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Professor Giulia Iori

Professor in Economics

School of Arts and Social Sciences Department of Economics

Contact details

Address

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

About

Overview

Professor Iori obtained a BSc and a PhD in Physics from the University of Rome. Between 1993 and 1998 she was a research fellow in theoretical physics at the University of California Santa Cruz, the CEA-Saclay in Paris and the University of Barcelona.

Before joining City University London as a Professor of Economics, she worked at the University of Essex and at Kings College London. She taught courses in Financial Engineering, Corporate Finance, Investment, Financial Mathematics, Financial Derivatives and Exotic Options.

Her current research interests include: high-frequency financial time series analysis, option pricing and hedging, risk evaluation, market microstructure and complexity in economic networks. Professor Iori is principal investigator on a large grant from the EU.

Professor Iori is the leader of one of the groups in Forecasting Financial Crises (FOC), a European scientific project aimed at understanding and forecasting systemic risk and global financial instabilities.

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


Employment

09/2004 - 12/2004 King's College London, UK, Reader of Applied Mathematics
08/2000 - 08/2004 King's College London, UK, Lecturer of Financial Mathematics
09/1998 - 07/2000 University of Essex Colchester, UK, Lecturer of Finance
01/1997 - 09/1998 Universitat de Barcelona Spain, TMR Postdoctoral Fellow
10/1995 - 12/1996 Università di Roma, La Sapienza, Italy, Postdoctoral Fellow
11/1993 - 10/1995 SPHT, Cea-Saclay, Paris, France, Marie Curie Postdoctoral Fellow

Qualifications

  1. PhD Theoretical Physics, Università degli Studi di Roma Unitelma Sapienza, Italy, 1993
  2. Laurea (4 years) Physics, Università degli Studi di Roma Tor Vergata, Italy, 1990

Research

Professor Iori's current research is mostly focused on issues in market microstructure, financial stability and systemic risk. She has been doing theoretical, empirical and numerical work (Agent Based models) in these areas. Her work has an interdisciplinary flavour as she has been using models and methods from statistical physics and financial mathematics to address important economic questions.

Publications

Featured publications

  1. Iori, G. and Mantegna, R.N. (2018). Empirical Analyses of Networks in Finance. pp. 637–685. doi:10.1016/bs.hescom.2018.02.005.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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). doi:10.1515/snde-2014-0030.
  10. 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.
  11. 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.
  12. 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.
  13. Jeannin, M., Iori, G. and Samuel, D. (2008). Modeling stock pinning. Quantitative Finance, 8(8), pp. 823–831. doi:10.1080/14697680701881763.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. Precup, O. and Iori, G. (2004). A Comparison of High-Frequency Cross-Correlation Measures. Physica A, 344(1-2), pp. 252–256.
  22. 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.
  23. 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.
  24. 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.
  25. 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 (11)

  1. Iori, G. and Mantegna, R.N. (2018). Complex Financial Networks. In Hommes, C. and LeBaron, B. (Eds.), Handbook of Computational Economics Elsevier.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. Iori, G. (2000). Scaling and Multi-scaling in Financial Markets.
  10. Iori, G. and Koulovassilopoulos, V. (2000). Patterns of consumption in a discrete choice model with asymmetric
    interactions.
  11. 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)

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

Internet publication

  1. Iori, G. Home Page.

Journal articles (37)

  1. Gurgone, A. and Iori, G. (2021). Macroprudential capital buffers in heterogeneous banking networks: insights from an ABM with liquidity crises. The European Journal of Finance pp. 1–47. doi:10.1080/1351847x.2021.1976664.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. Iori, G., Renò, R., De Masi, G. and Caldarelli, G. (2007). Trading strategies in the Italian interbank market. , 376(C), pp. 467–479.
  9. 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.
  10. 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.
  11. Iori, G. (2003). An introduction to high-frequency finance. QUANTITATIVE FINANCE, 3(2). doi:10.1088/1469-7688/3/2/702.
  12. Iori, G. (2003). A close look at market microstructure. Quantitative Finance, 3(2).
  13. 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.
  14. Chiarella, C. and Iori, G. (2002). A Simulation Analysis of the Microstructure of Double Auction Markets. Quantitative Finance, 2(5), pp. 346–353.
  15. 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.
  16. Iori, G. (2000). A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions. .
  17. 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.
  18. 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).
  19. 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.
  20. 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.
  21. 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.
  22. IORI, G. (1999). AVALANCHE DYNAMICS AND TRADING FRICTION EFFECTS
    ON STOCK MARKET RETURNS.     International Journal of Modern Physics C, 10(06), pp. 1149–1162.
  23. IORI, G. (1999). AVALANCHE DYNAMICS AND TRADING FRICTION EFFECTS ON STOCK MARKET RETURNS. International Journal of Modern Physics C, 10(06), pp. 1149–1162.
  24. 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.
  25. 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.
  26. Iori, G. (1997). DLA simulation of finger competition in an external driving field. Anales de Fisica, 4, pp. 243–244.
  27. Iori, G., Ortin, J. and Carrillo, L. (1997). Linearly driven Random Field Ising Model: hysteresis and avalanches. Anales de Fisica, 4, pp. 245–246.
  28. 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.
  29. Bouchaud, J.-.P., Iori, G. and Sornette, D. (1995). Real-world options: smile and residual risk. Risk, 9(3), pp. 61–63.
  30. 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.
  31. 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.
  32. 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.
  33. 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.
  34. 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.
  35. Iori, G. (1992). Proteins and Random Heteropolymers: an Overview. Int. J. Neural Syst., 3, pp. 201–207.
  36. Iori, G., Marinari, E., Parisi, G. and Vittoria Struglia, M. (1992). Statistical mechanics of heteropolymer folding. , 185(1), pp. 98–103.
  37. 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

