Professor Giulia Iori
Address
City University
Economics Department
Northampton Square, London, EC1V 0HB
TEL: 020 7040 4575
g.iori@city.ac.uk
Education
- – Ph. D. in Theoretical Physics Università di Roma la Sapienza Roma, Italy September 1993.
- – B. A. in Physics Università di Roma Tor Vergata July 1990. Final Evaluation: 110/100 cum laude.
Appointments
| Jan 2005- present : | Professor of Economics City University London, UK. |
| Sep 2004 - Dec 2004 : | Reader of Applied Mathematics King's College London, UK. |
| Aug 2000 - Aug 2004 : | Lecturer of Financial Mathematics King's College London, UK. |
| Sep 1998 - Jul 2000 : | Lecturer of Finance University of Essex Colchester, UK. |
| Jan 1997 - Sep 1998 : | TMR Postdoctoral Fellow Universitat de Barcelona Spain. |
| Oct 1995 - Dec 1996 : | Postdoctoral Fellow Università di Roma, La Sapienza Italy. |
| Nov 1993 - Oct 1995 : | Marie Curie Postdoctoral Fellow SPHT, Cea-Saclay (Paris) France |
| Mar 1993 - Aug 1993 : | Visiting Researcher UCSC Santa Cruz California |
Teaching
- – City University MSc Financial Economics, Financial Derivatives (since Fall 2005)
- – Essex University MSc Finance: Financial Derivatives (Spring 1999, Spring 2000)
- – Essex University BSc Finance: Investment (Spring 2000), Corporate Finance (Fall 1998).
- – King’s College London MSc Financial Mathematics: Financial Markets (Fall 2002, Fall 2003, Fall 2004).
- – King’s College London MSc Financial Mathematics: Exotic Derivatives (Spring 2001, Spring 2002, Spring 2003, Spring 2004).
- – King’s College London BSc Mathematics: Probability and Statistics II (Spring 2001).
- – City University, London MSc Financial Economics: Topics in Mathematical Finance (since Spring 2006)
- – City University, London BSc Economics: Introduction to Financial Derivatives (Spring 2007, 2008)
Invited Lectures
- – ICTP, Trieste, Italy 10-hour course of invited lectures on Financial Mathematics and Option Pricing for the MSc in Applied Mathematics (April 2002, April 2003.) Co-Organized, with M. Marsili, a training programme addressed to nigerian lecturers, and delivered 12 hours course on Financial Derivatives pricing, December 2007).
- – Palermo University, Italy 20-hour course of invited lectures on Financial Engineering for the MSc in Quantitative methods and operational strategies for financial risk management(January 2003).
- – University of Siena, Italy Two sets of 4-hour lectures on Financial Time Series Analysis and Systemic Risk for the MSc in Economics and Banking (June 2002, June 2003, June 2005, December 2007, December 2008). Course in Innovative derivatives: Energy, Weather and Credit Contracts (8 hours, as part of the scheme "Corsi per crediti liberi in lingua inglese", May 2007)
- – University of Siena, Italy Award of the “Richard Goodwin” fellowship (€11,000) funded by the Monte dei Paschi Foundation to teach a course on Pricing and Hedging of Derivative Securities May 2010
- – IMPA, Rio de Janeiro, Brasil A Survey of Exotic Derivatives, delivered to MSc and PhD students at IMPA (6 hours) June 2009.
- – University of Bari, Italy : 20 hours workshop for PhD and MSc students on Networks in Finance. May/June 2022 University of Florence, Italy: 5-hours mini course for Master students on Modelling Financial Markets in an Agent-Based Framework, October 2021 University of Venice, Italy: 5-hours workshop for PhD students on “Financial Networks: Diffusion of Information and Instabilities”. Januuary-April 2022 Kiel, Germany: 6-hours mini course on Markets, Networks and Location Advantages, German Network for New Economic Dynamics 6th Annual Meeting, October 10, 2018. Canazei, Italy: 6-hours at PhD Summer School for Economics and Finance organized by the University of Verona on “Networks and Big Data analysis in Economics, Finance, and Social Systems” (July 25-29, 2016). IMPA, Rio de Janeiro, Brasil: 6-hours mini course A Survey of Exotic Derivatives, delivered to MSc and PhD students at IMPA (June 2009).
