Professor Giulia Iori • City, University of London

Contact details

Address

Professor Giulia Iori D323 , Rhind Building [D]
City, University of London
Northampton Square
London EC1V 0HB
United Kingdom

About
Publications
Professional activities

About

Overview

Professor Iori obtained a BSc and a PhD in Physics from the University of Rome. Before joining City, University of London as a Professor of Economics, she worked at the University of California Santa Cruz, the CEA-Saclay in Paris, the University of Barcelona, the University of Essex and Kings College London.

She has been a leading contributor to the development of an interdisciplinary approach to complexity in financial markets and economic networks and has been a pioneer in applying Agent Based Models to Economics. Her current research interests include: high-frequency financial time series analysis, option pricing and hedging, financial stability, market microstructure and economic networks.

Her research has been funded by the European Commission, the EPSRC, and the British Academy. She was awarded the Lamfalussy Fellowship by the European Central Bank in 2003. She is the Co-Editor of Journal of Economics Dynamics and Control and Journal of Economic Interaction and Coordination. She is the President of the Society for Economic Science with Heterogeneous Interacting Agents, a member of the London Mathematical Society and a member of the Institute of Physics.

Research:

Professor Iori is the author of several publications on leading journals in Economics, Finance and Physics and regularly presents her work at international conferences as a keynote or invited speaker. Her research is interdisciplinary. Her work aims to understand how microlevel interactions of heterogeneous constituents, who react and adapt to each other and the environment they create, lead to the emergence of aggregate dynamics that is non predictable from the behaviour of the individual components. Within this broad area her interests have shifted over the years from applications to protein folding and spin glass models, to pattern formation, and to finance and economics. These apparently different topics all relate in some way to the collective behaviour of heterogeneous agents, where agents can be as diverse as amino-acids in a protein, spins, particle of sands, or human beings.

Teaching:

Professor Iori has taught courses in Financial Engineering, Corporate Finance, Investment, Financial Mathematics, Financial Derivatives and Exotic Options.

Watch Professor Iori's interview with FOC:
https://www.youtube.com/watch?v=BSW7_L7ZrH4

Qualifications

Executive PG Diploma in Leadership, Bayes Business School, UK, Sep 2019 – Jun 2022
PhD Theoretical Physics, Università degli Studi di Roma Sapienza, Italy, 1993
Laurea (4 years) Physics, Università degli Studi di Roma Tor Vergata, Italy, 1990

Administrative roles

Associate Dean Employability, Engagement and Enterprise, City, University of London, Aug 2022 – present
Head of Department, Department of Economics, City, Aug 2017 – Aug 2020
Chair of City Athena Swan Implementation group, City, University of London, 2017 – 2019
Member of City Academic Governance Committee, City, University of London, 2017 – 2018
Chair of City Gender Equality Working Group, City, University of London, 2015 – 2017
Chair of City Athena Swan Self-Assessment Team, City, University of London, 2015 – 2017
Elected member of City Academic Senate, City, University of London, 2012 – 2018

Employment

Professor of Economics, City, University of London, Jan 2005 – present
Reader in Applied Mathematics, King's College London, Sep – Dec 2004
Lecturer of Financial Mathematics, King's College School, Aug 2000 – Aug 2004
Lecturer of Finance, University of Essex, Sep 1998 – Jul 2000
Postdoctoral Fellow, Univrsity of Barcellona, Jan 1997 – Sep 1998
Postdoctoral Fellow, Università di Roma, La Sapienza, Oct 1995 – Dec 1996
Postdoctoral Fellow, Cea-Saclay, Nov 1993 – Oct 1995

Languages

English (can read, write, speak, understand spoken and peer review), French (can read, speak, understand spoken and peer review), Italian (can read, write, speak, understand spoken and peer review) and Spanish; Castilian (can read, speak, understand spoken and peer review).

