IRIS
RECCHIONI, Maria Cristina
 Distribuzione geografica
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Continente #
NA - Nord America 8.416
EU - Europa 4.815
AS - Asia 3.113
SA - Sud America 762
Continente sconosciuto - Info sul continente non disponibili 226
AF - Africa 148
OC - Oceania 12
Totale 17.492
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Nazione #
US - Stati Uniti d'America 8.167
RU - Federazione Russa 1.281
IT - Italia 903
SG - Singapore 872
VN - Vietnam 684
BR - Brasile 606
CN - Cina 578
UA - Ucraina 578
SE - Svezia 415
DE - Germania 343
IE - Irlanda 324
HK - Hong Kong 268
FR - Francia 226
GB - Regno Unito 210
DK - Danimarca 208
TR - Turchia 181
FI - Finlandia 142
KR - Corea 118
CA - Canada 105
IN - India 78
BD - Bangladesh 70
AR - Argentina 48
CI - Costa d'Avorio 46
BE - Belgio 43
ZA - Sudafrica 41
ID - Indonesia 36
MX - Messico 35
NL - Olanda 35
IQ - Iraq 31
PK - Pakistan 29
CO - Colombia 28
EC - Ecuador 27
JP - Giappone 24
PL - Polonia 23
ES - Italia 21
GT - Guatemala 18
UZ - Uzbekistan 18
AT - Austria 17
CL - Cile 17
SV - El Salvador 17
CR - Costa Rica 16
MA - Marocco 15
SA - Arabia Saudita 15
HN - Honduras 14
PH - Filippine 14
VE - Venezuela 14
JM - Giamaica 12
IL - Israele 11
TN - Tunisia 11
AE - Emirati Arabi Uniti 9
AU - Australia 9
TT - Trinidad e Tobago 9
TW - Taiwan 9
JO - Giordania 8
EG - Egitto 7
GP - Guadalupe 7
MY - Malesia 7
NI - Nicaragua 7
CW - ???statistics.table.value.countryCode.CW??? 6
CZ - Repubblica Ceca 6
IR - Iran 6
LB - Libano 6
LT - Lituania 6
UY - Uruguay 6
ET - Etiopia 5
EU - Europa 5
KZ - Kazakistan 5
PE - Perù 5
PY - Paraguay 5
BG - Bulgaria 4
BH - Bahrain 4
GR - Grecia 4
HU - Ungheria 4
KE - Kenya 4
OM - Oman 4
PR - Porto Rico 4
PS - Palestinian Territory 4
AL - Albania 3
BO - Bolivia 3
DZ - Algeria 3
KH - Cambogia 3
NZ - Nuova Zelanda 3
QA - Qatar 3
RS - Serbia 3
SC - Seychelles 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
KN - Saint Kitts e Nevis 2
KW - Kuwait 2
MU - Mauritius 2
NG - Nigeria 2
NP - Nepal 2
RO - Romania 2
Totale 17.254
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Città #
Ashburn 1.289
Chandler 589
Jacksonville 569
Singapore 536
Dallas 463
Fairfield 459
San Jose 339
Dublin 323
Boardman 303
Council Bluffs 294
Hong Kong 263
Ho Chi Minh City 220
Wilmington 215
Woodbridge 210
Des Moines 207
Houston 184
Seattle 182
The Dalles 175
New York 162
Ann Arbor 152
Hanoi 147
Princeton 129
Lawrence 128
Cambridge 127
San Mateo 127
Lauterbourg 118
Moscow 112
Beijing 108
Los Angeles 97
Hefei 83
São Paulo 67
Milan 64
Ancona 59
San Diego 55
Centro 54
Santa Clara 50
Munich 48
Rome 47
Abidjan 46
Chicago 42
Brussels 39
Da Nang 39
London 39
Rio de Janeiro 31
Salerno 29
Montreal 28
Orem 27
Ascoli Piceno 24
Haiphong 23
Shanghai 23
Denver 22
Miano 22
Warsaw 21
Guangzhou 20
Helsinki 20
Wuhan 20
Columbus 19
Johannesburg 19
Temecula 19
Washington 19
Pune 18
Tokyo 18
Toronto 18
Atlanta 17
Manchester 17
Orciano Di Pesaro 17
Tashkent 17
Turku 17
Boston 16
Buffalo 16
Chennai 15
Auburn Hills 14
Baghdad 14
Berlin 14
Charlottesville 14
Guatemala City 14
Norwalk 14
San Francisco 14
San José 14
San Salvador 14
Brooklyn 13
Phoenix 13
Turin 13
Biên Hòa 12
Florence 12
Frankfurt am Main 12
Newark 12
Pescara 12
Redmond 12
Brasília 11
Miami 11
Salt Lake City 11
Vienna 11
Acerra 10
Elk Grove Village 10
Marche 10
Naples 10
Nuremberg 10
Osimo 10
Pittsburgh 10
Totale 9.882
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Nome #
Some Explicit Formulae for the Hull and White Stochastic Volatility Model 740
Working with Non-compensatory Composite Indicators: A Case Study Based on SDG for Mediterranean Countries 241
A market sentiment indicator, behaviourally grounded, for the analysis and forecast of volatility and bubbles 203
A new version of the location quotient for estimating regional input output tables: the centred location quotient 184
A perturbative approach to acoustic scattering from a vibrating bounded obstacle 184
A Story of Strengths and Weaknesses in Tertiary Education: Evaluating 'Mobility' and 'Opportunities' in OECD Countries with Composite Indicators 176
A method to solve an acoustic inverse scattering problem involving smart obstacles 176
Comparing Non-Compensatory Composite Indicators: A Case Study Based on SDG for Mediterranean Countries 168
Determining a stable relationship between hedge fund index HFRI-Equity and S&P 500 behaviour,using filtering and maximum likelihood 166
