IRIS
ORLANDO, GIUSEPPE
 Distribuzione geografica
Salva come PNG Salva come JPEG
Continente #
NA - Nord America 1.523
EU - Europa 851
AS - Asia 299
SA - Sud America 191
AF - Africa 19
OC - Oceania 6
Continente sconosciuto - Info sul continente non disponibili 1
Totale 2.890
Salva come PNG Salva come JPEG
Nazione #
US - Stati Uniti d'America 1.509
SE - Svezia 243
IT - Italia 229
BR - Brasile 177
RU - Federazione Russa 173
SG - Singapore 167
FR - Francia 51
CN - Cina 43
GB - Regno Unito 30
DE - Germania 29
ES - Italia 20
BE - Belgio 19
HK - Hong Kong 14
IN - India 14
JP - Giappone 11
PL - Polonia 10
TR - Turchia 10
MA - Marocco 9
PK - Pakistan 9
CA - Canada 8
CH - Svizzera 8
FI - Finlandia 8
NL - Olanda 6
AR - Argentina 5
AU - Australia 5
TN - Tunisia 5
UA - Ucraina 5
IQ - Iraq 4
MX - Messico 4
ZA - Sudafrica 4
BD - Bangladesh 3
GR - Grecia 3
IE - Irlanda 3
RO - Romania 3
SA - Arabia Saudita 3
UZ - Uzbekistan 3
BG - Bulgaria 2
CL - Cile 2
EC - Ecuador 2
IR - Iran 2
JO - Giordania 2
KR - Corea 2
NO - Norvegia 2
PE - Perù 2
TW - Taiwan 2
VN - Vietnam 2
AE - Emirati Arabi Uniti 1
AF - Afghanistan, Repubblica islamica di 1
AT - Austria 1
BH - Bahrain 1
BO - Bolivia 1
CO - Colombia 1
CR - Costa Rica 1
CZ - Repubblica Ceca 1
EG - Egitto 1
GT - Guatemala 1
HR - Croazia 1
HU - Ungheria 1
IM - Isola di Man 1
LB - Libano 1
LK - Sri Lanka 1
NP - Nepal 1
NZ - Nuova Zelanda 1
OM - Oman 1
PH - Filippine 1
PT - Portogallo 1
RS - Serbia 1
VE - Venezuela 1
XK - ???statistics.table.value.countryCode.XK??? 1
Totale 2.890
Salva come PNG Salva come JPEG
Città #
Chandler 242
Fairfield 211
Nyköping 173
Singapore 97
Ashburn 92
Seattle 85
Woodbridge 71
Cambridge 70
Houston 65
Lawrence 57
Ann Arbor 54
Roxbury 50
Wilmington 49
Rome 39
Des Moines 26
Moscow 25
Inglewood 24
Beijing 22
Paris 22
Brussels 18
New York 18
Milan 14
San Diego 14
São Paulo 14
Hong Kong 13
Santa Clara 11
Bari 10
Helsinki 8
Los Angeles 8
Sevilla 8
Princeton 7
Pune 7
Warsaw 7
Bologna 6
Rio de Janeiro 6
Zurich 6
Ankara 5
Falkenstein 5
Falls Church 5
Grottaglie 5
Redwood City 5
Belo Horizonte 4
Brasília 4
Brooklyn 4
Corigliano Calabro 4
Cosenza 4
Duncan 4
Kawaraichi 4
London 4
Nanjing 4
Padova 4
San Francisco 4
Athens 3
Bengaluru 3
Boardman 3
Council Bluffs 3
Curitiba 3
Dearborn 3
Dublin 3
Edinburgh 3
Johannesburg 3
Melbourne 3
Modugno 3
Moniga 3
Monterubbiano 3
Montréal 3
Mostoles 3
Riyadh 3
Santhià 3
Tashkent 3
Tokyo 3
Toronto 3
Agadir 2
Amman 2
Aquila 2
Aranjuez 2
Arzignano 2
Bergisch Gladbach 2
Cajazeiras 2
Chandigarh 2
Chongqing 2
Cologne 2
Conselheiro Lafaiete 2
Dourados 2
El Fahs 2
Esslingen am Neckar 2
Ezeiza 2
Florence 2
Guarulhos 2
Hanoi 2
Hobart 2
Islamabad 2
Ituiutaba 2
Kenitra 2
Lahore 2
Lima 2
Limoges 2
Londrina 2
Lusia 2
Maceió 2
Totale 1.834
Salva come PNG Salva come JPEG
Nome #
Interest rates calibration with a CIR model 251
On the approximation of the Black and Scholes call function 178
Recurrence quantification analysis on a Kaldorian business cycle model 117
A review on implied volatility calculation 111
Challenges in approximating the black and scholes call formula with hyperbolic tangents 105
Forecasting interest rates through Vasicek and CIR models: a partitioning approach 104
An empirical test on Harrod's open economy dynamics 94
Recurrence quantification analysis of business cycles 90
Chaotic business cycles within a Kaldor-Kalecki framework 82
null 81
RQA correlations on business cycles: A comparison between real and simulated data 76
A discrete mathematical model for chaotic dynamics in economics: Kaldor's model on business cycle 70
A parametric approach to counterparty and credit risk 57
RQA correlations on real business cycles time series 54
Bifurcations 53
Applied Spectral Analysis 50
An Example of Nonlinear Dynamical System: The Logistic Map 49
null 46
Embedding Dimension and Mutual Information 46
Chaos 45
Dynamical Systems 45
Growth and Cycles as a Struggle: Lotka-Volterra, Goodwin and Phillips 44
A Note on the Computation of the Modular Inverse for Cryptography 40
On Business Cycles and Growth 39
An improved Barone-Adesi Whaley formula for turbulent markets 38
Non-Performing Loans for Italian Companies: When Time Matters. An Empirical Research on Estimating Probability to Default and Loss Given Default 37
The Harrod Model 37
Business cycle modeling between financial crises and black swans: Ornstein-Uhlenbeck stochastic process vs Kaldor deterministic chaotic model 34
A new approach to forecast market interest rates through the CIR model 33
A New Approach to CIR Short-Term Rates Modelling 33
