IRIS
RECCHIONI, Maria Cristina
 Distribuzione geografica
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Continente #
NA - Nord America 6.884
EU - Europa 4.561
AS - Asia 3.015
SA - Sud America 751
AF - Africa 144
OC - Oceania 11
Continente sconosciuto - Info sul continente non disponibili 5
Totale 15.371
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Nazione #
US - Stati Uniti d'America 6.788
RU - Federazione Russa 1.271
SG - Singapore 848
IT - Italia 699
VN - Vietnam 682
BR - Brasile 598
UA - Ucraina 576
CN - Cina 562
SE - Svezia 415
DE - Germania 341
IE - Irlanda 323
HK - Hong Kong 258
FR - Francia 222
DK - Danimarca 208
GB - Regno Unito 201
TR - Turchia 181
FI - Finlandia 138
KR - Corea 115
IN - India 77
AR - Argentina 47
CI - Costa d'Avorio 46
BD - Bangladesh 45
BE - Belgio 43
ZA - Sudafrica 41
CA - Canada 38
ID - Indonesia 36
MX - Messico 32
IQ - Iraq 31
PK - Pakistan 29
EC - Ecuador 27
NL - Olanda 27
CO - Colombia 26
PL - Polonia 21
JP - Giappone 20
ES - Italia 18
UZ - Uzbekistan 18
AT - Austria 17
CL - Cile 17
MA - Marocco 15
SA - Arabia Saudita 15
VE - Venezuela 14
PH - Filippine 12
TN - Tunisia 11
AE - Emirati Arabi Uniti 9
TW - Taiwan 9
AU - Australia 8
JO - Giordania 8
EG - Egitto 7
MY - Malesia 7
CZ - Repubblica Ceca 6
IR - Iran 6
JM - Giamaica 6
LB - Libano 6
UY - Uruguay 6
ET - Etiopia 5
EU - Europa 5
KZ - Kazakistan 5
LT - Lituania 5
PE - Perù 5
PY - Paraguay 5
BG - Bulgaria 4
BH - Bahrain 4
CR - Costa Rica 4
GR - Grecia 4
HN - Honduras 4
KE - Kenya 4
OM - Oman 4
PS - Palestinian Territory 4
AL - Albania 3
BO - Bolivia 3
DZ - Algeria 3
GT - Guatemala 3
NZ - Nuova Zelanda 3
QA - Qatar 3
SY - Repubblica araba siriana 3
TH - Thailandia 3
AM - Armenia 2
AZ - Azerbaigian 2
BA - Bosnia-Erzegovina 2
BY - Bielorussia 2
CG - Congo 2
CH - Svizzera 2
GY - Guiana 2
HU - Ungheria 2
KH - Cambogia 2
KW - Kuwait 2
MU - Mauritius 2
NG - Nigeria 2
NI - Nicaragua 2
NP - Nepal 2
RO - Romania 2
RS - Serbia 2
SK - Slovacchia (Repubblica Slovacca) 2
SN - Senegal 2
TT - Trinidad e Tobago 2
AO - Angola 1
CY - Cipro 1
DO - Repubblica Dominicana 1
GA - Gabon 1
GH - Ghana 1
Totale 15.356
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Città #
Ashburn 952
Chandler 588
Jacksonville 568
Singapore 518
Fairfield 459
Dallas 450
Dublin 322
Boardman 301
Hong Kong 253
San Jose 242
Ho Chi Minh City 218
Wilmington 211
Woodbridge 210
Des Moines 207
Houston 183
Seattle 180
The Dalles 175
Ann Arbor 152
New York 149
Hanoi 147
Lawrence 128
Princeton 128
Cambridge 127
San Mateo 127
Lauterbourg 118
Moscow 112
Beijing 101
Hefei 83
Los Angeles 76
São Paulo 63
Ancona 59
Centro 54
San Diego 53
Munich 48
Abidjan 46
Brussels 39
Da Nang 39
London 39
Chicago 35
Rio de Janeiro 29
Milan 28
Salerno 28
Council Bluffs 27
Rome 26
Orem 25
Ascoli Piceno 24
Haiphong 23
Shanghai 22
Guangzhou 20
Wuhan 20
Johannesburg 19
Denver 18
Pune 18
Warsaw 18
Manchester 17
Orciano Di Pesaro 17
Tashkent 17
Turku 17
Helsinki 16
Montreal 16
Washington 16
Santa Clara 15
Tokyo 15
Atlanta 14
Auburn Hills 14
Baghdad 14
Berlin 14
Chennai 14
Norwalk 14
Boston 13
Biên Hòa 12
Frankfurt am Main 12
Redmond 12
Brasília 11
Buffalo 11
Pescara 11
Vienna 11
Columbus 10
Florence 10
Marche 10
Nuremberg 10
Osimo 10
San Francisco 10
Acerra 9
Belo Horizonte 9
Curitiba 9
Elk Grove Village 9
Guayaquil 9
Medellín 9
Montecassiano 9
Porto Alegre 9
Amsterdam 8
Brooklyn 8
Can Tho 8
Chiswick 8
Dhaka 8
Goiânia 8
Jiaxing 8
Phoenix 8
Santiago 8
Totale 8.832
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Nome #
Some Explicit Formulae for the Hull and White Stochastic Volatility Model 733
Working with Non-compensatory Composite Indicators: A Case Study Based on SDG for Mediterranean Countries 202
A market sentiment indicator, behaviourally grounded, for the analysis and forecast of volatility and bubbles 185
A perturbative approach to acoustic scattering from a vibrating bounded obstacle 171
A method to solve an acoustic inverse scattering problem involving smart obstacles 164
Determining a stable relationship between hedge fund index HFRI-Equity and S&P 500 behaviour,using filtering and maximum likelihood 153
Population trends and urbanization: Simulating density effects using a local regression approach 153
Increasing graduation and calling for more autonomy in higher education: is it a good thing? A theoretical model 152
A new version of the location quotient for estimating regional input output tables: the centred location quotient 151
Modelling Wealth Inequality: A Structural Vector Autoregression Approach 151
Maximum likelihood estimation of the parameters of a system of stochastic differential equations that models the returns of the index of some classes of hedge funds 149
