IRIS
ORLANDO, GIUSEPPE
 Distribuzione geografica
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Continente #
NA - Nord America 3.002
AS - Asia 1.679
EU - Europa 1.506
SA - Sud America 578
Continente sconosciuto - Info sul continente non disponibili 190
AF - Africa 79
OC - Oceania 7
Totale 7.041
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Nazione #
US - Stati Uniti d'America 2.850
SG - Singapore 763
IT - Italia 654
BR - Brasile 468
CN - Cina 266
SE - Svezia 251
HK - Hong Kong 237
RU - Federazione Russa 180
FR - Francia 128
VN - Vietnam 96
GB - Regno Unito 69
IN - India 65
DE - Germania 64
CA - Canada 57
AR - Argentina 46
ES - Italia 34
MX - Messico 33
IQ - Iraq 29
TR - Turchia 29
BD - Bangladesh 27
PK - Pakistan 24
ZA - Sudafrica 24
BE - Belgio 20
CO - Colombia 20
PL - Polonia 20
JP - Giappone 18
MA - Marocco 17
SA - Arabia Saudita 14
VE - Venezuela 14
CH - Svizzera 13
UA - Ucraina 13
UZ - Uzbekistan 13
CR - Costa Rica 12
ID - Indonesia 12
TN - Tunisia 12
CW - ???statistics.table.value.countryCode.CW??? 11
EC - Ecuador 11
MY - Malesia 11
NL - Olanda 11
PH - Filippine 11
FI - Finlandia 9
JO - Giordania 9
AT - Austria 7
CL - Cile 7
KE - Kenya 7
NP - Nepal 7
PR - Porto Rico 7
TT - Trinidad e Tobago 7
AE - Emirati Arabi Uniti 6
GP - Guadalupe 6
HN - Honduras 6
KW - Kuwait 6
PY - Paraguay 6
SV - El Salvador 6
AU - Australia 5
GT - Guatemala 5
JM - Giamaica 5
NI - Nicaragua 5
RO - Romania 5
EG - Egitto 4
ET - Etiopia 4
IE - Irlanda 4
OM - Oman 4
GR - Grecia 3
IL - Israele 3
IR - Iran 3
KR - Corea 3
PE - Perù 3
PS - Palestinian Territory 3
AZ - Azerbaigian 2
BA - Bosnia-Erzegovina 2
BG - Bulgaria 2
BH - Bahrain 2
BO - Bolivia 2
BS - Bahamas 2
CZ - Repubblica Ceca 2
DZ - Algeria 2
EE - Estonia 2
HU - Ungheria 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
BW - Botswana 1
CY - Cipro 1
DO - Repubblica Dominicana 1
GA - Gabon 1
GH - Ghana 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
Totale 6.849
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Città #
Singapore 405
Ashburn 334
Chandler 242
Hong Kong 236
San Jose 224
Fairfield 211
Nyköping 173
Milan 171
Beijing 135
Council Bluffs 95
Rome 90
Seattle 88
Los Angeles 84
Woodbridge 71
Cambridge 70
Houston 70
Lawrence 58
Ann Arbor 54
Santa Clara 54
Roxbury 50
Wilmington 49
São Paulo 46
Lauterbourg 44
New York 43
Dallas 40
Ho Chi Minh City 40
Buffalo 30
Des Moines 28
Moscow 25
Paris 25
Inglewood 24
Brooklyn 20
Frankfurt am Main 19
Mexico City 19
Rio de Janeiro 19
Bari 18
Brussels 18
San Diego 15
Hanoi 14
North Bergen 14
Baghdad 13
The Dalles 13
Warsaw 13
Belo Horizonte 12
Charlottesville 12
Johannesburg 12
London 12
Tashkent 12
Chicago 11
Denver 11
Turin 11
Willemstad 11
Florence 10
Orem 10
Stockholm 10
Tokyo 10
Toronto 10
Zurich 10
Columbus 9
Curitiba 9
Elk Grove Village 9
Helsinki 9
Nuremberg 9
Riyadh 9
Ankara 8
Atlanta 8
Bologna 8
Pune 8
Salvador 8
San Francisco 8
Sevilla 8
Amman 7
Bengaluru 7
Figino 7
Kuala Lumpur 7
Naples 7
Philadelphia 7
Phoenix 7
Princeton 7
Washington 7
Boston 6
Caracas 6
Chennai 6
Chieti 6
Kuwait City 6
Lahore 6
Nairobi 6
Porto Alegre 6
San José 6
San Salvador 6
Taranto 6
Boardman 5
Bogotá 5
Canoas 5
Dhaka 5
Falkenstein 5
Falls Church 5
Grottaglie 5
Managua 5
Montreal 5
Totale 3.952
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Nome #
Interest rates calibration with a CIR model 307
On the approximation of the Black and Scholes call function 215
A review on implied volatility calculation 180
Challenges in approximating the black and scholes call formula with hyperbolic tangents 169
Forecasting interest rates through Vasicek and CIR models: a partitioning approach 166
An empirical test on Harrod's open economy dynamics 146
Recurrence quantification analysis on a Kaldorian business cycle model 145
Chaotic business cycles within a Kaldor-Kalecki framework 137
Recurrence quantification analysis of business cycles 132
Growth and Cycles as a Struggle: Lotka-Volterra, Goodwin and Phillips 129
A discrete mathematical model for chaotic dynamics in economics: Kaldor's model on business cycle 122
A parametric approach to counterparty and credit risk 118
RQA correlations on business cycles: A comparison between real and simulated data 117
A new approach to forecast market interest rates through the CIR model 113
A New Approach to CIR Short-Term Rates Modelling 113
An Example of Nonlinear Dynamical System: The Logistic Map 113
An improved Barone-Adesi Whaley formula for turbulent markets 110
Applied Spectral Analysis 102
Dynamical Systems 100
On Business Cycles and Growth 99
Bifurcations 99
Embedding Dimension and Mutual Information 97
A Note on the Computation of the Modular Inverse for Cryptography 97
RQA correlations on real business cycles time series 96
Chaos 93
Business cycle modeling between financial crises and black swans: Ornstein-Uhlenbeck stochastic process vs Kaldor deterministic chaotic model 87
