CRIS Current Research Information System

BORMETTI, GIACOMO
 Distribuzione geografica
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Continente #
NA - Nord America 2.589
EU - Europa 1.784
AS - Asia 1.596
SA - Sud America 92
AF - Africa 83
Continente sconosciuto - Info sul continente non disponibili 2
OC - Oceania 2
Totale 6.148
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Nazione #
US - Stati Uniti d'America 2.545
IT - Italia 699
SG - Singapore 519
CN - Cina 398
VN - Vietnam 337
GB - Regno Unito 329
DE - Germania 202
FR - Francia 140
HK - Hong Kong 119
IN - India 80
RU - Federazione Russa 79
SE - Svezia 62
BR - Brasile 59
IE - Irlanda 55
NL - Olanda 47
CA - Canada 39
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
BD - Bangladesh 10
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
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
MX - Messico 2
PK - Pakistan 2
SN - Senegal 2
TG - Togo 2
AF - Afghanistan, Repubblica islamica di 1
AL - Albania 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 6.148
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Città #
Singapore 336
Fairfield 295
Ashburn 287
Southend 271
Santa Clara 208
San Jose 177
Woodbridge 168
Bologna 162
Seattle 127
Wilmington 126
Chandler 113
Hong Kong 112
Houston 106
Ann Arbor 97
Cambridge 89
Dong Ket 77
Princeton 68
Hanoi 67
Ho Chi Minh City 57
Hefei 55
Dublin 54
Beijing 52
Milan 49
Boardman 48
Redmond 46
Pisa 40
Lauterbourg 37
Seoul 32
Westminster 32
Calgary 29
Berlin 27
New York 27
Dallas 26
Padova 26
Paris 26
Verona 24
Munich 23
Nanjing 23
Redwood City 23
Redondo Beach 22
Los Angeles 21
Frankfurt am Main 20
Shenyang 19
Hangzhou 18
Rome 18
Helsinki 16
Buffalo 15
Florence 15
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
Da Nang 9
Düsseldorf 9
Jakarta 9
Rimini 9
Changsha 8
Chicago 8
London 8
Mumbai 8
Tianjin 8
Tokyo 8
Yubileyny 8
Falls Church 7
Guangzhou 7
Pavia 7
Scuola 7
Taiyuan 7
Turku 7
Albany 6
Biên Hòa 6
Boydton 6
Medford 6
The Dalles 6
Warsaw 6
Can Tho 5
Casalecchio di Reno 5
Kuala Lumpur 5
Minamishinagawa 5
Modena 5
Olalla 5
Orem 5
Palermo 5
Parma 5
Phoenix 5
Settimo San Pietro 5
Trieste 5
Xi'an 5
Zhengzhou 5
Brooklyn 4
Totale 4.221
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Nome #
The SINC way: a fast and accurate approach to Fourier pricing 330
A Jump and Smile Ride: Jump and Variance Risk Premia in Option Pricing 258
Comment on: Price Discovery in High Resolution 251
Collective synchronization and high frequency systemic instabilities in financial markets 242
A Stochastic Volatility Model With Realized Measures for Option Pricing 240
A tale of two sentiment scales: Disentangling short-run and long-run components in multivariate sentiment dynamics 219
A realized volatility approach to option pricing with continuous and jump variance components 207
A backward Monte Carlo approach to exotic option pricing 203
Multi-curve HJM modelling for risk management 202
Linear models for the impact of order flow on prices. I. History dependent impact models 198
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics 198
A Stylized Model for Long-Run Index Return Dynamics 196
Value Matters: The Long-run Behavior of Stock Index Returns 183
Deep learning profit and loss 182
Linear models for the impact of order flow on prices. II. The Mixture Transition Distribution model 181
Score-driven generalized fitness model for sparse and weighted temporal networks 168
Impact of multiple curve dynamics in Credit Valuation Adjustments under collateralization 168
Coupling News Sentiment with Web Browsing Data Improves Prediction of Intra-Day Price Dynamics 160
The adaptive nature of liquidity taking in limit order books 156
A generalized Fourier transform approach to risk measures 147
Deep calibration with random grids 144
A non-Gaussian approach to risk measures 142
Bayesian Value-at-Risk with product partition models 141
Stochastic volatility with heterogeneous time scales 137
A stochastic volatility framework with analytical filtering 129
Option pricing under ornstein-uhlenbeck stochastic volatility: A linear model 125
Accounting for risk of non linear portfolios : A novel Fourier approach 125
Multiplicative noise, fast convolution and pricing 123
Modelling systemic price cojumps with Hawkes factor models 120
Exact moment scaling from multiplicative noise 119
The probability distribution of returns in the exponential Ornstein-Uhlenbeck model 119
Smile from the past: A general option pricing framework with multiple volatility and leverage components 117
Minimal model of financial stylized facts 115
The low volatility fluctuations regime of the exponential Ornstein-Uhlenbeck model 115
Pricing exotic options in a path integral approach 110
Impact of multiple curve dynamics in credit valuation adjustments 108
Erratum: A generalized Fourier transform approach to risk measures (Journal of Statistical Mechanics: Theory and Experiment) 104
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 80
Score-driven exponential random graphs: A new class of time-varying parameter models for temporal networks 61
Totale 6.323
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Categoria #
all - tutte 16.791
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 16.791
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021183 0 0 0 0 0 0 0 0 0 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
2024/20251.104 31 117 74 106 291 33 65 34 44 69 52 188
2025/20261.547 133 108 176 77 190 111 185 146 252 169 0 0
Totale 6.323