The behaviour of smart obstacles in electromagnetic scattering: mathematical models as optimal control problems Applied Computational Electromagnetics Society Journal 149
An explicitly solvable multi-scale stochastic volatility model: option pricing and calibration problems 148
An explicitly solvable Heston model with stochastic interest rate 145
Testing for correlation between survival probabilities: An analytically tractable stochastic model 145
An Iterative Approach to Stratification: Poverty at Regional Level in Italy 145
A masking problem in time dependent acoustic obstacle scattering 142
A Monotonic variable metric algorithm for linearly constrained nonlinear programming 141
The use of the Pontryagin maximum principle in a furtivity problem in time dependent acoustic obstacle scattering 137
Merton’s portfolio problem including market frictions: A closed-form formula supporting the shadow price approach 137
A new formalism for time-dependent wave scattering from a bounded obstacle 135
A numerical method for time dependent acoustic scattering problems involving smart obstacles and incoming waves of small wavelengths 135
A Multiobjective Optimization Algorithmto Solve Nonlinear Systems 134
The efficiency of the cross-entropy method when estimating the technical coefficients of input–output tables 134
A new approach to modelling the input–output structure of regional economies using non‑survey methods 134
A Story of Strengths and Weaknesses in Tertiary Education: Evaluating 'Mobility' and 'Opportunities' in OECD Countries with Composite Indicators 132
Box-constrained multiobjective optimization: a gradient-like method without "a priori" scalarization 132
A method for computing the transition probability density associated with a multifactor Cox-Ingersoll-Ross model of the term structure of interest rates with no drift term 131
Analysis of quadrature methods for pricing discrete barrier options 130
A Video Game Based on Elementary Differential Equations 128
Asset allocation models in a generalized Heston framework using a gradient like vector optimization algorithm 128
Correction to: An Iterative Approach to Stratification: Poverty at Regional Level in Italy (Social Indicators Research, (2020), 10.1007/s11205-020-02440-6) [Correction] 128
Explainable Artificial Intelligence methods for financial time series 127
DIRECT AND INVERSE ACOUSTIC SCATTERING PROBLEMS INVOLVING SMART OBSTACLES , IN JOURNAL OF INVERSE AND ILL-POSED PROBLEMS 127
Differential equations and global optimization 127
Smart Beta Allocation and Macroeconomic Variables: The Impact of COVID-19 125
A tail-revisited Markowitz mean-variance approach and a portfolio network centrality 124
The Analysis of Real Data Using a Multiscale Stochastic Volatility Model 123
Comparing Non-Compensatory Composite Indicators: A Case Study Based on SDG for Mediterranean Countries 122
Blackouts in power transmission networks due to spatially localized load anomalies 122
A calibration procedure for analyzing stock price dynamics in an agent-based framework 122
A Video Game Based on Optimal Control and Elementary Statistics 121
Direct and inverse acoustic scattering problems involving smart obstacles 121
A stochastic algorithm for constrained global optimization 118
"Inverse problem for a class of two dimensional equations with piecewise constant coefficients" 118
Toward a Complex Spatial History? Tracing the (non-stationary) Economic Disparities between Northern and Southern Italy 118
An Analytically Tractable Multi-asset Stochastic Volatility Model 116
The behaviour of smart obstacles in electromagnetic scattering: mathematical models as optimal control problems 115
A quadratically convergent method for linear programming 115
The analysis of real data using a stochastic dynamical system able to model spiky prices 115
A Trading Execution Model Based on Mean Field Games and Optimal Control 115
A hybrid method to evaluate pure endowment policies: Crédit Agricole and ERGO Index linked policies 115
A new formalism for time dependent electromagnetic scattering from bounded obstacle 115
Calibration of a multiscale stochastic volatility model using European option prices 114
“A method to compute the transition probability density associated to a multifactor Cox-Ingersoll-Ross model of the term structure of interest rate with no drift term” 114
Quadratically convergent method for simultaneously approaching the roots of polynomial solutions of a class of differential equations: application to orthogonal polynomials 112
