IRIS
MARIANI, Francesca
 Distribuzione geografica
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Continente #
NA - Nord America 2.779
EU - Europa 1.549
AS - Asia 998
SA - Sud America 291
AF - Africa 51
Continente sconosciuto - Info sul continente non disponibili 4
OC - Oceania 1
Totale 5.673
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Nazione #
US - Stati Uniti d'America 2.735
IT - Italia 401
SG - Singapore 318
CN - Cina 300
BR - Brasile 242
UA - Ucraina 196
RU - Federazione Russa 169
SE - Svezia 164
DE - Germania 134
IE - Irlanda 129
HK - Hong Kong 113
VN - Vietnam 90
GB - Regno Unito 88
DK - Danimarca 69
TR - Turchia 63
FI - Finlandia 48
FR - Francia 46
CI - Costa d'Avorio 40
KR - Corea 34
BE - Belgio 27
CA - Canada 27
AR - Argentina 21
NL - Olanda 20
IN - India 18
AT - Austria 15
JP - Giappone 14
MX - Messico 13
BD - Bangladesh 12
ES - Italia 12
ID - Indonesia 12
EC - Ecuador 11
CO - Colombia 8
HU - Ungheria 8
CZ - Repubblica Ceca 7
PL - Polonia 7
ZA - Sudafrica 6
AE - Emirati Arabi Uniti 4
EU - Europa 4
PY - Paraguay 4
TW - Taiwan 4
BO - Bolivia 3
IQ - Iraq 3
KZ - Kazakistan 3
HN - Honduras 2
LT - Lituania 2
MA - Marocco 2
TN - Tunisia 2
AL - Albania 1
AZ - Azerbaigian 1
BA - Bosnia-Erzegovina 1
BG - Bulgaria 1
BY - Bielorussia 1
CH - Svizzera 1
CL - Cile 1
GI - Gibilterra 1
GY - Guiana 1
JM - Giamaica 1
JO - Giordania 1
KG - Kirghizistan 1
KH - Cambogia 1
KW - Kuwait 1
LB - Libano 1
MN - Mongolia 1
NG - Nigeria 1
PS - Palestinian Territory 1
SA - Arabia Saudita 1
SK - Slovacchia (Repubblica Slovacca) 1
SV - El Salvador 1
UZ - Uzbekistan 1
WS - Samoa 1
Totale 5.673
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Città #
Ashburn 291
Chandler 246
Dallas 241
Jacksonville 212
Singapore 191
Des Moines 150
Fairfield 146
Dublin 129
Boardman 128
Ann Arbor 113
Hong Kong 112
Wilmington 96
Woodbridge 90
Seattle 75
Beijing 72
Houston 65
The Dalles 63
New York 62
Cambridge 56
Lawrence 54
Princeton 54
San Mateo 47
Moscow 43
Abidjan 40
Ho Chi Minh City 39
Munich 39
Hefei 37
Salerno 32
São Paulo 30
Ancona 27
Brussels 26
Los Angeles 25
Rome 23
Centro 22
Guangzhou 22
Milan 21
San Diego 21
Redmond 19
Hanoi 17
Chicago 16
Florence 16
Rio de Janeiro 15
London 14
Shanghai 14
Buffalo 13
Montreal 12
Turku 12
Vienna 12
Council Bluffs 11
Wuhan 11
Fano 10
Boston 9
Manchester 9
St Petersburg 9
Washington 9
Denver 8
Tokyo 8
Porto Alegre 7
Warsaw 7
Elk Grove Village 6
Odense 6
Recanati 6
Santa Clara 6
Amsterdam 5
Auburn Hills 5
Barañáin 5
Caxias do Sul 5
Helsinki 5
Johannesburg 5
Marche 5
Montecassiano 5
Poplar 5
Stockholm 5
Tolentino 5
Turin 5
Atlanta 4
Bandung 4
Buenos Aires 4
Campobasso 4
Castelplanio 4
Columbus 4
Fermo 4
Frankfurt am Main 4
Guayaquil 4
Hangzhou 4
Kazan' 4
Mexico City 4
Mumbai 4
Norwalk 4
Orciano Di Pesaro 4
Ottawa 4
Pune 4
Ribeirão Preto 4
Santa Maria Nuova 4
Secaucus 4
Seregno 4
Southwark 4
Szeged 4
Toronto 4
Wuxi 4
Totale 3.582
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Nome #
Working with Non-compensatory Composite Indicators: A Case Study Based on SDG for Mediterranean Countries 160
"Maximum likelihood estimation of the Heston stocastic volatility model using asset and option prices: an application of nonlinear filtering theory" 151
A perturbative approach to acoustic scattering from a vibrating bounded obstacle 146
" The new estimation method for the Heston stochastic volatility model".Quaderno del Dipartimento di Scienze Sociali, N.14 - Anno III, ANCONA 2007 143
A Filtering Problem for the Stein and Stein Stochastic volatility model 135
Determining a stable relationship between hedge fund index HFRI-Equity and S&P 500 behaviour,using filtering and maximum likelihood 124
An explicitly solvable multi-scale stochastic volatility model: option pricing and calibration problems 119
Agglomeration economies and the spatial configuration of local labour systems in Italy 115
Merton’s portfolio problem including market frictions: A closed-form formula supporting the shadow price approach 113
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
A (critical) look to composite indicator construction for European Regions 110
An Iterative Approach to Stratification: Poverty at Regional Level in Italy 108
A Video Game Based on Elementary Differential Equations 106
Correction to: An Iterative Approach to Stratification: Poverty at Regional Level in Italy (Social Indicators Research, (2020), 10.1007/s11205-020-02440-6) [Correction] 106
Blackouts in power transmission networks due to spatially localized load anomalies 105
The Analysis of Real Data Using a Multiscale Stochastic Volatility Model 105
null 98
Calibration of a multiscale stochastic volatility model using European option prices 97
A Trading Execution Model Based on Mean Field Games and Optimal Control 97
The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance 97
