IRIS
RECCHIONI, Maria Cristina
 Distribuzione geografica
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Continente #
NA - Nord America 6.040
EU - Europa 3.408
AS - Asia 2.075
SA - Sud America 575
AF - Africa 76
OC - Oceania 10
Continente sconosciuto - Info sul continente non disponibili 5
Totale 12.189
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Nazione #
US - Stati Uniti d'America 5.978
SG - Singapore 703
IT - Italia 670
UA - Ucraina 567
CN - Cina 517
BR - Brasile 494
SE - Svezia 414
RU - Federazione Russa 346
DE - Germania 327
IE - Irlanda 321
HK - Hong Kong 238
DK - Danimarca 208
GB - Regno Unito 189
VN - Vietnam 178
TR - Turchia 172
FI - Finlandia 134
KR - Corea 107
FR - Francia 99
CI - Costa d'Avorio 46
BE - Belgio 40
IN - India 39
CA - Canada 31
AR - Argentina 29
ID - Indonesia 22
EC - Ecuador 19
NL - Olanda 19
PL - Polonia 19
MX - Messico 18
BD - Bangladesh 17
AT - Austria 15
ZA - Sudafrica 15
JP - Giappone 14
ES - Italia 12
IQ - Iraq 11
CL - Cile 8
CO - Colombia 8
PK - Pakistan 8
AU - Australia 7
SA - Arabia Saudita 7
AE - Emirati Arabi Uniti 6
CZ - Repubblica Ceca 6
EU - Europa 5
IR - Iran 4
KZ - Kazakistan 4
LT - Lituania 4
MA - Marocco 4
TW - Taiwan 4
UZ - Uzbekistan 4
VE - Venezuela 4
BG - Bulgaria 3
BH - Bahrain 3
BO - Bolivia 3
CR - Costa Rica 3
JO - Giordania 3
LB - Libano 3
NZ - Nuova Zelanda 3
PY - Paraguay 3
SY - Repubblica araba siriana 3
TN - Tunisia 3
AL - Albania 2
BA - Bosnia-Erzegovina 2
CH - Svizzera 2
EG - Egitto 2
GY - Guiana 2
HN - Honduras 2
JM - Giamaica 2
KE - Kenya 2
PE - Perù 2
SK - Slovacchia (Repubblica Slovacca) 2
TT - Trinidad e Tobago 2
UY - Uruguay 2
AZ - Azerbaigian 1
BY - Bielorussia 1
GI - Gibilterra 1
GR - Grecia 1
GT - Guatemala 1
HU - Ungheria 1
IL - Israele 1
KH - Cambogia 1
KN - Saint Kitts e Nevis 1
LK - Sri Lanka 1
LU - Lussemburgo 1
MD - Moldavia 1
MN - Mongolia 1
MU - Mauritius 1
MY - Malesia 1
NG - Nigeria 1
NI - Nicaragua 1
NP - Nepal 1
PS - Palestinian Territory 1
PT - Portogallo 1
SN - Senegal 1
SR - Suriname 1
SV - El Salvador 1
TG - Togo 1
Totale 12.189
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Città #
Chandler 588
Jacksonville 567
Ashburn 554
Fairfield 459
Dallas 448
Singapore 416
Dublin 320
Boardman 301
Hong Kong 236
Wilmington 210
Woodbridge 210
Des Moines 206
Houston 182
Seattle 179
Ann Arbor 152
New York 146
Lawrence 128
Princeton 128
Cambridge 127
San Mateo 127
The Dalles 114
Beijing 91
Hefei 83
Moscow 81
Los Angeles 72
Ho Chi Minh City 61
Ancona 59
Centro 54
San Diego 53
São Paulo 52
Munich 48
Abidjan 46
Hanoi 44
Brussels 37
London 37
Chicago 36
Salerno 28
Milan 25
Ascoli Piceno 24
Rio de Janeiro 23
Shanghai 22
Rome 21
Wuhan 20
Guangzhou 19
Orciano Di Pesaro 17
Pune 17
Turku 17
Warsaw 17
Denver 16
Washington 16
Manchester 15
Auburn Hills 14
Norwalk 14
Tokyo 14
Atlanta 13
Berlin 13
Montreal 13
Boston 12
Helsinki 12
Redmond 12
Buffalo 10
Columbus 10
Council Bluffs 10
Florence 10
Johannesburg 10
Marche 10
Orem 10
Osimo 10
Pescara 10
Vienna 10
Acerra 9
Brasília 9
Elk Grove Village 9
Fano 9
Montecassiano 9
Porto Alegre 9
San Francisco 9
Santa Clara 9
Belo Horizonte 8
Brooklyn 8
Chiswick 8
Curitiba 8
Jiaxing 8
Phoenix 8
Baghdad 7
Jinan 7
Nuremberg 7
Pesaro 7
Shenzhen 7
Tolentino 7
Turin 7
Wuxi 7
Biên Hòa 6
Campinas 6
Caxias do Sul 6
Chennai 6
Da Nang 6
Falerone 6
Fermo 6
Fortaleza 6
Totale 7.390
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Nome #
Working with Non-compensatory Composite Indicators: A Case Study Based on SDG for Mediterranean Countries 163
A market sentiment indicator, behaviourally grounded, for the analysis and forecast of volatility and bubbles 155
A perturbative approach to acoustic scattering from a vibrating bounded obstacle 148
A method to solve an acoustic inverse scattering problem involving smart obstacles 146
Increasing graduation and calling for more autonomy in higher education: is it a good thing? A theoretical model 135
An explicitly solvable Heston model with stochastic interest rate 131
Testing for correlation between survival probabilities: An analytically tractable stochastic model 131
Population trends and urbanization: Simulating density effects using a local regression approach 129
A Monotonic variable metric algorithm for linearly constrained nonlinear programming 126
Determining a stable relationship between hedge fund index HFRI-Equity and S&P 500 behaviour,using filtering and maximum likelihood 125
