IRIS
ORLANDO, GIUSEPPE
 Distribuzione geografica
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Continente #
NA - Nord America 2.412
AS - Asia 1.653
EU - Europa 1.432
SA - Sud America 565
AF - Africa 78
OC - Oceania 7
Continente sconosciuto - Info sul continente non disponibili 1
Totale 6.148
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Nazione #
US - Stati Uniti d'America 2.339
SG - Singapore 758
IT - Italia 599
BR - Brasile 461
CN - Cina 259
SE - Svezia 251
HK - Hong Kong 234
RU - Federazione Russa 180
FR - Francia 128
VN - Vietnam 95
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 27
BD - Bangladesh 24
PK - Pakistan 24
ZA - Sudafrica 24
BE - Belgio 20
PL - Polonia 20
JP - Giappone 17
MA - Marocco 17
CO - Colombia 15
SA - Arabia Saudita 14
UZ - Uzbekistan 13
VE - Venezuela 13
TN - Tunisia 12
UA - Ucraina 12
EC - Ecuador 11
MY - Malesia 11
NL - Olanda 11
CH - Svizzera 10
PH - Filippine 10
FI - Finlandia 9
ID - Indonesia 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
EG - Egitto 4
ET - Etiopia 4
IE - Irlanda 4
OM - Oman 4
CR - Costa Rica 3
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
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
NG - Nigeria 1
Totale 6.139
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Città #
Singapore 403
Ashburn 261
Chandler 242
Hong Kong 233
Fairfield 211
Nyköping 173
Milan 165
San Jose 157
Beijing 131
Seattle 86
Rome 84
Los Angeles 74
Woodbridge 71
Cambridge 70
Houston 66
Lawrence 57
Ann Arbor 54
Roxbury 50
Wilmington 49
Lauterbourg 44
New York 42
São Paulo 42
Dallas 39
Ho Chi Minh City 39
Buffalo 30
Des Moines 27
Santa Clara 26
Moscow 25
Paris 25
Inglewood 24
Frankfurt am Main 19
Mexico City 19
Rio de Janeiro 19
Brussels 18
Bari 16
Brooklyn 15
San Diego 15
Hanoi 14
Baghdad 13
Warsaw 13
Belo Horizonte 12
Council Bluffs 12
Johannesburg 12
Tashkent 12
London 11
Stockholm 10
Turin 10
Columbus 9
Curitiba 9
Helsinki 9
Nuremberg 9
Orem 9
Riyadh 9
The Dalles 9
Tokyo 9
Ankara 8
Denver 8
Pune 8
Salvador 8
Sevilla 8
Toronto 8
Amman 7
Atlanta 7
Bengaluru 7
Figino 7
Kuala Lumpur 7
Princeton 7
San Francisco 7
Zurich 7
Bologna 6
Boston 6
Chennai 6
Chicago 6
Chieti 6
Florence 6
Kuwait City 6
Lahore 6
Nairobi 6
Porto Alegre 6
Washington 6
Boardman 5
Canoas 5
Caracas 5
Falkenstein 5
Falls Church 5
Grottaglie 5
Phoenix 5
Redwood City 5
Salt Lake City 5
Araraquara 4
Bogotá 4
Brasília 4
Chandigarh 4
Corigliano Calabro 4
Cosenza 4
Dhaka 4
Dublin 4
Duncan 4
Fortaleza 4
Haiphong 4
Totale 3.571
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Nome #
Interest rates calibration with a CIR model 300
On the approximation of the Black and Scholes call function 208
Challenges in approximating the black and scholes call formula with hyperbolic tangents 159
A review on implied volatility calculation 158
Forecasting interest rates through Vasicek and CIR models: a partitioning approach 156
Recurrence quantification analysis on a Kaldorian business cycle model 140
An empirical test on Harrod's open economy dynamics 137
Chaotic business cycles within a Kaldor-Kalecki framework 128
Recurrence quantification analysis of business cycles 125
Growth and Cycles as a Struggle: Lotka-Volterra, Goodwin and Phillips 118
A discrete mathematical model for chaotic dynamics in economics: Kaldor's model on business cycle 112
RQA correlations on business cycles: A comparison between real and simulated data 112
A parametric approach to counterparty and credit risk 106
An Example of Nonlinear Dynamical System: The Logistic Map 106
A new approach to forecast market interest rates through the CIR model 102
A New Approach to CIR Short-Term Rates Modelling 102
Applied Spectral Analysis 99
Embedding Dimension and Mutual Information 94
Dynamical Systems 93
On Business Cycles and Growth 92
Bifurcations 91
RQA correlations on real business cycles time series 90
An improved Barone-Adesi Whaley formula for turbulent markets 88
Chaos 87
A Note on the Computation of the Modular Inverse for Cryptography 86
null 81
Business cycle modeling between financial crises and black swans: Ornstein-Uhlenbeck stochastic process vs Kaldor deterministic chaotic model 79
Modern Financial Engineering: Counterparty, Credit, Portfolio and Systemic Risks 77
Non-Performing Loans for Italian Companies: When Time Matters. An Empirical Research on Estimating Probability to Default and Loss Given Default 74
EAD Modeling 73
Banking Regulation Before the Crisis 72
Concluding Remarks, Code in R, Code in Matlab (back matter) 70
