CRIS Current Research Information System

BORMETTI, GIACOMO
 Distribuzione geografica
Salva come PNG Salva come JPEG
Continente #
NA - Nord America 3.207
EU - Europa 1.886
AS - Asia 1.690
Continente sconosciuto - Info sul continente non disponibili 177
SA - Sud America 102
AF - Africa 84
OC - Oceania 2
Totale 7.148
Salva come PNG Salva come JPEG
Nazione #
US - Stati Uniti d'America 3.137
IT - Italia 776
SG - Singapore 531
CN - Cina 408
GB - Regno Unito 340
VN - Vietnam 339
DE - Germania 205
FR - Francia 145
HK - Hong Kong 127
IN - India 80
RU - Federazione Russa 79
SE - Svezia 62
BR - Brasile 60
BD - Bangladesh 57
IE - Irlanda 56
CA - Canada 52
NL - Olanda 49
KR - Corea 38
ZA - Sudafrica 32
EE - Estonia 30
JP - Giappone 26
FI - Finlandia 25
AT - Austria 21
UA - Ucraina 20
ID - Indonesia 19
CI - Costa d'Avorio 15
CH - Svizzera 14
AR - Argentina 13
BG - Bulgaria 13
BE - Belgio 10
CO - Colombia 9
ES - Italia 8
MA - Marocco 8
MY - Malesia 8
PL - Polonia 8
RO - Romania 8
TW - Taiwan 8
PH - Filippine 7
SA - Arabia Saudita 7
TR - Turchia 7
DZ - Algeria 6
SC - Seychelles 6
EC - Ecuador 5
GR - Grecia 5
IQ - Iraq 5
MX - Messico 5
LB - Libano 4
PE - Perù 4
PY - Paraguay 4
TN - Tunisia 4
UZ - Uzbekistan 4
CL - Cile 3
DK - Danimarca 3
JM - Giamaica 3
TH - Thailandia 3
AE - Emirati Arabi Uniti 2
AU - Australia 2
BB - Barbados 2
CZ - Repubblica Ceca 2
EG - Egitto 2
GT - Guatemala 2
HR - Croazia 2
KE - Kenya 2
LT - Lituania 2
MG - Madagascar 2
PK - Pakistan 2
SN - Senegal 2
TG - Togo 2
VE - Venezuela 2
AF - Afghanistan, Repubblica islamica di 1
AL - Albania 1
AZ - Azerbaigian 1
BH - Bahrain 1
BO - Bolivia 1
BW - Botswana 1
BZ - Belize 1
CR - Costa Rica 1
CW - ???statistics.table.value.countryCode.CW??? 1
DO - Repubblica Dominicana 1
GH - Ghana 1
HN - Honduras 1
IR - Iran 1
KG - Kirghizistan 1
KZ - Kazakistan 1
LV - Lettonia 1
NG - Nigeria 1
NI - Nicaragua 1
NP - Nepal 1
OM - Oman 1
SK - Slovacchia (Repubblica Slovacca) 1
SS - ???statistics.table.value.countryCode.SS??? 1
TT - Trinidad e Tobago 1
UY - Uruguay 1
Totale 6.973
Salva come PNG Salva come JPEG
Città #
Singapore 345
Ashburn 334
Fairfield 295
Southend 271
San Jose 232
Santa Clara 215
Woodbridge 168
Bologna 167
Seattle 127
Wilmington 126
Hong Kong 120
Chandler 113
Houston 110
Ann Arbor 97
Cambridge 89
Princeton 78
Dong Ket 77
Hanoi 67
Beijing 59
Ho Chi Minh City 58
Hefei 55
Milan 55
Dublin 54
New York 52
Boardman 51
Council Bluffs 50
Redmond 46
Pisa 40
Los Angeles 39
Lauterbourg 37
Dallas 32
Seoul 32
Westminster 32
Calgary 29
Chicago 29
Berlin 27
Padova 26
Paris 26
Verona 25
Munich 23
Nanjing 23
Redwood City 23
Redondo Beach 22
Rome 22
Buffalo 21
Frankfurt am Main 20
Shenyang 19
Hangzhou 18
Florence 17
Helsinki 16
San Diego 15
Turin 15
Abidjan 14
Jinan 14
Saint Petersburg 14
Vienna 14
Sofia 13
Tokyo 13
Falkenstein 12
Hebei 12
Haiphong 11
Phoenix 11
Atlanta 10
Brussels 10
Düsseldorf 10
Nanchang 10
São Paulo 10
Amsterdam 9
Da Nang 9
Jakarta 9
London 9
Naples 9
Rimini 9
Changsha 8
Denver 8
Mumbai 8
San Francisco 8
Tianjin 8
Yubileyny 8
Falls Church 7
Guangzhou 7
Miami 7
Pavia 7
Scuola 7
Taiyuan 7
Turku 7
Albany 6
Biên Hòa 6
Boydton 6
Brooklyn 6
Charlottesville 6
Kuala Lumpur 6
Medford 6
Modena 6
Palermo 6
The Dalles 6
Warsaw 6
Abbeville 5
Can Tho 5
Casalecchio di Reno 5
Totale 4.549
