IRIS
BORMETTI, GIACOMO
 Distribuzione geografica
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Continente #
NA - Nord America 1.094
EU - Europa 589
AS - Asia 565
SA - Sud America 53
Continente sconosciuto - Info sul continente non disponibili 44
AF - Africa 23
OC - Oceania 7
Totale 2.375
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Nazione #
US - Stati Uniti d'America 1.033
CN - Cina 233
IT - Italia 151
SG - Singapore 139
DE - Germania 82
RU - Federazione Russa 58
GB - Regno Unito 50
HK - Hong Kong 50
IE - Irlanda 48
FR - Francia 46
UA - Ucraina 40
VN - Vietnam 40
BR - Brasile 35
FI - Finlandia 32
CA - Canada 26
SE - Svezia 26
IN - India 20
BD - Bangladesh 18
TR - Turchia 18
BE - Belgio 12
ZA - Sudafrica 11
MX - Messico 10
ES - Italia 9
NL - Olanda 9
JP - Giappone 7
AU - Australia 6
CH - Svizzera 6
PH - Filippine 6
ID - Indonesia 5
IQ - Iraq 5
SV - El Salvador 5
AR - Argentina 4
AT - Austria 4
IL - Israele 4
PL - Polonia 4
PR - Porto Rico 4
VE - Venezuela 4
CL - Cile 3
CR - Costa Rica 3
GP - Guadalupe 3
KE - Kenya 3
LT - Lituania 3
PK - Pakistan 3
AO - Angola 2
AZ - Azerbaigian 2
CO - Colombia 2
HN - Honduras 2
JO - Giordania 2
KR - Corea 2
LB - Libano 2
MY - Malesia 2
PA - Panama 2
PY - Paraguay 2
SC - Seychelles 2
TT - Trinidad e Tobago 2
AE - Emirati Arabi Uniti 1
BG - Bulgaria 1
BJ - Benin 1
BS - Bahamas 1
CY - Cipro 1
DK - Danimarca 1
DZ - Algeria 1
EC - Ecuador 1
EG - Egitto 1
GE - Georgia 1
GR - Grecia 1
GT - Guatemala 1
GY - Guiana 1
HR - Croazia 1
HU - Ungheria 1
JM - Giamaica 1
KI - Kiribati 1
LV - Lettonia 1
MA - Marocco 1
MM - Myanmar 1
MN - Mongolia 1
MT - Malta 1
NI - Nicaragua 1
PS - Palestinian Territory 1
PT - Portogallo 1
SK - Slovacchia (Repubblica Slovacca) 1
SR - Suriname 1
TN - Tunisia 1
UZ - Uzbekistan 1
Totale 2.331
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Città #
San Jose 130
Council Bluffs 103
Ashburn 69
Beijing 64
Singapore 64
Dublin 48
Hong Kong 47
Chandler 46
Jacksonville 44
Dallas 38
Ann Arbor 37
Boardman 30
Nanjing 28
Munich 25
Milan 22
Los Angeles 21
Santa Clara 20
New York 19
Lauterbourg 17
Nanchang 17
Redondo Beach 16
Rome 16
Shanghai 14
Hanoi 13
Ho Chi Minh City 13
Brussels 12
London 12
Johannesburg 11
Phoenix 11
Atlanta 10
Hebei 10
Istanbul 10
Koblenz 10
Shenyang 10
Brooklyn 9
Lawrence 9
Princeton 9
Turku 9
Buffalo 8
Changsha 8
Frankfurt am Main 8
Orem 8
San Francisco 8
Columbus 7
Hangzhou 7
Mexico City 7
São Paulo 7
Tianjin 7
Tokyo 7
Turin 7
Wilmington 7
Helsinki 6
Naples 6
Boston 5
Chicago 5
Heilbronn 5
Jiaxing 5
Miami 5
Moscow 5
Seattle 5
Toronto 5
Woodbridge 5
Brisbane 4
City of London 4
Des Moines 4
Forlì 4
Houston 4
Manor Park 4
Medford 4
Montreal 4
Paris 4
Pavia 4
Salerno 4
San Salvador 4
Vienna 4
Biên Hòa 3
Cagliari 3
Denver 3
Falkenstein 3
Freiburg im Breisgau 3
Ilford 3
Izmir 3
Jinan 3
Las Vegas 3
Nairobi 3
North Bergen 3
Palermo 3
The Dalles 3
Valencia 3
Venice 3
Verona 3
Washington 3
Étréchy 3
Afragola 2
Amsterdam 2
Baghdad 2
Baku 2
Baoding 2
Bengaluru 2
Bologna 2
Totale 1.366
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Nome #
Neural networks unleashed: joint SPX/VIX calibration has never been faster 259
A non-Gaussian approach to risk measures 167
Estimating value-at-risk with product partition models 131
Bayesian Value-at-Risk with Product Partition Models 126
The low volatility fluctuations regime of the exponential Ornstein-Uhlenbeck model 123
