 2022, World Scientific Pub Co Pte Lt

    Prof. Dr. Giuseppe Orlando

  33. FRONT MATTER

    Article • January 2022, World Scientific Pub Co Pte Lt

    Prof. Dr. Giuseppe Orlando

  34. Probability of Default (PD)

    Article • January 2022, World Scientific Pub Co Pte Lt

    Prof. Dr. Giuseppe Orlando

  35. Sector Analysis

    Article • January 2022, World Scientific Pub Co Pte Lt

    Prof. Dr. Giuseppe Orlando

  36. Systemic Risk Regulation

    Article • January 2022, World Scientific Pub Co Pte Lt

    Prof. Dr. Giuseppe Orlando

  37. The Financial Crisis of the XXI-st Century

    Article • January 2022, World Scientific Pub Co Pte Lt

    Prof. Dr. Giuseppe Orlando

  38. A generalized derivation of the Black-Scholes implied volatility through hyperbolic tangents

    Article • Argumenta Oeconomica, January 2022, Wroclaw University of Economics

    Prof. Dr. Giuseppe Orlando

  39. Stochastic local volatility models and the Wei-Norman factorization method

    Article • Discrete and Continuous Dynamical Systems - S, January 2022, American Institute of Mathematical Sciences (AIMS)

    Prof. Dr. Giuseppe Orlando

  40. Challenging Times for Insurance, Banking and Financial Supervision in Saudi Arabia (KSA)

    Article • Administrative Sciences, June 2021, MDPI AG

    Prof. Dr. Giuseppe Orlando

  41. A Note on the Computation of the Modular Inverse for Cryptography

    Article • Axioms, June 2021, MDPI AG

    Prof. Dr. Giuseppe Orlando

  42. Interest rates forecasting: Between Hull and White and the CIR#—How to make a single‐factor model work

    Article • Journal of Forecasting, May 2021, Wiley

    Prof. Dr. Giuseppe Orlando

  43. Empirical Evidences on the Interconnectedness between Sampling and Asset Returns’ Distributions

    Article • Risks, May 2021, MDPI AG

    Prof. Dr. Giuseppe Orlando

  44. On the approximation of the Black and Scholes call function

    Article • Journal of Computational and Applied Mathematics, March 2021, Elsevier

    Prof. Dr. Giuseppe Orlando

  45. Recurrence Quantification Analysis of Business Cycles

    Article • January 2021, Springer Science + Business Media

    PhD Giovanna Zimatore, Prof. Dr. Giuseppe Orlando

  46. Recurrence Quantification Analysis: Theory and Applications

    Article • January 2021, Springer Science + Business Media

    PhD Giovanna Zimatore, Prof. Dr. Giuseppe Orlando

  47. An Empirical Test of Harrod’s Model

    Article • January 2021, Springer Science + Business Media

    Prof. Dr. Giuseppe Orlando

  48. An Example of Nonlinear Dynamical System: The Logistic Map

    Article • January 2021, Springer Science + Business Media

    Prof. Dr. Giuseppe Orlando

  49. Applied Spectral Analysis

    Article • January 2021, Springer Science + Business Media

    Prof. Dr. Giuseppe Orlando

  50. Bifurcations

    Article • January 2021, Springer Science + Business Media

    Prof. Dr. Giuseppe Orlando

  51. Chaos

    Article • January 2021, Springer Science + Business Media

    Prof. Dr. Giuseppe Orlando

  52. Dynamical Systems

    Article • January 2021, Springer Science + Business Media

    Prof. Dr. Giuseppe Orlando

  53. Embedding Dimension and Mutual Information

    Article • January 2021, Springer Science + Business Media

    Prof. Dr. Giuseppe Orlando

  54. Growth and Cycles as a Struggle: Lotka–Volterra, Goodwin and Phillips

    Article • January 2021, Springer Science + Business Media

    Prof. Dr. Giuseppe Orlando

  55. Introduction

    Article • January 2021, Springer Science + Business Media

    Prof. Dr. Giuseppe Orlando

  56. Kaldor–Kalecki New Model on Business Cycles

    Article • January 2021, Springer Science + Business Media

    Prof. Dr. Giuseppe Orlando

  57. Nonlinearities in Economics

    Article • January 2021, Springer Science + Business Media

    Prof. Dr. Giuseppe Orlando

  58. On Business Cycles and Growth

    Article • January 2021, Springer Science + Business Media

    Prof. Dr. Giuseppe Orlando

  59. The Harrod Model

    Article • January 2021, Springer Science + Business Media

    Prof. Dr. Giuseppe Orlando

  60. Trade-Cycle Oscillations: The Kaldor Model and the Keynesian Hansen–Samuelson Principle of Acceleration and Multiplier

