Giulia IORI

Professor Giulia Iori                                                                                 

Department of Economics

Ca’ Foscari University

San Giobbe, Cannaregio 873, 30121 Venezia, Italy

E: giulia.iori@unive.it

and

Department of Economics

City, University of London (on Leave)

Northampton Square, London, EC1V 0HB, UK

E: g.iori@city.ac.uk

Professor Iori obtained a BSc and a PhD in Physics from the University of Rome La Sapienza. 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 Ca Foscari University, she has been Professor of Economics at City, University of London , Lecturer in Finance at the University of Essex and lecturer, and then Reader, in Financial Mathematics at Kings College London. She has taught courses in Financial Engineering, Corporate Finance, Investment, Financial Mathematics, Financial Derivatives and Real Options.

Giulia is an interdisciplinary researcher and a leading contributor to the development of novel approaches to complexity in financial markets and economic networks.
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 trivially 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.

Giulia has been a pioneer in applying Agent Based Models to uncover the mechanisms that can lead to large fluctuations in financial markets, to the emergence of systemic risk in interbank markets, and to assess the effectiveness of regulatory approaches to control these risks. She has applied novel techniques to analyze high frequency financial data and other big datasets. She is the author of more than 50 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 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 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 of the Institute of Physics and a panel member for the ESRC and UKRI grant schemes.
 

Education
 
Sept 1993:  Ph. DPhD in Theoretical Physics,  University of Rome “La Sapienza”, Italy
         Dissertation title:   Random Hetero-polymers and Proteins.
       Supervisors: Giorgio Parisi and Enzo Marinari
 
July 1990: BSc. in Physics, University of Rome “Tor Vergata”, Italy, Final Evaluation: 110/100 cum laude

       
Academic Appointments
 
Oct 2023 -  present: Professor of Mathematical Methods for Economics, Finance and Actuarial Science,  Ca Foscari University, Venice, IT.

Jan 2005 -  present:   Professor of Economics, City, University of London, UK (on leave)

Sep 2004 -  Dec 2004: Reader of Applied Mathematics, King's College London, UK.

Aug 2000 - Aug 2004: Lecturer of Financial Mathematics, King's College London, UK.

Sep 1998 - Jul 2000: Lecturer of Finance, University of Essex Colchester, UK.

Jan 1997 - Sep 1998: TMR Postdoctoral Fellow, University of Barcelona, Spain.

Oct 1995 - Dec 1996: Postdoctoral Fellow, University of Rome La Sapienza, Italy.

Nov 1993 - Oct 1995: Marie Curie Postdoctoral Fellow, SPHT, Cea-Saclay (Paris), France.

Mar 1993 - Aug 1993: Visiting Researcher, UCSC Santa Cruz, California, USA.

Affiliations
 
-       Research Associate of the Systemic Risk Centre, London School of Economics (since 2012).
-       Member of Leadership Team of City Data Science Institute, City, University of London (since 2017).
 
Sabbatical Visiting Positions
 
-       Bari University, Italy (May-June 2022)
-       Ca’ Foscari University of Venice, Italy (January-April 2022)
-       Luiss University of Rome, Italy (November 1-31, 2021)
-       University of Florence, Dipartimento di Scienze per l' Economia e per l' impresa  (DISEI) (October 1-31, 2021)
-       Université Nice Côte d’Azur (January-July 2017)
-       University Jaume I, Castillon Spain, (April-June 2013)
-       London School of Economics, Systemic Risk Centre (January-June 2012)
-       Bank of England, Markets, Sectors and Interlinkages Division, (January-June 2012)
-       IMPA, Rio de Janeiro Brasil, (March-June, 2009)
-       University of Innsbruck, (21-28 January, 2009)
-       European Central Bank, Frankfurt, (20-29 October 2003)
-       University of Technology, Sydney (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, (6-17 January 2003)
-       Santa Fe Institute, New Mexico (2-8 July 2001, August 2001)
 