Supervision
- – Supervisor of several MSc and B.Sc Projects.
- – PhD Supervision Anthony Madina, Asena Temizsoy, Polina Kovaleva, Burcu Kapar, Vanessa Mattiussi.
- – PhD Co-Supervision Marc Jeannin, Zhengjun Jiang, Ovidiu Precup, Gabriele Tedeschi, Andrea Gurgone, Pietro Vassallo.
Administration
- – City University: - Head of Department, Department of Economics (September 2017-August 2020) - Chair of City Gender Equality Working Group (2015-2017) - Chair of City Athena Swan Self-Assessment Team (2015-2017) - Chair of City Athena Swan Implementation group (2017-2019) - Elected member of City Academic Senate (2012-2018) - Member of City Academic Governance Committee (2017-2018) - Chair of School of Social Science Research Committee (2005-2007) - Member of City Research Committee (2005-2007) - Economics Department Senior Tutor for Research (2005, 2006) - Chair of Economics Department Research Committee (2005-2008) - Member of Economics Department Research Committee (since 2005) - MSc Financial Economics Programme Director (2005-2015)
Research
- Research Grants
- EPSRC Fast Stream Grant: 'Complexity in Economic Networks, 2001-2003, 65K pounds. European Central Bank: Lamfalussy Fellowship, 2003, 10K Euro. British Council: Researcher Exchange Programme Grant, 2008-2009, 3940 pounds. European Science Foundation: COST Action P10 ``Physics of Risk'' and COST Action MP0801 "Physics of Competition and Conflicts"; I have been and am the UK representative to the management Committee for these actions. European Commission: FET Open Project “FOC, Forecasting Crisis" nr. 255987 (300K Euro), 2010-2013. European Commission: Collaborative Project “CRISIS, Complexity Research Initiative for Systemic InstabilitieS" nr. 288501 (285K Euro), 2011-2014. British Academy/Leverhulme Small Research Grant, Experiment and Computational Models of Over the Counter Markets (9000 Pounds), nr. SG1324 71, 2014-2016 (Principal investigator)
- Contribution to Enterprise
- I have worked extensively with Policy Markers as part of the the FOC and CRISIS EU funded projects. I have been awarded a Lamfalussy fellowship by the European Central Bank to work on a research project on security lending. I have visited the Bank of England, Markets, Sectors and Interlinkages Division, London, UK as a research expert to advice on some of their research projects. I have consulted for Aviva and for the Union des Assurance de Paris. I have been awarded a “Richard Goodwin” fellowship (€11,000) by the Monte dei Paschi Foundation to deliver a workshop on Pricing and Hedging of Derivative Securities. I have delivered seminars at the Bank of Italy, the Cleveland Fed, the Banque de France, the Bank of England, the Central Bank of Brasil , the Norwegian Central Bank, the Bundesbank, and the Royal Bank of Scotland.
- Editorial Activity
- Co-Editor for Journal of Economic Dynamics and Control (since 2022). Co-Editor for Journal of Economic Interaction and Coordination (since 2015). Associate Editor for Journal of Economic Dynamics and Control (since 2013). Associate Editor for Journal of Financial Management, Markets and Institutions (since 2014). Associate Editor for Journal of Economic Behaviour and Organization (2005-2014). Guest Editor (with Professor C. Deissenberg) for a special issue of Journal of Economic Behaviour and Organization (2006) and a special issue of Computational Economics (Vol 24, N 4, 2005) devoted to the 2nd Conference on Complex Behaviour in Economics: Modeling, Computing, and Mastering Complexity. Guest Editor for a special issue “Crises and Complexity”, Journal of Economic Dynamics & Control, Volume 50 (2015).
