CRIS Current Research Information System

BORMETTI, GIACOMO
 Distribuzione geografica
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Continente #
NA - Nord America 1.813
EU - Europa 1.313
AS - Asia 364
AF - Africa 45
SA - Sud America 8
OC - Oceania 2
Totale 3.545
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Nazione #
US - Stati Uniti d'America 1.788
IT - Italia 505
GB - Regno Unito 310
CN - Cina 151
DE - Germania 136
VN - Vietnam 99
FR - Francia 73
IN - India 67
SE - Svezia 58
IE - Irlanda 53
RU - Federazione Russa 46
EE - Estonia 29
ZA - Sudafrica 28
CA - Canada 25
UA - Ucraina 18
SG - Singapore 17
AT - Austria 15
BG - Bulgaria 12
CH - Svizzera 12
FI - Finlandia 12
BE - Belgio 9
NL - Olanda 9
CI - Costa d'Avorio 7
HK - Hong Kong 7
RO - Romania 6
CO - Colombia 4
JP - Giappone 4
MA - Marocco 4
TR - Turchia 4
DZ - Algeria 3
LB - Libano 3
PL - Polonia 3
TW - Taiwan 3
AU - Australia 2
BR - Brasile 2
CL - Cile 2
DK - Danimarca 2
GR - Grecia 2
HR - Croazia 2
PH - Filippine 2
SA - Arabia Saudita 2
TG - Togo 2
AF - Afghanistan, Repubblica islamica di 1
CZ - Repubblica Ceca 1
EG - Egitto 1
IR - Iran 1
KR - Corea 1
MY - Malesia 1
PK - Pakistan 1
Totale 3.545
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Città #
Fairfield 295
Southend 271
Ashburn 176
Woodbridge 168
Bologna 133
Seattle 127
Wilmington 126
Chandler 113
Houston 106
Ann Arbor 97
Cambridge 89
Dong Ket 77
Princeton 68
Dublin 53
Redmond 46
Westminster 32
Milan 28
Berlin 27
Padova 26
Calgary 24
Redwood City 23
Nanjing 22
Paris 20
Shenyang 19
Pisa 17
Hangzhou 16
Verona 15
Saint Petersburg 14
Singapore 14
San Diego 13
Hebei 12
Jinan 12
New York 12
Sofia 12
Vienna 12
Helsinki 11
Nanchang 10
Beijing 9
Brussels 9
Florence 9
Rome 9
Boardman 8
Mumbai 8
Turin 8
Abidjan 7
Amsterdam 7
Changsha 7
Falls Church 7
Pavia 7
Rimini 7
Scuola 7
Taiyuan 7
Albany 6
Boydton 6
Medford 6
Tianjin 6
Olalla 5
Settimo San Pietro 5
Carpi 4
Casablanca 4
Casalecchio di Reno 4
Castelliri 4
Chicago 4
Dearborn 4
Des Moines 4
Guangzhou 4
Jiaxing 4
Lago 4
Modena 4
Munich 4
Norwalk 4
Pune 4
Zhengzhou 4
Banqiao 3
Bucharest 3
Cesena 3
Española 3
Forlì 3
Haikou 3
Hong Kong 3
Los Angeles 3
Meskiana 3
Palermo 3
Pontedera 3
Sant'Ilario d'Enza 3
Taizhou 3
Venice 3
Brent 2
Bühl 2
Caravaggio 2
Cava De' Tirreni 2
Codroipo 2
Delhi 2
Exeter 2
Fiesso Umbertiano 2
Follonica 2
Frankfurt am Main 2
Frattamaggiore 2
Fremont 2
Hyderabad 2
Totale 2.614
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Nome #
The SINC way: a fast and accurate approach to Fourier pricing 168
A Stochastic Volatility Model With Realized Measures for Option Pricing 164
A Jump and Smile Ride: Jump and Variance Risk Premia in Option Pricing 157
Comment on: Price Discovery in High Resolution 152
Collective synchronization and high frequency systemic instabilities in financial markets 152
A Stylized Model for Long-Run Index Return Dynamics 130
A backward Monte Carlo approach to exotic option pricing 127
Multi-curve HJM modelling for risk management 126
Coupling News Sentiment with Web Browsing Data Improves Prediction of Intra-Day Price Dynamics 114
Linear models for the impact of order flow on prices. I. History dependent impact models 114
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics 113
Deep learning profit and loss 109
A non-Gaussian approach to risk measures 108
Stochastic volatility with heterogeneous time scales 107
The adaptive nature of liquidity taking in limit order books 104
A realized volatility approach to option pricing with continuous and jump variance components 104
Linear models for the impact of order flow on prices. II. The Mixture Transition Distribution model 100
A generalized Fourier transform approach to risk measures 99
Bayesian Value-at-Risk with product partition models 99
Value Matters: The Long-run Behavior of Stock Index Returns 96
Impact of multiple curve dynamics in Credit Valuation Adjustments under collateralization 93
Option pricing under ornstein-uhlenbeck stochastic volatility: A linear model 90
Modelling systemic price cojumps with Hawkes factor models 88
Accounting for risk of non linear portfolios : A novel Fourier approach 87
The low volatility fluctuations regime of the exponential Ornstein-Uhlenbeck model 83
Exact moment scaling from multiplicative noise 80
Impact of multiple curve dynamics in credit valuation adjustments 79
Smile from the past: A general option pricing framework with multiple volatility and leverage components 79
Multiplicative noise, fast convolution and pricing 76
Erratum: A generalized Fourier transform approach to risk measures (Journal of Statistical Mechanics: Theory and Experiment) 74
A stochastic volatility framework with analytical filtering 73
Minimal model of financial stylized facts 72
The probability distribution of returns in the exponential Ornstein-Uhlenbeck model 71
Pricing exotic options in a path integral approach 71
A tale of two sentiment scales: Disentangling short-run and long-run components in multivariate sentiment dynamics 65
Score-driven generalized fitness model for sparse and weighted temporal networks 45
Stable Lévy Processes via Lamperti-Type Representations 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 21
Deep calibration with random grids 15
Totale 3.705
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Categoria #
all - tutte 9.523
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 9.523
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020894 0 29 14 42 121 101 137 149 164 62 28 47
2020/2021539 90 64 32 21 5 15 14 31 84 23 31 129
2021/2022730 86 28 44 32 72 54 20 50 63 41 123 117
2022/2023700 61 51 35 118 71 74 31 45 106 15 39 54
2023/2024358 12 42 37 34 33 36 15 39 15 45 27 23
2024/202533 31 2 0 0 0 0 0 0 0 0 0 0
Totale 3.705