IRIS
MARIANI, Francesca
 Distribuzione geografica
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Continente #
NA - Nord America 3.482
EU - Europa 3.158
AS - Asia 1.585
SA - Sud America 386
AF - Africa 85
Continente sconosciuto - Info sul continente non disponibili 4
OC - Oceania 2
Totale 8.702
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Nazione #
US - Stati Uniti d'America 3.412
RU - Federazione Russa 1.591
IT - Italia 466
SG - Singapore 426
CN - Cina 349
VN - Vietnam 342
BR - Brasile 292
UA - Ucraina 203
SE - Svezia 165
HK - Hong Kong 141
DE - Germania 139
IE - Irlanda 131
FR - Francia 110
GB - Regno Unito 104
DK - Danimarca 70
TR - Turchia 70
FI - Finlandia 54
BD - Bangladesh 52
CI - Costa d'Avorio 40
IN - India 39
KR - Corea 39
CA - Canada 35
AR - Argentina 33
BE - Belgio 30
MX - Messico 25
NL - Olanda 25
CO - Colombia 20
ID - Indonesia 20
IQ - Iraq 18
JP - Giappone 17
ES - Italia 16
AT - Austria 15
ZA - Sudafrica 15
EC - Ecuador 12
PL - Polonia 10
CL - Cile 9
MA - Marocco 9
HU - Ungheria 8
PK - Pakistan 8
TN - Tunisia 8
AE - Emirati Arabi Uniti 7
CZ - Repubblica Ceca 7
UZ - Uzbekistan 7
SA - Arabia Saudita 6
KZ - Kazakistan 5
LB - Libano 5
PY - Paraguay 5
VE - Venezuela 5
AZ - Azerbaigian 4
DZ - Algeria 4
EG - Egitto 4
EU - Europa 4
MY - Malesia 4
TW - Taiwan 4
BO - Bolivia 3
HN - Honduras 3
JO - Giordania 3
PE - Perù 3
PH - Filippine 3
AL - Albania 2
ET - Etiopia 2
GY - Guiana 2
JM - Giamaica 2
KG - Kirghizistan 2
KH - Cambogia 2
KW - Kuwait 2
LT - Lituania 2
NG - Nigeria 2
SK - Slovacchia (Repubblica Slovacca) 2
TH - Thailandia 2
UY - Uruguay 2
AM - Armenia 1
AU - Australia 1
BA - Bosnia-Erzegovina 1
BG - Bulgaria 1
BY - Bielorussia 1
CH - Svizzera 1
DO - Repubblica Dominicana 1
GI - Gibilterra 1
GT - Guatemala 1
IL - Israele 1
KE - Kenya 1
MN - Mongolia 1
MT - Malta 1
NI - Nicaragua 1
NP - Nepal 1
OM - Oman 1
PR - Porto Rico 1
PS - Palestinian Territory 1
QA - Qatar 1
RO - Romania 1
RS - Serbia 1
SV - El Salvador 1
SY - Repubblica araba siriana 1
WS - Samoa 1
Totale 8.702
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Città #
Ashburn 627
Singapore 274
Chandler 246
Dallas 245
Jacksonville 213
San Jose 157
Des Moines 151
Fairfield 146
Hong Kong 139
Dublin 131
Boardman 130
Ho Chi Minh City 114
Ann Arbor 113
The Dalles 101
Wilmington 96
Woodbridge 90
Beijing 80
Seattle 75
New York 72
Hanoi 65
Houston 65
Moscow 63
Lauterbourg 58
Cambridge 56
Lawrence 54
Princeton 54
San Mateo 47
Abidjan 40
Milan 39
Munich 39
Hefei 37
Los Angeles 36
São Paulo 34
Salerno 32
Rome 29
Brussels 28
Ancona 27
Guangzhou 23
San Diego 23
Centro 22
Council Bluffs 22
Redmond 19
Rio de Janeiro 19
Chicago 17
Florence 16
London 16
Buffalo 15
Da Nang 14
Haiphong 14
Montreal 14
Orem 14
Shanghai 14
Denver 12
Santa Clara 12
Turku 12
Vienna 12
Wuhan 12
Helsinki 11
Warsaw 11
Manchester 10
Boston 9
St Petersburg 9
Tokyo 9
Washington 9
Chennai 8
Fano 8
Amsterdam 7
Medellín 7
Mexico City 7
Porto Alegre 7
Tashkent 7
Buenos Aires 6
Elk Grove Village 6
Frankfurt am Main 6
Jakarta 6
Johannesburg 6
Miano 6
Odense 6
Ottawa 6
Poplar 6
Pune 6
Recanati 6
Shenzhen 6
Toronto 6
Atlanta 5
Auburn Hills 5
Barañáin 5
Biên Hòa 5
Bogotá 5
Can Tho 5
Caxias do Sul 5
Dhaka 5
Hangzhou 5
Marche 5
Montecassiano 5
Mumbai 5
San Francisco 5
Santiago 5
Secaucus 5
Stockholm 5
Totale 4.602
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Nome #
" The new estimation method for the Heston stochastic volatility model".Quaderno del Dipartimento di Scienze Sociali, N.14 - Anno III, ANCONA 2007 826
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 213
"Maximum likelihood estimation of the Heston stocastic volatility model using asset and option prices: an application of nonlinear filtering theory" 187
A perturbative approach to acoustic scattering from a vibrating bounded obstacle 174
A Filtering Problem for the Stein and Stein Stochastic volatility model 163
Determining a stable relationship between hedge fund index HFRI-Equity and S&P 500 behaviour,using filtering and maximum likelihood 155
Agglomeration economies and the spatial configuration of local labour systems in Italy 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 153
An explicitly solvable multi-scale stochastic volatility model: option pricing and calibration problems 152
Comparing Non-Compensatory Composite Indicators: A Case Study Based on SDG for Mediterranean Countries 149
An Iterative Approach to Stratification: Poverty at Regional Level in Italy 148
Merton’s portfolio problem including market frictions: A closed-form formula supporting the shadow price approach 140
The use of the Pontryagin maximum principle in a furtivity problem in time dependent acoustic obstacle scattering 139
A Story of Strengths and Weaknesses in Tertiary Education: Evaluating 'Mobility' and 'Opportunities' in OECD Countries with Composite Indicators 138
Systemic risk governance in a dynamical model of a banking system with stochastic assets and liabilities 138
A (critical) look to composite indicator construction for European Regions 135
A Video Game Based on Elementary Differential Equations 132
A tail-revisited Markowitz mean-variance approach and a portfolio network centrality 131
