CRIS Current Research Information System

BORMETTI, GIACOMO
 Distribuzione geografica
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Continente #
NA - Nord America 2.858
EU - Europa 1.848
AS - Asia 1.665
Continente sconosciuto - Info sul continente non disponibili 177
SA - Sud America 93
AF - Africa 83
OC - Oceania 2
Totale 6.726
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Nazione #
US - Stati Uniti d'America 2.800
IT - Italia 750
SG - Singapore 524
CN - Cina 406
VN - Vietnam 337
GB - Regno Unito 331
DE - Germania 205
FR - Francia 144
HK - Hong Kong 125
IN - India 80
RU - Federazione Russa 79
SE - Svezia 62
BR - Brasile 59
IE - Irlanda 55
BD - Bangladesh 54
NL - Olanda 49
CA - Canada 45
KR - Corea 38
ZA - Sudafrica 32
EE - Estonia 30
JP - Giappone 26
FI - Finlandia 25
AT - Austria 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
ES - Italia 7
MY - Malesia 7
SA - Arabia Saudita 7
TR - Turchia 7
TW - Taiwan 7
DZ - Algeria 6
SC - Seychelles 6
GR - Grecia 5
IQ - Iraq 5
MX - Messico 5
PH - Filippine 5
LB - Libano 4
PE - Perù 4
TN - Tunisia 4
UZ - Uzbekistan 4
CL - Cile 3
DK - Danimarca 3
EC - Ecuador 3
PY - Paraguay 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
JM - Giamaica 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
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
NI - Nicaragua 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 6.551
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Città #
Singapore 339
Ashburn 312
Fairfield 295
Southend 271
Santa Clara 213
San Jose 206
Woodbridge 168
Bologna 167
Seattle 127
Wilmington 126
Hong Kong 118
Chandler 113
Houston 107
Ann Arbor 97
Cambridge 89
Dong Ket 77
Princeton 68
Hanoi 67
Beijing 58
Ho Chi Minh City 57
Hefei 55
Dublin 54
Milan 53
Boardman 50
Redmond 46
Pisa 40
Lauterbourg 37
New York 37
Seoul 32
Westminster 32
Dallas 30
Los Angeles 30
Calgary 29
Berlin 27
Padova 26
Paris 26
Verona 24
Munich 23
Nanjing 23
Redwood City 23
Redondo Beach 22
Buffalo 21
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
Tokyo 13
Falkenstein 12
Hebei 12
Chicago 11
Haiphong 11
Brussels 10
Düsseldorf 10
Nanchang 10
São Paulo 10
Amsterdam 9
Da Nang 9
Jakarta 9
Phoenix 9
Rimini 9
Changsha 8
London 8
Mumbai 8
Tianjin 8
Yubileyny 8
Falls Church 7
Guangzhou 7
Naples 7
Pavia 7
Scuola 7
Taiyuan 7
Turku 7
Albany 6
Atlanta 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
Denver 5
Kuala Lumpur 5
Minamishinagawa 5
Modena 5
Olalla 5
Orem 5
Parma 5
Settimo San Pietro 5
Totale 4.358
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Nome #
The SINC way: a fast and accurate approach to Fourier pricing 457
A Jump and Smile Ride: Jump and Variance Risk Premia in Option Pricing 275
Comment on: Price Discovery in High Resolution 262
Collective synchronization and high frequency systemic instabilities in financial markets 252
A Stochastic Volatility Model With Realized Measures for Option Pricing 246
A tale of two sentiment scales: Disentangling short-run and long-run components in multivariate sentiment dynamics 230
A backward Monte Carlo approach to exotic option pricing 223
Linear models for the impact of order flow on prices. I. History dependent impact models 221
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics 214
A realized volatility approach to option pricing with continuous and jump variance components 213
Multi-curve HJM modelling for risk management 205
A Stylized Model for Long-Run Index Return Dynamics 199
Value Matters: The Long-run Behavior of Stock Index Returns 193
Impact of multiple curve dynamics in Credit Valuation Adjustments under collateralization 190
Deep learning profit and loss 184
Linear models for the impact of order flow on prices. II. The Mixture Transition Distribution model 183
Deep calibration with random grids 180
Score-driven generalized fitness model for sparse and weighted temporal networks 174
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 159
A generalized Fourier transform approach to risk measures 154
Bayesian Value-at-Risk with product partition models 145
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 126
Modelling systemic price cojumps with Hawkes factor models 122
The probability distribution of returns in the exponential Ornstein-Uhlenbeck model 121
Exact moment scaling from multiplicative noise 120
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 116
Pricing exotic options in a path integral approach 113
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 89
Score-driven exponential random graphs: A new class of time-varying parameter models for temporal networks 81
Totale 6.726
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Categoria #
all - tutte 18.424
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 18.424
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/2022644 0 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
2025/20261.750 133 108 176 77 190 111 185 146 252 177 104 91
2026/2027200 173 27 0 0 0 0 0 0 0 0 0 0
Totale 6.726