MARIANI, Francesca
 Distribuzione geografica
Continente #
NA - Nord America 4.385
EU - Europa 3.294
AS - Asia 1.634
SA - Sud America 400
Continente sconosciuto - Info sul continente non disponibili 140
AF - Africa 89
OC - Oceania 2
Totale 9.944
Nazione #
US - Stati Uniti d'America 4.231
RU - Federazione Russa 1.601
IT - Italia 563
SG - Singapore 441
CN - Cina 358
VN - Vietnam 342
BR - Brasile 303
UA - Ucraina 203
SE - Svezia 165
HK - Hong Kong 148
DE - Germania 141
IE - Irlanda 133
FR - Francia 113
GB - Regno Unito 107
DK - Danimarca 70
TR - Turchia 70
CA - Canada 66
BD - Bangladesh 56
FI - Finlandia 54
IN - India 41
CI - Costa d'Avorio 40
KR - Corea 39
AR - Argentina 34
NL - Olanda 32
BE - Belgio 30
MX - Messico 26
CO - Colombia 21
ID - Indonesia 21
ES - Italia 18
IQ - Iraq 18
JP - Giappone 17
AT - Austria 15
ZA - Sudafrica 15
EC - Ecuador 12
LT - Lituania 12
HN - Honduras 10
IL - Israele 10
PL - Polonia 10
CL - Cile 9
MA - Marocco 9
NI - Nicaragua 9
SV - El Salvador 9
HU - Ungheria 8
PK - Pakistan 8
TN - Tunisia 8
AE - Emirati Arabi Uniti 7
CZ - Repubblica Ceca 7
GT - Guatemala 7
UZ - Uzbekistan 7
CR - Costa Rica 6
JM - Giamaica 6
KZ - Kazakistan 6
SA - Arabia Saudita 6
VE - Venezuela 6
CW - ???statistics.table.value.countryCode.CW??? 5
LB - Libano 5
PR - Porto Rico 5
PY - Paraguay 5
TT - Trinidad e Tobago 5
AZ - Azerbaigian 4
DZ - Algeria 4
EG - Egitto 4
EU - Europa 4
GP - Guadalupe 4
MY - Malesia 4
PH - Filippine 4
TW - Taiwan 4
BO - Bolivia 3
JO - Giordania 3
PE - Perù 3
SC - Seychelles 3
AL - Albania 2
ET - Etiopia 2
GY - Guiana 2
KG - Kirghizistan 2
KH - Cambogia 2
KW - Kuwait 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
KE - Kenya 1
MN - Mongolia 1
MT - Malta 1
MZ - Mozambico 1
NP - Nepal 1
OM - Oman 1
PS - Palestinian Territory 1
QA - Qatar 1
RO - Romania 1
RS - Serbia 1
SY - Repubblica araba siriana 1
Totale 9.812
Città #
Ashburn 748
Singapore 287
Dallas 255
Chandler 246
Jacksonville 214
San Jose 193
Council Bluffs 160
Des Moines 151
Fairfield 146
Hong Kong 146
Dublin 133
Boardman 130
Ho Chi Minh City 114
Ann Arbor 113
The Dalles 101
Wilmington 97
Woodbridge 90
Beijing 85
New York 76
Seattle 76
Hanoi 65
Houston 65
Moscow 63
Lauterbourg 58
Cambridge 56
Princeton 55
Lawrence 54
San Mateo 47
Los Angeles 45
Milan 45
Rome 45
Abidjan 40
Munich 39
Hefei 37
São Paulo 37
Santa Clara 35
Salerno 33
Ancona 29
Brussels 28
San Diego 24
Guangzhou 23
Centro 22
Montreal 21
Rio de Janeiro 21
Redmond 19
Chicago 18
Florence 17
Buffalo 16
London 16
Denver 15
Shanghai 15
Da Nang 14
Haiphong 14
Orem 14
Toronto 13
Columbus 12
Turku 12
Vienna 12
Washington 12
Wuhan 12
Boston 11
Helsinki 11
Warsaw 11
Atlanta 10
Manchester 10
Vilnius 10
Chennai 9
Fano 9
Managua 9
St Petersburg 9
Tokyo 9
Catania 8
Irvington 8
Mexico City 8
Turin 8
Amsterdam 7
Elk Grove Village 7
Medellín 7
Miano 7
Natal 7
Newark 7
Ottawa 7
Phoenix 7
Porto Alegre 7
San Francisco 7
Secaucus 7
Tashkent 7
Buenos Aires 6
Charlottesville 6
Frankfurt am Main 6
Guatemala City 6
Jakarta 6
Johannesburg 6
Mumbai 6
Naples 6
Odense 6
Poplar 6
Pune 6
Recanati 6
San Salvador 6
Totale 5.081
Nome #
" The new estimation method for the Heston stochastic volatility model".Quaderno del Dipartimento di Scienze Sociali, N.14 - Anno III, ANCONA 2007 1.009
Some Explicit Formulae for the Hull and White Stochastic Volatility Model 740
Working with Non-compensatory Composite Indicators: A Case Study Based on SDG for Mediterranean Countries 241
"Maximum likelihood estimation of the Heston stocastic volatility model using asset and option prices: an application of nonlinear filtering theory" 200
Agglomeration economies and the spatial configuration of local labour systems in Italy 190
A perturbative approach to acoustic scattering from a vibrating bounded obstacle 184
A Story of Strengths and Weaknesses in Tertiary Education: Evaluating 'Mobility' and 'Opportunities' in OECD Countries with Composite Indicators 176
A Filtering Problem for the Stein and Stein Stochastic volatility model 176
Comparing Non-Compensatory Composite Indicators: A Case Study Based on SDG for Mediterranean Countries 169
Determining a stable relationship between hedge fund index HFRI-Equity and S&P 500 behaviour,using filtering and maximum likelihood 166
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 164
An explicitly solvable multi-scale stochastic volatility model: option pricing and calibration problems 163
An Iterative Approach to Stratification: Poverty at Regional Level in Italy 160
Aggregating Composite Indicators through the Geometric Mean: A Penalization Approach 154
Merton’s portfolio problem including market frictions: A closed-form formula supporting the shadow price approach 149
The use of the Pontryagin maximum principle in a furtivity problem in time dependent acoustic obstacle scattering 147
A tail-revisited Markowitz mean-variance approach and a portfolio network centrality 147
A Video Game Based on Elementary Differential Equations 144
Systemic risk governance in a dynamical model of a banking system with stochastic assets and liabilities 144