Publications

Featured publications

Gurgone, A. and Iori, G. (2022). Macroprudential capital buffers in heterogeneous banking networks: insights from an ABM with liquidity crises. The European Journal of Finance, 28(13-15), pp. 1399–1445. doi:10.1080/1351847x.2021.1976664.
[publisher’s website]
Recchioni, M.C., Iori, G., Tedeschi, G. and Ouellette, M.S. (2021). The complete Gaussian kernel in the multi-factor Heston model: Option pricing and implied volatility applications. European Journal of Operational Research, 293(1), pp. 336–360. doi:10.1016/j.ejor.2020.11.050.
[publisher’s website]
Gurgone, A., Iori, G. and Jafarey, S. (2018). The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model. Journal of Economic Dynamics and Control. doi:10.1016/j.jedc.2018.03.006.
Temizsoy, A., Iori, G. and Montes-Rojas, G. (2017). Network centrality and funding rates in the e-MID interbank market. Journal of Financial Stability, 33, pp. 346–365. doi:10.1016/j.jfs.2016.11.003.
[publisher’s website]
Temizsoy, A., Iori, G. and Montes-Rojas, G. (2015). The role of bank relationships in the interbank market. Journal of Economic Dynamics and Control, 59, pp. 118–141. doi:10.1016/j.jedc.2015.07.008.
[publisher’s website]
Kovaleva, P. and Iori, G. (2015). The impact of reduced pre-trade transparency regimes on market quality. Journal of Economic Dynamics and Control, 57, pp. 145–162. doi:10.1016/j.jedc.2015.05.011.
[publisher’s website]
Iori, G., Kapar, B. and Olmo, J. (2015). Bank characteristics and the interbank money market: a distributional approach. Studies in Nonlinear Dynamics & Econometrics, 19(3), pp. 249–283. doi:10.1515/snde-2014-0030.
[publisher’s website]
Hatzopoulos, V., Iori, G., Mantegna, R.N., Miccichè, S. and Tumminello, M. (2015). Quantifying preferential trading in the e-MID interbank market. Quantitative Finance, 15(4), pp. 693–710. doi:10.1080/14697688.2014.969889.
[publisher’s website]
Iori, G., Mantegna, R.N., Marotta, L., Miccichè, S., Porter, J. and Tumminello, M. (2015). Networked relationships in the e-MID interbank market: A trading model with memory. Journal of Economic Dynamics and Control, 50, pp. 98–116. doi:10.1016/j.jedc.2014.08.016.
[publisher’s website]
Gabbi, G., Iori, G., Jafarey, S. and Porter, J. (2015). Financial regulations and bank credit to the real economy. Journal of Economic Dynamics and Control, 50, pp. 117–143. doi:10.1016/j.jedc.2014.07.002.
[publisher’s website]
Tedeschi, G., Iori, G. and Gallegati, M. (2012). Herding Effects in Order Driven Markets: The Rise and Fall of Gurus. Journal of Economic Behaviour and Organization 81, 81, pp. 82–96. doi:10.1016/j.jebo.2011.09.006.
Chiarella, C., Iori, G. and Perelló, J. (2009). The impact of heterogeneous trading rules on the limit order book and order flows. Journal of Economic Dynamics and Control, 33(3), pp. 525–537. doi:10.1016/j.jedc.2008.08.001.
Jeannin, M., Iori, G. and Samuel, D. (2008). Modeling stock pinning. Quantitative Finance, 8(8), pp. 823–831. doi:10.1080/14697680701881763.
Carvalho, R. and Iori, G. (2008). Socioeconomic networks with long-range interactions. Phys Rev E Stat Nonlin Soft Matter Phys, 78(1 Pt 2), p. 16110. doi:10.1103/PhysRevE.78.016110.
Iori, G., De Masi, G., Precup, O.V., Gabbi, G. and Caldarelli, G. (2008). A network analysis of the Italian overnight money market. Journal of Economic Dynamics and Control, 32(1), pp. 259–278. doi:10.1016/j.jedc.2007.01.032.
Precup, O.V. and Iori, G. (2007). Cross-correlation measures in the high-frequency domain. European Journal of Finance, 13(4), pp. 319–331. doi:10.1080/13518470600813565.
Iori, G., Renò, R., De Masi, G. and Caldarelli, G. (2007). Trading strategies in the Italian interbank market. Physica A: Statistical Mechanics and its Applications, 376(1-2), pp. 467–479. doi:10.1016/j.physa.2006.10.053.
Iori, G. and Precup, O.V. (2007). Weighted network analysis of high-frequency cross-correlation measures. Phys Rev E Stat Nonlin Soft Matter Phys, 75(3 Pt 2), p. 36110. doi:10.1103/PhysRevE.75.036110.
De Masi, G., Iori, G. and Caldarelli, G. (2006). Fitness model for the Italian interbank money market. Phys Rev E Stat Nonlin Soft Matter Phys, 74(6 Pt 2), p. 66112. doi:10.1103/PhysRevE.74.066112.
Iori, G., Jafarey, S. and Padilla, F.G. (2006). Systemic risk on the interbank market. Journal of Economic Behavior and Organization, 61(4), pp. 525–542. doi:10.1016/j.jebo.2004.07.018.
Precup, O. and Iori, G. (2004). A Comparison of High-Frequency Cross-Correlation Measures. Physica A, 344(1-2), pp. 252–256.
Daniels, M.G., Farmer, J.D., Gillemot, L., Iori, G. and Smith, E. (2003). Quantitative model of price diffusion and market friction based on trading as a mechanistic random process. Phys Rev Lett, 90(10), p. 108102. doi:10.1103/PhysRevLett.90.108102.
Iori, G. (2002). A microsimulation of traders activity in the stock market: The role of heterogeneity, agents' interactions and trade frictions. Journal of Economic Behavior and Organization, 49(2), pp. 269–285. doi:10.1016/S0167-2681(01)00164-0.
Iori, G. and Tedeschi, G. Herding Effects in Order Driven Markets: The Rise and Fall of Gurus.
Alfarno, S., Banal-Estanol, A., Camacho, E., Iori, G. and Kapar, B. (2019). Centralized vs Decentralized Markets in the Laboratory: The Role of Connectivity. City, University of London.