A global optimization approach to software testing 112
The use of statistical tests to calibrate the normal SABR model 112
The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance 111
Optimal-control methods for two new classes of smart obstacles in time-dependent acoustic scattering 111
A spectral approach to solve box-constrained multi-objective optimization problems 110
Homogeneous and heterogeneous traffic of data packets on complex networks: the traffic congestion phenomenon 110
A multiscale stochastic volatility model in mathematical finance 110
The complete Gaussian kernel in the multi-factor Heston model: Option pricing and implied volatility applications 109
Longevity-risk-Adjusted Global Age Indicators in Russia and Italy 108
A path following method for box-constrained multiobjective optimization with applications to goal programming problems 107
Spectral concentration phenomena for Laplace operator with the Dirichlet boundary condition on a cavity 107
The calibration of the Heston stochastic volatility model using filtering and maximum likelihood methods 106
Filtering and maximum likelihood methods inthe calibration of some stochastic volatility models of mathematical finance 105
Wavelet Bases Made of Piecewise Polynomial Functions:Theory and Applications 105
From bond yield to macroeconomic instability: A parsimonious affine model 105
Parallel option pricing on GPU: barrier options and realized variance options 104
Speculative bubbles in agricultural commodity prices: detection and forecasting via market indicators 104
“Schedule optimization in a deregulation train transportation system” 103
Short-Term Mortality Fluctuations and Longevity Risk-Adjusted Age: Learning the Resilience of a Country to a Health Shock 102
A gradient like algorithm for linearly constrained multi-objective optimization 101
"Spectral concentration phenomena for the Laplace operator with the Dirichlet boundary condition on a cavit.” 101
Some Explicitly Solvable SABR and Multiscale SABR Models: Option Pricing and Calibration 100
A hybrid method for pricing European options based on multiple assets 100
The use of statistical tests to calibrate the Black-Scholes asset dynamics model applied to pricing options with uncertain volatility 100
Measuring multidimensional deprivation using objective and subjective data: an application of the Voronoi ranking method 99
Furtivity and masking problems in time dependent electromagnetic obstacle scattering 99
A parallel code for time dependent acoustic scattering involving passive or smart obstacles 99
Modified Newton's method in Circular Interval Arithmetic 98
Levy Processes and Option Pricing by Recursive Quadrature 97
Fourier Spot Volatility Estimator: Asymptotic Normality and Efficiency with Liquid and Illiquid High-Frequency Data 96
A new class of composite indicators: The penalized power mean 96
Spot volatility estimation using the Laplace transform 95
Three dimensional Time Harmonic Electromagnetic Inverse Scattering: The Reconstruction of the Shape and the Impedance of an Obstacle 95
A numerical method to solve an acoustic inverse scattering problem involving ghost obstacles 94
Closed Form Moment Formulae for the Lognormal SABR Model and Applications to Calibration Problems 92
Stock return comovements and economic wealth conditions 92
A non-parametric calibration of the HJM geometry: an application of Itô calculus to financial statistics 91
Mathematical models of 'active' obstacles in acoustic scattering 90
Research Seminars in Mathematical Finance: Stochastic Volatility Models, Option Pricing, Calibration 89
The Barone-Adesi Whaley Formula to Price American Options Revisited 89
High performance algorithms based on a new wavelet expansion for time dependent acoustic obstacle scattering 88
Upper and lower bounds in Quadratic Maximization with Integer Constraints 88
Some control problems for the Maxwell equations related to furtivity and masking problems in electromagnetic obstacle scattering 88
The use of ordinary differential equations in quadratic maximization with integer constraints 87
Totale 12.500
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Categoria #
all - tutte 66.431
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 66.431
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021481 0 0 0 0 0 0 0 0 0 166 210 105
2021/20221.105 56 318 31 58 16 45 71 96 58 68 95 193
2022/20231.849 165 195 160 153 121 358 0 111 449 13 73 51
2023/20241.040 206 34 59 152 182 171 26 41 8 18 7 136
2024/20251.985 261 161 100 49 78 29 205 86 433 190 175 218
2025/20265.828 354 407 457 657 531 374 918 594 1.066 470 0 0
Totale 15.571