IRIS
MARIANI, Francesca
 Distribuzione geografica
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Continente #
NA - Nord America 3.352
EU - Europa 3.108
AS - Asia 1.529
SA - Sud America 386
AF - Africa 85
Continente sconosciuto - Info sul continente non disponibili 4
OC - Oceania 2
Totale 8.466
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Nazione #
US - Stati Uniti d'America 3.286
RU - Federazione Russa 1.591
IT - Italia 422
SG - Singapore 415
VN - Vietnam 342
CN - Cina 336
BR - Brasile 292
UA - Ucraina 202
SE - Svezia 165
DE - Germania 139
HK - Hong Kong 136
IE - Irlanda 131
FR - Francia 110
GB - Regno Unito 100
DK - Danimarca 70
TR - Turchia 70
FI - Finlandia 54
CI - Costa d'Avorio 40
IN - India 38
KR - Corea 37
AR - Argentina 33
CA - Canada 33
BD - Bangladesh 31
BE - Belgio 30
NL - Olanda 24
MX - Messico 23
CO - Colombia 20
ID - Indonesia 20
IQ - Iraq 17
ES - Italia 16
JP - Giappone 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
TW - Taiwan 4
BO - Bolivia 3
HN - Honduras 3
JO - Giordania 3
MY - Malesia 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 8.466
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Città #
Ashburn 596
Singapore 272
Chandler 246
Dallas 243
Jacksonville 213
Des Moines 150
Fairfield 146
Hong Kong 134
Dublin 131
Boardman 129
San Jose 129
Ho Chi Minh City 114
Ann Arbor 113
The Dalles 100
Wilmington 96
Woodbridge 90
Beijing 78
Seattle 75
New York 66
Hanoi 65
Houston 65
Moscow 63
Lauterbourg 58
Cambridge 56
Lawrence 54
Princeton 54
San Mateo 47
Abidjan 40
Munich 39
Hefei 37
São Paulo 34
Salerno 32
Los Angeles 30
Brussels 28
Ancona 27
Rome 27
Milan 25
Guangzhou 23
San Diego 23
Centro 22
Council Bluffs 21
Redmond 19
Rio de Janeiro 19
Chicago 17
Florence 16
London 16
Da Nang 14
Haiphong 14
Montreal 14
Orem 14
Shanghai 14
Buffalo 13
Turku 12
Vienna 12
Helsinki 11
Santa Clara 11
Wuhan 11
Denver 10
Manchester 10
Warsaw 10
Boston 9
St Petersburg 9
Tokyo 9
Washington 9
Chennai 8
Fano 8
Amsterdam 7
Medellín 7
Porto Alegre 7
Tashkent 7
Buenos Aires 6
Elk Grove Village 6
Frankfurt am Main 6
Jakarta 6
Johannesburg 6
Odense 6
Ottawa 6
Poplar 6
Pune 6
Recanati 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
Mexico City 5
Montecassiano 5
Mumbai 5
Santiago 5
Secaucus 5
Shenzhen 5
Stockholm 5
Tolentino 5
Toronto 5
Turin 5
Totale 4.488
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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 823
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 198
"Maximum likelihood estimation of the Heston stocastic volatility model using asset and option prices: an application of nonlinear filtering theory" 181
A perturbative approach to acoustic scattering from a vibrating bounded obstacle 171
A Filtering Problem for the Stein and Stein Stochastic volatility model 162
Determining a stable relationship between hedge fund index HFRI-Equity and S&P 500 behaviour,using filtering and maximum likelihood 152
Agglomeration economies and the spatial configuration of local labour systems in Italy 149
An explicitly solvable multi-scale stochastic volatility model: option pricing and calibration problems 147
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 146
An Iterative Approach to Stratification: Poverty at Regional Level in Italy 145
The use of the Pontryagin maximum principle in a furtivity problem in time dependent acoustic obstacle scattering 137
Merton’s portfolio problem including market frictions: A closed-form formula supporting the shadow price approach 137
A Story of Strengths and Weaknesses in Tertiary Education: Evaluating 'Mobility' and 'Opportunities' in OECD Countries with Composite Indicators 132
A (critical) look to composite indicator construction for European Regions 132
A Video Game Based on Elementary Differential Equations 127
Correction to: An Iterative Approach to Stratification: Poverty at Regional Level in Italy (Social Indicators Research, (2020), 10.1007/s11205-020-02440-6) [Correction] 127
The Analysis of Real Data Using a Multiscale Stochastic Volatility Model 123
A tail-revisited Markowitz mean-variance approach and a portfolio network centrality 123
Comparing Non-Compensatory Composite Indicators: A Case Study Based on SDG for Mediterranean Countries 122
Blackouts in power transmission networks due to spatially localized load anomalies 122
A Video Game Based on Optimal Control and Elementary Statistics 118
Systemic risk governance in a dynamical model of a banking system with stochastic assets and liabilities 118
