IRIS
RECCHIONI, Maria Cristina
 Distribuzione geografica
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Continente #
NA - Nord America 7.652
EU - Europa 4.692
AS - Asia 3.095
SA - Sud America 754
Continente sconosciuto - Info sul continente non disponibili 211
AF - Africa 145
OC - Oceania 12
Totale 16.561
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Nazione #
US - Stati Uniti d'America 7.523
RU - Federazione Russa 1.271
SG - Singapore 871
IT - Italia 810
VN - Vietnam 684
BR - Brasile 600
UA - Ucraina 578
CN - Cina 577
SE - Svezia 415
DE - Germania 342
IE - Irlanda 324
HK - Hong Kong 268
FR - Francia 223
DK - Danimarca 208
GB - Regno Unito 205
TR - Turchia 181
FI - Finlandia 142
KR - Corea 118
IN - India 78
BD - Bangladesh 69
CA - Canada 50
AR - Argentina 48
CI - Costa d'Avorio 46
BE - Belgio 43
ZA - Sudafrica 41
ID - Indonesia 36
MX - Messico 35
IQ - Iraq 31
NL - Olanda 31
PK - Pakistan 29
EC - Ecuador 27
CO - Colombia 26
JP - Giappone 22
PL - Polonia 22
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
JM - Giamaica 11
TN - Tunisia 11
AE - Emirati Arabi Uniti 9
AU - Australia 9
TW - Taiwan 9
HN - Honduras 8
JO - Giordania 8
EG - Egitto 7
MY - Malesia 7
CZ - Repubblica Ceca 6
IR - Iran 6
LB - Libano 6
UY - Uruguay 6
CR - Costa Rica 5
ET - Etiopia 5
EU - Europa 5
KZ - Kazakistan 5
LT - Lituania 5
PE - Perù 5
PY - Paraguay 5
BG - Bulgaria 4
BH - Bahrain 4
GR - Grecia 4
GT - Guatemala 4
KE - Kenya 4
OM - Oman 4
PS - Palestinian Territory 4
TT - Trinidad e Tobago 4
AL - Albania 3
BO - Bolivia 3
DZ - Algeria 3
NI - Nicaragua 3
NZ - Nuova Zelanda 3
QA - Qatar 3
RS - Serbia 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
KN - Saint Kitts e Nevis 2
KW - Kuwait 2
MU - Mauritius 2
NG - Nigeria 2
NP - Nepal 2
PR - Porto Rico 2
RO - Romania 2
SK - Slovacchia (Repubblica Slovacca) 2
SN - Senegal 2
SV - El Salvador 2
AO - Angola 1
CY - Cipro 1
Totale 16.337
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Città #
Ashburn 1.038
Chandler 589
Jacksonville 568
Singapore 536
Fairfield 459
Dallas 454
San Jose 334
Dublin 323
Boardman 302
Council Bluffs 294
Hong Kong 263
Ho Chi Minh City 220
Wilmington 212
Woodbridge 210
Des Moines 207
Houston 184
Seattle 182
The Dalles 175
New York 159
Ann Arbor 152
Hanoi 147
Lawrence 128
Princeton 128
Cambridge 127
San Mateo 127
Lauterbourg 118
Moscow 112
Beijing 108
Los Angeles 94
Hefei 83
São Paulo 63
Ancona 59
Milan 57
Centro 54
San Diego 53
Munich 48
Abidjan 46
Brussels 39
Chicago 39
Da Nang 39
London 39
Santa Clara 38
Rome 32
Rio de Janeiro 29
Salerno 28
Orem 25
Ascoli Piceno 24
Haiphong 23
Shanghai 23
Miano 22
Denver 20
Guangzhou 20
Helsinki 20
Warsaw 20
Wuhan 20
Johannesburg 19
Pune 18
Manchester 17
Montreal 17
Orciano Di Pesaro 17
Tashkent 17
Turku 17
Boston 16
Buffalo 16
Tokyo 16
Washington 16
Chennai 15
Atlanta 14
Auburn Hills 14
Baghdad 14
Berlin 14
Norwalk 14
San Francisco 13
Biên Hòa 12
Frankfurt am Main 12
Redmond 12
Brasília 11
Pescara 11
Salt Lake City 11
Vienna 11
Acerra 10
Columbus 10
Florence 10
Marche 10
Nuremberg 10
Osimo 10
Phoenix 10
Turin 10
Belo Horizonte 9
Brooklyn 9
Curitiba 9
Elk Grove Village 9
Guayaquil 9
Medellín 9
Montecassiano 9
Porto Alegre 9
Amsterdam 8
Can Tho 8
Catania 8
Chiswick 8
Totale 9.461
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Nome #
Some Explicit Formulae for the Hull and White Stochastic Volatility Model 736
Working with Non-compensatory Composite Indicators: A Case Study Based on SDG for Mediterranean Countries 233
A market sentiment indicator, behaviourally grounded, for the analysis and forecast of volatility and bubbles 194
A perturbative approach to acoustic scattering from a vibrating bounded obstacle 178
A method to solve an acoustic inverse scattering problem involving smart obstacles 170
A new version of the location quotient for estimating regional input output tables: the centred location quotient 162
A Story of Strengths and Weaknesses in Tertiary Education: Evaluating 'Mobility' and 'Opportunities' in OECD Countries with Composite Indicators 161
Comparing Non-Compensatory Composite Indicators: A Case Study Based on SDG for Mediterranean Countries 161
Determining a stable relationship between hedge fund index HFRI-Equity and S&P 500 behaviour,using filtering and maximum likelihood 158
Population trends and urbanization: Simulating density effects using a local regression approach 158
