IRIS
BORMETTI, GIACOMO
 Distribuzione geografica
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Continente #
NA - Nord America 692
AS - Asia 543
EU - Europa 467
SA - Sud America 47
AF - Africa 21
OC - Oceania 4
Totale 1.774
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Nazione #
US - Stati Uniti d'America 669
CN - Cina 230
SG - Singapore 135
DE - Germania 77
IT - Italia 63
RU - Federazione Russa 56
HK - Hong Kong 50
IE - Irlanda 48
GB - Regno Unito 42
UA - Ucraina 40
VN - Vietnam 40
FR - Francia 37
BR - Brasile 32
FI - Finlandia 32
SE - Svezia 26
IN - India 20
TR - Turchia 15
BD - Bangladesh 13
BE - Belgio 12
CA - Canada 11
ZA - Sudafrica 11
ES - Italia 9
MX - Messico 9
JP - Giappone 7
NL - Olanda 6
PH - Filippine 6
IQ - Iraq 5
ID - Indonesia 4
PL - Polonia 4
VE - Venezuela 4
AR - Argentina 3
AU - Australia 3
CL - Cile 3
KE - Kenya 3
LT - Lituania 3
AO - Angola 2
AZ - Azerbaigian 2
CH - Svizzera 2
JO - Giordania 2
KR - Corea 2
LB - Libano 2
PA - Panama 2
PK - Pakistan 2
PY - Paraguay 2
AE - Emirati Arabi Uniti 1
AT - Austria 1
BG - Bulgaria 1
BJ - Benin 1
CO - Colombia 1
CY - Cipro 1
DK - Danimarca 1
DZ - Algeria 1
EC - Ecuador 1
EG - Egitto 1
GE - Georgia 1
GR - Grecia 1
HR - Croazia 1
HU - Ungheria 1
KI - Kiribati 1
LV - Lettonia 1
MA - Marocco 1
MM - Myanmar 1
MN - Mongolia 1
MT - Malta 1
MY - Malesia 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 1.774
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Città #
San Jose 112
Singapore 64
Beijing 62
Ashburn 59
Dublin 48
Hong Kong 47
Chandler 46
Jacksonville 44
Ann Arbor 37
Dallas 35
Council Bluffs 31
Boardman 30
Nanjing 28
Munich 25
Los Angeles 20
Lauterbourg 17
Nanchang 17
Redondo Beach 16
Hanoi 13
Ho Chi Minh City 13
Shanghai 13
Brussels 12
London 12
New York 12
Johannesburg 11
Hebei 10
Koblenz 10
Shenyang 10
Istanbul 9
Lawrence 9
Milan 9
Princeton 9
Turku 9
Brooklyn 8
Buffalo 8
Changsha 8
Frankfurt am Main 7
Hangzhou 7
Orem 7
São Paulo 7
Tianjin 7
Tokyo 7
Helsinki 6
Mexico City 6
San Francisco 6
Santa Clara 6
Wilmington 6
Boston 5
Heilbronn 5
Jiaxing 5
Moscow 5
Turin 5
Chicago 4
Des Moines 4
Forlì 4
Manor Park 4
Medford 4
Pavia 4
Phoenix 4
Rome 4
Salerno 4
Toronto 4
Woodbridge 4
Biên Hòa 3
Denver 3
Falkenstein 3
Houston 3
Ilford 3
Jinan 3
Montreal 3
Nairobi 3
Seattle 3
The Dalles 3
Valencia 3
Verona 3
Amsterdam 2
Atlanta 2
Baghdad 2
Baku 2
Baoding 2
Bengaluru 2
Bologna 2
Buenos Aires 2
Chennai 2
City of London 2
Curitiba 2
Da Nang 2
Jersey City 2
Kwai Chung 2
Lahore 2
Miami 2
Othmarsingen 2
Ottawa 2
Padova 2
Panama City 2
Poplar 2
Quezon City 2
San Mateo 2
Sydney 2
Ulsan 2
Totale 1.150
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Nome #
A non-Gaussian approach to risk measures 157
Estimating value-at-risk with product partition models 124
Bayesian Value-at-Risk with Product Partition Models 119
The low volatility fluctuations regime of the exponential Ornstein-Uhlenbeck model 116
Neural networks unleashed: joint SPX/VIX calibration has never been faster 112
A generalized Fourier transform approach to risk measures 107
Pricing exotic options in a path integral approach 82
The probability distribution of returns in the exponential Ornstein-Uhlenbeck model 78
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 76
Path integrals and exotic options: methods and numerical results 73
The SINC way: a fast and accurate approach to Fourier pricing 71
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics 69
Score-driven exponential random graphs: A new class of time-varying parameter models for temporal networks 64
Deep calibration with random grids 63
Score-driven generalized fitness model for sparse and weighted temporal networks 62
Erratum: A generalized Fourier transform approach to risk measures 59
A Stochastic Volatility Model With Realized Measures for Option Pricing 59
Comment on: Price Discovery in High Resolution 58
A Jump and Smile Ride: Jump and Variance Risk Premia in Option Pricing 57
Deep learning profit and loss 54
A tale of two sentiment scales: Disentangling short-run and long-run components in multivariate sentiment dynamics 49
Joint deep calibration of the 4-factor PDV model 34
Why is the estimation of metaorder impact with public market data so challenging? 10
SIS 2017. Statistics and data science: new challenges, new generations. Proceedings of the conference of the Italian Statistical Society, Florence 28-30 June 2017 7
A stylized model for long-run index return dynamics 6
Coupling news sentiment with web browsing data improves prediction of intra-day price dynamics 6
Multi-curve HJM modelling for risk management 6
Smile from the past: A general option pricing framework with multiple volatility and leverage components 5
Linear models for the impact of order flow on prices. II. The Mixture Transition Distribution model 4
Linear models for the impact of order flow on prices. I. History dependent impact models 3
Stochastic volatility with heterogeneous time scales 3
A backward Monte Carlo approach to exotic option pricing 3
Impact of multiple-curve dynamics in credit valuation adjustments 3
Exact moment scaling from multiplicative noise 3
Minimal model of financial stylized facts 2
Impact of multiple curve dynamics in credit valuation adjustments under collateralization 2
Modelling systemic price cojumps with Hawkes factor models 2
Collective synchronization and high frequency systemic instabilities in financial markets 2
A realized volatility approach to option pricing with continuous and jump variance components 2
The adaptive nature of liquidity taking in limit order books 2
Multiplicative noise, fast convolution and pricing 2
Value matters: The long-run behavior of stock index returns1 2
Totale 1.818
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Categoria #
all - tutte 7.396
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 7.396
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/20214 0 0 0 0 0 0 0 0 0 0 0 4
2021/202239 2 1 0 2 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
2025/2026930 59 48 49 60 108 34 122 61 107 89 106 87
Totale 1.818