A mixed-game agent-based model for simulating financial contagion. - Guglielmo Maria Caporale; Antoaneta Serguieva; Hao Wu (IEEE Congress on Evolutionary Computation, 2008)

Modelling the US, UK and Japanese unemployment rates: Fractional integration and structural breaks. - Guglielmo Maria Caporale; Luis Alberiko Gil-Alana (Comput. Stat. Data Anal., 2008)

Financial contagion: evolutionary optimization of a multinational agent-based model. - Guglielmo Maria Caporale; Antoaneta Serguieva; Hao Wu (Intell. Syst. Account. Finance Manag., 2009)

Risk analysis in complex systems: intelligent systems in finance. - Antoaneta Serguieva; Guglielmo Maria Caporale; Edward P. K. Tsang; Ronald R. Yager (Intell. Syst. Account. Finance Manag., 2009)

Deterministic versus stochastic seasonal fractional integration and structural breaks. - Guglielmo Maria Caporale; Juncal Cunado; Luis Alberiko Gil-Alana (Stat. Comput., 2012)

Bitcoin Returns and the Frequency of Daily Abnormal Returns. - Guglielmo Maria Caporale; Alex Plastun; Viktor Oliinyk (Ledger, 2021)