Publications by category

Chapters (12)

Gurgone, A. and Iori, G. (2021). A Multi-agent Methodology to Assess the Effectiveness of Systemic Risk-Adjusted Capital Requirements. Dynamic Modeling and Econometrics in Economics and Finance (pp. 177–204). Springer International Publishing. ISBN 978-3-030-52969-7.
Iori, G. and Mantegna, R.N. (2018). Complex Financial Networks. In Hommes, C. and LeBaron, B. (Eds.), Handbook of Computational Economics Elsevier.
Iori, G. and Porter, J. (2018). Agent-Based Modelling for Financial Markets. In Chen, S.-.H., Kaboudan, M. and Du, Y.-.R. (Eds.), The Oxford Handbook of Computational Economics and Finance Oxford University Press. ISBN 978-0-19-984437-1.
Grilli, R., Iori, G., Stamboglis, N. and Tedeschi, G. (2017). A Networked Economy: A Survey on the Effect of Interaction in Credit Markets. Introduction to Agent-Based Economics (pp. 229–252). Elsevier.
Kovaleva, P. and Iori, G. (2014). Heterogeneous Beliefs and Quote Transparency in an Order-Driven Market. Nonlinear Economic Dynamics and Financial Modelling (pp. 163–181). Springer International Publishing. ISBN 978-3-319-07469-6.
Iori, G. and Deissenberg, C. (2008). An analysis of Settlement Risk Contagion in Alternative Securities Settlement Architectures. In Kontoghiorghes, E.J., Rustem, B. and Winker, P. (Eds.), Computational Methods in Financial Engineering Springer Verlag. ISBN 978-3-540-77957-5.
Iori, G. and Mattiussi, V. (2008). Currency futures volatility during the 1997 East Asian crisis: an application of Fourier analysis. In Goss, B.A. (Ed.), Debt, risk and liquidity in futures markets Psychology Press. ISBN 978-0-415-40001-5.
Farmer, J.D., Gillemot, L., Iori, G., Krishnamurthy, S., Smith, D.E. and Daniels, M.G. (2006). A random order placement model of price formation in the continuous double auction. (p. 133). ISBN 0-19-516258-7.
Farmer, J.D., Gillemot, L., Iori, G., Krishnamurthy, S., Smith, D.E. and Daniels, M.G. (2005). A Random Order Placement Model of Price Formation in the Continuous Double Auction. The Economy as an Evolving Complex System, III: Current Perspectives and Future Directions ISBN 978-0-19-516259-2.
Iori, G. (2000). Scaling and Multi-scaling in Financial Markets.
Iori, G. and Koulovassilopoulos, V. (2000). Patterns of consumption in a discrete choice model with asymmetric
interactions.
Narici, L., Iori, G., Modena, I., Romani, G.L., Torrioli, G., Traversa, R. … Rossini, P.M. (1989). Neuromagneting Imaging of Syncronized Mu Activity. In Williamson, S.J. (Ed.), Advances in biomagnetism Plenum Pub Corp.