  1. 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)

  1. Hatzopoulos, V., Iori, G., Mantegna, R., Micciche, S. and Tumminello, M. (2013). Quantifying preferential trading in the e-MID interbank market.
  2. Iori, G., Reno, R., de Masi, G. and Caldarelli, G. (2006). Trading strategies in the Italian interbank market.
  3. Iori, G., Jafarey, S. and Padilla, F. (2003). Interbank Lending, Reserve Requirements and Systemic Risk.
  4. Iori, G. (1999). A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions.
  5. Iori, G. SCALING AND MULTI-SCALING ANALYSIS IN A MARKET MODEL WITH ENDOGENOUS THRESHOLD DYNAMICS.
  6. Padilla, F.G. and Iori, G. Contagion in a heterogeneous inter bank market model.
  7. Iori, G. and Chiarella, C. A simple microstructure model of double auction markets.
  8. Iori, G. and Precup, O. The Microstructure of the Italian Overnight Money Market.
  9. Daniels, M.G., Farmer, J.D., Iori, G. and Smith, E. Demand Storage, Market Liquidity, and Price Volatility.
  10. Jeannin, M., Iori, G. and Samuel, D. Modeling Stock Pinning.
  11. Iori, G., Reno', R., De Masi, G. and Caldarelli, G. Trading strategies in the Italian interbank market.
  12. Chiarella, C., Iori, G. and Perello, J. The Impact of Heterogeneous Trading Rules on the Limit Order Book and
    Order Flows.
  13. Iori, G. Scaling and Multi-scaling in Financial Markets.
  14. 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.
  15. Iori, G. An analysis of systemic risk in alternative securities settlement architectures.

Working papers (16)

  1. Iori, G. and Gurgone, A. (2019). A multi-agent methodology to assess the effectiveness of alternative systemic risk adjusted capital requirements. London, UK: Department of Economics, City, University of London.
  2. Iori, G. and Porter, J. (2012). Agent-Based Modelling for Financial Markets. London, UK: City, University of London.
  3. Iori, G., Kapar, B. and Olmo, J. (2012). The Cross-Section of Interbank Rates: A Nonparametric Empirical Investigation. London, UK: City, University of London.
  4. Kovaleva, P. and Iori, G. (2012). Optimal Trading Strategies in a Limit Order Market with Imperfect Liquidity. London, UK: City, University of London.
  5. 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.
  6. Iori, G. and Tedeschi, G. (2010). Herding effects in order driven markets: The rise and fall of gurus. London, UK: City, University of London.
  7. 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.
  8. Iori, G. and Deissenberg, C. (2008). An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architecture. London, UK: City, University of London.
  9. Carvalho, R. and Iori, G. (2007). Socioeconomic networks with long-range interactions. London, UK: City, University of London.
  10. Jeannin, M., Iori, G. and Samuel, D. (2006). Modeling stock pinning. London, UK: City, University of London.
  11. de Masi, G., Iori, G. and Caldarelli, G. (2006). A fitness model for the Italian interbank money market. London, UK: City, University of London.
  12. Iori, G. and Precup, O.V. (2006). Weighted network analysis of high frequency cross-correlation measures. London, UK: City, University of London.
  13. 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.
  14. Iori, G., Renò, R., Masi, G.D. and Caldarelli, G. (2006). Trading strategies in the Italian Interbank Market. London, UK: City, University of London.
  15. 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.
  16. Precup, O.V. and Iori, G. (2005). Cross-correlation measures in the high-frequency domain. London, UK: City, University of London.

Other (4)

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

Professional activities

Editorial activity (2)

  1. Associate Editor for Journal of Economic Behaviour and Organization (2005-2014)..
  2. Associate Editor, Journal of Economic Dynamics and Control, since 2014.

