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Prof. Giulia Iori
at City Univ of London
SPIE Involvement:
Author
Publications (2)
Proceedings Article | 15 June 2007 Paper
The Italian Interbank Network: statistical properties and a simple model
Proceedings Volume 6601, 66010U (2007) https://doi.org/10.1117/12.727064
KEYWORDS: Statistical modeling, Matrices, Network security, Computer science, Physics, Data modeling, Analytical research, Statistical analysis, Complex systems, Computing systems
Proceedings Article | 15 June 2007 Paper
Measuring volatility and correlations with high-frequency data
Proceedings Volume 6601, 66010F (2007) https://doi.org/10.1117/12.724598
KEYWORDS: Matrices, Liquids, Error analysis, Diffusion, Image filtering, Computer security, Motion models, Systems modeling, Stochastic processes, Complex systems
Conference Committee Involvement (1)
Noise and Stochastics in Complex Systems and Finance
21 May 2007 | Florence, Italy
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