Conference papers and proceedings (3)

Temizsoy, A., Iori, G. and Montes-Rojas, G. (2015). Importance of Network Position in the Interbank Market.
De Masi, G., Iori, G. and Caldarelli, G. (2007). The Italian Interbank Network: Statistical properties and a simple model. doi:10.1117/12.727064
Precup, O. and Iori, G. (2004). A Comparison of High-Frequency Cross-Correlation Measures.

Internet publication

Iori, G. Home Page.

Journal articles (43)

Banal-Estañol, A., Jofre-Bonet, M., Iori, G., Maynou, L., Tumminello, M. and Vassallo, P. (2023). Performance-based research funding: Evidence from the largest natural experiment worldwide. Research Policy, 52(6), pp. 104780–104780. doi:10.1016/j.respol.2023.104780.
[publisher’s website]
Gabbi, G. and Iori, G. (2022). New measures for a new normal in finance and risk management. The European Journal of Finance, 28(13-15), pp. 1257–1262. doi:10.1080/1351847x.2022.2057808.
[publisher’s website]
Caccioli, F., Di Matteo, T., Iori, G., Jafarey, S., Livan, G. and Righi, S. (2022). Introduction to the special issue on the 24th annual Workshop on Economic science with Heterogeneous Interacting Agents, London, 2019 (WEHIA 2019). Journal of Economic Interaction and Coordination, 17(2), pp. 401–404. doi:10.1007/s11403-022-00354-9.
[publisher’s website]
Steinbacher, M., Raddant, M., Karimi, F., Camacho Cuena, E., Alfarano, S., Iori, G. … Lux, T. (2021). Advances in the agent-based modeling of economic and social behavior. SN Business & Economics, 1(7). doi:10.1007/s43546-021-00103-3.
[publisher’s website]
Kapar, B., Iori, G., Gabbi, G. and Germano, G. (2020). Market microstructure, banks’ behaviour and interbank spreads: evidence after the crisis. Journal of Economic Interaction and Coordination, 15(1), pp. 283–331. doi:10.1007/s11403-019-00248-3.
[publisher’s website]
Iori, G. and Mantegna, R.N. (2018). Empirical Analyses of Networks in Finance. pp. 637–685. doi:10.1016/bs.hescom.2018.02.005.
[publisher’s website]
Iori, G., Politi, M., Germano, G. and Gabbi, G. (2016). Banks’ strategies and cost of money: Effects of the financial crisis
on the European electronic overnight interbank market. The Journal of Financial Management, Markets and Institutions, 3(2), pp. 179–202. doi:10.12831/82212.
Hommes, C. and Iori, G. (2015). Introduction special issue crises and complexity. Journal of Economic Dynamics and Control, 50, pp. 1–4. doi:10.1016/j.jedc.2014.09.026.
[publisher’s website]
Tedeschi, G., Iori, G. and Gallegati, M. (2009). The role of communication and imitation in limit order markets. EUROPEAN PHYSICAL JOURNAL B, 71(4), pp. 489–497. doi:10.1140/epjb/e2009-00337-6.
Tedeschi, G., Iori, G. and Gallegati, M. (2009). The role of communication and imitation in limit order markets. European Physical Journal B pp. 1–9.
Iori, G., De Masi, G., Precup, O.V., Gabbi, G. and Caldarelli, G. (2008). A network analysis of the Italian overnight money market. , 32(1), pp. 259–278.
Iori, G. (2007). Measuring volatility and correlations with high-frequency data. Proceedings of SPIE - The International Society for Optical Engineering, 6601. doi:10.1117/12.724598.
Iori, G., Renò, R., De Masi, G. and Caldarelli, G. (2007). Trading strategies in the Italian interbank market. , 376(C), pp. 467–479.
Deissenberg, C. and Iori, G. (2006). Special issue: Complexity: Aix-en-Provence, 2003 - Introduction. JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION, 61(4), pp. 521–524. doi:10.1016/j.jebo.2006.05.001.
Iori, G., Daniels, M.G., Farmer, J.D., Gillemot, L., Krishnamurthy, S. and Smith, E. (2003). An analysis of price impact function in order-driven markets. Physica A: Statistical Mechanics and its Applications, 324(1-2), pp. 146–151. doi:10.1016/S0378-4371(02)01888-5.
Iori, G. (2003). An introduction to high-frequency finance. QUANTITATIVE FINANCE, 3(2). doi:10.1088/1469-7688/3/2/702.
Iori, G. (2003). A close look at market microstructure. Quantitative Finance, 3(2).
López-Salvans, M.Q., Casademunt, J., Iori, G. and Sagués, F. (2002). Dynamics of finger arrays in a diffusion-limited growth model with a drift. Physica D: Nonlinear Phenomena, 164(3-4), pp. 127–151. doi:10.1016/S0167-2789(01)00387-6.