 
Administrative Duties
 
-       Associate Dean for Enterprise, Engagement and Employability (since August 2022)
-       Head of Department, Department of Economics (September 2017-August 2020)
-       Chair of City Gender Equality Working Group (2015-2017)
-       Chair of City Athena Swan Self Assessment Team (2015-2017)
-       Chair of City Athena Swan Implementation group (2017-2019)
-       Elected member of City Academic Senate (2012-2018)
-       Member of City Academic Governance Committee (2017-2018)
-       Chair of School of Social Science Research Committee (2005-2007)
-       Member of City Research Committee (2005-2007)
-       Economics Department Senior Tutor for Research (2005, 2006)
-       Chair of Economics Department Research Committee (2005-2008)
-       Member of Economics Department Research Committee (since 2005)
-       MSc Financial Economics Programme Director (2005-2015)
 
 
Teaching experience
 
Master courses
 
·      Financial Derivatives, Essex University, MSc Finance (Spring 1999, Spring 2000)
 
·      Exotic Derivatives, King’s College London, MSc Financial Mathematics (Spring 2001, Spring 2002, Spring 2003, Spring 2004)
 
·      Financial Markets, King’s College London, MSc Financial Mathematics (Fall 2001, Fall 2002, Fall 2003, Fall 2004)
 
·      Financial Derivatives, City University London, MSc Financial Economics (Fall 2006, 2007, 2008, 2010-2016, 2020)
 
·      Topics in Mathematical Finance, City, University London, MSc Financial Economics (Spring 2006)
 
Undergraduate courses
 
·      Investment, Essex University, BSc Finance (Spring 2000)
 
·      Corporate Finance, Essex University, BSc Finance (Fall 1998)
 
·      Probability and Statistics, King’s College London, BSc Mathematics  (Spring 2001)
 
·      Introduction to Financial Derivatives, City, University London, BSc Economics (Spring 2007-2008, 2010-2013, 2015, 2016. Fall 2020)
 
·      Topics in Microeconomics, City, University London, BSc Economics (Fall 2016,  1/3 of the module)
 
PhD Supervision
Anthony Madina, Asena Temizsoy, Polina Kovaleva, Burcu Kapar, Vanessa Mattiussi.
 
 
PhD Co-Supervision
Marc Jeannin, Zhengjun Jiang, Ovidiu Precup, Gabriele Tedeschi, Andrea Gurgone, Pietro Vassallo.
 

MSc Invited Lectures and PhD workshops
 
-       University of Bari, Italy: 20-hours mini course for PhD students on “Systemic Risk and Financial stability” (May/June 2022).
-       University of Venice, Italy: 5-hours mini course for PhD students on “Financial Networks: diffusion of information and instabilities” (February 2022).
-       University of Florence, Italy: 6-hours mini course for Master students on “Modelling Financial Markets in an Agent-Based Framework” (October 2021).
-       University of Kiel, Germany: 6-hours mini course on “Markets, Networks and Location Advantages”, German Network for New Economic Dynamics 6th Annual Meeting, October 10, 2018.
-       Canazei, Italy: 6-hours at PhD Summer School for Economics and Finance organized by the University of Verona on “Networks and Big Data analysis in Economics, Finance, and Social Systems” (July 25-29, 2016).
-       IMPA, Rio de Janeiro, Brasil: 6-hours mini course “A Survey of Exotic Derivatives”, delivered to MSc and PhD students at IMPA (June 2009).
-       University of Siena, Italy: Two sets of 4-hour lectures on “Financial Time Series Analysis and Systemic Risk” for the MSc in Economics and Banking (June 2002, June 2003, June 2005, December 2007, December 2008). 8-hours Course in Innovative derivatives: Energy, Weather and Credit Contracts (May 2007). Pricing and Hedging of Derivative Securities (May 2010).
-       ICTP, Trieste, Italy: 10-hour course on “Financial Mathematics and Option Pricing” for the MSc in Applied Mathematics (April 2002, April 2003). 12 hours course on Financial Derivatives Pricing (December 2007).
-       Palermo University, Italy: 20-hour course on “Financial Engineering”, MSc in Quantitative Methods for Financial Risk Management (January 2003).
 
PhD External examiner:
 
UTS Sydney, University of Queen Mary University, University of Vienna, Oxford University, University of Essex, Paris Orsay, University of Nice, Warwick University, London School of Economics, University of Southampton, Leicester University, University College London, King’s College London, Collegio Carlo Alberto (Torino), Universita’ di Siena, Universita’ di Palermo, Leicester University, Scuola Normale Superiore di Pisa, Scuola Sant’Anna di Lucca.
 