Challenging Times for Insurance, Banking and Financial Supervision in Saudi Arabia ({KSA}) 33
Banking Regulation Before the Crisis 33
Nonlinearities in Economics An Interdisciplinary Approach to Economic Dynamics, Growth and Cycles 32
Modern Financial Engineering: Counterparty, Credit, Portfolio and Systemic Risks 32
Credit Risk Regulation After the Crisis 32
Correlation-Driven Issues 32
EAD-Related Issues 32
Empirical Evidences on the Interconnectedness between Sampling and Asset Returns' Distributions 31
EAD Modeling 31
Basic Definitions 30
A generalized two-factor square-root framework for modeling occurrences of natural catastrophes 29
Kaldor-Kalecki New Model on Business Cycles 27
Recurrence Quantification Analysis: Theory and Applications 26
Diversifying the Economy for Systemic Risk Reduction: The Case of the Kingdom of Saudi Arabia KSA 26
The Financial Crisis of the XXI-st Century 25
An Empirical Test of Harrod's Model 24
Trade-Cycle Oscillations: The Kaldor Model and the Keynesian Hansen-Samuelson Principle of Acceleration and Multiplier 24
Estimating PD and LGD for Modeling Non-Performing Loans: The Case of Italy 24
Interest rates forecasting: between Hull and White and the {CIR}{#}. How to make a single factor model work 23
A generalized derivation of the Black-Scholes implied volatility through hyperbolic tangents 22
Concluding Remarks, Code in R, Code in Matlab (back matter) 21
Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model 20
Credit Default Swap (CDS) 19
A Survey on Business Cycles: History, Theory and Empirical Findings 18
Credit Risk Models 18
A three-factor stochastic model for forecasting production of energy materials 15
A new algorithm to find prime numbers with less memory requirements 15
Mathematical and Statistical Foundations 13
Estimation Techniques 13
Finance Background and Regulatory Framework 13
Preface to the book Modern Financial Engineering 12
Simulating heterogeneous corporate dynamics via the Rulkov map 12
Other Credit Risk Components and Portfolio Risk 12
Systemic Risk Regulation 12
Financial markets’ deterministic aspects modeled by a low-dimensional equation 11
Forecasting portfolio returns with skew-geometric Brownian motions 11
Sector Analysis 11
Probability of Default (PD) 11
Addressing the financial impact of natural disasters in the era of climate change 10
Model Validation and Audit 10
Time series forecasting with the CIR# model: from hectic markets sentiments to regular seasonal tourism 9
Loss Given Default LGD 9
Some Properties of the Computation of the Modular Inverse with Applications in Cryptography 7
Credit default swap spreads modeling and forecasting with a stochastic square-root three-factor model 6
Modelling the industrial production of electric and gas utilities through the $$CIR^3$$ model 5
Exploiting deterministic features in apparently stochastic data 5
Improved tourism demand forecasting with {CIR}{\#} model: a case study of disrupted data patterns in Italy 4
Skew–Brownian processes for estimating the volatility of crude oil Brent 4
Expecting the Unexpected: Entropy and Multifractal Systems in Finance 4
Modeling volatility of disaster-affected populations: A non-homogeneous geometric-skew Brownian motion approach 4
Foreign Exchange Options on Heston-{CIR} Model Under L{\'{e}}vy Process Framework 3
Introduction 3
Endogenous Economic Resilience, Loss of Resilience, Persistent Cycles, Multiple Attractors, and Disruptive Contractions 2
Balancing the grid: mitigating the effects of renewable energy in Italy via skew modeling and forecasting 2
On extensive dynamics of a Cournot heterogeneous model with optimal response 2
Comparing {SSD}-Efficient Portfolios with a Skewed Reference Distribution 2
Modeling {COVID}-19 pandemic with financial markets models: The case of Ja{\'{e}}n (Spain) 2
On risk and market sentiments driving financial share price dynamics 2
Stochastic local volatility models and the Wei-Norman factorization method 2
Exchange traded products: Taxonomy, risk and mitigations 1
Exploring Entropy-Based Portfolio Strategies: Empirical Analysis and Cryptocurrency Impact 1
Totale 3.063
Salva come PNG Salva come JPEG
Categoria #
all - tutte 22.498
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 22.498
Salva come PNG Salva come JPEG


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/202057 0 0 0 0 0 0 0 0 0 0 34 23
2020/2021552 5 28 75 142 30 28 48 34 55 34 31 42
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
2024/2025749 34 21 71 39 57 103 176 94 59 85 10 0
Totale 3.063