- Conference Organization
- Chair of the organizing committee of the 24th Workshop on Economic Science with Heterogeneous Interacting Agents, London, June 24-26, 2019. Chair of the organizing committee of the 16th Conference in Computational Economics and Finance, London, July 15-17, 2010. Co-organizer of the 3rd Conference on Complex Behaviour in Economics: Modelling, Computing, and Mastering Complexity, Aix en Provence, 17-21 May 2006; Local co-organizer of the 13th Annual Symposium of the Society for Non-linear Dynamics and Econometrics, City University, London, March 31-April 1, 2005; Member of the Scientific Committee of numerous conferences.
- Membership of Professional Society and Scientific Committees
- Member of the Society for Computational Economics Advisory Council (January 2009-January 2012, June 2019-ongoing); UK representative to the management Committee of the COST Action P10 ``Physics of Risk'' and of the COST Action Physics of Competition and Conflicts; Member of the London Mathematical Society; Member of the Institute of Physics and Chartered Physicist. Member of Conference of Heads of University Departments of Economics, CHUDE (Since September 2017). Member of Steering Committee of CHUDE (January 2019-December 2021).
- Recent Academic research visits and collaborations:
- Bari University, Italy (May-June 2022) - Ca’ Foscari University of Venice, Italy (January-April 2022) - Luiss University of Rome, Italy (November 1-31, 2021) - University of Florence, Italy, (October 1-31, 2021) - Université Nice Côte d’Azur, France, (January-July 2017) University Jaume I, Castillon, Spain, (April-June 2013) IMPA, Rio de Janeiro Brasil, March 15-June 11, 2009. University of Innsbruck, January 21-28, 2009. European Central Bank, Frankfurt, 27-29 October 2003. University of Technology Sydney, 1-15 August 2003 and 14 November 2000 - 1 January 2001, research collaboration with Professor C. Chiarella. Helsinki University of Technology, 19-22 July 2003, research visit to Professor K. Kaski. University of Siena, 9-10 June 2003 and 20-22 June 2002, research collaboration with Professor G. Gabbi. ICTP, Trieste, 1-12 April 2003, 1-15 April 2002, 12-15 April 2005, research visit to Dr. S. Franz, Dr. A. Vespignani and Dr. M. Marsili. Palermo University, 6-17 January 2003, research visit to Professor R. Mantegna. Santa Fe Institute, New Mexico (2-8 July 2001, 9 August- 3 September 2001), research collaboration with Professor D. Farmer.
- Expert evaluator activity
- Member of ESRC Grant Assessment Panel, Panel C (former Panel A) (since September 2015). Member of the Selection Committee for the area of Economics and Finance for the SIR-2014 call (Italian equivalent of ERC for young researchers. In charge of the evaluation of about 200 applications and the allocation of 1.4 million euros). Member of the Selection Committee for Supporting Talents in Research, University of Padova" (STARS Grants), Social Sciences and Humanities Sub-committee (2017, 2019). Expert Evaluator for the European Commission (various programmes 2004-2006).
Publications
Working Papers | – | Giulia Iori, Polina Kovaleva and Maria Cristina Recchioni, Optimal Trading Strategy in a Limit Order Market with Imperfect Liquidity |
| – | Vanessa Mattiussi, Michele Tumminello, Giulia Iori and Rosario N. Mantegna Comparing correlation matrix estimators via Kullback-Leibler divergence http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1966714 |
Submitted Papers | – | S. Alfarano, A.Banal-Estanol, E. Camacho Cuena, G. Iori and B. Kapar, Trade frictions in decentralized markets: an experimental study |