MSc Programme External Examiner: University of Essex (2008-2011), King’s College London (202-2016), Sussex University (2017-2019).
 
Research Grants
        
-       British Academy, Experiment and Computational Models of Over the Counter Markets (9000 Pounds), 2014-2016 (Principal investigator).
-       European Commission: Strep-ICT Project CRISIS  “Complexity Research Initiative for Systemic Instabilities” nr. 288501. (300K Euro), 2011-2014 (Principal investigator at City).
-       European Commission: FET Open Project “FOC, Forecasting Crisis" nr. 255987 (300K Euro), 2010-2013 (Principal investigator).  
-       EPSRC Fast Stream Grant: Complexity in Economic Networks (65K Pounds), 2001-2003 (Principal investigator).
-       British Council, Large Scale Correlation Analysis of Financial Data: Anomalous Diffusion and Continuous Time Random Walks (4000 Euros), 2009 (Principal investigator).
-       European Science Foundation: COST Action P10 ``Physics of Risk'' and COST Action MP0801 "Physics of Competition and Conflicts"; I have been a participant and the UK representative to the management Committee for these actions.
 
Editorial Activity
 
-       Co-Editor for Journal of Economic Interaction and Coordination (since January 2015).
-       Co-Editor for Journal of Economic Dynamics and Control (since January 2022).
-       Associate Editor for Journal of Economic Dynamics and Control (2013-2021).
-       Associate Editor for Journal of Financial Management, Markets and Institutions (since 2014).
-       Associate Editor for Journal of Statistical Mechanics: Theory and Experiment (2019-2022).
-       Associate Editor for Journal of Economic Behaviour and Organization (2005-2014).
-       Guest Editor for a special issue of European Journal of Finance (2022) devoted to the 24th Workshop on Economic Science with Heterogeneous Interacting Agents, London, June 24-26, 2019.
-       Guest Editor for a special issue of Journal of Economic Interaction and Coordination (2022) devoted to the 24th Workshop on Economic Science with Heterogeneous Interacting Agents, London, June 24-26, 2019.
-       Guest Editor (with Professor C. Deissenberg) for a special issue of Journal of Economic Behaviour and Organization (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.
-       Guest Editor for a special issue “Crises and Complexity”, Journal of Economic Dynamics & Control, Volume 50 (2015).
 
Memberships of Professional Societies
 
-       President of the Economic Society for Heterogeneous Interacting Agents (ESHIA) (since September 2022)
-       Member the Society for Computational Economics Advisory Council (January 2009-January 2012, June 2019-2022);
-       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 (September 2017-September 2020).
-       Member of Steering Committee of CHUDE (January 2019-December 2021).
 
Awards
 
-       University of Siena, Italy, Award of the “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.
-     Italian National Scientific Abilitation as Full Professor in the area “Financial intermediaries and Corporate Finance”. 
 
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.
 
Expert evaluator activity
 
-       Member of assessment panel: ESRC Grant Assessment Panel, Panel C (former Panel A) (September 2015-September 2019); UKRI Future Leadership fellowships panel college (since 2019);  UKRI-ESRC Research Methods Development (2020); ESRC-IRC UK Ireland Networking (2020). 
-       Member of the Selection Committee for the area of Economics and Finance for the SIR-2014 call (Italian equivalent of ERC for young researchers. In charge of the evaluation of about 200 applications and the allocation of 1.4 million euros).
-       Member of the Selection Committee for Supporting Talents in Research, University of Padova" (STARS Grants), Social Sciences and Humanities Sub-committee (2017, 2019, 2021).
-       Expert Evaluator for the European Commission (various programmes 2004-2006).
-       Member of the ESRC Peer Review College.
-       Grant evaluator for the EPSRC, ESRC, ESF, Leverhulme Trust, British Council, Cineca, Anvur, MIUR.
 
 
Working Papers
 
-       Simone Alfarano, Albert Banal-Estanol, Eva Camacho Cuena, Giulia Iori, Burcu Kapar and Rohit Rahi, Centralized vs Decentralized Markets: The Role of Connectivity (R&R, Journal of Financial Economics).
-       N. Hanaki, G. Iori, P.Vassallo, Learning and information diffusion in OTC markets: experiments and a computational model (R&R Journal of Economic Behavour and Organization).
-       Giulia Iori,  Maria Cristina Recchioni Giacomo Toscano, Optimal Trading Strategy in a Limit Order Market with Imperfect Liquidity.
-       G. Iori , G. Italiano, A.Kalicia , S. Pattanayak, ESG diffusion in Supply Chains (in preparation).
 