Correction to: An Iterative Approach to Stratification: Poverty at Regional Level in Italy (Social Indicators Research, (2020), 10.1007/s11205-020-02440-6) [Correction] 129
Blackouts in power transmission networks due to spatially localized load anomalies 124
The Analysis of Real Data Using a Multiscale Stochastic Volatility Model 123
Aggregating Composite Indicators through the Geometric Mean: A Penalization Approach 122
A Video Game Based on Optimal Control and Elementary Statistics 121
A Trading Execution Model Based on Mean Field Games and Optimal Control 116
Calibration of a multiscale stochastic volatility model using European option prices 115
The analysis of real data using a stochastic dynamical system able to model spiky prices 115
The use of statistical tests to calibrate the normal SABR model 115
Assessing multidimensional poverty of the Italian provinces during Covid-19: a small area estimation approach 114
The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance 114
A Cooperative Sensor Network: Optimal Deployment and Functioning 113
Optimal solution of the liquidation problem under execution and price impact risks 113
Population matters: Identifying metropolitan sub-centers from diachronic density-distance curves, 1960-2010 112
Homogeneous and heterogeneous traffic of data packets on complex networks: the traffic congestion phenomenon 111
A multiscale stochastic volatility model in mathematical finance 111
Filtering and maximum likelihood methods inthe calibration of some stochastic volatility models of mathematical finance 108
Systemic risk governance in a dynamical model of a banking system 107
The calibration of the Heston stochastic volatility model using filtering and maximum likelihood methods 106
Parallel option pricing on GPU: barrier options and realized variance options 106
Corrosion detection in conducting boundaries 105
Speculative bubbles in agricultural commodity prices: detection and forecasting via market indicators 104
The use of statistical tests to calibrate the Black-Scholes asset dynamics model applied to pricing options with uncertain volatility 102
Measuring multidimensional deprivation using objective and subjective data: an application of the Voronoi ranking method 101
Some Explicitly Solvable SABR and Multiscale SABR Models: Option Pricing and Calibration 100
A new class of composite indicators: The penalized power mean 98
Corrosion detection in conducting boundaries: II. Linearization, stability and discretization 95
Closed Form Moment Formulae for the Lognormal SABR Model and Applications to Calibration Problems 94
The Heston stochastic volatility model: nonlinear filtering and parameter estimation 93
Stock return comovements and economic wealth conditions 93
Research Seminars in Mathematical Finance: Stochastic Volatility Models, Option Pricing, Calibration 90
A software environment for the evaluation of medical images reconstruction methods 89
Probabilistic Analysis of Failures in Power Transmission Networks and Phase Transitions: Study Case of a High-Voltage Power Transmission Network 89
The Barone-Adesi Whaley Formula to Price American Options Revisited 89
Unraveling population trends in Italy (1921-2021) with spatial econometrics 88
Pricing realized variance options using integrated stochastic variance options in the Heston stochastic volatility model 88
SDG composite indicators for Mediterranean countries: a new theoretical approach 87
Like Father Like Son? An Analysis of Opportunity and Discrimination in Tertiary Education for OECD Countries 86
A Hybrid Model Based on Stochastic Volatility and Machine Learning to Forecast Log Returns of a Risky Asset 86
The SABR Model: Explicit Formulae of the Moments of the Forward Prices/Rates Variable and Series Expansions of the Transition Probability Density and of the Option Prices 82
Longevity-risk-adjusted global age as a measure of well-being. 77
Normal and lognormal SABR and multi-scale SABR models: option pricing and calibration 75
Opportunity and discrimination in tertiary education: a proposal of aggregation for some European countries 75
Two in One: A New Tool to Combine Two Rankings Based on the Voronoi Diagram 68
Calibration in the "real world" of a partially specified stochastic volatility model 62
The role of social capital in economic performance across European regions 62
Modelling options on football players using individual rankings and club market value. Evidence from Italy 58
Unveiling multidimensional poverty across Italian Provinces using small area estimation and penalized power means 19
Hybrid ensemble machine learning models 5
Assessing energy poverty in Italy: an endogenous cut-off determination 4
A new distributional based indicator to measure energy poverty in Italy 3
Totale 8.823
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Categoria #
all - tutte 33.522
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 33.522
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/202133 0 0 0 0 0 0 0 0 0 0 0 33
2021/2022475 29 118 12 24 9 19 31 48 17 24 68 76
2022/2023845 74 88 66 65 55 205 1 44 186 10 37 14
2023/2024554 96 19 31 67 86 79 25 37 3 13 16 82
2024/20251.063 132 87 55 32 31 29 96 42 235 80 115 129
2025/20264.465 211 263 212 383 312 187 503 320 1.568 308 127 71
Totale 8.823