IRIS
ORLANDO, GIUSEPPE
 Distribuzione geografica
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Continente #
NA - Nord America 2.336
AS - Asia 1.644
EU - Europa 1.181
SA - Sud America 564
AF - Africa 78
OC - Oceania 7
Continente sconosciuto - Info sul continente non disponibili 1
Totale 5.811
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Nazione #
US - Stati Uniti d'America 2.267
SG - Singapore 754
BR - Brasile 461
IT - Italia 354
CN - Cina 259
SE - Svezia 251
HK - Hong Kong 234
RU - Federazione Russa 180
FR - Francia 126
VN - Vietnam 95
IN - India 64
DE - Germania 60
GB - Regno Unito 58
AR - Argentina 46
ES - Italia 33
MX - Messico 32
IQ - Iraq 29
TR - Turchia 29
CA - Canada 25
PK - Pakistan 24
ZA - Sudafrica 24
BD - Bangladesh 20
BE - Belgio 20
PL - Polonia 20
MA - Marocco 17
JP - Giappone 16
CO - Colombia 14
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
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
TT - Trinidad e Tobago 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
MD - Moldavia 1
MM - Myanmar 1
NG - Nigeria 1
NI - Nicaragua 1
PT - Portogallo 1
Totale 5.805
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Città #
Singapore 401
Ashburn 243
Chandler 242
Hong Kong 233
Fairfield 211
Nyköping 173
San Jose 155
Beijing 131
Seattle 86
Woodbridge 71
Cambridge 70
Houston 66
Lawrence 57
Ann Arbor 54
Los Angeles 54
Roxbury 50
Wilmington 49
Lauterbourg 44
New York 42
Rome 42
São Paulo 42
Ho Chi Minh City 39
Dallas 38
Buffalo 29
Des Moines 27
Moscow 25
Inglewood 24
Paris 24
Santa Clara 22
Milan 21
Frankfurt am Main 19
Mexico City 19
Rio de Janeiro 19
Brussels 18
San Diego 15
Bari 14
Hanoi 14
Baghdad 13
Brooklyn 13
Warsaw 13
Belo Horizonte 12
Council Bluffs 12
Johannesburg 12
Tashkent 12
London 11
Stockholm 10
Columbus 9
Curitiba 9
Helsinki 9
Nuremberg 9
Orem 9
Riyadh 9
Ankara 8
Denver 8
Pune 8
Salvador 8
Sevilla 8
Tokyo 8
Toronto 8
Amman 7
Atlanta 7
Bengaluru 7
Kuala Lumpur 7
Princeton 7
San Francisco 7
The Dalles 7
Zurich 7
Bologna 6
Boston 6
Chennai 6
Chicago 6
Chieti 6
Kuwait City 6
Lahore 6
Nairobi 6
Porto Alegre 6
Boardman 5
Canoas 5
Caracas 5
Falkenstein 5
Falls Church 5
Florence 5
Grottaglie 5
Phoenix 5
Redwood City 5
Salt Lake City 5
Araraquara 4
Brasília 4
Chandigarh 4
Corigliano Calabro 4
Cosenza 4
Dhaka 4
Dublin 4
Duncan 4
Fortaleza 4
Haiphong 4
Joinville 4
Kawaraichi 4
Medellín 4
Nanjing 4
Totale 3.317
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Nome #
Interest rates calibration with a CIR model 299
On the approximation of the Black and Scholes call function 207
A review on implied volatility calculation 156
Forecasting interest rates through Vasicek and CIR models: a partitioning approach 153
Challenges in approximating the black and scholes call formula with hyperbolic tangents 151
Recurrence quantification analysis on a Kaldorian business cycle model 140
An empirical test on Harrod's open economy dynamics 134
Recurrence quantification analysis of business cycles 124
Chaotic business cycles within a Kaldor-Kalecki framework 123
A discrete mathematical model for chaotic dynamics in economics: Kaldor's model on business cycle 111
Growth and Cycles as a Struggle: Lotka-Volterra, Goodwin and Phillips 108
A parametric approach to counterparty and credit risk 104
RQA correlations on business cycles: A comparison between real and simulated data 103
A new approach to forecast market interest rates through the CIR model 98
A New Approach to CIR Short-Term Rates Modelling 98
An Example of Nonlinear Dynamical System: The Logistic Map 95
Applied Spectral Analysis 94
Embedding Dimension and Mutual Information 93
Dynamical Systems 93
On Business Cycles and Growth 90
Bifurcations 90
Chaos 85
RQA correlations on real business cycles time series 83
null 81
A Note on the Computation of the Modular Inverse for Cryptography 79
An improved Barone-Adesi Whaley formula for turbulent markets 77
Modern Financial Engineering: Counterparty, Credit, Portfolio and Systemic Risks 76
Business cycle modeling between financial crises and black swans: Ornstein-Uhlenbeck stochastic process vs Kaldor deterministic chaotic model 72
Non-Performing Loans for Italian Companies: When Time Matters. An Empirical Research on Estimating Probability to Default and Loss Given Default 67
Banking Regulation Before the Crisis 66
EAD Modeling 65
A generalized derivation of the Black-Scholes implied volatility through hyperbolic tangents 63