Publications in Economics and Finance
 
1.     Albert Banal-Estañol, Mireia Jofre-Bonet, Giulia Iori, Laia Maynou, Michele Tumminello, Pietro Vassallo, Performance-based research funding: Evidence from the largest natural experiment worldwide, Research Policy, Vol. 52, Issue 6, 2023
2.     Giampaolo Gabbi and Giulia Iori (2022) New measures for a new normal in finance and risk management, The European Journal of Finance, 28:13-15, 1257-1262.
3.     Caccioli, F., Di Matteo, T., Iori, G., Jafarey, S., Livan, G., & Righi, S. (2022). Introduction to the special issue on the 24th annual workshop on economic science with heterogeneous interacting agents, London, 201. Journal of Economic Interaction and Coordination, 17(2), 401-404.
4.     Andrea Gurgone and Giulia Iori, 2022. Macroprudential capital buffers in heterogeneous banking networks: insights from an ABM with liquidity crises, The European Journal of Finance, vol. 28(13-15), pages 1399-1445.
5.     M.Steinbacher, M. Raddant, F. Karimi,  E. Camacho Cuena, S. Alfarano, G. Iori, T. Lux (2021),  Advances in the Agent-based modeling of economic and social behavior, SN Business & Economics, 1:99.
6.     Maria Cristina Recchioni, Giulia Iori, Gabriele Tedeschi, Michelle S. Ouellette (2021), The complete Gaussian kernel in the multi-factor Heston model: Option pricing and implied volatility applications, European Journal of Operational Research, 293, 1, pages 336-360.
7.     Burcu Kapar, Giulia Iori, Giampaolo Gabbi, Guido Germano, Market Microstructure, Banks' Behaviour and Interbank Spreads. Evidence after the crisis, J. Econ Interact Coord 15, 283–331 (2020).
8.     Andrea Gurgone, Giulia Iori, and Saqib Jafarey, The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model, Journal of Economic Dynamics and Control, Volume 91, Pages 257-288 (2018
9.     Asena Temizsoy, Giulia Iori, Gabriel Montes-Rojas, Network centrality and funding rates in the e-MID interbank market, Journal of Financial Stability, Volume 33, Pages 346-365 (2017).
10.  G. Iori, M. Politi, G. Germano and G. Gabbi, Banks' ​S​trategies and ​C​ost of ​M​oney: Effects of the ​Financial ​C​risis on the European ​E​lectronic ​O​vernight ​Interbank ​M​arket, Journal of Financial Management Markets and Institutions, Vol 2, pages 179-202 (2015).
11.  C. Hommes & G. Iori, Introduction special issue “Crises and Complexity”, Journal of Economic Dynamics & Control, Volume 50, Pages 1-4, (2015).
12.  Polina Kovaleva and Giulia Iori, The Impact of Reduced Pre-Trade Transparency Regimes on Market Quality, Journal of Economic Dynamics and Control, Volume 57, Pages 145–162 (2015
13.  Vasilis Hatzopoulos, Giulia Iori, Rosario N. Mantegna, Salvatore Micciche', Michele Tumminello, Quantifying preferential trading in the e-MID interbank market, Quantitative Finance, Volume 15, Issue 4, Pages 693-710 (2015).
14.  Giulia Iori, Rosario Nunzio Mantegna, Luca Marotta, Salvatore Miccichè, James Porter, Michele Tumminello, Networked relationships in the e-MID Interbank market: A trading model with memory, Journal of Economic Dynamics and Control, Volume 50, Pages 98-116 (2015).
15.  G. Gabbi, G. Iori, S. Jafarey, and J. Porter, Financial regulations and bank credit to the real economy, Journal of Economic Dynamics and Control, Volume 50, Pages 117-143 (2015).
16.  Burcu Kapar, Giulia Iori and Jose Olmo, Bank Characteristics and the Interbank Money Market: A Distributional Approach, Studies in Nonlinear Dynamics & Econometrics, Volume 19, Issue 3, Pages 249–283 (2015).
17.  Asena Temizsoy, Giulia Iori, Gabriel Montes-Rojas, The role of bank relationships in the interbank market, Journal of Economic Dynamics and Control, Volume 59, Pages 118–141 (2015).
