CRIS Current Research Information System

BORMETTI, GIACOMO
 Distribuzione geografica
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Continente #
NA - Nord America 2.691
EU - Europa 1.831
AS - Asia 1.645
SA - Sud America 92
AF - Africa 83
Continente sconosciuto - Info sul continente non disponibili 2
OC - Oceania 2
Totale 6.346
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Nazione #
US - Stati Uniti d'America 2.643
IT - Italia 738
SG - Singapore 522
CN - Cina 405
VN - Vietnam 337
GB - Regno Unito 330
DE - Germania 204
FR - Francia 144
HK - Hong Kong 121
IN - India 80
RU - Federazione Russa 79
SE - Svezia 62
BR - Brasile 59
IE - Irlanda 55
NL - Olanda 48
BD - Bangladesh 46
CA - Canada 40
KR - Corea 38
ZA - Sudafrica 32
EE - Estonia 30
FI - Finlandia 25
AT - Austria 21
JP - Giappone 21
UA - Ucraina 20
CI - Costa d'Avorio 15
ID - Indonesia 15
CH - Svizzera 14
BG - Bulgaria 13
AR - Argentina 11
BE - Belgio 10
MA - Marocco 8
PL - Polonia 8
RO - Romania 8
CO - Colombia 7
MY - Malesia 7
SA - Arabia Saudita 7
TR - Turchia 7
TW - Taiwan 7
DZ - Algeria 6
SC - Seychelles 6
ES - Italia 5
GR - Grecia 5
IQ - Iraq 5
PH - Filippine 5
LB - Libano 4
MX - Messico 4
PE - Perù 4
TN - Tunisia 4
UZ - Uzbekistan 4
CL - Cile 3
DK - Danimarca 3
PY - Paraguay 3
TH - Thailandia 3
AE - Emirati Arabi Uniti 2
AU - Australia 2
CZ - Repubblica Ceca 2
EC - Ecuador 2
EG - Egitto 2
GT - Guatemala 2
HR - Croazia 2
LT - Lituania 2
MG - Madagascar 2
PK - Pakistan 2
SN - Senegal 2
TG - Togo 2
AF - Afghanistan, Repubblica islamica di 1
AL - Albania 1
AZ - Azerbaigian 1
BB - Barbados 1
BH - Bahrain 1
BO - Bolivia 1
BW - Botswana 1
CW - ???statistics.table.value.countryCode.CW??? 1
DO - Repubblica Dominicana 1
GH - Ghana 1
IR - Iran 1
KE - Kenya 1
KZ - Kazakistan 1
LV - Lettonia 1
NG - Nigeria 1
NP - Nepal 1
OM - Oman 1
SK - Slovacchia (Repubblica Slovacca) 1
SS - ???statistics.table.value.countryCode.SS??? 1
UY - Uruguay 1
VE - Venezuela 1
Totale 6.346
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Città #
Singapore 337
Fairfield 295
Ashburn 293
Southend 271
Santa Clara 212
San Jose 204
Woodbridge 168
Bologna 166
Seattle 127
Wilmington 126
Hong Kong 114
Chandler 113
Houston 106
Ann Arbor 97
Cambridge 89
Dong Ket 77
Princeton 68
Hanoi 67
Beijing 57
Ho Chi Minh City 57
Hefei 55
Dublin 54
Milan 52
Boardman 50
Redmond 46
Pisa 40
Lauterbourg 37
New York 35
Seoul 32
Westminster 32
Calgary 29
Dallas 28
Berlin 27
Los Angeles 27
Padova 26
Paris 26
Verona 24
Munich 23
Nanjing 23
Redwood City 23
Redondo Beach 22
Buffalo 20
Frankfurt am Main 20
Rome 19
Shenyang 19
Hangzhou 18
Florence 17
Helsinki 16
Turin 15
Abidjan 14
Jinan 14
Saint Petersburg 14
Vienna 14
San Diego 13
Sofia 13
Falkenstein 12
Hebei 12
Haiphong 11
Brussels 10
Nanchang 10
São Paulo 10
Amsterdam 9
Chicago 9
Da Nang 9
Düsseldorf 9
Jakarta 9
Rimini 9
Changsha 8
London 8
Mumbai 8
Tianjin 8
Tokyo 8
Yubileyny 8
Falls Church 7
Guangzhou 7
Naples 7
Pavia 7
Phoenix 7
Scuola 7
Taiyuan 7
Turku 7
Albany 6
Biên Hòa 6
Boydton 6
Medford 6
Palermo 6
San Francisco 6
The Dalles 6
Warsaw 6
Can Tho 5
Casalecchio di Reno 5
Kuala Lumpur 5
Minamishinagawa 5
Modena 5
Olalla 5
Orem 5
Parma 5
Settimo San Pietro 5
Trieste 5
Xi'an 5
Totale 4.307
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Nome #
The SINC way: a fast and accurate approach to Fourier pricing 357
A Jump and Smile Ride: Jump and Variance Risk Premia in Option Pricing 269
Comment on: Price Discovery in High Resolution 255
Collective synchronization and high frequency systemic instabilities in financial markets 247
A Stochastic Volatility Model With Realized Measures for Option Pricing 243
A tale of two sentiment scales: Disentangling short-run and long-run components in multivariate sentiment dynamics 223
A backward Monte Carlo approach to exotic option pricing 219
A realized volatility approach to option pricing with continuous and jump variance components 210
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics 206
Multi-curve HJM modelling for risk management 204
Linear models for the impact of order flow on prices. I. History dependent impact models 201
A Stylized Model for Long-Run Index Return Dynamics 199
Value Matters: The Long-run Behavior of Stock Index Returns 187
Impact of multiple curve dynamics in Credit Valuation Adjustments under collateralization 185
Deep learning profit and loss 184
Linear models for the impact of order flow on prices. II. The Mixture Transition Distribution model 183
Score-driven generalized fitness model for sparse and weighted temporal networks 171
Deep calibration with random grids 169
Coupling News Sentiment with Web Browsing Data Improves Prediction of Intra-Day Price Dynamics 162
The adaptive nature of liquidity taking in limit order books 158
A generalized Fourier transform approach to risk measures 153
Bayesian Value-at-Risk with product partition models 144
A non-Gaussian approach to risk measures 143
Stochastic volatility with heterogeneous time scales 139
A stochastic volatility framework with analytical filtering 130
Option pricing under ornstein-uhlenbeck stochastic volatility: A linear model 127
Accounting for risk of non linear portfolios : A novel Fourier approach 127
Multiplicative noise, fast convolution and pricing 124
Modelling systemic price cojumps with Hawkes factor models 121
The probability distribution of returns in the exponential Ornstein-Uhlenbeck model 120
Exact moment scaling from multiplicative noise 119
Smile from the past: A general option pricing framework with multiple volatility and leverage components 119
The low volatility fluctuations regime of the exponential Ornstein-Uhlenbeck model 118
Minimal model of financial stylized facts 115
Pricing exotic options in a path integral approach 112
Impact of multiple curve dynamics in credit valuation adjustments 109
Erratum: A generalized Fourier transform approach to risk measures (Journal of Statistical Mechanics: Theory and Experiment) 105
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 87
Score-driven exponential random graphs: A new class of time-varying parameter models for temporal networks 77
Totale 6.521
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Categoria #
all - tutte 17.691
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 17.691
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021129 0 0 0 0 0 0 0 0 0 0 0 129
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
2024/20251.104 31 117 74 106 291 33 65 34 44 69 52 188
2025/20261.745 133 108 176 77 190 111 185 146 252 177 104 86
Totale 6.521