IRIS
ORLANDO, GIUSEPPE
 Distribuzione geografica
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Continente #
NA - Nord America 2.600
AS - Asia 1.670
EU - Europa 1.446
SA - Sud America 571
Continente sconosciuto - Info sul continente non disponibili 179
AF - Africa 79
OC - Oceania 7
Totale 6.552
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Nazione #
US - Stati Uniti d'America 2.523
SG - Singapore 762
IT - Italia 613
BR - Brasile 464
CN - Cina 264
SE - Svezia 251
HK - Hong Kong 237
RU - Federazione Russa 180
FR - Francia 128
VN - Vietnam 96
IN - India 64
DE - Germania 62
GB - Regno Unito 58
AR - Argentina 46
ES - Italia 33
MX - Messico 32
IQ - Iraq 29
TR - Turchia 29
CA - Canada 28
BD - Bangladesh 27
PK - Pakistan 24
ZA - Sudafrica 24
BE - Belgio 20
PL - Polonia 20
CO - Colombia 17
JP - Giappone 17
MA - Marocco 17
SA - Arabia Saudita 14
VE - Venezuela 14
UZ - Uzbekistan 13
TN - Tunisia 12
UA - Ucraina 12
EC - Ecuador 11
MY - Malesia 11
NL - Olanda 11
CH - Svizzera 10
ID - Indonesia 10
PH - Filippine 10
FI - Finlandia 9
JO - Giordania 9
AT - Austria 7
CL - Cile 7
KE - Kenya 7
NP - Nepal 7
AE - Emirati Arabi Uniti 6
KW - Kuwait 6
PY - Paraguay 6
AU - Australia 5
RO - Romania 5
CR - Costa Rica 4
EG - Egitto 4
ET - Etiopia 4
IE - Irlanda 4
OM - Oman 4
GR - Grecia 3
IR - Iran 3
JM - Giamaica 3
KR - Corea 3
PE - Perù 3
PS - Palestinian Territory 3
TT - Trinidad e Tobago 3
AZ - Azerbaigian 2
BA - Bosnia-Erzegovina 2
BG - Bulgaria 2
BH - Bahrain 2
BO - Bolivia 2
CZ - Repubblica Ceca 2
DZ - Algeria 2
HN - Honduras 2
HU - Ungheria 2
IL - Israele 2
LB - Libano 2
NO - Norvegia 2
NZ - Nuova Zelanda 2
RS - Serbia 2
SN - Senegal 2
TW - Taiwan 2
AF - Afghanistan, Repubblica islamica di 1
AM - Armenia 1
AO - Angola 1
BS - Bahamas 1
BW - Botswana 1
CY - Cipro 1
DO - Repubblica Dominicana 1
EE - Estonia 1
GA - Gabon 1
GH - Ghana 1
GT - Guatemala 1
HR - Croazia 1
IM - Isola di Man 1
KG - Kirghizistan 1
KH - Cambogia 1
KZ - Kazakistan 1
LA - Repubblica Popolare Democratica del Laos 1
LK - Sri Lanka 1
LT - Lituania 1
LV - Lettonia 1
MD - Moldavia 1
MK - Macedonia 1
MM - Myanmar 1
Totale 6.363
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Città #
Singapore 405
Ashburn 267
Chandler 242
Hong Kong 236
Fairfield 211
San Jose 188
Nyköping 173
Milan 168
Beijing 134
Council Bluffs 95
Seattle 86
Rome 84
Los Angeles 80
Woodbridge 71
Cambridge 70
Houston 67
Lawrence 58
Ann Arbor 54
Roxbury 50
Wilmington 49
Lauterbourg 44
New York 43
São Paulo 42
Dallas 40
Ho Chi Minh City 40
Santa Clara 38
Buffalo 30
Des Moines 28
Moscow 25
Paris 25
Inglewood 24
Frankfurt am Main 19
Mexico City 19
Rio de Janeiro 19
Brussels 18
Bari 17
Brooklyn 15
San Diego 15
Hanoi 14
Baghdad 13
Warsaw 13
Belo Horizonte 12
Johannesburg 12
Tashkent 12
London 11
Orem 10
Stockholm 10
The Dalles 10
Turin 10
Columbus 9
Curitiba 9
Helsinki 9
Nuremberg 9
Riyadh 9
Tokyo 9
Ankara 8
Denver 8
Pune 8
Salvador 8
San Francisco 8
Sevilla 8
Toronto 8
Amman 7
Atlanta 7
Bengaluru 7
Chicago 7
Figino 7
Florence 7
Kuala Lumpur 7
Princeton 7
Zurich 7
Bologna 6
Boston 6
Caracas 6
Chennai 6
Chieti 6
Kuwait City 6
Lahore 6
Nairobi 6
Phoenix 6
Porto Alegre 6
Washington 6
Boardman 5
Bogotá 5
Canoas 5
Dhaka 5
Falkenstein 5
Falls Church 5
Grottaglie 5
Naples 5
Redwood City 5
Ribeirão Preto 5
Salt Lake City 5
Araraquara 4
Brasília 4
Chandigarh 4
Corigliano Calabro 4
Cosenza 4