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 164
The behaviour of smart obstacles in electromagnetic scattering: mathematical models as optimal control problems Applied Computational Electromagnetics Society Journal 164
An explicitly solvable multi-scale stochastic volatility model: option pricing and calibration problems 162
Increasing graduation and calling for more autonomy in higher education: is it a good thing? A theoretical model 162
Population trends and urbanization: Simulating density effects using a local regression approach 162
A masking problem in time dependent acoustic obstacle scattering 160
Longevity-risk-Adjusted Global Age Indicators in Russia and Italy 160
Testing for correlation between survival probabilities: An analytically tractable stochastic model 159
An Iterative Approach to Stratification: Poverty at Regional Level in Italy 159
Modelling Wealth Inequality: A Structural Vector Autoregression Approach 158
DIRECT AND INVERSE ACOUSTIC SCATTERING PROBLEMS INVOLVING SMART OBSTACLES , IN JOURNAL OF INVERSE AND ILL-POSED PROBLEMS 155
Explainable Artificial Intelligence methods for financial time series 153
A Multiobjective Optimization Algorithmto Solve Nonlinear Systems 152
An explicitly solvable Heston model with stochastic interest rate 152
A calibration procedure for analyzing stock price dynamics in an agent-based framework 151
A Monotonic variable metric algorithm for linearly constrained nonlinear programming 150
A new approach to modelling the input–output structure of regional economies using non‑survey methods 150
Merton’s portfolio problem including market frictions: A closed-form formula supporting the shadow price approach 149
Analysis of quadrature methods for pricing discrete barrier options 148
The use of the Pontryagin maximum principle in a furtivity problem in time dependent acoustic obstacle scattering 147
A tail-revisited Markowitz mean-variance approach and a portfolio network centrality 147
Box-constrained multiobjective optimization: a gradient-like method without "a priori" scalarization 145
A new formalism for time-dependent wave scattering from a bounded obstacle 145
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 145
A numerical method for time dependent acoustic scattering problems involving smart obstacles and incoming waves of small wavelengths 144
A Video Game Based on Elementary Differential Equations 144
The efficiency of the cross-entropy method when estimating the technical coefficients of input–output tables 143
Correction to: An Iterative Approach to Stratification: Poverty at Regional Level in Italy (Social Indicators Research, (2020), 10.1007/s11205-020-02440-6) [Correction] 143
Differential equations and global optimization 138
"Inverse problem for a class of two dimensional equations with piecewise constant coefficients" 137
Blackouts in power transmission networks due to spatially localized load anomalies 137
The Analysis of Real Data Using a Multiscale Stochastic Volatility Model 134
Toward a Complex Spatial History? Tracing the (non-stationary) Economic Disparities between Northern and Southern Italy 134
Asset allocation models in a generalized Heston framework using a gradient like vector optimization algorithm 133
A Video Game Based on Optimal Control and Elementary Statistics 132
Smart Beta Allocation and Macroeconomic Variables: The Impact of COVID-19 131
Direct and inverse acoustic scattering problems involving smart obstacles 130
A stochastic algorithm for constrained global optimization 129
The behaviour of smart obstacles in electromagnetic scattering: mathematical models as optimal control problems 127
A new formalism for time dependent electromagnetic scattering from bounded obstacle 127
The analysis of real data using a stochastic dynamical system able to model spiky prices 126
The use of statistical tests to calibrate the normal SABR model 126
“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” 125
An Analytically Tractable Multi-asset Stochastic Volatility Model 125
A quadratically convergent method for linear programming 124
Calibration of a multiscale stochastic volatility model using European option prices 123
A spectral approach to solve box-constrained multi-objective optimization problems 123
A Trading Execution Model Based on Mean Field Games and Optimal Control 123
A hybrid method to evaluate pure endowment policies: Crédit Agricole and ERGO Index linked policies 123