The Harrod Model 62
Concluding Remarks, Code in R, Code in Matlab (back matter) 62
A generalized two-factor square-root framework for modeling occurrences of natural catastrophes 58
Correlation-Driven Issues 58
Trade-Cycle Oscillations: The Kaldor Model and the Keynesian Hansen-Samuelson Principle of Acceleration and Multiplier 57
Preface to the book Modern Financial Engineering 57
Credit Risk Regulation After the Crisis 56
Basic Definitions 56
A Survey on Business Cycles: History, Theory and Empirical Findings 55
Empirical Evidences on the Interconnectedness between Sampling and Asset Returns' Distributions 55
Nonlinearities in Economics An Interdisciplinary Approach to Economic Dynamics, Growth and Cycles 55
An Empirical Test of Harrod's Model 53
EAD-Related Issues 53
Kaldor-Kalecki New Model on Business Cycles 52
Recurrence Quantification Analysis: Theory and Applications 51
Challenging Times for Insurance, Banking and Financial Supervision in Saudi Arabia ({KSA}) 51
Addressing the financial impact of natural disasters in the era of climate change 49
Credit Risk Models 49
Financial markets’ deterministic aspects modeled by a low-dimensional equation 48
Estimating PD and LGD for Modeling Non-Performing Loans: The Case of Italy 48
The Financial Crisis of the XXI-st Century 48
Credit Default Swap (CDS) 48
A new algorithm to find prime numbers with less memory requirements 47
Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model 47
Interest rates forecasting: between Hull and White and the {CIR}{#}. How to make a single factor model work 47
Mathematical and Statistical Foundations 47
Systemic Risk Regulation 47
Finance Background and Regulatory Framework 47
Diversifying the Economy for Systemic Risk Reduction: The Case of the Kingdom of Saudi Arabia KSA 47
null 46
Some Properties of the Computation of the Modular Inverse with Applications in Cryptography 44
Probability of Default (PD) 44
Other Credit Risk Components and Portfolio Risk 42
Model Validation and Audit 41
A three-factor stochastic model for forecasting production of energy materials 40
Balancing the grid: mitigating the effects of renewable energy in Italy via skew modeling and forecasting 40
Simulating heterogeneous corporate dynamics via the Rulkov map 40
Credit default swap spreads modeling and forecasting with a stochastic square-root three-factor model 37
Forecasting portfolio returns with skew-geometric Brownian motions 36
Estimation Techniques 36
Time series forecasting with the CIR# model: from hectic markets sentiments to regular seasonal tourism 35
Modelling the industrial production of electric and gas utilities through the $$CIR^3$$ model 35
Sector Analysis 35
Improved tourism demand forecasting with {CIR}{\#} model: a case study of disrupted data patterns in Italy 34
Skew–Brownian processes for estimating the volatility of crude oil Brent 32
Modeling volatility of disaster-affected populations: A non-homogeneous geometric-skew Brownian motion approach 31
Expecting the Unexpected: Entropy and Multifractal Systems in Finance 30
Loss Given Default LGD 30
Exploiting deterministic features in apparently stochastic data 29
Introduction 29
Modeling {COVID}-19 pandemic with financial markets models: The case of Ja{\'{e}}n (Spain) 27
Endogenous Economic Resilience, Loss of Resilience, Persistent Cycles, Multiple Attractors, and Disruptive Contractions 25
Exploring Entropy-Based Portfolio Strategies: Empirical Analysis and Cryptocurrency Impact 24
A benchmark-asset principal component factorization for index tracking on large investment universes 23
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
On extensive dynamics of a Cournot heterogeneous model with optimal response 20
Comparing {SSD}-Efficient Portfolios with a Skewed Reference Distribution 20
Exchange traded products: Taxonomy, risk and mitigations 18
Foreign Exchange Options on Heston-{CIR} Model Under L{\'{e}}vy Process Framework 18
Stochastic local volatility models and the Wei-Norman factorization method 16
Totale 5.988
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Categoria #
all - tutte 32.533
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 32.533
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/202173 0 0 0 0 0 0 0 0 0 0 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
2025/20262.317 334 218 118 180 364 84 256 111 308 265 79 0
Totale 5.988