Dublin 4
Duncan 4
Totale 3.738
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Nome #
Interest rates calibration with a CIR model 304
On the approximation of the Black and Scholes call function 210
A review on implied volatility calculation 171
Forecasting interest rates through Vasicek and CIR models: a partitioning approach 160
Challenges in approximating the black and scholes call formula with hyperbolic tangents 160
Recurrence quantification analysis on a Kaldorian business cycle model 141
An empirical test on Harrod's open economy dynamics 138
Chaotic business cycles within a Kaldor-Kalecki framework 130
Recurrence quantification analysis of business cycles 127
Growth and Cycles as a Struggle: Lotka-Volterra, Goodwin and Phillips 122
A discrete mathematical model for chaotic dynamics in economics: Kaldor's model on business cycle 116
RQA correlations on business cycles: A comparison between real and simulated data 114
A parametric approach to counterparty and credit risk 112
An Example of Nonlinear Dynamical System: The Logistic Map 107
A new approach to forecast market interest rates through the CIR model 106
A New Approach to CIR Short-Term Rates Modelling 104
Applied Spectral Analysis 99
Embedding Dimension and Mutual Information 95
An improved Barone-Adesi Whaley formula for turbulent markets 95
On Business Cycles and Growth 94
Dynamical Systems 94
Bifurcations 93
RQA correlations on real business cycles time series 92
Chaos 90
A Note on the Computation of the Modular Inverse for Cryptography 88
Business cycle modeling between financial crises and black swans: Ornstein-Uhlenbeck stochastic process vs Kaldor deterministic chaotic model 82
null 81
Modern Financial Engineering: Counterparty, Credit, Portfolio and Systemic Risks 80
Non-Performing Loans for Italian Companies: When Time Matters. An Empirical Research on Estimating Probability to Default and Loss Given Default 78
The Harrod Model 78
EAD Modeling 77
Banking Regulation Before the Crisis 74
Concluding Remarks, Code in R, Code in Matlab (back matter) 71
A generalized derivation of the Black-Scholes implied volatility through hyperbolic tangents 70
Credit Risk Regulation After the Crisis 67
Correlation-Driven Issues 65
Empirical Evidences on the Interconnectedness between Sampling and Asset Returns' Distributions 64
Trade-Cycle Oscillations: The Kaldor Model and the Keynesian Hansen-Samuelson Principle of Acceleration and Multiplier 64
Basic Definitions 64
EAD-Related Issues 64
Preface to the book Modern Financial Engineering 63
Recurrence Quantification Analysis: Theory and Applications 62
A generalized two-factor square-root framework for modeling occurrences of natural catastrophes 61
Kaldor-Kalecki New Model on Business Cycles 61
A Survey on Business Cycles: History, Theory and Empirical Findings 59
An Empirical Test of Harrod's Model 59
Credit Risk Models 59
Nonlinearities in Economics An Interdisciplinary Approach to Economic Dynamics, Growth and Cycles 58
Challenging Times for Insurance, Banking and Financial Supervision in Saudi Arabia ({KSA}) 58
Model Validation and Audit 58
The Financial Crisis of the XXI-st Century 57
Mathematical and Statistical Foundations 55
Systemic Risk Regulation 55
Financial markets’ deterministic aspects modeled by a low-dimensional equation 54
Finance Background and Regulatory Framework 53
Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model 52
Credit Default Swap (CDS) 52
Addressing the financial impact of natural disasters in the era of climate change 51
Estimating PD and LGD for Modeling Non-Performing Loans: The Case of Italy 51
Interest rates forecasting: between Hull and White and the {CIR}{#}. How to make a single factor model work 50
A new algorithm to find prime numbers with less memory requirements 49
Diversifying the Economy for Systemic Risk Reduction: The Case of the Kingdom of Saudi Arabia KSA 49
Probability of Default (PD) 48
A three-factor stochastic model for forecasting production of energy materials 47
Estimation Techniques 47
Some Properties of the Computation of the Modular Inverse with Applications in Cryptography 46
null 46
Other Credit Risk Components and Portfolio Risk 45
Simulating heterogeneous corporate dynamics via the Rulkov map 44
Forecasting portfolio returns with skew-geometric Brownian motions 42
Credit default swap spreads modeling and forecasting with a stochastic square-root three-factor model 42
Balancing the grid: mitigating the effects of renewable energy in Italy via skew modeling and forecasting 41
Time series forecasting with the CIR# model: from hectic markets sentiments to regular seasonal tourism 41
Sector Analysis 40
Improved tourism demand forecasting with {CIR}{\#} model: a case study of disrupted data patterns in Italy 38
Modelling the industrial production of electric and gas utilities through the $$CIR^3$$ model 38
A benchmark-asset principal component factorization for index tracking on large investment universes 37
Modeling volatility of disaster-affected populations: A non-homogeneous geometric-skew Brownian motion approach 37
Skew–Brownian processes for estimating the volatility of crude oil Brent 34
Loss Given Default LGD 34
Exploiting deterministic features in apparently stochastic data 33
Exchange traded products: Taxonomy, risk and mitigations 32
Expecting the Unexpected: Entropy and Multifractal Systems in Finance 30
Introduction 30
Modeling {COVID}-19 pandemic with financial markets models: The case of Ja{\'{e}}n (Spain) 30
Endogenous Economic Resilience, Loss of Resilience, Persistent Cycles, Multiple Attractors, and Disruptive Contractions 28
Exploring Entropy-Based Portfolio Strategies: Empirical Analysis and Cryptocurrency Impact 25
On risk and market sentiments driving financial share price dynamics 24
On extensive dynamics of a Cournot heterogeneous model with optimal response 23
Comparing {SSD}-Efficient Portfolios with a Skewed Reference Distribution 23
Cost and severity of natural catastrophes in extreme events: implications for society and insurances 22
Foreign Exchange Options on Heston-{CIR} Model Under L{\'{e}}vy Process Framework 19
Stochastic local volatility models and the Wei-Norman factorization method 19
Totale 6.552
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Categoria #
all - tutte 35.232
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 35.232
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/2022539 0 0 66 12 31 65 71 77 22 25 60 110
2022/2023652 87 105 73 44 55 67 26 50 97 6 20 22
2023/2024310 16 54 7 83 21 47 5 18 9 8 9 33
2024/20251.357 34 21 71 39 57 103 176 94 59 85 236 382
2025/20262.605 334 218 118 180 364 84 256 111 308 265 91 276
2026/2027276 76 178 22 0 0 0 0 0 0 0 0 0
Totale 6.552