A generalized Fourier transform approach to risk measures 116
Stable Lévy Processes via Lamperti-Type Representations , Andreas E. Kyprianou and Juan Carlos Pardo, New York, NY: Cambridge University Press, 2022, xx+463 pp., $69.99(H), ISBN 978-1-108-48029-1 91
Pricing exotic options in a path integral approach 91
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics 85
The probability distribution of returns in the exponential Ornstein-Uhlenbeck model 85
The SINC way: a fast and accurate approach to Fourier pricing 84
Path integrals and exotic options: methods and numerical results 78
Score-driven exponential random graphs: A new class of time-varying parameter models for temporal networks 76
Deep calibration with random grids 74
Score-driven generalized fitness model for sparse and weighted temporal networks 70
A Stochastic Volatility Model With Realized Measures for Option Pricing 67
Comment on: Price Discovery in High Resolution 66
Deep learning profit and loss 65
A Jump and Smile Ride: Jump and Variance Risk Premia in Option Pricing 65
Erratum: A generalized Fourier transform approach to risk measures 63
A tale of two sentiment scales: Disentangling short-run and long-run components in multivariate sentiment dynamics 60
Joint deep calibration of the 4-factor PDV model 57
Why is the estimation of metaorder impact with public market data so challenging? 28
Value matters: The long-run behavior of stock index returns1 24
Coupling news sentiment with web browsing data improves prediction of intra-day price dynamics 17
A stylized model for long-run index return dynamics 16
Collective synchronization and high frequency systemic instabilities in financial markets 16
SIS 2017. Statistics and data science: new challenges, new generations. Proceedings of the conference of the Italian Statistical Society, Florence 28-30 June 2017 15
Smile from the past: A general option pricing framework with multiple volatility and leverage components 15
Exact moment scaling from multiplicative noise 15
Minimal model of financial stylized facts 14
A realized volatility approach to option pricing with continuous and jump variance components 14
A backward Monte Carlo approach to exotic option pricing 14
Multi-curve HJM modelling for risk management 12
The adaptive nature of liquidity taking in limit order books 12
Modelling systemic price cojumps with Hawkes factor models 11
Linear models for the impact of order flow on prices. I. History dependent impact models 11
Stochastic volatility with heterogeneous time scales 10
Impact of multiple curve dynamics in credit valuation adjustments under collateralization 9
Linear models for the impact of order flow on prices. II. The Mixture Transition Distribution model 8
Multiplicative noise, fast convolution and pricing 8
Impact of multiple-curve dynamics in credit valuation adjustments 7
Totale 2.375
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Categoria #
all - tutte 10.357
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 10.357
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/202234 0 0 0 0 1 0 2 3 3 2 5 18
2022/2023149 14 12 2 14 14 16 0 7 56 2 6 6
2023/202485 3 5 3 4 6 6 0 1 0 2 35 20
2024/2025295 14 21 1 4 10 20 20 24 67 4 44 66
2025/2026961 59 48 49 60 108 34 122 61 107 89 106 118
2026/2027526 84 115 74 172 81 0 0 0 0 0 0 0
Totale 2.375