Modelling Wealth Inequality: A Structural Vector Autoregression Approach 125
A new formalism for time-dependent wave scattering from a bounded obstacle 123
A masking problem in time dependent acoustic obstacle scattering 123
A new version of the location quotient for estimating regional input output tables: the centred location quotient 122
A numerical method for time dependent acoustic scattering problems involving smart obstacles and incoming waves of small wavelengths 121
An explicitly solvable multi-scale stochastic volatility model: option pricing and calibration problems 119
A Multiobjective Optimization Algorithmto Solve Nonlinear Systems 117
Analysis of quadrature methods for pricing discrete barrier options 116
A new approach to modelling the input–output structure of regional economies using non‑survey methods 115
Merton’s portfolio problem including market frictions: A closed-form formula supporting the shadow price approach 114
Asset allocation models in a generalized Heston framework using a gradient like vector optimization algorithm 113
The behaviour of smart obstacles in electromagnetic scattering: mathematical models as optimal control problems Applied Computational Electromagnetics Society Journal 112
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 110
Direct and inverse acoustic scattering problems involving smart obstacles 110
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 109
An Iterative Approach to Stratification: Poverty at Regional Level in Italy 109
Correction to: An Iterative Approach to Stratification: Poverty at Regional Level in Italy (Social Indicators Research, (2020), 10.1007/s11205-020-02440-6) [Correction] 109
A calibration procedure for analyzing stock price dynamics in an agent-based framework 107
DIRECT AND INVERSE ACOUSTIC SCATTERING PROBLEMS INVOLVING SMART OBSTACLES , IN JOURNAL OF INVERSE AND ILL-POSED PROBLEMS 106
The Analysis of Real Data Using a Multiscale Stochastic Volatility Model 106
A Video Game Based on Elementary Differential Equations 106
The efficiency of the cross-entropy method when estimating the technical coefficients of input–output tables 106
A quadratically convergent method for linear programming 105
Blackouts in power transmission networks due to spatially localized load anomalies 105
Differential equations and global optimization 104
A new formalism for time dependent electromagnetic scattering from bounded obstacle 103
The behaviour of smart obstacles in electromagnetic scattering: mathematical models as optimal control problems 102
"Inverse problem for a class of two dimensional equations with piecewise constant coefficients" 102
Smart Beta Allocation and Macroeconomic Variables: The Impact of COVID-19 102
An Analytically Tractable Multi-asset Stochastic Volatility Model 100
null 98
Calibration of a multiscale stochastic volatility model using European option prices 98
A Trading Execution Model Based on Mean Field Games and Optimal Control 98
A hybrid method to evaluate pure endowment policies: Crédit Agricole and ERGO Index linked policies 98
A stochastic algorithm for constrained global optimization 97
The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance 97
Spectral concentration phenomena for Laplace operator with the Dirichlet boundary condition on a cavity 97
Optimal-control methods for two new classes of smart obstacles in time-dependent acoustic scattering 96
Wavelet Bases Made of Piecewise Polynomial Functions:Theory and Applications 95
The use of statistical tests to calibrate the normal SABR model 95
A spectral approach to solve box-constrained multi-objective optimization problems 94
“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” 94
A multiscale stochastic volatility model in mathematical finance 94
Toward a Complex Spatial History? Tracing the (non-stationary) Economic Disparities between Northern and Southern Italy 94
A tail-revisited Markowitz mean-variance approach and a portfolio network centrality 94
Box-constrained multiobjective optimization: a gradient-like method without "a priori" scalarization 93
A path following method for box-constrained multiobjective optimization with applications to goal programming problems 93
Quadratically convergent method for simultaneously approaching the roots of polynomial solutions of a class of differential equations: application to orthogonal polynomials 93
