Serena Brianzoni, Giovanni Campis, Graziella Pacelli: Heterogeneous traders: endogenous uncertainty in financial markets. Nonlinear Dyn (2025). https://doi.org/10.1007/s11071-021-06724-5
Serena Brianzoni, Giovanni Campisi; A multi-market model with heterogeneous agents and switching mechanism. Chaos 1 August 2025; 35 (8): 083104. https://doi.org/10.1063/5.0274253
2024
Ansori M. F., Brianzoni S. & Campisi G. Bifurcations and complex dynamics in a banking duopoly model with macroprudential policy. Physica A: Statistical Mechanics and its Applications, vol. 641, (2024), 129730. DOI: https://doi.org/10.1016/j.physa.2024.129730
Campisi, G.; Muzzioli, S.; De Baets, B. A comparison of machine learning methods for predicting the direction of the US stock market on the basis of volatility indices – In: INTERNATIONAL JOURNAL OF FORECASTING. – ISSN 0169-2070. – 40:3(2024), pp. 869-880. DOI: https://doi.org/10.1016/j.ijforecast.2023.07.002
Campisi, G; Panchuk, A; Tramontana, F. A discontinuous model of exchange rate dynamics with sentiment traders – In: ANNALS OF OPERATIONS RESEARCH. – ISSN 0254-5330. – 337:3(2024), pp. 913-935. DOI: https://doi.org/10.1007/s10479-023-05387-2
2023
Brianzoni, S., Campisi, G. & Pacelli, G. (2023) Coexisting Attractors in a Heterogeneous Agent Model in Discrete Time. Mathematics, vol. 11, ISSN: 2227-7390, doi: https://doi.org/10.3390/math11102348
Campisi, G., La Rocca, L., Muzzioli, S. (2023) Assessing skewness in financial markets. STATISTICA NEERLANDICA, vol. 77, p. 48-70, ISSN: 0039-0402, doi: https://doi.org/10.1111/stan.12273
2022
G. Campisi, S. Muzzioli, Asymmetric semi-volatility spillover in a nonlinear model of interacting markets. International Mathematical Forum Vol. 17, 2022, no. 3, 117 – 127 doi: https://doi.org/10.12988/imf.2022.912319.
Brianzoni, S., Campisi, G., Colasante, A. Nonlinear banking duopoly model with capital regulation: The case of Italy. Chaos, Solitons and Fractals: the interdisciplinary journal of Nonlinear Science, and Nonequilibrium and Complex Phenomena, 160, 112209 (2022), DOI:https://doi.org/10.1016/j.chaos.2022.112209
2021
Campisi, G., Muzzioli, S. & Zaffaroni, A. Nonlinear dynamics in asset pricing: the role of a sentiment index. Nonlinear Dyn 105, 2509–2523 (2021). https://doi.org/10.1007/s11071-021-06724-5
Campisi, G., Muzzioli, S. & Tramontana, F. Uncertainty about fundamental, pessimistic and overconfident traders: a piecewise-linear maps approach. Decisions Econ Finan 44, 707–726 (2021). https://doi.org/10.1007/s10203-021-00346-7
Brianzoni S., Campisi G. Dynamical analysis of a banking duopoly model with capital regulation and asymmetric costs. Discrete & Continuous Dynamical Systems – B, 2021, 26 (11) : 5807-5825. doi: https://doi.org/10.3934/dcdsb.2021116
Campisi, G., Muzzioli, S. (2021).“Designing volatility indices for Austria, Finland and Spain”. Financial Markets and Portfolio Management. DOI: https://doi.org/10.1007/s11408-021-00381-9
2020
G. Campisi, S. Muzzioli (2020). “Investor sentiment and trading behavior”. Chaos: An Interdisciplinary Journal of Nonlinear Science 30, 093103 (2020); DOI: https://doi.org/10.1063/5.0011636