| – | A. Banal-Estanol, G. Iori, M. Jofre-Bonet, L. Maynou Pujolras, P. Vassallo The University Research Assessments in the UK: Evaluation of the largest natural experiment in science policy |
| – | N. Hanaki, G. Iori, P.Vassallo Learning and information diffusion in OTC markets: experiments and a computational model |
Book Chapters | – | G.Iori and R. Mantegna Empirical analyses of networks in finance Handbook of Computational Economics 4 (2018). Eds C. Hommes and B. LeBaron, Chapter 11: Complex Financial Networks. Elsevier https://doi.org/10.1016/bs.hescom.2018.02.005 |
| – | G. Iori and J. Porter Agent based Modelling for Financial Markets Handbook on Computational Economics and Finance, Chapter 21, Eds. Shu-Heng Chen and Mak Kaboudan, OUP Oxford University Pres (2017) https://global.oup.com/academic/product/the-oxford-handbook-of-computational-economics-and-finance-9780199844371?cc=us&lang=en& |
| – | Grilli, Ruggero, Iori, Giulia, Stamboglis, Niccol and Tedeschi, Gabriele A networked economy: a survey on the effect of interaction in credit markets Introduction to Agent-Based Economics, Chapter 10, Edited by Mauro Gallegati, Antonio Palestrini, Alberto Russo, Elsevier https://doi.org/10.1016/B978-0-12-803834-5.00013-8 |
| – | Polina Kovaleva and Giulia Iori Heterogeneous Beliefs and Quote Transparency in an Order-Driven Market Nonlinear Economic Dynamics and Financial Modelling, Springer Festschrift for Carl Chiarella's 70 birthday https://doi.org/10.1007/978-3-319-07470-2_10 |
| – | G. Iori and C. Deissenberg An analysis of Settlement Risk Contagion in Alternative Securities Settlement Architectures in E.J. Konotghiorghes, B. Rustem and P. Winker (Eds.): "Computational Methods in Financial Engineering", Springer, Heidelberg, 2008 http://openaccess.city.ac.uk/1481/ |
| – | Vanessa Mattiussi and Giulia Iori Currency futures volatility during the 1997 East Asian crisis: an application of Fourier analysis in Debt, Risk and Liquidity in Futures Markets, London and New York: Routledge, B.A. Goss (ed) (2008) http://openaccess.city.ac.uk/1452/ |
| – | De Masi, Giulia and Iori, Giulia and Caldarelli, Guido : The Italian interbank network: statistical properties and a simple model. Noise and stochastics in complex systems and finance, SPIE, pp. 210-223. ISBN 978-0819467386 https://doi.org/10.1117/12.727064 |
| – | J. D. Farmer, L. Gillemot, G. Iori , S. Krishnamaurty, E. Smith, and M.G. Daniel A random order placement model of price formation in the continuos double auction in The Economy as an evolving complex system III, Blume and Durlauf (Eds), 175-206,Oxford University press, (2006) http://www.oxfordscholarship.com/view/10.1093/acprof:oso/9780195162592.001.0001/acprof-9780195162592-chapter-7 |
| – | G. Iori and V. Koulovassilopoulos Patterns of consumption in a discrete choice model with asymmetric interactions in William Barnett, Christophe Deissenberg, and Gustav Feichtinger (Eds.), "Economic Complexity: Non-linear Dynamics, Multi-agents Economies, and Learning", ISETE Vol 14, Elsevier, Amsterdam (2004). https://www.emeraldinsight.com/doi/abs/10.1108/S1571-0386%282004%290000014011 |
| – | G.Iori Scaling and Multiscaling in Financial Markets in Disordered and Complex Systems, ed. P.Sollich et al., AIP Conference Proceedings, Vol 553, 297-302 (2001). https://aip.scitation.org/doi/abs/10.1063/1.1358199 |
Reviews | – | G. Iori A close look at market microstructure Quantitative Finance, Vol 3, No 2, C23-C25 (2003) http://www.doi.org/10.1088/1469-7688/3/2/702 |