Event/conference

  1. Chair of the Organizing Commettee of 16th Conference in Computational Economics and Finance,. City University London (2010).

Other (2)

  1. Conference Organization
    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; Co-organizer of the 3rd Conference on Complex Behaviour in Economics: Modeling, Computing, and Mastering Complexity, Aix en Provence, 17-21 May 2006. Chair of the organizing committe of the 16th Conference in Computational Economics and Finance, London July 2010.

    Editorial Activity
    Associate Editor for Journal of Economic Behaviour and Organization
    (since 2005). Associate Editor for Journal of Economic Dynamics and Control
    (since 2013). Associate Editor for Journal of Financial Management, Markets
    and Institutions (since 2012).
    Guest Editor (with Professor C. Deissenberg) for a special issue of Journal of Economic Behaviour and Organization (forthcoming, 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.

    Referee activity
    Referee service for Physical Review Letters, Physical Review E, Physica A, European Physical Journal, Journal of Economic Behaviour and Organization, Computational Economics, Quantitative Finance, International Journal of Theoretical and Applied Finance, Advances in Complex Systems, Studies in Non-linear Dynamics and Econometrics, Proceedings of the Royal Society, Journal of Banking and Finance, Journal of Economic Dynamics and Control,
    Journal on money credit and banking, Studies in Non-linear Dynamics and Econometrics.

    Expert evaluator activity
    Grant evaluator for the EPSRC,the ESRC, the Leverhulme Trust, the British Council; Expert Evaluator for European Commission (Programmes Marie Curie and NEST, 2004, 2005, 2006), Cineca.
    Selected by the Italian National Agency for the Evaluation of Universities and Research Institutes (ANVUR) as eligible Member of the Italian Committees granting the National Scientific Qualification. Candidates have to be Full Professors complying with criteria of scientific excellence. They need to be positioned in the best 50% of the distribution of scientific productivity indicators, as defined by ANVUR. For each field of research, the Italian Ministry of Education, University and Research will randomly extract among them the member that will actually participate to the Committee.


    Membership of Scientific Committees of conferences
    8th International Conference on Computing in Economics and Finance, Aix- Marselle June 27-29 2002; 11th Annual Symposium of the Society for Non-linear Dynamics and Econometrics, Florence, March 11-13 2003; 2nd conference on Complex Behaviour in Economics: Modeling, Computing, and Mastering Complexity, Aix en Provence, 8-11 May 2003; WEHIA 2005, June 12-15, University of Essex; GRID in Finance, Palermo, February 3-4, 2006; WEHIA 2006, June 15-17 University of Bologna; 12th International Conference on Computation in Economics and Finance, Cyprus, June 22-24, 2006; Noise and Fluctuations in Complex Systems and Finance, Florence, May 20-24, 2007. Econophysics Colloquium, Ancona, 27-29 September, 2007.Workshop on Heterogeneous Agent Systems and Complex Networks, Dresden, 4 October 2007. Wehia/Eshia, Warsaw, June, 2008. Econophysics Colloquium, Kiel, 28-30 August, 2008. Econophysics Colloquium, Erice, September,2009, 2nd International Workshop on Managing Financial Instability in Capitalist Economies (MAFIN 2010) on September 23rd - 25th, 2010. “International Conference on Econophysics”, Shanghai June 4-6, 2011

    Awards
    University of Siena, Italy, “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

    European Central Bank: Lamfalussy Fellowship, 2003, 10K Euro.

    Outstanding referee reward, Journal of Economics Dynamic and Control, 2009.

    Member of management committees

    UK representative to the management Committee for the actions: European Science Foundation: COST Action P10 “Physics of Risk”' and COST Action MP0801 “Physics of Competition and Conflicts”;

    Member of the Society for Computational Economics Advisory Council (January 2009-Jauary 2012)

    -Member of the ESRC Peer Review College (since September 2014)

    -Member of the London Mathematical Society.

    -Research Associate of the LSE Systemic Risk Centre.

    -Obtained the Italian National Scientific Qualification in the area “Financial intermediaries and Corporate Finance”.

    PhD External examiners:
    University of Oxford, University of Essex, Paris Orsay, Warwick University, London School of Economics, University of Southampton, King’s College London, Collegio Carlo Alberto (Torino).

    External Examiner
    Acted as MSc external examiner for the University of Essex and currently act as external examiner for the MSc Financial Mathematics at King’s College London..
  2. Referee activity
    Referee service for Physical Review Letters, Physical Review E, Physica A, European Physical Journal, Journal of Economic Behaviour and Organization, Computational Economics, Quantitative Finance, International Journal of Theoretical and Applied Finance, Advances in Complex Systems, Studies in Non-linear Dynamics and Econometrics, and Proceedings of the Royal Society. Outstanding referee reward from Journal of Economics Dynamic and Control in 2009..