18.  Gabriele Tedeschi, Giulia Iori, Mauro Gallegati, Herding Effects in Order Driven Markets: The Rise and Fall of Gurus, Journal of Economic Behaviour and Organization, Volume 81, Pages  82-96 (2012).
19.  Tedeschi, G. Iori and M. Gallegati, The role of communication and imitation in limit order markets, Eur. Phys. J. B, Volume1, Pages 489-497 (2009).
20.  C. Chiarella, G. Iori, J. Perello, The impact of heterogeneous trading rules on the limit order book and order flows, Journal of Economic Dynamics and Control, Volume 33, Issue 3, Pages 525-537 (2009).
21.  R. Carvalho and G. Iori, Socio-economic networks with long-range interactions, Phys. Rev. E, Volume 78, 016110 (2008)
22.  G. Iori, G. de Masi, O. Precup, G. Gabbi G. Caldarelli, A network analysis of the Italian Overnight Money Market, Journal of Economic Dynamics and Control, Volume 32, Pages 259-278 (2008).
23.  M. Jeannin, G. Iori, D. Samuel, The pinning effect: theory and a simulated microstructure model, Quantitative Finance, Volume 8, Issue 8, Pages 823-831 (2008).
24.  O. Precup and G. Iori, Cross-Correlation Measures in the High-Frequency Domain, European Journal of Finance, Volume 13, Issues 4, Pages 319 - 331, (2007).
25.  G. Iori, R. Reno', G. de Masi and G. Caldarelli, Correlation of trading strategies in the Italian interbank market, Physica A, Volume  376, Pages 467-479 (2007).
26.  G. Iori and O. V. Precup, Weighted network analysis of high frequency cross-correlation measures, Physical Review E, Volume 75, Issue 3, (2007).
27.  G. Iori, S. Jafarey, F. Padilla, Systemic Risk on the Interbank market, Journal of Economic Behaviour and Organization, Volume 61, Issue 4, 525-542 (2006).
28.  G. De Masi, G. Iori and G. Caldarelli, A fitness model for the Italian Interbank Money Market, Phys. Rev. E, Volume 74, 066112 (2006).
29.  C. Deissenberg and G. Iori, Editorial, Journal of Economic Behavior & Organization, Volume 61, Issue 4, Pages 521-524 (2006).
30.  O. Precup and G. Iori, A Comparison of High-Frequency Cross-Correlation Measures, Physica A, Volume  344, Issue 1-2, Pages 252-256 (2004).
31.  Marcus G. Daniels, J. Doyne Farmer, L. Gillemot, Giulia Iori, Eric Smith, Quantitative model of price diffusion and market friction based on trading as a mechanistic random process, Phys. Rev. Lett., Volume 90, Issue 10, 108102 (2003).
32.  G. Iori, M.G.Daniel, J. D. Farmer, L.Gillemot, S. Krishnamurthy, E. Smith, An analysis of price impact function in order driven markets,  Physica A, Volume 324, Pages 146-151 (2003).
33.  G. Iori, A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions, Journal of Economic Behaviour and Organization, Vol. 49, Issue 2, Pages 269-285 (2002).
34.  C. Chiarella and G. Iori, A Simulation Analysis of the Microstructure of Double Auction Markets, Quantitative Finance, Volume 2, Issue 5, Pages 346-353 (2002).
35.  G. Iori and S. Jafarey, Criticality in a model of banking crisis, Physica A, Volume 299, Pages 205-212 (2001).
36.  G. Iori, A threshold model for stock return volatility and trading volume, International Journal of Theoretical and Applied Finance, Volume 3, Issue 3, Pages 467-472 (2000).
37.  E.P.K. Tsang, J. Ki, S. Markose, H. Er, A. Salhi, G.Iori, EDDIE In Financial Decision Making , The Journal of Management and Economics, Volume 4, Issue 4, Pages 1-13 (2000).
38.  G. Iori, Avalanche Dynamics and Trading Friction Effects on Stock Market Returns, Int. J. Mod. Phys. C, Volume 10, Issue 6, Pages 1149-1162, (1999).
39.  J.P. Bouchaud, G. Iori, D. Sornette, Real world options: smile and residual risk, Risk Volume 9, Issue 3 (1996).
 
