IRIS
BORMETTI, GIACOMO
 Distribuzione geografica
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Continente #
NA - Nord America 868
AS - Asia 554
EU - Europa 490
SA - Sud America 49
Continente sconosciuto - Info sul continente non disponibili 44
AF - Africa 21
OC - Oceania 4
Totale 2.030
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Nazione #
US - Stati Uniti d'America 839
CN - Cina 233
SG - Singapore 135
DE - Germania 81
IT - Italia 76
RU - Federazione Russa 56
HK - Hong Kong 50
IE - Irlanda 48
GB - Regno Unito 43
UA - Ucraina 40
VN - Vietnam 40
FR - Francia 37
BR - Brasile 33
FI - Finlandia 32
SE - Svezia 26
IN - India 20
BD - Bangladesh 18
TR - Turchia 18
CA - Canada 14
BE - Belgio 12
ZA - Sudafrica 11
MX - Messico 10
ES - Italia 9
JP - Giappone 7
NL - Olanda 6
PH - Filippine 6
IQ - Iraq 5
AR - Argentina 4
AT - Austria 4
CH - Svizzera 4
ID - Indonesia 4
PL - Polonia 4
VE - Venezuela 4
AU - Australia 3
CL - Cile 3
KE - Kenya 3
LT - Lituania 3
AO - Angola 2
AZ - Azerbaigian 2
JO - Giordania 2
KR - Corea 2
LB - Libano 2
PA - Panama 2
PK - Pakistan 2
PY - Paraguay 2
AE - Emirati Arabi Uniti 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
HN - Honduras 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
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 1.986
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Città #
San Jose 122
Council Bluffs 72
Ashburn 64
Beijing 64
Singapore 64
Dublin 48
Hong Kong 47
Chandler 46
Jacksonville 44
Ann Arbor 37
Dallas 37
Boardman 30
Nanjing 28
Munich 25
Los Angeles 20
Lauterbourg 17
Nanchang 17
Redondo Beach 16
Santa Clara 16
Milan 15
Shanghai 14
Hanoi 13
Ho Chi Minh City 13
New York 13
Brussels 12
London 12
Johannesburg 11
Hebei 10
Istanbul 10
Koblenz 10
Shenyang 10
Lawrence 9
Princeton 9
Turku 9
Brooklyn 8
Buffalo 8
Changsha 8
Columbus 7
Frankfurt am Main 7
Hangzhou 7
Mexico City 7
Orem 7
São Paulo 7
Tianjin 7
Tokyo 7
Wilmington 7
Helsinki 6
Rome 6
San Francisco 6
Atlanta 5
Boston 5
Heilbronn 5
Jiaxing 5
Moscow 5
Phoenix 5
Toronto 5
Turin 5
Chicago 4
Des Moines 4
Forlì 4
Manor Park 4
Medford 4
Pavia 4
Salerno 4
Vienna 4
Woodbridge 4
Biên Hòa 3
Denver 3
Falkenstein 3
Freiburg im Breisgau 3
Houston 3
Ilford 3
Izmir 3
Jinan 3
Montreal 3
Nairobi 3
Seattle 3
The Dalles 3
Valencia 3
Verona 3
Amsterdam 2
Baghdad 2
Baku 2
Baoding 2
Bengaluru 2
Bologna 2
Buenos Aires 2
Cagliari 2
Chennai 2
City of London 2
Curitiba 2
Da Nang 2
Ebikon 2
Figino 2
Jersey City 2
Kwai Chung 2
Lahore 2
Miami 2
Othmarsingen 2
Ottawa 2
Totale 1.247
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Nome #
Neural networks unleashed: joint SPX/VIX calibration has never been faster 220
A non-Gaussian approach to risk measures 159
Estimating value-at-risk with product partition models 125
Bayesian Value-at-Risk with Product Partition Models 121
The low volatility fluctuations regime of the exponential Ornstein-Uhlenbeck model 117
A generalized Fourier transform approach to risk measures 110
Pricing exotic options in a path integral approach 86
The probability distribution of returns in the exponential Ornstein-Uhlenbeck model 80
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 79
Path integrals and exotic options: methods and numerical results 75
The SINC way: a fast and accurate approach to Fourier pricing 72
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics 71
Score-driven exponential random graphs: A new class of time-varying parameter models for temporal networks 67
Deep calibration with random grids 65
Score-driven generalized fitness model for sparse and weighted temporal networks 64
Comment on: Price Discovery in High Resolution 61
A Stochastic Volatility Model With Realized Measures for Option Pricing 61
Erratum: A generalized Fourier transform approach to risk measures 60
A Jump and Smile Ride: Jump and Variance Risk Premia in Option Pricing 58
Deep learning profit and loss 57
A tale of two sentiment scales: Disentangling short-run and long-run components in multivariate sentiment dynamics 50
Joint deep calibration of the 4-factor PDV model 44
Value matters: The long-run behavior of stock index returns1 18
Why is the estimation of metaorder impact with public market data so challenging? 11
SIS 2017. Statistics and data science: new challenges, new generations. Proceedings of the conference of the Italian Statistical Society, Florence 28-30 June 2017 9
Coupling news sentiment with web browsing data improves prediction of intra-day price dynamics 8
Multi-curve HJM modelling for risk management 8
A stylized model for long-run index return dynamics 7
Smile from the past: A general option pricing framework with multiple volatility and leverage components 7
Minimal model of financial stylized facts 6
Linear models for the impact of order flow on prices. I. History dependent impact models 6
Linear models for the impact of order flow on prices. II. The Mixture Transition Distribution model 5
Impact of multiple curve dynamics in credit valuation adjustments under collateralization 5
Collective synchronization and high frequency systemic instabilities in financial markets 5
A backward Monte Carlo approach to exotic option pricing 5
The adaptive nature of liquidity taking in limit order books 5
Modelling systemic price cojumps with Hawkes factor models 4
Stochastic volatility with heterogeneous time scales 4
A realized volatility approach to option pricing with continuous and jump variance components 4
Impact of multiple-curve dynamics in credit valuation adjustments 4
Exact moment scaling from multiplicative noise 4
Multiplicative noise, fast convolution and pricing 3
Totale 2.030
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Categoria #
all - tutte 8.575
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 8.575
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/202237 0 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
2025/2026961 59 48 49 60 108 34 122 61 107 89 106 118
2026/2027181 84 97 0 0 0 0 0 0 0 0 0 0
Totale 2.030