Chiarella, C. and Iori, G. (2002). A Simulation Analysis of the Microstructure of Double Auction Markets. Quantitative Finance, 2(5), pp. 346–353.
Iori, G. and Jafarey, S. (2001). Criticality in a model of banking crises. Physica A: Statistical Mechanics and its Applications, 299(1-2), pp. 205–212. doi:10.1016/S0378-4371(01)00297-7.
Iori, G. (2000). A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions. .
Völtz, C., Schröter, M., Iori, G., Betat, A., Lange, A., Engel, A. … Rehberg, I. (2000). Finger-like patterns in sedimenting water-sand suspensions. Physics Report, 337(1-2), pp. 117–138. doi:10.1016/S0370-1573(00)00058-2.
Tsang, E.P.K., Ki, J., MArkose, S., Er, H., Salhi, A. and Iori, G. (2000). EDDIE In Financial Decision Making. The Journal of Management and Economics, 4(4).
Iori, G. (2000). A threshold model for stock return volatility and trading volume. International Journal of Theoretical and Applied Finance, 3(3), pp. 467–472.
IORI, G. (2000). A THRESHOLD MODEL FOR STOCK RETURN VOLATILITY AND TRADING VOLUME. International Journal of Theoretical and Applied Finance, 03(03), pp. 467–472.
Iori, G. and Koulovassilopoulos, V. (1999). Patterns of consumption in socio-economic models with heterogeneous
interacting agents. .
Iori, G. (1999). Avalanche dynamics and trading fRICTIon effects on stock market returns. International Journal of Modern Physics C, 10(6), pp. 1149–1162. doi:10.1142/S0129183199000930.
IORI, G. (1999). AVALANCHE DYNAMICS AND TRADING FRICTION EFFECTS
ON STOCK MARKET RETURNS. International Journal of Modern Physics C, 10(06), pp. 1149–1162.
IORI, G. (1999). AVALANCHE DYNAMICS AND TRADING FRICTION EFFECTS ON STOCK MARKET RETURNS. International Journal of Modern Physics C, 10(06), pp. 1149–1162.
Iori, G. and Marinari, E. (1997). On the stability of the mean-field spin glass broken phase under non-Hamiltonian perturbations. Journal of Physics A: Mathematical and General, 30(13), pp. 4489–4511. doi:10.1088/0305-4470/30/13/007.
Marini Bettolo Marconi, U., Crisanti, A. and Iori, G. (1997). Soluble phase field model. Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics, 56(1 SUPPL. A), pp. 77–87. doi:10.1103/physreve.56.77.
Iori, G. (1997). DLA simulation of finger competition in an external driving field. Anales de Fisica, 4, pp. 243–244.
Iori, G., Ortin, J. and Carrillo, L. (1997). Linearly driven Random Field Ising Model: hysteresis and avalanches. Anales de Fisica, 4, pp. 245–246.
Garel, T., Iori, G. and Orland, H. (1996). Variational study of the random-field XY model. Phys Rev B Condens Matter, 53(6). doi:10.1103/physrevb.53.r2941.
Bouchaud, J.-.P., Iori, G. and Sornette, D. (1995). Real-world options: smile and residual risk. Risk, 9(3), pp. 61–63.
Iori, G., Marinari, E. and Parisi, G. (1994). Non-exponential relaxation time scales in disordered systems: An application to protein dynamics. EPL, 25(7), pp. 491–496. doi:10.1209/0295-5075/25/7/003.
IORI, G., MARINARI, E. and PARISI, G. (1993). HETEROPOLYMER FOLDING ON A APE-100 SUPERCOMPUTER. INTERNATIONAL JOURNAL OF MODERN PHYSICS C-PHYSICS AND COMPUTERS, 4(6), pp. 1333–1341. doi:10.1142/S0129183193001051.
IORI, G., MARINARI, E. and PARISI, G. (1993). HETEROPOLYMER FOLDING ON A APE-100 SUPERCOMPUTER. International Journal of Modern Physics C, 04(06), pp. 1333–1341.
IORI, G., MARINARI, E. and PARISI, G. (1993). HETEROPOLYMER FOLDING ON A APE-100 SUPERCOMPUTER. International Journal of Modern Physics C, 04(06), pp. 1333–1341.
Iori, G., Marinari, E., Parisi, G. and Vittoria Struglia, M. (1992). Statistical mechanics of heteropolymer folding. Physica A: Statistical Mechanics and its Applications, 185(1-4), pp. 98–103. doi:10.1016/0378-4371(92)90442-S.
Iori, G. (1992). Proteins and Random Heteropolymers: an Overview. Int. J. Neural Syst., 3, pp. 201–207.
Iori, G., Marinari, E., Parisi, G. and Vittoria Struglia, M. (1992). Statistical mechanics of heteropolymer folding. , 185(1), pp. 98–103.
Ion, G., Marinari, E. and Parisi, G. (1991). Random self-interacting chains; a mechanism for protein folding. Journal of Physics A: Mathematical and General, 24(22), pp. 5349–5362. doi:10.1088/0305-4470/24/22/019.