An explicitly solvable multi-scale stochastic volatility model: option pricing and calibration problems 155
The behaviour of smart obstacles in electromagnetic scattering: mathematical models as optimal control problems Applied Computational Electromagnetics Society Journal 155
Increasing graduation and calling for more autonomy in higher education: is it a good thing? A theoretical model 155
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 154
Modelling Wealth Inequality: A Structural Vector Autoregression Approach 154
Testing for correlation between survival probabilities: An analytically tractable stochastic model 152
An Iterative Approach to Stratification: Poverty at Regional Level in Italy 152
An explicitly solvable Heston model with stochastic interest rate 149
A masking problem in time dependent acoustic obstacle scattering 148
A Monotonic variable metric algorithm for linearly constrained nonlinear programming 145
A calibration procedure for analyzing stock price dynamics in an agent-based framework 144
Longevity-risk-Adjusted Global Age Indicators in Russia and Italy 144
A Multiobjective Optimization Algorithmto Solve Nonlinear Systems 142
Merton’s portfolio problem including market frictions: A closed-form formula supporting the shadow price approach 142
Explainable Artificial Intelligence methods for financial time series 141
The use of the Pontryagin maximum principle in a furtivity problem in time dependent acoustic obstacle scattering 141
A new formalism for time-dependent wave scattering from a bounded obstacle 140
Box-constrained multiobjective optimization: a gradient-like method without "a priori" scalarization 139
A numerical method for time dependent acoustic scattering problems involving smart obstacles and incoming waves of small wavelengths 139
A new approach to modelling the input–output structure of regional economies using non‑survey methods 139
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 138
A Video Game Based on Elementary Differential Equations 138
The efficiency of the cross-entropy method when estimating the technical coefficients of input–output tables 138
Analysis of quadrature methods for pricing discrete barrier options 137
DIRECT AND INVERSE ACOUSTIC SCATTERING PROBLEMS INVOLVING SMART OBSTACLES , IN JOURNAL OF INVERSE AND ILL-POSED PROBLEMS 135
Differential equations and global optimization 134
A tail-revisited Markowitz mean-variance approach and a portfolio network centrality 134
Correction to: An Iterative Approach to Stratification: Poverty at Regional Level in Italy (Social Indicators Research, (2020), 10.1007/s11205-020-02440-6) [Correction] 130
Blackouts in power transmission networks due to spatially localized load anomalies 128
Asset allocation models in a generalized Heston framework using a gradient like vector optimization algorithm 128
Smart Beta Allocation and Macroeconomic Variables: The Impact of COVID-19 128
The Analysis of Real Data Using a Multiscale Stochastic Volatility Model 126
A Video Game Based on Optimal Control and Elementary Statistics 126
"Inverse problem for a class of two dimensional equations with piecewise constant coefficients" 125
Direct and inverse acoustic scattering problems involving smart obstacles 125
A stochastic algorithm for constrained global optimization 124
A new formalism for time dependent electromagnetic scattering from bounded obstacle 123
Toward a Complex Spatial History? Tracing the (non-stationary) Economic Disparities between Northern and Southern Italy 122
The behaviour of smart obstacles in electromagnetic scattering: mathematical models as optimal control problems 120
A quadratically convergent method for linear programming 120
A spectral approach to solve box-constrained multi-objective optimization problems 119
“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” 119
The analysis of real data using a stochastic dynamical system able to model spiky prices 119
The use of statistical tests to calibrate the normal SABR model 119
An Analytically Tractable Multi-asset Stochastic Volatility Model 119
Calibration of a multiscale stochastic volatility model using European option prices 118
A Trading Execution Model Based on Mean Field Games and Optimal Control 118
The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance 118
A multiscale stochastic volatility model in mathematical finance 118