Journal Articles | – | G. Gabbi and G. Iori New Measures for a New Normal in Finance and Risk Management, Introduction to the special issue on the 24th annual workshop on economic science with heterogeneous interacting agents, London, 2019. The European Journal of Finance (published online 08.06.2022). |
| – | Caccioli, F., Di Matteo, T., Iori, G., Jafarey, S., Livan, G., & Righi, S. Introduction to the special issue on the 24th annual workshop on economic science with heterogeneous interacting agents, London, 201. Journal of Economic Interaction and Coordination, 17(2), 401-404. doi:10.1007/s11403-022-00354-9. |
| – | M. Steinbacher, M. Raddant, F. Karimi, E. Camacho Cuena, S. Alfarano, G. Iori, T. Lux (2021), Advances in the Agent-based modeling of economic and social behavior, SN Business & Economics, 1:99. |
| – | Maria Cristina Recchioni, Giulia Iori, Gabriele Tedeschi, Michelle S. Ouellette The complete Gaussian kernel in the multi-factor Heston model: option pricing and implied volatility applications European Journal of Operation Research, 293, 1, pages 336-360. |
| – | Gurgone, A. and Iori, G. Macroprudential capital buffers in heterogeneous banking networks. Insights from an ABM with liquidity crises. European Journal of Finance (published online 15.09.2021) http://openaccess.city.ac.uk/21902/ |
| – | Kapar, B., Iori, G. , Gabbi, G. and Germano, Market Microstructure, Banks' Behaviour and Interbank Spreads. Evidence after the Crisis J. Economic Interaction and Coordination 15, 283–331 (2020) http://openaccess.city.ac.uk/3950/ |
| – | Andrea Gurgone, Giulia Iori, and Saqib Jafarey The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model Journal of Economic Dynamics and Control, Volume 91, Pages 257-288 (2018). |
| – | Asena Teminzsoy, Giulia Iori, Gabriel Montes-Rojas Network Centrality and Funding Rates in the e-MID Interbank Market Journal of Financial Stability, Volume 33, December 2017, Pages 346-365 https://doi.org/10.1016/j.jfs.2016.11.003 |
| – | Polina Kovaleva and Giulia Iori The Impact of Reduced Pre-Trade Transparency Regimes on Market Quality Journal of Economic Dynamics and Control, Volume 57, Pages 145–162 (2015) http://dx.doi.org/10.1016/j.jedc.2015.05.011 |
| – | Burcu Kapar, Giulia Iori and Jose Olmo Bank Characteristics and the Interbank Money Market: A Distributional Approach Studies in Nonlinear Dynamics & Econometrics, Vol 19, 3, Pages 249–283 (2015) http://www.degruyter.com/view/j/snde.2015.19.issue-3/snde-2014-0030/snde-2014-0030.xml?format=INT |
| – | Asena Temizsoy, Giulia Iori, Gabriel Montes-Rojas The role of bank relationships in the interbank market Journal of Economic Dynamics and Control, Volume 59,Pages 118–141 (2015) http://dx.doi.org//10.1016/j.jedc.2015.07.008 |
| – | Vasilis Hatzopoulos, Giulia Iori, Rosario N. Mantegna, Salvatore Micciche', Michele Tumminello Quantifying preferential trading in the e-MID interbank market Quantitative Finance, Vol 15, 4, pages 693-710 (2015) http://dx.doi.org/10.1080/14697688.2014.969889 |
| – | G. Iori, M. Politi, G. Germano and G. Gabbi, Banks' Strategies and Cost of Money: Effects of the Financial Crisis on the European Electronic Overnight Interbank Market Journal of Financial Management Markets and Institutions, 2/2015, pp. 179-202, doi: 10.12831/82212 http://www.jfmi.mulino.it/doi/10.12831/82212 |
| – | Giampaolo Gabbi, Giulia Iori, Saqib Jafarey, James Porter Financial regulations and bank credit to the real economy Journal of Economic Dynamics and Control, Vol 50, pages 117-143 (2015) http://dx.doi.org/10.1016/j.jedc.2014.07.002 |