Correction to: An Iterative Approach to Stratification: Poverty at Regional Level in Italy (Social Indicators Research, (2020), 10.1007/s11205-020-02440-6) [Correction] 143
A (critical) look to composite indicator construction for European Regions 143
Blackouts in power transmission networks due to spatially localized load anomalies 137
The Analysis of Real Data Using a Multiscale Stochastic Volatility Model 135
A Video Game Based on Optimal Control and Elementary Statistics 132
Assessing multidimensional poverty of the Italian provinces during Covid-19: a small area estimation approach 130
Optimal solution of the liquidation problem under execution and price impact risks 128
The analysis of real data using a stochastic dynamical system able to model spiky prices 126
The use of statistical tests to calibrate the normal SABR model 126
Calibration of a multiscale stochastic volatility model using European option prices 125
A Trading Execution Model Based on Mean Field Games and Optimal Control 124
A Cooperative Sensor Network: Optimal Deployment and Functioning 123
A multiscale stochastic volatility model in mathematical finance 123
The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance 122
The calibration of the Heston stochastic volatility model using filtering and maximum likelihood methods 120
Population matters: Identifying metropolitan sub-centers from diachronic density-distance curves, 1960-2010 119
Filtering and maximum likelihood methods inthe calibration of some stochastic volatility models of mathematical finance 118
Corrosion detection in conducting boundaries 118
Homogeneous and heterogeneous traffic of data packets on complex networks: the traffic congestion phenomenon 117
Measuring multidimensional deprivation using objective and subjective data: an application of the Voronoi ranking method 116
Systemic risk governance in a dynamical model of a banking system 116
A new class of composite indicators: The penalized power mean 113
Unraveling population trends in Italy (1921-2021) with spatial econometrics 112
Speculative bubbles in agricultural commodity prices: detection and forecasting via market indicators 112
Parallel option pricing on GPU: barrier options and realized variance options 111
Pricing realized variance options using integrated stochastic variance options in the Heston stochastic volatility model 110
Some Explicitly Solvable SABR and Multiscale SABR Models: Option Pricing and Calibration 109
The use of statistical tests to calibrate the Black-Scholes asset dynamics model applied to pricing options with uncertain volatility 108
Corrosion detection in conducting boundaries: II. Linearization, stability and discretization 107
Probabilistic Analysis of Failures in Power Transmission Networks and Phase Transitions: Study Case of a High-Voltage Power Transmission Network 105
Stock return comovements and economic wealth conditions 105
The Heston stochastic volatility model: nonlinear filtering and parameter estimation 104
SDG composite indicators for Mediterranean countries: a new theoretical approach 101
Like Father Like Son? An Analysis of Opportunity and Discrimination in Tertiary Education for OECD Countries 100
Research Seminars in Mathematical Finance: Stochastic Volatility Models, Option Pricing, Calibration 100
Closed Form Moment Formulae for the Lognormal SABR Model and Applications to Calibration Problems 100
A software environment for the evaluation of medical images reconstruction methods 99
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 97
The Barone-Adesi Whaley Formula to Price American Options Revisited 97
A Hybrid Model Based on Stochastic Volatility and Machine Learning to Forecast Log Returns of a Risky Asset 96
Longevity-risk-adjusted global age as a measure of well-being. 87
Normal and lognormal SABR and multi-scale SABR models: option pricing and calibration 85
Opportunity and discrimination in tertiary education: a proposal of aggregation for some European countries 85
Two in One: A New Tool to Combine Two Rankings Based on the Voronoi Diagram 83
Modelling options on football players using individual rankings and club market value. Evidence from Italy 78
Calibration in the "real world" of a partially specified stochastic volatility model 74
The role of social capital in economic performance across European regions 69
Unveiling multidimensional poverty across Italian Provinces using small area estimation and penalized power means 28
On the use of a Pre-Analysis Plan: An application in the social sciences 26
A new distributional based indicator to measure energy poverty in Italy 24
Hybrid ensemble machine learning models 21
Assessing energy poverty in Italy: an endogenous cut-off determination 19
A Beta-Bernoulli composite index 15
Totale 9.944
Categoria #
all - tutte 37.918
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 37.918


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/2022292 0 0 0 0 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
2025/20264.477 211 263 212 383 312 187 503 320 1.568 308 127 83
2026/20271.109 185 315 183 401 25 0 0 0 0 0 0 0
Totale 9.944