Modern Financial Engineering: Counterparty, Credit, Portfolio and Systemic Risks 85
Non-Performing Loans for Italian Companies: When Time Matters. An Empirical Research on Estimating Probability to Default and Loss Given Default 83
EAD Modeling 82
null 81
The Harrod Model 80
A generalized derivation of the Black-Scholes implied volatility through hyperbolic tangents 78
Banking Regulation Before the Crisis 78
Trade-Cycle Oscillations: The Kaldor Model and the Keynesian Hansen-Samuelson Principle of Acceleration and Multiplier 73
Concluding Remarks, Code in R, Code in Matlab (back matter) 72
Credit Risk Regulation After the Crisis 70
Empirical Evidences on the Interconnectedness between Sampling and Asset Returns' Distributions 68
Basic Definitions 67
Correlation-Driven Issues 67
EAD-Related Issues 66
Nonlinearities in Economics An Interdisciplinary Approach to Economic Dynamics, Growth and Cycles 65
Recurrence Quantification Analysis: Theory and Applications 65
Kaldor-Kalecki New Model on Business Cycles 65
Preface to the book Modern Financial Engineering 65
Financial markets’ deterministic aspects modeled by a low-dimensional equation 64
A generalized two-factor square-root framework for modeling occurrences of natural catastrophes 64
A Survey on Business Cycles: History, Theory and Empirical Findings 64
Credit Risk Models 64
An Empirical Test of Harrod's Model 62
Challenging Times for Insurance, Banking and Financial Supervision in Saudi Arabia ({KSA}) 62
Simulating heterogeneous corporate dynamics via the Rulkov map 62
Model Validation and Audit 60
The Financial Crisis of the XXI-st Century 59
A benchmark-asset principal component factorization for index tracking on large investment universes 58
Mathematical and Statistical Foundations 58
Systemic Risk Regulation 58
A three-factor stochastic model for forecasting production of energy materials 57
Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model 56
Interest rates forecasting: between Hull and White and the {CIR}{#}. How to make a single factor model work 56
Finance Background and Regulatory Framework 55
Probability of Default (PD) 55
Credit Default Swap (CDS) 55
Addressing the financial impact of natural disasters in the era of climate change 54
A new algorithm to find prime numbers with less memory requirements 54
Estimating PD and LGD for Modeling Non-Performing Loans: The Case of Italy 53
Diversifying the Economy for Systemic Risk Reduction: The Case of the Kingdom of Saudi Arabia KSA 52
Forecasting portfolio returns with skew-geometric Brownian motions 50
Some Properties of the Computation of the Modular Inverse with Applications in Cryptography 50
Estimation Techniques 49
Credit default swap spreads modeling and forecasting with a stochastic square-root three-factor model 48
Other Credit Risk Components and Portfolio Risk 47
null 46
Balancing the grid: mitigating the effects of renewable energy in Italy via skew modeling and forecasting 45
Time series forecasting with the CIR# model: from hectic markets sentiments to regular seasonal tourism 45
Exchange traded products: Taxonomy, risk and mitigations 44
Exploiting deterministic features in apparently stochastic data 43
Improved tourism demand forecasting with {CIR}{\#} model: a case study of disrupted data patterns in Italy 42
Expecting the Unexpected: Entropy and Multifractal Systems in Finance 42
Modeling volatility of disaster-affected populations: A non-homogeneous geometric-skew Brownian motion approach 42
Modelling the industrial production of electric and gas utilities through the $$CIR^3$$ model 41
Sector Analysis 41
Skew–Brownian processes for estimating the volatility of crude oil Brent 38
Loss Given Default LGD 37
On risk and market sentiments driving financial share price dynamics 35
Exploring Entropy-Based Portfolio Strategies: Empirical Analysis and Cryptocurrency Impact 34
Modeling {COVID}-19 pandemic with financial markets models: The case of Ja{\'{e}}n (Spain) 34
Introduction 33
Endogenous Economic Resilience, Loss of Resilience, Persistent Cycles, Multiple Attractors, and Disruptive Contractions 30
On extensive dynamics of a Cournot heterogeneous model with optimal response 30
Comparing {SSD}-Efficient Portfolios with a Skewed Reference Distribution 30
Cost and severity of natural catastrophes in extreme events: implications for society and insurances 28
Stochastic local volatility models and the Wei-Norman factorization method 22
Foreign Exchange Options on Heston-{CIR} Model Under L{\'{e}}vy Process Framework 21
Totale 7.041
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Categoria #
all - tutte 36.969
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 36.969
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/2022473 0 0 0 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
2026/2027765 76 178 134 377 0 0 0 0 0 0 0 0
Totale 7.041