| – | Iori, Giulia and Mantegna, Rosario N. and Marotta, Luca and Miccichè, Salvatore and Porter, James and Tumminello, Michele, Networked Relationships in the e-MID Interbank Market: A Trading Model with Memory Journal of Economic Dynamics and Control, Vol 50, pages 98-116 (2015) http://dx.doi.org/10.1016/j.jedc.2014.08.016 |
| – | Gabriele Tedeschi, Giulia Iori, Mauro Gallegati Herding Effects in Order Driven Markets: The Rise and Fall of Gurus Journal of Economic Behaviour and Organization 81 (2012) 82-96. http://dx.doi.org/10.1016/j.jebo.2011.09.006 |
| – | C. Chiarella, G. Iori, J. Perello The impact of heterogeneous trading rules on the limit order book and order flows. Journal of Economic Dynamics and Control, Volume 33, Issue 3, March 2009, Pages 525-537. http://dx.doi.org/10.1016/j.jedc.2008.08.001 |
| – | G. Tedeschi, G. Iori and M. Gallegati The role of communication and imitation in limit order markets Eur. Phys. J. B, 1, 489-497 (2009) http://www.springerlink.com/content/4104048222065m17/ |
| – | R. Carvalho and G. Iori Socio-economic networks with long-range interactions Phys. Rev. E 78, 016110 (2008) http://arxiv.org/abs/0706.0024 |
| – | M. Jeannin, G. Iori, D. Samuel The pinning effect: theory and a simulated microstructure model Quantitative Finance, Volume 8, Issue 8 December 2008, p. 823-831 http://www.tandfonline.com/doi/abs/10.1080/14697680701881763 |
| – | G. Iori, G. de Masi, O. Precup, G. Gabbi G. Caldarelli, A network analysis of the Italian Overnight Money Market, Journal of Economic Dynamics and Control 32, 259-278 (2008). http://dx.doi.org/10.1016/j.jedc.2007.01.032 |
| – | O. Precup and G. Iori, Cross-Correlation Measures in the High-Frequency Domain, European Journal of Finance, 13, 4, 319 - 331, (2007) http://taylorandfrancis.metapress.com/openurl.asp?genre=article&id=doi:10.1080/13518470600813565 |
| – | G. Iori, R. Reno', G. de Masi and G. Caldarelli, Correlation of trading strategies in the Italian interbank market, Physica A, 376, 467-479 (2007), http://dx.doi.org/10.1016/j.physa.2006.10.053 |
| – | Giulia Iori and Ovidiu V. Precup, Weighted network analysis of high frequency cross-correlation measures, Physical Review E, Vol.75, No.3, (2007) http://link.aps.org/abstract/PRE/v75/e036110 |
| – | C. Deissenberg and G. Iori EDITORIAL Journal of Economic Behavior & Organization, Vol. 61, No. 4, (2006) 521-524 http://dx.doi.org/10.1016/j.jebo.2006.05.001 |
| – | G. De Masi, G. Iori and G. Caldarelli, A fitness model for the Italian Interbank Money Market, Phys. Rev. E 74, 066112 (2006), http://link.aps.org/abstract/PRE/v74/e066112 |
| – | G. Iori, S. Jafarey, F. Padilla, Systemic Risk on the Interbank market, Journal of Economic Behaviour and Organization, Vol. 61, No. 4, 525-542 (2006), http://dx.doi.org/10.1016/j.jebo.2004.07.018 |
| – | O. Precup and G. Iori, A Comparison of High-Frequency Cross-Correlation Measures, Physica A, Vol 344/1-2, 252-256 (2004), http://dx.doi.org/10.1016/j.physa.2004.06.127 |
| – | G. Iori, M.G.Daniel, J. D. Farmer, L.Gillemot, S. Krishnamurthy, E. Smith, An analysis of price impact function in order driven markets, Physica A, Vol 324, 146-151 (2003), http://dx.doi.org/10.1016/S0378-4371(02)01888-5 |
| – | Marcus G. Daniels, J. Doyne Farmer, L. Gillemot, Giulia Iori, Eric Smith, Quantitative model of price diffusion and market friction based on trading as a mechanistic random process, Phys. Rev. Lett. Vol 90, No. 10, 108102 (2003), http://link.aps.org/abstract/PRL/v90/e108102 |
| – | G. Iori, A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions, Journal of Economic Behaviour and Organization, Vol. 49, no. 2, 269-285, (2002), http://dx.doi.org/10.1016/S0167-2681(01)00164-0 |
