Publications

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 (2024) DOI: https://doi.org/10.1016/j.physa.2024.129730 (accepted for publication)

Campisi, G., Panchuk, A. & Tramontana, F. A discontinuous model of exchange rate dynamics with sentiment traders. Ann Oper Res (2023). ISSN: 1572-9338 DOI: https://doi.org/10.1007/s10479-023-05387-2 (accepted for publication)
Campisi, G., Muzzioli, S. & De Baets, B. (2023) 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. ISSN: 0169-2070 (accepted for publication)
Brianzoni, S., Campisi, G. & Pacelli, G. (2023) Coexisting Attractors in a Heterogeneous Agent Model in Discrete Time. Mathematics, vol. 11, ISSN: 2227-7390, doi: 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: 10.1111/stan.12273

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

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: 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

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
G. Campisi, F. Tramontana (2020). “ Come together: The Role of Cognitively Biased Imitators in a Small Scale Agent-Based Financial Market“. In Games and Dynamics in Economics. Essays in Honor of Akio Matsumoto” edited by G.I. Bischi and F. Szidarovszky, Springer 2020 . DOI: https://doi.org/10.1007/978-981-15-3623-6_4
S. Brianzoni, G. Campisi (2020). “Dynamical Analysis of a Financial Market with Fundamentalists, Chartists, and Imitators“. Chaos, Solitons and Fractals: the interdisciplinary journal of Nonlinear Science, and Nonequilibrium and Complex Phenomena 130, 109434. DOI: https://doi.org/10.1016/j.chaos.2019.109434

S. Brianzoni, G. Campisi, L. Guerrini (2018). “A Continuous Time Heterogeneous Duopoly Model with Delays“. Decisions in Economics and Finance. DOI: https://doi.org/10.1007/s10203-018-0227-y
G. Campisi, A.K. Naimzada, F. Tramontana (2018). “Local and global analysis of a speculative housing market with production lag.” Chaos: An Interdisciplinary Journal of Nonlinear Science 28(5). DOI: https://doi.org/10.1063/1.5024139
S. Brianzoni, G. Campisi, A. Russo (2018). “Corruption and economic growth with non constant labor force growth“. Communications in Nonlinear Science and Numerical Simulation, 58, 202-219. DOI: https://doi.org/10.1016/j.cnsns.2017.07.007