A global optimization approach to software testing 93
A Video Game Based on Optimal Control and Elementary Statistics 93
Speculative bubbles in agricultural commodity prices: detection and forecasting via market indicators 93
A Story of Strengths and Weaknesses in Tertiary Education: Evaluating 'Mobility' and 'Opportunities' in OECD Countries with Composite Indicators 92
Filtering and maximum likelihood methods inthe calibration of some stochastic volatility models of mathematical finance 92
The analysis of real data using a stochastic dynamical system able to model spiky prices 92
The calibration of the Heston stochastic volatility model using filtering and maximum likelihood methods 91
From bond yield to macroeconomic instability: A parsimonious affine model 91
The complete Gaussian kernel in the multi-factor Heston model: Option pricing and implied volatility applications 91
The use of the Pontryagin maximum principle in a furtivity problem in time dependent acoustic obstacle scattering 90
Furtivity and masking problems in time dependent electromagnetic obstacle scattering 88
Parallel option pricing on GPU: barrier options and realized variance options 88
Explainable Artificial Intelligence methods for financial time series 85
A numerical method to solve an acoustic inverse scattering problem involving ghost obstacles 85
A parallel code for time dependent acoustic scattering involving passive or smart obstacles 85
"Spectral concentration phenomena for the Laplace operator with the Dirichlet boundary condition on a cavit.” 85
Levy Processes and Option Pricing by Recursive Quadrature 84
A gradient like algorithm for linearly constrained multi-objective optimization 84
Spot volatility estimation using the Laplace transform 84
Measuring multidimensional deprivation using objective and subjective data: an application of the Voronoi ranking method 83
Homogeneous and heterogeneous traffic of data packets on complex networks: the traffic congestion phenomenon 83
Mathematical models of 'active' obstacles in acoustic scattering 83
A non-parametric calibration of the HJM geometry: an application of Itô calculus to financial statistics 83
“Schedule optimization in a deregulation train transportation system” 81
A hybrid method for pricing European options based on multiple assets 81
The use of statistical tests to calibrate the Black-Scholes asset dynamics model applied to pricing options with uncertain volatility 81
An interior point algorithm for global optimal solutions and KKT points 80
Three dimensional Time Harmonic Electromagnetic Inverse Scattering: The Reconstruction of the Shape and the Impedance of an Obstacle 80
Longevity-risk-Adjusted Global Age Indicators in Russia and Italy 80
Research Seminars in Mathematical Finance: Stochastic Volatility Models, Option Pricing, Calibration 79
Fourier Spot Volatility Estimator: Asymptotic Normality and Efficiency with Liquid and Illiquid High-Frequency Data 79
Some control problems for the Maxwell equations related to furtivity and masking problems in electromagnetic obstacle scattering 79
The Barone-Adesi Whaley Formula to Price American Options Revisited 79
Some Explicit Formulae for the Hull and White Stochastic Volatility Model 78
Modified Newton's method in Circular Interval Arithmetic 77
Short-Term Mortality Fluctuations and Longevity Risk-Adjusted Age: Learning the Resilience of a Country to a Health Shock 77
The use of ordinary differential equations in quadratic maximization with integer constraints 75
Closed Form Moment Formulae for the Lognormal SABR Model and Applications to Calibration Problems 75
An interior point method for linearly constrained multiobjective optimization based on suitable descent directions 74
Upper and lower bounds in Quadratic Maximization with Integer Constraints 74
Some Explicitly Solvable SABR and Multiscale SABR Models: Option Pricing and Calibration 74
The Time Harmonic Field in a Disturbed Half - Space: An Existence Theorem and a Computational Method 73
Totale 9.922
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Categoria #
all - tutte 61.219
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 61.219
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/20211.110 0 0 0 0 0 137 178 144 170 166 210 105
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
2025/20262.640 354 407 457 657 544 221 0 0 0 0 0 0
Totale 12.383