IRIS
ORLANDO, GIUSEPPE
 Distribuzione geografica
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Continente #
NA - Nord America 1.985
AS - Asia 1.288
EU - Europa 985
SA - Sud America 471
AF - Africa 35
OC - Oceania 6
Continente sconosciuto - Info sul continente non disponibili 1
Totale 4.771
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Nazione #
US - Stati Uniti d'America 1.933
SG - Singapore 660
BR - Brasile 409
SE - Svezia 251
IT - Italia 249
HK - Hong Kong 212
CN - Cina 193
RU - Federazione Russa 176
FR - Francia 77
VN - Vietnam 75
GB - Regno Unito 52
DE - Germania 48
ES - Italia 30
AR - Argentina 28
IN - India 28
CA - Canada 23
MX - Messico 21
BE - Belgio 19
PL - Polonia 19
TR - Turchia 18
JP - Giappone 15
IQ - Iraq 12
PK - Pakistan 12
ZA - Sudafrica 12
CH - Svizzera 10
MA - Marocco 10
BD - Bangladesh 9
EC - Ecuador 9
NL - Olanda 9
UZ - Uzbekistan 9
FI - Finlandia 8
UA - Ucraina 8
VE - Venezuela 8
AT - Austria 7
SA - Arabia Saudita 7
TN - Tunisia 7
JO - Giordania 6
AE - Emirati Arabi Uniti 5
AU - Australia 5
NP - Nepal 5
PY - Paraguay 5
CO - Colombia 4
IE - Irlanda 4
CL - Cile 3
GR - Grecia 3
KE - Kenya 3
PE - Perù 3
RO - Romania 3
BG - Bulgaria 2
BO - Bolivia 2
CR - Costa Rica 2
EG - Egitto 2
ID - Indonesia 2
IR - Iran 2
KR - Corea 2
NO - Norvegia 2
OM - Oman 2
PS - Palestinian Territory 2
TT - Trinidad e Tobago 2
TW - Taiwan 2
AF - Afghanistan, Repubblica islamica di 1
AM - Armenia 1
BA - Bosnia-Erzegovina 1
BH - Bahrain 1
BS - Bahamas 1
CY - Cipro 1
CZ - Repubblica Ceca 1
GT - Guatemala 1
HR - Croazia 1
HU - Ungheria 1
IL - Israele 1
IM - Isola di Man 1
JM - Giamaica 1
KG - Kirghizistan 1
LB - Libano 1
LK - Sri Lanka 1
LT - Lituania 1
NI - Nicaragua 1
NZ - Nuova Zelanda 1
PH - Filippine 1
PT - Portogallo 1
QA - Qatar 1
RS - Serbia 1
SN - Senegal 1
XK - ???statistics.table.value.countryCode.XK??? 1
Totale 4.771
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Città #
Singapore 317
Chandler 242
Fairfield 211
Hong Kong 211
Ashburn 183
Nyköping 173
Beijing 119
Seattle 86
Woodbridge 71
Cambridge 70
Houston 66
Lawrence 57
Ann Arbor 54
Los Angeles 52
Roxbury 50
Wilmington 49
Rome 42
New York 38
São Paulo 36
Dallas 35
Ho Chi Minh City 35
Buffalo 27
Des Moines 26
Moscow 25
Inglewood 24
Paris 24
Brussels 18
Milan 18
Bari 14
Rio de Janeiro 14
San Diego 14
Santa Clara 14
Mexico City 13
Warsaw 12
Belo Horizonte 11
Brooklyn 11
Frankfurt am Main 11
London 10
Stockholm 10
Hanoi 9
Curitiba 8
Denver 8
Helsinki 8
Johannesburg 8
Pune 8
Salvador 8
Sevilla 8
Tashkent 8
Toronto 8
Ankara 7
Columbus 7
Nuremberg 7
Princeton 7
San Francisco 7
The Dalles 7
Tokyo 7
Zurich 7
Bologna 6
Boston 6
Riyadh 6
Amman 5
Atlanta 5
Baghdad 5
Bengaluru 5
Canoas 5
Falkenstein 5
Falls Church 5
Grottaglie 5
Porto Alegre 5
Redwood City 5
Salt Lake City 5
Araraquara 4
Brasília 4
Chicago 4
Corigliano Calabro 4
Cosenza 4
Dublin 4
Duncan 4
Haiphong 4
Kawaraichi 4
Nanjing 4
Orem 4
Padova 4
Phoenix 4
Vienna 4
Wroclaw 4
Athens 3
Biên Hòa 3
Boardman 3
Cajazeiras 3
Chandigarh 3
Charlotte 3
Chennai 3
Council Bluffs 3
Dearborn 3
Edinburgh 3
Ezeiza 3
Fortaleza 3
João Pessoa 3
Maceió 3
Totale 2.805
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Nome #
Interest rates calibration with a CIR model 271
On the approximation of the Black and Scholes call function 199
A review on implied volatility calculation 143
Forecasting interest rates through Vasicek and CIR models: a partitioning approach 132
Challenges in approximating the black and scholes call formula with hyperbolic tangents 131
Recurrence quantification analysis on a Kaldorian business cycle model 130
An empirical test on Harrod's open economy dynamics 118
Recurrence quantification analysis of business cycles 111
Chaotic business cycles within a Kaldor-Kalecki framework 108
RQA correlations on business cycles: A comparison between real and simulated data 94
A discrete mathematical model for chaotic dynamics in economics: Kaldor's model on business cycle 92
Growth and Cycles as a Struggle: Lotka-Volterra, Goodwin and Phillips 87
A parametric approach to counterparty and credit risk 84
null 81
A New Approach to CIR Short-Term Rates Modelling 81
Applied Spectral Analysis 77
Embedding Dimension and Mutual Information 75
On Business Cycles and Growth 75
An Example of Nonlinear Dynamical System: The Logistic Map 75
Dynamical Systems 74
RQA correlations on real business cycles time series 73
Bifurcations 72
Chaos 70
A new approach to forecast market interest rates through the CIR model 68
A Note on the Computation of the Modular Inverse for Cryptography 65
An improved Barone-Adesi Whaley formula for turbulent markets 64
Business cycle modeling between financial crises and black swans: Ornstein-Uhlenbeck stochastic process vs Kaldor deterministic chaotic model 61
Banking Regulation Before the Crisis 57