Report

Temizsoy, A., Iori, G. and Montes-Rojas, G. (2016). Network Centrality and Funding Rates in the e-MID Interbank Market. London, UK: City, University of London.

Scholarly editions (15)

Hatzopoulos, V., Iori, G., Mantegna, R., Micciche, S. and Tumminello, M. (2013). Quantifying preferential trading in the e-MID interbank market.
Iori, G., Reno, R., de Masi, G. and Caldarelli, G. (2006). Trading strategies in the Italian interbank market.
Iori, G., Jafarey, S. and Padilla, F. (2003). Interbank Lending, Reserve Requirements and Systemic Risk.
Iori, G. (1999). A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions.
Iori, G. SCALING AND MULTI-SCALING ANALYSIS IN A MARKET MODEL WITH ENDOGENOUS THRESHOLD DYNAMICS.
Padilla, F.G. and Iori, G. Contagion in a heterogeneous inter bank market model.
Iori, G. and Chiarella, C. A simple microstructure model of double auction markets.
Iori, G. and Precup, O. The Microstructure of the Italian Overnight Money Market.
Daniels, M.G., Farmer, J.D., Iori, G. and Smith, E. Demand Storage, Market Liquidity, and Price Volatility.
Jeannin, M., Iori, G. and Samuel, D. Modeling Stock Pinning.
Iori, G., Reno', R., De Masi, G. and Caldarelli, G. Trading strategies in the Italian interbank market.
Chiarella, C., Iori, G. and Perello, J. The Impact of Heterogeneous Trading Rules on the Limit Order Book and
Order Flows.
Iori, G. Scaling and Multi-scaling in Financial Markets.
Iori, G., Mantegna, R.N., Marotta, L., Micciche', S., Porter, J. and Tumminello, M. Networked relationships in the e-MID Interbank market: A trading model
with memory.
Iori, G. An analysis of systemic risk in alternative securities settlement architectures.

