← All authors Giulia Livieri London School of Economics and Political Science (per OpenAlex) · ORCID · OpenAlex
23 papers in scope · 23 published · 1 on the econ.EM arXiv · 304 citations · h-index 9 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Giacomo Toscano Simona Sanfelici Stefano Marmi Maria Elvira Mancino Carsten Chong Viktor Todorov Zhao Chen Christina Dan Wang Ilze Kalnina Kokouvi Tewou Qiang Liu Zhi Liu Zhou Wang Jun Yu Tetsuya Takabatake Chen Zhang Yang Zu José E. Figueroa-López H. Peter Boswijk Bei Wu Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 23)
Understanding the householder solar panel consumer: A Markovian model and its societal implications
published 2026 · Technological Forecasting and Social Change
with Marta Leocata, Silvia Morlacchi, Fausto Corvino, Franco Flandoli, Alberto Pirni
Structural properties in the diffusion of the solar photovoltaic in Italy: individual people/householder vs firms
published 2025 · Decisions in Economics and Finance · first circulated 2022
with Franco Flandoli, Marta Leocata, Silvia Morlacchi, Fausto Corvino, Alberto Pirni
Machine-learning regression methods for American-style path-dependent contracts
published 2025 · Quantitative Finance · 3 citations · first circulated 2023
with Matteo Gambara, Andrea Pallavicini
Pricing Transition Risk with a Jump-Diffusion Credit Risk Model: Evidences from the CDS market
published 2024 · Review of Corporate Finance · 6 citations · first circulated 2023
with Davide Radi, Elia Smaniotto
Affine Volterra processes with jumps
published 2023 · Stochastic Processes and their Applications · 15 citations · first circulated 2022
with Alessandro Bondi, Sergio Pulido
Unimodal Maps Perturbed by Heteroscedastic Noise: An Application to a Financial Systems
published 2023 · Journal of Statistical Physics · 1 citations
Analysis of Bank Leverage via Dynamical Systems and Deep Neural Networks
published 2023 · SIAM Journal on Financial Mathematics · 2 citations · first circulated 2021
Uncertainty in firm valuation and a cross-sectional misvaluation measure
published 2023 · Annals of Finance · 3 citations · first circulated 2020
published 2022 · Journal of Financial Econometrics · 12 citations · first circulated 2021
Mean-field games of finite-fuel capacity expansion with singular controls
published 2022 · The Annals of Applied Probability · 11 citations · first circulated 2020
with Luciano Campi, Tiziano De Angelis, Maddalena Ghio
N-Player Games and Mean Field Games of Moderate Interactions
published 2022 · 4 citations · first circulated 2021
with Franco Flandoli, Maddalena Ghio
Liquidity fluctuations and the latent dynamics of price impact
published 2021 · Quantitative Finance · 15 citations · first circulated 2018
The continuous-time limit of score-driven volatility models
published 2020 · Journal of Econometrics · 7 citations · first circulated 2019
Statistical inferences for price staleness
published 2020 · Journal of Econometrics · 23 citations · first circulated 2018
A closed-form formula characterization of the Epps effect
published 2019 · Quantitative Finance · 22 citations · first circulated 2018
On the role of domestic and international financial cyclical factors in driving economic growth
published 2019 · Applied Economics · 2 citations
Asymptotic results for the Fourier estimator of the integrated quarticity
published 2019 · Decisions in Economics and Finance · 5 citations · first circulated 2018
A Stochastic Volatility Model With Realized Measures for Option Pricing
published 2019 · Journal of Business and Economic Statistics · 19 citations
N-Player Games and Mean-Field Games With Smooth Dependence on Past Absorptions
published 2019 · Annales de l Institut Henri Poincaré Probabilités et Statistiques · 9 citations
with Luciano Campi, Maddalena Ghio
Adding cycles into the neoclassical growth model
published 2018 · Economic Modelling · 7 citations
with Michael Donadelli, Antonio Paradiso
Rough volatility: Evidence from option prices
published 2018 · IISE Transactions · 94 citations · first circulated 2017
A backward Monte Carlo approach to exotic option pricing
published 2017 · European Journal of Applied Mathematics · 9 citations · first circulated 2015
Continuous time mean-variance portfolio optimization through the mean field approach
published 2016 · ESAIM Probability and Statistics · 35 citations
with Markus Fischer
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