Aggregating Composite Indicators through the Geometric Mean: A Penalization Approach 116
The analysis of real data using a stochastic dynamical system able to model spiky prices 115
A Trading Execution Model Based on Mean Field Games and Optimal Control 115
Calibration of a multiscale stochastic volatility model using European option prices 113
Assessing multidimensional poverty of the Italian provinces during Covid-19: a small area estimation approach 112
The use of statistical tests to calibrate the normal SABR model 112
Homogeneous and heterogeneous traffic of data packets on complex networks: the traffic congestion phenomenon 110
The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance 110
A multiscale stochastic volatility model in mathematical finance 110
Population matters: Identifying metropolitan sub-centers from diachronic density-distance curves, 1960-2010 110
A Cooperative Sensor Network: Optimal Deployment and Functioning 109
Optimal solution of the liquidation problem under execution and price impact risks 109
The calibration of the Heston stochastic volatility model using filtering and maximum likelihood methods 106
Filtering and maximum likelihood methods inthe calibration of some stochastic volatility models of mathematical finance 105
Parallel option pricing on GPU: barrier options and realized variance options 104
Speculative bubbles in agricultural commodity prices: detection and forecasting via market indicators 103
Corrosion detection in conducting boundaries 102
Systemic risk governance in a dynamical model of a banking system 101
Some Explicitly Solvable SABR and Multiscale SABR Models: Option Pricing and Calibration 100
The use of statistical tests to calibrate the Black-Scholes asset dynamics model applied to pricing options with uncertain volatility 100
Measuring multidimensional deprivation using objective and subjective data: an application of the Voronoi ranking method 99
A new class of composite indicators: The penalized power mean 96
Corrosion detection in conducting boundaries: II. Linearization, stability and discretization 93
The Heston stochastic volatility model: nonlinear filtering and parameter estimation 92
Closed Form Moment Formulae for the Lognormal SABR Model and Applications to Calibration Problems 92
Stock return comovements and economic wealth conditions 92
Research Seminars in Mathematical Finance: Stochastic Volatility Models, Option Pricing, Calibration 89
The Barone-Adesi Whaley Formula to Price American Options Revisited 89
Probabilistic Analysis of Failures in Power Transmission Networks and Phase Transitions: Study Case of a High-Voltage Power Transmission Network 88
Unraveling population trends in Italy (1921-2021) with spatial econometrics 86
Pricing realized variance options using integrated stochastic variance options in the Heston stochastic volatility model 86
A software environment for the evaluation of medical images reconstruction methods 85
SDG composite indicators for Mediterranean countries: a new theoretical approach 84
Like Father Like Son? An Analysis of Opportunity and Discrimination in Tertiary Education for OECD Countries 82
A Hybrid Model Based on Stochastic Volatility and Machine Learning to Forecast Log Returns of a Risky Asset 82
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 81
Longevity-risk-adjusted global age as a measure of well-being. 75
Normal and lognormal SABR and multi-scale SABR models: option pricing and calibration 74
Opportunity and discrimination in tertiary education: a proposal of aggregation for some European countries 74
Two in One: A New Tool to Combine Two Rankings Based on the Voronoi Diagram 63
Calibration in the "real world" of a partially specified stochastic volatility model 61
The role of social capital in economic performance across European regions 61
Modelling options on football players using individual rankings and club market value. Evidence from Italy 53
Unveiling multidimensional poverty across Italian Provinces using small area estimation and penalized power means 18
Totale 8.582
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Categoria #
all - tutte 31.593
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 31.593
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021169 0 0 0 0 0 0 0 0 0 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
2025/20264.224 211 263 212 383 312 187 503 320 1.568 265 0 0
Totale 8.582