Working papers (18)

Gurgone, A. and Iori, G. (2021). A Multi-agent Methodology to Assess the Effectiveness of Systemic Risk-Adjusted Capital Requirements.
Recchioni, M.C., Tedeschi, G., Ouellette, M.S. and Iori, G. (2019). Why do financial markets asymmetrically smile? A simple formula in the multi-factor Heston model.
Iori, G. and Porter, J. (2012). Agent-Based Modelling for Financial Markets. London, UK: City, University of London.
Iori, G., Kapar, B. and Olmo, J. (2012). The Cross-Section of Interbank Rates: A Nonparametric Empirical Investigation. London, UK: City, University of London.
Kovaleva, P. and Iori, G. (2012). Optimal Trading Strategies in a Limit Order Market with Imperfect Liquidity. London, UK: City, University of London.
Hatzopoulos, V. and Iori, G. (2012). Information theoretic description of the e-Mid interbank market: implications for systemic risk. London, UK: City, University of London.
Iori, G. and Tedeschi, G. (2010). Herding effects in order driven markets: The rise and fall of gurus. London, UK: City, University of London.
Chiarella, C., Iori, G. and Perello, J. (2008). The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows. London, UK: City, University of London.
Iori, G. and Deissenberg, C. (2008). An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architecture. London, UK: City, University of London.
Carvalho, R. and Iori, G. (2007). Socioeconomic networks with long-range interactions. London, UK: City, University of London.
Jeannin, M., Iori, G. and Samuel, D. (2006). Modeling stock pinning. London, UK: City, University of London.
de Masi, G., Iori, G. and Caldarelli, G. (2006). A fitness model for the Italian interbank money market. London, UK: City, University of London.
Iori, G. and Precup, O.V. (2006). Weighted network analysis of high frequency cross-correlation measures. London, UK: City, University of London.
Mattiussi, V. and Iori, G. (2006). Currency futures volatility during the 1997 East Asian crisis: an application of Fourier analysis. London, UK: City, University of London.
Iori, G., Renò, R., Masi, G.D. and Caldarelli, G. (2006). Trading strategies in the Italian Interbank Market. London, UK: City, University of London.
Iori, G., Masi, G.D., Precup, O.V., Gabbi, G. and Caldarelli, G. (2005). A network analysis of the Italian oversight money market. London, UK: City, University of London.
Precup, O.V. and Iori, G. (2005). Cross-correlation measures in the high-frequency domain. London, UK: City, University of London.
Masi, G.D., Iori, G. and Caldarelli, G. A fitness model for the Italian Interbank Money Market.

Other (4)

Mattiussi, V., Tumminello, M., Iori, G. and Mantegna, R.N. Comparing correlation matrix estimators via Kullback-Leibler divergence.
Politi, M., Iori, G., Germano, G. and Gabbi, G. The response of the European interbank market to the financial turmoil.
Iori, G., Lillywhite, S., Souza, M.O. and Zubelli, J. Pricing Optionalities in Rig Lease Contracts.
Iori, G., Padilla, F. and Zervos, M. Optimal limit order strategies.

Professional activities

Editorial activity

Co-Editor for Journal of Economic Dynamics and Control (since 2020).
Co-Editor for Journal of Economic Interaction and Coordination (since 2019).
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).
Associate Editor Journal of Economic Interaction and Coordination (2015-2019)., Editorial Activity.

Other (4)

President, Socierty of Economic Science with Heterogeneous Interacting Agents (ESHIA) (Jul 2022 – present).
Membership of Professional Societies: , 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). (Jul 2022 – present).
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..
Visiting Appointments: , 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) - London School of Economics, Systemic Risk Centre, London, UK (January-June 2012) - Bank of England, Markets, Sectors and Interlinkages Division, London, UK (January-June 2012) - IMPA, Rio de Janeiro, Brasil, (March-June, 2009) - University of Innsbruck, Austria, (21-28 January, 2009) - European Central Bank, Frankfurt, Germany, (20-29 October 2003) - University of Technology, Sydney, Australia, (1-15 August 2003, November 2000-January 2001) - Helsinki University of Technology, Finland (10-20 July 2003) - ICTP, Trieste, Italy (1-12 April 2003, 1-15 April 2002, 10-15 April 2005) - Palermo University, Italy, (6-17 January 2003) - Santa Fe Institute, New Mexico (2-8 July 2001, August 2001).