Details about Giovanni Campisi

Access statistics for papers by Giovanni Campisi.

Last updated 2025-11-13. Update your information in the RePEc Author Service.

Short-id: pca1311

Journal Articles

2024

1. A comparison of machine learning methods for predicting the direction of the US stock market on the basis of volatility indices
   International Journal of Forecasting, 2024, 40, (3), 869-880
2. A discontinuous model of exchange rate dynamics with sentiment traders
   Annals of Operations Research, 2024, 337, (3), 913-935 View citations (1)
3. Bifurcations and complex dynamics in a banking duopoly model with macroprudential policy
   Physica A: Statistical Mechanics and its Applications, 2024, 641, (C)

2023

4. Assessing skewness in financial markets
   Statistica Neerlandica, 2023, 77, (1), 48-70 View citations (1)
5. Coexisting Attractors in a Heterogeneous Agent Model in Discrete Time
   Mathematics, 2023, 11, (10), 1-12

2022

6. Nonlinear banking duopoly model with capital regulation: The case of Italy
   Chaos, Solitons & Fractals, 2022, 160, (C) View citations (3)

2021

7. Designing volatility indices for Austria, Finland and Spain
   Financial Markets and Portfolio Management, 2021, 35, (3), 369-455 View citations (1)
8. Uncertainty about fundamental, pessimistic and overconfident traders: a piecewise-linear maps approach
   Decisions in Economics and Finance, 2021, 44, (2), 707-726

2020

9. Dynamical analysis of a financial market with fundamentalists, chartists, and imitators
   Chaos, Solitons & Fractals, 2020, 130, (C) View citations (4)

2018

10. A continuous-time heterogeneous duopoly model with delays
    Decisions in Economics and Finance, 2018, 41, (2), 259-275 View citations (1)