The use of statistical tests to calibrate the normal SABR model 94
A Cooperative Sensor Network: Optimal Deployment and Functioning 94
A Video Game Based on Optimal Control and Elementary Statistics 93
A multiscale stochastic volatility model in mathematical finance 93
Population matters: Identifying metropolitan sub-centers from diachronic density-distance curves, 1960-2010 93
Speculative bubbles in agricultural commodity prices: detection and forecasting via market indicators 92
Systemic risk governance in a dynamical model of a banking system with stochastic assets and liabilities 92
A tail-revisited Markowitz mean-variance approach and a portfolio network centrality 92
The analysis of real data using a stochastic dynamical system able to model spiky prices 91
A Story of Strengths and Weaknesses in Tertiary Education: Evaluating 'Mobility' and 'Opportunities' in OECD Countries with Composite Indicators 90
The use of the Pontryagin maximum principle in a furtivity problem in time dependent acoustic obstacle scattering 89
Filtering and maximum likelihood methods inthe calibration of some stochastic volatility models of mathematical finance 89
The calibration of the Heston stochastic volatility model using filtering and maximum likelihood methods 89
Parallel option pricing on GPU: barrier options and realized variance options 88
Corrosion detection in conducting boundaries 86
Measuring multidimensional deprivation using objective and subjective data: an application of the Voronoi ranking method 82
Homogeneous and heterogeneous traffic of data packets on complex networks: the traffic congestion phenomenon 82
Aggregating Composite Indicators through the Geometric Mean: A Penalization Approach 82
The use of statistical tests to calibrate the Black-Scholes asset dynamics model applied to pricing options with uncertain volatility 81
Corrosion detection in conducting boundaries: II. Linearization, stability and discretization 80
Optimal solution of the liquidation problem under execution and price impact risks 80
Research Seminars in Mathematical Finance: Stochastic Volatility Models, Option Pricing, Calibration 79
The Barone-Adesi Whaley Formula to Price American Options Revisited 79
Systemic risk governance in a dynamical model of a banking system 79
Some Explicit Formulae for the Hull and White Stochastic Volatility Model 78
Assessing multidimensional poverty of the Italian provinces during Covid-19: a small area estimation approach 77
Closed Form Moment Formulae for the Lognormal SABR Model and Applications to Calibration Problems 75
Some Explicitly Solvable SABR and Multiscale SABR Models: Option Pricing and Calibration 73
Stock return comovements and economic wealth conditions 72
The Heston stochastic volatility model: nonlinear filtering and parameter estimation 70
Normal and lognormal SABR and multi-scale SABR models: option pricing and calibration 67
A Hybrid Model Based on Stochastic Volatility and Machine Learning to Forecast Log Returns of a Risky Asset 67
Probabilistic Analysis of Failures in Power Transmission Networks and Phase Transitions: Study Case of a High-Voltage Power Transmission Network 66
A new class of composite indicators: The penalized power mean 66
null 65
Pricing realized variance options using integrated stochastic variance options in the Heston stochastic volatility model 64
Longevity-risk-adjusted global age as a measure of well-being. 64
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 63
A software environment for the evaluation of medical images reconstruction methods 63
SDG composite indicators for Mediterranean countries: a new theoretical approach 61
Opportunity and discrimination in tertiary education: a proposal of aggregation for some European countries 54
Unraveling population trends in Italy (1921-2021) with spatial econometrics 45
Two in One: A New Tool to Combine Two Rankings Based on the Voronoi Diagram 42
The role of social capital in economic performance across European regions 42
Calibration in the "real world" of a partially specified stochastic volatility model 35
Modelling options on football players using individual rankings and club market value. Evidence from Italy 31
Like Father Like Son? An Analysis of Opportunity and Discrimination in Tertiary Education for OECD Countries 9
Comparing Non-Compensatory Composite Indicators: A Case Study Based on SDG for Mediterranean Countries 3
Totale 5.786
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Categoria #
all - tutte 27.809
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 27.809
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021385 0 0 0 0 0 40 57 54 65 64 72 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
2025/20261.428 211 263 212 383 320 39 0 0 0 0 0 0
Totale 5.786