A hybrid method to evaluate pure endowment policies: Crédit Agricole and ERGO Index linked policies 117
Quadratically convergent method for simultaneously approaching the roots of polynomial solutions of a class of differential equations: application to orthogonal polynomials 116
Optimal-control methods for two new classes of smart obstacles in time-dependent acoustic scattering 116
A path following method for box-constrained multiobjective optimization with applications to goal programming problems 115
A global optimization approach to software testing 115
Homogeneous and heterogeneous traffic of data packets on complex networks: the traffic congestion phenomenon 114
Filtering and maximum likelihood methods inthe calibration of some stochastic volatility models of mathematical finance 113
The calibration of the Heston stochastic volatility model using filtering and maximum likelihood methods 113
Spectral concentration phenomena for Laplace operator with the Dirichlet boundary condition on a cavity 113
The complete Gaussian kernel in the multi-factor Heston model: Option pricing and implied volatility applications 113
“Schedule optimization in a deregulation train transportation system” 110
Wavelet Bases Made of Piecewise Polynomial Functions:Theory and Applications 110
Measuring multidimensional deprivation using objective and subjective data: an application of the Voronoi ranking method 109
A hybrid method for pricing European options based on multiple assets 109
From bond yield to macroeconomic instability: A parsimonious affine model 109
Short-Term Mortality Fluctuations and Longevity Risk-Adjusted Age: Learning the Resilience of a Country to a Health Shock 109
Parallel option pricing on GPU: barrier options and realized variance options 108
Speculative bubbles in agricultural commodity prices: detection and forecasting via market indicators 108
Levy Processes and Option Pricing by Recursive Quadrature 106
"Spectral concentration phenomena for the Laplace operator with the Dirichlet boundary condition on a cavit.” 106
Pricing realized variance options using integrated stochastic variance options in the Heston stochastic volatility model 106
A new class of composite indicators: The penalized power mean 106
Furtivity and masking problems in time dependent electromagnetic obstacle scattering 105
A gradient like algorithm for linearly constrained multi-objective optimization 104
Some Explicitly Solvable SABR and Multiscale SABR Models: Option Pricing and Calibration 104
The use of statistical tests to calibrate the Black-Scholes asset dynamics model applied to pricing options with uncertain volatility 104
Modified Newton's method in Circular Interval Arithmetic 103
A parallel code for time dependent acoustic scattering involving passive or smart obstacles 102
Three dimensional Time Harmonic Electromagnetic Inverse Scattering: The Reconstruction of the Shape and the Impedance of an Obstacle 102
Spot volatility estimation using the Laplace transform 101
A numerical method to solve an acoustic inverse scattering problem involving ghost obstacles 98
Mathematical models of 'active' obstacles in acoustic scattering 98
Fourier Spot Volatility Estimator: Asymptotic Normality and Efficiency with Liquid and Illiquid High-Frequency Data 98
Stock return comovements and economic wealth conditions 98
Closed Form Moment Formulae for the Lognormal SABR Model and Applications to Calibration Problems 97
A non-parametric calibration of the HJM geometry: an application of Itô calculus to financial statistics 97
High performance algorithms based on a new wavelet expansion for time dependent acoustic obstacle scattering 95
Research Seminars in Mathematical Finance: Stochastic Volatility Models, Option Pricing, Calibration 95
SDG composite indicators for Mediterranean countries: a new theoretical approach 95
The use of ordinary differential equations in quadratic maximization with integer constraints 94
Asymptotic eigenvalue degeneracy for a class of three dimensional Fokker Planck operators 94
Totale 13.212
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Categoria #
all - tutte 73.431
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 73.431
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/2022731 0 0 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
2025/20266.183 354 407 457 657 531 374 918 594 1.066 484 148 193
2026/2027635 239 256 140 0 0 0 0 0 0 0 0 0
Totale 16.561