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Enrico Gerding

University of Southampton - School of Electronics and Computer Science (ECS)

University Road

Southampton

United Kingdom

  • University of Southampton - School of Electronics and Computer Science (ECS)

SCHOLARLY PAPERS

10

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Rank 43,985

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Top 43,985

in Total Papers Downloads

2,861

TOTAL CITATIONS

16

Scholarly Papers (10)

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1.

Artificial Neural Networks in Fixed Income Markets for Yield Curve Forecasting

Number of pages: 13 Posted: 23 Mar 2018
Manuel Nunes, Enrico Gerding, Frank McGroarty and Mahesan Niranjan
University of Southampton - Department of Electronics and Computer Science, University of Southampton - School of Electronics and Computer Science (ECS), University of Southampton - Southampton Business School and University of Southampton - Department of Electronics and Computer Science
Downloads 1,422 (33,989)
Citation 6

Abstract:

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machine learning, neural network, multitask learning, yield curve forecasting, yield forecasting, bond market

2.

The Memory Advantage of Long Short-Term Memory Networks for Bond Yield Forecasting

Number of pages: 13 Posted: 12 Jul 2019
Manuel Nunes, Enrico Gerding, Frank McGroarty and Mahesan Niranjan
University of Southampton - Department of Electronics and Computer Science, University of Southampton - School of Electronics and Computer Science (ECS), University of Southampton - Southampton Business School and University of Southampton - Department of Electronics and Computer Science
Downloads 616 (108,411)
Citation 1

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machine learning, multilayer perceptron, recurrent neural network, long short-term memory network, yield forecasting, bond market

3.

Margin Requirements and Systemic Liquidity Risk

Bakoush, M., Gerding, E. H., & Wolfe, S. (2019). Margin requirements and systemic liquidity risk. Journal of International Financial Markets, Institutions and Money, 58, 78-95.
Number of pages: 35 Posted: 16 Jan 2018 Last Revised: 22 Dec 2019
Mohamed Bakoush, Enrico Gerding and Simon Wolfe
University of Southampton - Southampton Business School, University of Southampton - School of Electronics and Computer Science (ECS) and University of Southampton - Southampton Business School
Downloads 186 (407,391)
Citation 4

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Margin Procyclicality; Funding Liquidity Risk; Systemic Risk; Contagion; Networks; Agent-Based Modelling

4.

Interest Rate Swaps Clearing and Systemic Risk

Bakoush, M., Gerding, E.H. and Wolfe, S., 2019. Interest rate swaps clearing and systemic risk. Finance Research Letters.
Number of pages: 13 Posted: 29 Jan 2020
Mohamed Bakoush, Enrico Gerding and Simon Wolfe
University of Southampton - Southampton Business School, University of Southampton - School of Electronics and Computer Science (ECS) and University of Southampton - Southampton Business School
Downloads 152 (488,442)

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Margin procyclicality; Funding liquidity risk; Systemic risk; Contagion; Networks

5.

The Impact of COVID-19 on Product Returns Management in Multichannel Retail

Number of pages: 19 Posted: 12 Jul 2023
Regina Frei, Danni Zhang, Steffen Bayer, PK Senyo, Enrico Gerding, Gary Wills and Adrian Beck
University of Surrey, University of Southampton - Southampton Business School, University of Southampton - Southampton Business School, University of Southampton, University of Southampton - School of Electronics and Computer Science (ECS), University of Southampton - School of Electronics and Computer Science (ECS) and University of Leicester
Downloads 122 (588,531)
Citation 3

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Product returns, Returns Management, COVID-19 pandemic

6.

It Takes All Sorts: A Heterogeneous Agent Explanation of State-Contingent Claims Mispricing

Number of pages: 41 Posted: 26 Oct 2016
Valerio Restocchi, Frank McGroarty, Enrico Gerding and Johnnie E.V. Johnson
University of Southampton - Southampton Business School, University of Southampton - Southampton Business School, University of Southampton - School of Electronics and Computer Science (ECS) and University of Southampton
Downloads 122 (592,433)
Citation 2

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Heterogeneous Agents, Mispricing, State-Contingent Claims, Favourite-Longshot Bias, Prospect Theory, Agent-Based Simulations, Sports Betting Markets

7.

An Integrated Macroprudential Stress Test of Bank Liquidity and Solvency

Journal of Financial Stability, Forthcoming
Number of pages: 45 Posted: 27 Nov 2017 Last Revised: 04 May 2022
Mohamed Bakoush, Enrico Gerding and Simon Wolfe
University of Southampton - Southampton Business School, University of Southampton - School of Electronics and Computer Science (ECS) and University of Southampton - Southampton Business School
Downloads 117 (608,822)

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Solvency; Liquidity; Macroprudential Policy; Stress Testing; Systemic Risk; Networks

8.

A Cautious Multi-Advisor Sequential Decision-Making Strategy Without Ground Truth for Maximizing the Profits

Number of pages: 33 Posted: 16 Nov 2024
Zhaori Guo, Haitao Yu, Timothy J. Norman, Enrico Gerding, Gennaro Auricchio and Zhongqi Cai
Xiamen University of Technology, Xiamen University of Technology, University of Southampton, University of Southampton - School of Electronics and Computer Science (ECS), University of Padua and Xiamen University of Technology
Downloads 75 (837,727)

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Group Decision-Making, Crowdsourcing, Truth inference

9.

The Impact of Transaction Costs on State-Contingent Claims Mispricing

Number of pages: 8 Posted: 30 Nov 2016
Valerio Restocchi, Frank McGroarty, Enrico Gerding and Johnnie E.V. Johnson
University of Southampton - Southampton Business School, University of Southampton - Southampton Business School, University of Southampton - School of Electronics and Computer Science (ECS) and University of Southampton
Downloads 49 (1,086,013)

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Transaction Costs, Pricing Anomalies, Heterogeneous Agents, State-Contingent Claims, Favorite-Longshot Bias

10.

Margin Procyclicality and Systemic Risk

Posted: 24 Apr 2017 Last Revised: 30 Jan 2018
Mohamed Bakoush, Enrico Gerding and Simon Wolfe
University of Southampton - Southampton Business School, University of Southampton - School of Electronics and Computer Science (ECS) and University of Southampton - Southampton Business School

Abstract:

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Margin Procyclicality; Funding Liquidity Risk; Systemic Risk; Contagion; Networks; Agent-Based Modelling.