Publications in Physics
 
1.     C.Voeltz, M. Schroter, G.Iori, A. Betat, A. Lange, A. Engel and I.Rehberg, Finger-like patterns in sedimenting water-Sand suspentions, Phys. Rep., Volume 337, Pages 117-138 (2000).
2.     G. Iori, J. Casademunt, DLA simulation of finger competition in an external driving field, Anales de Fisica, Volume 4, Pages 243-244 (1997).
3.     G. Iori, E. Marinari On the stability of the mean-field spin glass broken phase under non-Hamiltonian perturbations, J. Phys. A: Math. Gen., Volume 30, Pages 4489-4511 (1997).
4.     U.M. Bettolo, A. Crisanti, G. Iori, A soluble Phase field model, Phys. Rev. E, Volume 56, Issue 1, Pages 77-87 (1997).
5.     T.Garel, G.Iori. H.Orland, A variational study of the random-field XY model, Phys. Rev. B, Volume 53, Issue 6, Pages R2941-R2944 (1996).
6.     G. Iori, J. Ortin, L. Carrillo, Linearly driven Random Field Ising Model: hysteresis and avalanches. Anales de Fisica, Volume 4, Pages 245-246 (1997).
7.     G.Iori, E.Marinari, G.Parisi Non exponential relaxation time scales in disordered systems: an application to protein dynamics, Europhys. Lett., Volume 25, Issue 7, Pages 491-496 (1994).
8.     G.Iori, E.Marinari, G.Parisi, Heteropolymer Folding on a APE-100 Supercomputer, Int. J. of Mod. Phys. C, Volume 4, Issue 6, Pages 1333-1341 (1993).
9.     G.Iori, E.Marinari, G.Parisi and M.V.Struglia, Statistical Mechanics of Heteropolymers Folding, Physica A, Volume 185, Pages 98-103  (1992).
10.  G.Iori Proteins and Random Heteropolymers: an Overview, Int. J. of Neural Systems, Volume 3, Pages 201-207 (1992).
11.  G.Iori, E.Marinari and G.Parisi, Random self-interacting chains: a mechanism for protein folding, J. Phys A, Volume  24, Pages 5349-5362 (1991).
12.  L.Narici, G.Iori, I.Modena, G.L.Romani, G.Torrioli, R.Traversa and P.M.Rossini Neuromagneting Imaging of Syncronized Mu Activity, Advances in Biomagnetism, ed. by Williamson et al. Plenum Press, New York (1990).
        
Book Chapters and Conference proceedings:
 
1.     Gurgone A., Iori G. A Multi-agent Methodology to Assess the Effectiveness of Systemic Risk-Adjusted Capital Requirements. In: Dawid H., Arifovic J. (eds) Dynamic Analysis in Complex Economic Environments. Dynamic Modeling and Econometrics in Economics and Finance, vol 26. Springer, Cham. (2021)
2.     G.Iori and R. Mantegna, Empirical analyses of networks in finance
Handbook of Computational Economics 4. Eds C. Hommes and B. LeBaron, Chapter 11: Complex Financial Networks, Elsevier. (2018)
3.     G. Iori and J. Porter, Agent based Modelling for Financial Markets,  Handbook on Computational Economics and Finance, Chapter 21, Eds. Shu-Heng Chen and Mak Kaboudan, OUP Oxford University Press (2017).
4.     Grilli, R., Iori, G., Stamboglis, N. and Tedeschi, G.  A networked economy: a survey on the effect of interaction in credit markets, Introduction to Agent-Based Economics, Chapter 10, Edited by Mauro Gallegati, Antonio Palestrini, Alberto Russo, Elsevier.
5.     Polina Kovaleva and Giulia Iori, Heterogeneous Beliefs and Quote Transparency in an Order-Driven Market, in “Advances in Nonlinear Economic Dynamics and Quantitative Finance, Essays in Honour of Carl Chiarella”, Springer Festschrift for Carl Chiarella 70th birthday, Volume 57, Pages 145–162 (2015).
6.     G. Iori and C. Deissenberg, An analysis of Settlement Risk Contagion in Alternative Securities Settlement Architectures, in "Computational Methods in Financial Engineering", E.J. Konotghiorghes, B. Rustem and P. Winker (Eds.): Springer, Heidelberg, (2008).
7.     Vanessa Mattiussi and Giulia Iori, Currency futures volatility during the 1997 East Asian crisis: an application of Fourier analysis in Debt, Risk and Liquidity in Futures Markets, London and New York: Routledge, B.A. Goss (ed) (2008).
8.     J. D. Farmer, L. Gillemot, G. Iori , S. Krishnamaurty, E. Smith, and M.G. Daniel A, random order placement model of price formation in the continuos double auction, in “The Economy as an evolving complex system III”, Blume and Durlauf (Eds), 175-206, Oxford University press, (2006).  
9.     G. Iori and V. Koulovassilopoulos, Patterns of consumption in a discrete choice model with asymmetric interactions, in "Economic Complexity: Non-linear Dynamics, Multi-agents Economies, and Learning", William Barnett, Christophe Deissenberg, and Gustav Feichtinger (Eds), ISETE Vol 14, Elsevier, Amsterdam (2004).  
10.  G. Iori, Scaling and Multiscaling in Financial Markets in Disordered and Complex Systems, ed. P.Sollich et al., AIP Conference Proceedings, Volume 553, Pages 297-302 (2001).
 