The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance 122
A multiscale stochastic volatility model in mathematical finance 122
The calibration of the Heston stochastic volatility model using filtering and maximum likelihood methods 120
Optimal-control methods for two new classes of smart obstacles in time-dependent acoustic scattering 120
A path following method for box-constrained multiobjective optimization with applications to goal programming problems 119
Quadratically convergent method for simultaneously approaching the roots of polynomial solutions of a class of differential equations: application to orthogonal polynomials 119
A global optimization approach to software testing 119
The complete Gaussian kernel in the multi-factor Heston model: Option pricing and implied volatility applications 119
Filtering and maximum likelihood methods inthe calibration of some stochastic volatility models of mathematical finance 118
A hybrid method for pricing European options based on multiple assets 118
Homogeneous and heterogeneous traffic of data packets on complex networks: the traffic congestion phenomenon 117
Short-Term Mortality Fluctuations and Longevity Risk-Adjusted Age: Learning the Resilience of a Country to a Health Shock 117
Measuring multidimensional deprivation using objective and subjective data: an application of the Voronoi ranking method 116
Spectral concentration phenomena for Laplace operator with the Dirichlet boundary condition on a cavity 116
“Schedule optimization in a deregulation train transportation system” 114
From bond yield to macroeconomic instability: A parsimonious affine model 113
Levy Processes and Option Pricing by Recursive Quadrature 112
Wavelet Bases Made of Piecewise Polynomial Functions:Theory and Applications 112
Speculative bubbles in agricultural commodity prices: detection and forecasting via market indicators 112
A new class of composite indicators: The penalized power mean 112
Parallel option pricing on GPU: barrier options and realized variance options 111
"Spectral concentration phenomena for the Laplace operator with the Dirichlet boundary condition on a cavit.” 111
A gradient like algorithm for linearly constrained multi-objective optimization 110
Pricing realized variance options using integrated stochastic variance options in the Heston stochastic volatility model 110
Three dimensional Time Harmonic Electromagnetic Inverse Scattering: The Reconstruction of the Shape and the Impedance of an Obstacle 110
Furtivity and masking problems in time dependent electromagnetic obstacle scattering 109
Some Explicitly Solvable SABR and Multiscale SABR Models: Option Pricing and Calibration 109
The use of statistical tests to calibrate the Black-Scholes asset dynamics model applied to pricing options with uncertain volatility 108
Modified Newton's method in Circular Interval Arithmetic 107
A parallel code for time dependent acoustic scattering involving passive or smart obstacles 106
Stock return comovements and economic wealth conditions 105
Spot volatility estimation using the Laplace transform 104
Mathematical models of 'active' obstacles in acoustic scattering 103
Asymptotic eigenvalue degeneracy for a class of three dimensional Fokker Planck operators 102
A numerical method to solve an acoustic inverse scattering problem involving ghost obstacles 101
A non-parametric calibration of the HJM geometry: an application of Itô calculus to financial statistics 101
Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model 101
SDG composite indicators for Mediterranean countries: a new theoretical approach 101
Research Seminars in Mathematical Finance: Stochastic Volatility Models, Option Pricing, Calibration 100
Closed Form Moment Formulae for the Lognormal SABR Model and Applications to Calibration Problems 100
Fourier Spot Volatility Estimator: Asymptotic Normality and Efficiency with Liquid and Illiquid High-Frequency Data 100
Like Father Like Son? An Analysis of Opportunity and Discrimination in Tertiary Education for OECD Countries 99
Totale 13.863
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Categoria #
all - tutte 76.735
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 76.735
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/2022642 0 0 0 0 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
2025/20266.183 354 407 457 657 531 374 918 594 1.066 484 148 193
2026/20271.566 239 256 324 746 1 0 0 0 0 0 0 0
Totale 17.492