| – | M.Q. Lopez-Salvans, G. Iori, J. Casademunt, and F. Sagues Dynamics of finger arrays in a diffusion-limited growth model in the presence of a drift Physica D, Vol. 164, 127-151, (2002). http://dx.doi.org/10.1016/S0167-2789(01)00387-6 |
| – | C. Chiarella and G. Iori, A Simulation Analysis of the Microstructure of Double Auction Markets, Quantitative Finance, Vol. 2, No 5, 346-353 (2002), http://dx.doi.org/10.1088/1469-7688/2/5/303 |
| – | G. Iori and S. Jafarey, Criticality in a model of banking crisis, Physica A, 299, 205-212 (2001), http://dx.doi.org/10.1016/S0378-4371(01)00297-7 |
| – | E.P.K. Tsang, J. Ki, S. Markose, H. Er, A. Salhi, G.Iori EDDIE In Financial Decision Making The Journal of Management and Economics, Vol 4, No 4 (2000). |
| – | G. Iori A threshold model for stock return volatility and trading volume International Journal of Theoretical and Applied Finance, Vol. 3, No. 3 (2000) 467-472 http://www.doi.org/10.1142/S0219024900000413 |
| – | C.Voeltz, M. Schroter, G.Iori, A. Betat, A. Lange, A. Engel and I.Rehberg, Finger-like patterns in sedimenting water-Sand suspentions. Phys. Rep. 337, 117-138 (2000). http://dx.doi.org/10.1016/S0370-1573(00)00058-2 |
| – | G. Iori Avalanche Dynamics and Trading Friction Effects on Stock Market Returns. Int. J. Mod. Phys. C, 10, 6, 1149-1162, (1999). http://dx.doi.org/10.1142/S0129183199000930 |
| – | G. Iori, J. Casademunt DLA simulation of finger competition in an external driving field Anales de Fisica, 4, 243-244 (1997) |
| – | G. Iori, E. Marinari On the stability of the mean-field spin glass broken phase under non-Hamiltonian perturbations J. Phys. A: Math. Gen. 30 4489-4511 (1997) http://dx.doi.org/10.1088/0305-4470/30/13/007 |
| – | G. Iori, J. Ortin, L. Carrillo Linearly driven Random Field Ising Model: hysteresis and avalanches Anales de Fisica, 4, 245-246 (1997) |
| – | U.M. Bettolo, A. Crisanti, G. Iori A soluble Phase field model Phys. Rev. E. Vol 56, No 1, 77-87 (1997) http://dx.doi.org/10.1103/PhysRevE.56.77 |
| – | J.P.Bouchaud, G.Iori, D.Sornette Real world options: smile and residual risk Risk Vol 9, No 3 (1996) http://www.cfm.fr/papers/9509095.pdf |
| – | T.Garel, G.Iori. H.Orland A variational study of the random-field XY model Phys. Rev. B, Vol 53, No. 6, R2941-R2944 (1996) http://dx.doi.org/10.1103/PhysRevB.53.R2941 |
| – | G.Iori, E.Marinari, G.Parisi Non exponential relaxation time scales in disordered systems: an application to protein dynamics Europhys. Lett. Vol 25, No. 7, (1994) 491-496 http://www.iop.org/EJ/abstract/0295-5075/25/7/003/ |
| – | G.Iori, E.Marinari, G.Parisi Heteropolymer Folding on a APE-100 Supercomputer Int. J. of Mod. Phys. C, Vol 4, No. 6 (1993) 1333-1341 http://www.doi.org/10.1142/S0129183193001051 |
| – | G.Iori Proteins and Random Heteropolymers: an Overview Int. J. of Neural Systems Vol. 3 (Supp. 1992) 201-207 http://www.doi.org/10.1142/S012906579200053X |
| – | G.Iori, E.Marinari, G.Parisi and M.V.Struglia, Statistical Mechanics of Heteropolymer Folding Physica A 185 (1992) 98-103 http://dx.doi.org/10.1016/0378-4371(92)90442-S |
| – | G.Iori, E.Marinari and G.Parisi Random self-interacting chains: a mechanism for protein folding J. Phys A 24 (1991) 5349-5362. http://dx.doi.org/10.1088/0305-4470/24/22/019 |
| – | L.Narici, G.Iori, I.Modena, G.L.Romani, G.Torrioli, R.Traversa and P.M.Rossini Neuromagneting Imaging of Syncronized Mu Activity Advances in Biomagnetism, ed. by Williamson et al. Plenum Press, New York. |