Salva come PNG Salva come JPEG
Nome #
The SINC way: a fast and accurate approach to Fourier pricing 474
A Jump and Smile Ride: Jump and Variance Risk Premia in Option Pricing 304
Comment on: Price Discovery in High Resolution 272
A Stochastic Volatility Model With Realized Measures for Option Pricing 268
Collective synchronization and high frequency systemic instabilities in financial markets 268
A tale of two sentiment scales: Disentangling short-run and long-run components in multivariate sentiment dynamics 243
A backward Monte Carlo approach to exotic option pricing 233
Linear models for the impact of order flow on prices. I. History dependent impact models 233
A realized volatility approach to option pricing with continuous and jump variance components 230
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics 226
Multi-curve HJM modelling for risk management 215
Deep calibration with random grids 207
A Stylized Model for Long-Run Index Return Dynamics 207
Value Matters: The Long-run Behavior of Stock Index Returns 205
Linear models for the impact of order flow on prices. II. The Mixture Transition Distribution model 204
Impact of multiple curve dynamics in Credit Valuation Adjustments under collateralization 200
Deep learning profit and loss 193
Score-driven generalized fitness model for sparse and weighted temporal networks 183
Coupling News Sentiment with Web Browsing Data Improves Prediction of Intra-Day Price Dynamics 175
A generalized Fourier transform approach to risk measures 167
The adaptive nature of liquidity taking in limit order books 163
Bayesian Value-at-Risk with product partition models 152
A non-Gaussian approach to risk measures 151
Stochastic volatility with heterogeneous time scales 145
A stochastic volatility framework with analytical filtering 136
Multiplicative noise, fast convolution and pricing 134
Option pricing under ornstein-uhlenbeck stochastic volatility: A linear model 134
Accounting for risk of non linear portfolios : A novel Fourier approach 133
Modelling systemic price cojumps with Hawkes factor models 133
The probability distribution of returns in the exponential Ornstein-Uhlenbeck model 128
Exact moment scaling from multiplicative noise 127
The low volatility fluctuations regime of the exponential Ornstein-Uhlenbeck model 126
Smile from the past: A general option pricing framework with multiple volatility and leverage components 123
Minimal model of financial stylized facts 122
Pricing exotic options in a path integral approach 120
Impact of multiple curve dynamics in credit valuation adjustments 119
Erratum: A generalized Fourier transform approach to risk measures (Journal of Statistical Mechanics: Theory and Experiment) 111
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 96
Score-driven exponential random graphs: A new class of time-varying parameter models for temporal networks 88
Totale 7.148
Salva come PNG Salva come JPEG
Categoria #
all - tutte 19.451
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 19.451
Salva come PNG Salva come JPEG


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/2022572 0 0 0 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
2025/20261.750 133 108 176 77 190 111 185 146 252 177 104 91
2026/2027622 173 103 192 154 0 0 0 0 0 0 0 0
Totale 7.148