A generalized derivation of the Black-Scholes implied volatility through hyperbolic tangents 69
The Harrod Model 69
Credit Risk Regulation After the Crisis 63
Correlation-Driven Issues 63
Empirical Evidences on the Interconnectedness between Sampling and Asset Returns' Distributions 62
Trade-Cycle Oscillations: The Kaldor Model and the Keynesian Hansen-Samuelson Principle of Acceleration and Multiplier 62
Basic Definitions 62
Preface to the book Modern Financial Engineering 61
EAD-Related Issues 61
A generalized two-factor square-root framework for modeling occurrences of natural catastrophes 60
Kaldor-Kalecki New Model on Business Cycles 58
An Empirical Test of Harrod's Model 57
Credit Risk Models 57
A Survey on Business Cycles: History, Theory and Empirical Findings 56
Nonlinearities in Economics An Interdisciplinary Approach to Economic Dynamics, Growth and Cycles 56
Recurrence Quantification Analysis: Theory and Applications 56
Challenging Times for Insurance, Banking and Financial Supervision in Saudi Arabia ({KSA}) 56
The Financial Crisis of the XXI-st Century 56
Systemic Risk Regulation 54
Mathematical and Statistical Foundations 53
Finance Background and Regulatory Framework 52
Financial markets’ deterministic aspects modeled by a low-dimensional equation 50
Addressing the financial impact of natural disasters in the era of climate change 50
Model Validation and Audit 50
Estimating PD and LGD for Modeling Non-Performing Loans: The Case of Italy 49
Credit Default Swap (CDS) 49
A new algorithm to find prime numbers with less memory requirements 48
Interest rates forecasting: between Hull and White and the {CIR}{#}. How to make a single factor model work 48
Diversifying the Economy for Systemic Risk Reduction: The Case of the Kingdom of Saudi Arabia KSA 48
Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model 47
Some Properties of the Computation of the Modular Inverse with Applications in Cryptography 46
null 46
Estimation Techniques 45
Probability of Default (PD) 45
Simulating heterogeneous corporate dynamics via the Rulkov map 43
A three-factor stochastic model for forecasting production of energy materials 42
Other Credit Risk Components and Portfolio Risk 42
Balancing the grid: mitigating the effects of renewable energy in Italy via skew modeling and forecasting 40
Sector Analysis 39
Forecasting portfolio returns with skew-geometric Brownian motions 38
Time series forecasting with the CIR# model: from hectic markets sentiments to regular seasonal tourism 37
A benchmark-asset principal component factorization for index tracking on large investment universes 37
Credit default swap spreads modeling and forecasting with a stochastic square-root three-factor model 37
Improved tourism demand forecasting with {CIR}{\#} model: a case study of disrupted data patterns in Italy 36
Modelling the industrial production of electric and gas utilities through the $$CIR^3$$ model 36
Skew–Brownian processes for estimating the volatility of crude oil Brent 33
Loss Given Default LGD 33
Exploiting deterministic features in apparently stochastic data 31
Modeling volatility of disaster-affected populations: A non-homogeneous geometric-skew Brownian motion approach 31
Exchange traded products: Taxonomy, risk and mitigations 30
Expecting the Unexpected: Entropy and Multifractal Systems in Finance 30
Introduction 29
Modeling {COVID}-19 pandemic with financial markets models: The case of Ja{\'{e}}n (Spain) 28
Endogenous Economic Resilience, Loss of Resilience, Persistent Cycles, Multiple Attractors, and Disruptive Contractions 27
Exploring Entropy-Based Portfolio Strategies: Empirical Analysis and Cryptocurrency Impact 24
On extensive dynamics of a Cournot heterogeneous model with optimal response 22
Comparing {SSD}-Efficient Portfolios with a Skewed Reference Distribution 22
On risk and market sentiments driving financial share price dynamics 22
Cost and severity of natural catastrophes in extreme events: implications for society and insurances 21
Stochastic local volatility models and the Wei-Norman factorization method 19
Foreign Exchange Options on Heston-{CIR} Model Under L{\'{e}}vy Process Framework 18
Totale 6.326
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Categoria #
all - tutte 34.002
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 34.002
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/2022546 6 1 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
2026/202750 50 0 0 0 0 0 0 0 0 0 0 0
Totale 6.326