    Article • January 2021, Springer Science + Business Media

    Prof. Dr. Giuseppe Orlando

  61. Non-Performing Loans for Italian Companies: When Time Matters.

    Article • International Journal of Financial Studies, November 2020, MDPI AG

    Prof. Dr. Giuseppe Orlando

  62. Challenges in approximating the Black and Scholes call formula with hyperbolic tangents

    Article • Decisions in Economics and Finance, September 2020, Springer Science + Business Media

    Prof. Dr. Giuseppe Orlando

  63. Economic cycles modelling between financial crises and black swans

    Article • Chaos An Interdisciplinary Journal of Nonlinear Science, August 2020, American Institute of Physics

    PhD Giovanna Zimatore, Prof. Dr. Giuseppe Orlando

  64. Recurrence quantification analysis on a Kaldorian business cycle model

    Article • Nonlinear Dynamics, February 2020, Springer Science + Business Media

    PhD Giovanna Zimatore, Prof. Dr. Giuseppe Orlando

  65. Forecasting interest rates through Vasicek and CIR models: A partitioning approach

    Article • Journal of Forecasting, January 2020, Wiley

    Prof. Dr. Giuseppe Orlando

  66. Non-Performing Loans: Logit Model Applications

    Article • SSRN Electronic Journal, January 2020, Elsevier

    Prof. Dr. Giuseppe Orlando

  67. A new approach to forecast market interest rates through the CIR model

    Article • Studies in Economics and Finance, September 2019, Emerald

    Prof. Dr. Giuseppe Orlando

  68. Interest rates calibration with a CIR model

    Article • The Journal of Risk Finance, August 2019, Emerald

    Prof. Dr. Giuseppe Orlando

  69. Empirical test on a chaotic deterministic specification of Harrod's model.

    Article • Mathematics, June 2019, MDPI AG

    Prof. Dr. Giuseppe Orlando

  70. RQA correlations on business cycles: A comparison between real and simulated data

    Article • January 2019, World Scientific Pub Co Pte Lt

    PhD Giovanna Zimatore, Prof. Dr. Giuseppe Orlando

  71. Recurrence quantification analysis of business cycles

    Article • Chaos Solitons & Fractals, May 2018, Elsevier

    PhD Giovanna Zimatore, Prof. Dr. Giuseppe Orlando

  72. A New Approach to CIR Short-Term Rates Modelling

    Article • January 2018, Springer Science + Business Media

    Prof. Dr. Giuseppe Orlando

  73. Chaotic Business Cycles within a Kaldor-Kalecki Framework

    Article • January 2018, Springer Science + Business Media

    Prof. Dr. Giuseppe Orlando

  74. Challenges in Approximating the Black and Scholes Call Formula With Hyperbolic Tangents

    Article • SSRN Electronic Journal, January 2018, Elsevier

    Prof. Dr. Giuseppe Orlando

  75. Recurrence quantification index across real and simulated data

    Article • December 2017, Indian Academy of Sciences

    Prof. Dr. Giuseppe Orlando, PhD Giovanna Zimatore

  76. Review on options' implied volatility

    Article • Journal of Computational and Applied Mathematics, August 2017, Elsevier

    Prof. Dr. Giuseppe Orlando

  77. A discrete mathematical model for chaotic dynamics in economics: Kaldor’s model on business cycle

    Article • Mathematics and Computers in Simulation, July 2016, Elsevier

    Prof. Dr. Giuseppe Orlando

  78. Insurance, Banking and Financial Supervision in the Kingdom of Saudi Arabia (KSA) – A Survey

    Article • SSRN Electronic Journal, January 2016, Elsevier

    Prof. Dr. Giuseppe Orlando

  79. A Revised Approach to CIR Short-Term Interest Rates Model

    Article • SSRN Electronic Journal, January 2016, Elsevier

    Prof. Dr. Giuseppe Orlando