Recent Keynote/Invited Speaker at Conferences and seminars
 
-       Performance-based research funding: Evidence from the largest natural   experiment worldwide", The Florence Center for Data Science,  “D2 Seminar Series”, 29th of October 2021 (invited speaker and panelist).
-       The complete Gaussian kernel in the multi-factor Heston model: option pricing and implied volatility applications, First Florence-Paris Workshop on Mathematical Finance, Florence, Italy,  27-29 October 2021 (invited speaker).
-       Network structure, efficiency, and inequality in OTC markets. Exploratory experiments and a computational model,14thEconophysics Colloquium, Lyon, October  27-28, 2021, Italy (invited speaker).
-       Macroprudential capital buffers in heterogeneous banking networks. Insights from an ABM with liquidity crises, Deutsche Bundesbank, Directorate General Financial Stability, Division Macroprudential Surveillance of the Banking System. June 14, 2021 (Invited seminar).
-       Macroprudential capital buffers in heterogeneous banking networks. Insights from an ABM with liquidity crises. 69thmeeting of the Association Française de Science Economique, Lille Catholic University, France 8-10 June 2021 (invited speaker).
-       Trading in decentralized markets:  experimental results, Barcelona GSE Summer Forum, Computational and Experimental Economics, June 8-9, 2019, Barcelona, Spain, (invited speaker).
-       Markets, Networks and Location Advantages, 14th Econophysics Colloquium, September 12-14, 2018 Palermo, Italy (invited speaker).
-       Markets, Networks and Location Advantages, 3rd International Conference of Econophysics Volos, Greece, 28-30 September 2017 (invited speaker).
-       Markets, Networks and Location Advantages, 23rd International Conference Computing in Economics and Finance Fordham University, New York City, June 28-30, 2017 (Keynote speaker).
-       Trading in decentralized markets: some experimental and computational results, 66th     meeting of the Association Française de Science Economique, Universite’ Nice Sophia Antipolis, France, June 19, 2017 (invited speaker).
-       Interbank lending: networks and rates, 22nd Annual Workshop on Economic Science with Heterogeneous Interacting Agents, June 12-14, 2017 Milan, Italy (Keynote speaker).
-       Experiments of trading in decentralised markets, Conference on Global Systems Science and Policy, King’s College London, November 27-28, 2016 (invited speaker).
-       Expectation formation in Agent Based Models of financial, credit and good markets, Social Expectation Simulation Conference, Roma, 19-23 September 2016 (Keynote speaker).
-       Agent based modeling approaches to Systemic Risk, EPSRC Mathematics Symposium event "Real world risks and extremes: correlation and quantification" WBS London Campus in the Shard, London, April 08, 2016 (invited speaker).
-       A network approach to financial stability, 60th ISI World Statistics Congress, Rio de Janeiro, Brazil, July 27-31, 2015 (invited speaker).