Non-Performing Loans for Italian Companies: When Time Matters. An Empirical Research on Estimating Probability to Default and Loss Given Default 55
Modern Financial Engineering: Counterparty, Credit, Portfolio and Systemic Risks 55
A generalized two-factor square-root framework for modeling occurrences of natural catastrophes 52
A generalized derivation of the Black-Scholes implied volatility through hyperbolic tangents 52
Correlation-Driven Issues 52
Basic Definitions 50
EAD Modeling 50
The Harrod Model 48
Credit Risk Regulation After the Crisis 47
EAD-Related Issues 47
null 46
Trade-Cycle Oscillations: The Kaldor Model and the Keynesian Hansen-Samuelson Principle of Acceleration and Multiplier 46
A Survey on Business Cycles: History, Theory and Empirical Findings 45
Empirical Evidences on the Interconnectedness between Sampling and Asset Returns' Distributions 45
Nonlinearities in Economics An Interdisciplinary Approach to Economic Dynamics, Growth and Cycles 45
Concluding Remarks, Code in R, Code in Matlab (back matter) 45
Challenging Times for Insurance, Banking and Financial Supervision in Saudi Arabia ({KSA}) 44
Recurrence Quantification Analysis: Theory and Applications 43
An Empirical Test of Harrod's Model 43
Preface to the book Modern Financial Engineering 42
Estimating PD and LGD for Modeling Non-Performing Loans: The Case of Italy 42
Kaldor-Kalecki New Model on Business Cycles 41
Diversifying the Economy for Systemic Risk Reduction: The Case of the Kingdom of Saudi Arabia KSA 41
The Financial Crisis of the XXI-st Century 40
A new algorithm to find prime numbers with less memory requirements 39
Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model 39
Addressing the financial impact of natural disasters in the era of climate change 38
A three-factor stochastic model for forecasting production of energy materials 37
Interest rates forecasting: between Hull and White and the {CIR}{#}. How to make a single factor model work 37
Systemic Risk Regulation 37
Credit Default Swap (CDS) 36
Financial markets’ deterministic aspects modeled by a low-dimensional equation 35
Credit Risk Models 35
Finance Background and Regulatory Framework 33
Estimation Techniques 32
Balancing the grid: mitigating the effects of renewable energy in Italy via skew modeling and forecasting 31
Some Properties of the Computation of the Modular Inverse with Applications in Cryptography 31
Other Credit Risk Components and Portfolio Risk 30
Probability of Default (PD) 30
Forecasting portfolio returns with skew-geometric Brownian motions 29
Modelling the industrial production of electric and gas utilities through the $$CIR^3$$ model 29
Time series forecasting with the CIR# model: from hectic markets sentiments to regular seasonal tourism 28
Skew–Brownian processes for estimating the volatility of crude oil Brent 28
Improved tourism demand forecasting with {CIR}{\#} model: a case study of disrupted data patterns in Italy 27
Credit default swap spreads modeling and forecasting with a stochastic square-root three-factor model 27
Simulating heterogeneous corporate dynamics via the Rulkov map 26
Sector Analysis 25
Loss Given Default LGD 25
Modeling volatility of disaster-affected populations: A non-homogeneous geometric-skew Brownian motion approach 23
Mathematical and Statistical Foundations 23
Model Validation and Audit 23
Exploiting deterministic features in apparently stochastic data 22
Expecting the Unexpected: Entropy and Multifractal Systems in Finance 20
Introduction 19
Endogenous Economic Resilience, Loss of Resilience, Persistent Cycles, Multiple Attractors, and Disruptive Contractions 18
Foreign Exchange Options on Heston-{CIR} Model Under L{\'{e}}vy Process Framework 18
Exploring Entropy-Based Portfolio Strategies: Empirical Analysis and Cryptocurrency Impact 18
Modeling {COVID}-19 pandemic with financial markets models: The case of Ja{\'{e}}n (Spain) 18
Comparing {SSD}-Efficient Portfolios with a Skewed Reference Distribution 17
On risk and market sentiments driving financial share price dynamics 17
On extensive dynamics of a Cournot heterogeneous model with optimal response 16
Exchange traded products: Taxonomy, risk and mitigations 13
Stochastic local volatility models and the Wei-Norman factorization method 13
Cost and severity of natural catastrophes in extreme events: implications for society and insurances 11
A benchmark-asset principal component factorization for index tracking on large investment universes 11
Totale 4.948
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Categoria #
all - tutte 29.812
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 29.812
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021272 0 0 0 0 0 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
2024/20251.357 34 21 71 39 57 103 176 94 59 85 236 382
2025/20261.277 334 218 118 180 364 63 0 0 0 0 0 0
Totale 4.948