BORMETTI, GIACOMO
 Distribuzione geografica
Continente #
EU - Europa 1.594
NA - Nord America 1.585
AS - Asia 499
SA - Sud America 18
Continente sconosciuto - Info sul continente non disponibili 5
AF - Africa 3
OC - Oceania 2
Totale 3.706
Nazione #
US - Stati Uniti d'America 1.573
IT - Italia 488
RU - Federazione Russa 312
IE - Irlanda 221
SE - Svezia 196
SG - Singapore 177
CN - Cina 145
DE - Germania 103
UA - Ucraina 95
TR - Turchia 88
GB - Regno Unito 58
VN - Vietnam 47
FI - Finlandia 32
BE - Belgio 26
CH - Svizzera 25
IL - Israele 18
BR - Brasile 15
NL - Olanda 15
CA - Canada 12
HK - Hong Kong 8
FR - Francia 5
ID - Indonesia 5
EU - Europa 4
BG - Bulgaria 3
DZ - Algeria 3
JP - Giappone 3
PL - Polonia 3
CZ - Repubblica Ceca 2
DK - Danimarca 2
ES - Italia 2
GR - Grecia 2
IN - India 2
A2 - ???statistics.table.value.countryCode.A2??? 1
AE - Emirati Arabi Uniti 1
AR - Argentina 1
AT - Austria 1
AU - Australia 1
AZ - Azerbaigian 1
BD - Bangladesh 1
BN - Brunei Darussalam 1
BO - Bolivia 1
BY - Bielorussia 1
IR - Iran 1
NZ - Nuova Zelanda 1
PE - Perù 1
PK - Pakistan 1
PT - Portogallo 1
RO - Romania 1
Totale 3.706
Città #
Chandler 274
Dublin 221
Pisa 195
Jacksonville 182
Ann Arbor 141
Boardman 135
Moscow 132
Ashburn 102
Singapore 95
Wilmington 82
Izmir 61
Scuola 54
Dong Ket 47
Millbury 43
Boston 41
New York 37
Düsseldorf 32
The Dalles 29
Woodbridge 29
Mestre 26
San Mateo 26
Seattle 26
Brussels 25
Istanbul 25
Beijing 24
Bern 22
Princeton 22
Washington 22
Bremen 21
North Bergen 20
Ogden 20
San Paolo di Civitate 20
Dearborn 19
Milan 18
Holon 17
Lawrence 15
Guangzhou 14
Padova 12
Los Angeles 11
Rome 10
Venezia 10
Helsinki 9
Shanghai 9
Jiaxing 8
San Giuliano Terme 8
Santa Clara 8
Hong Kong 7
Amsterdam 5
Auburn Hills 5
Council Bluffs 5
Fairfield 5
Florence 5
Hefei 5
Jakarta 5
Saint Petersburg 5
Wuhan 5
Chicago 4
Kunming 4
Pavia 4
Terralba 4
Toronto 4
Berlin 3
Calgary 3
Cannobio 3
Cesano Boscone 3
Edinburgh 3
Fuzhou 3
Hanover 3
Hayes 3
Houston 3
Jinan 3
Köln 3
Nanchang 3
Norwalk 3
Shenzhen 3
Siena 3
Sofia 3
Andover 2
Bari 2
Cantagallo 2
Casalecchio di Reno 2
Centro 2
Chengdu 2
Clearwater 2
Dallas 2
Gabbro 2
Hebei 2
Kochi 2
Luino 2
Messina 2
Montreal 2
Nanjing 2
Orzinuovi 2
Palaiseau 2
Phoenix 2
Prague 2
Prinsenbeek 2
Ravenna 2
Redwood City 2
San Diego 2
Totale 2.565
Nome #
Modelling systemic price cojumps with Hawkes factor models 194
A Stochastic Volatility Model With Realized Measures for Option Pricing 187
The adaptive nature of liquidity taking in limit order books 168
A backward Monte Carlo approach to exotic option pricing 165
A Statistical Physics Approach to Quantitative Finance 155
Value Matters: Predictability of Stock Index Returns 150
Multi-curve HJM modelling for risk management 146
Minimal model of financial stylized facts 135
Accounting for risk of non linear portfolios: A novel Fourier approach 129
Smile from the past: A general option pricing framework with multiple volatility and leverage components 129
A stochastic volatility framework with analytical filtering 128
A Stylized Model for Long-Run Index Return Dynamics 128
Multiplicative noise, fast convolution and pricing 126
A non-Gaussian approach to risk measures 125
A generalized Fourier transform approach to risk measures 122
Bayesian Value-at-Risk with product partition models 121
Exact moment scaling from multiplicative noise 120
Coupling news sentiment with web browsing data predicts intra-day stock prices 120
Option pricing under Ornstein-Uhlenbeck stochastic volatility: A linear model 114
Estimating Value-at-Risk with Product Partition Models 110
Erratum: A generalized Fourier transform approach to risk measures 110
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics 108
Path integrals and exotic options: Methods and numerical results 107
A tale of two sentiment scales: Disentangling short-run and long-run components in multivariate sentiment dynamics 97
Comment on: Price Discovery in High Resolution 95
The low volatility fluctuations regime of the exponential Ornstein-Uhlenbeck model 94
Pricing exotic options in a path integral approach 93
The probability distribution of returns in the exponential Ornstein–Uhlenbeck model 93
Stochastic Volatility with Heterogeneous Time Scales 87
Measuring price impact and information content of trades in a time-varying setting 57
Deep calibration with random grids 29
Why is the estimation of metaorder impact with public market data so challenging? 22
The SINC way : a fast and accurate approach to Fourier pricing 22
Totale 3.786
Categoria #
all - tutte 15.159
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 15.159


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/202061 0 0 0 0 0 0 0 0 0 25 35 1
2020/2021493 39 12 41 28 74 25 22 31 49 69 20 83
2021/2022288 23 2 7 19 13 6 12 21 10 42 26 107
2022/20231.108 76 110 59 103 47 106 3 235 314 3 28 24
2023/2024387 42 10 35 10 21 80 13 32 35 10 4 95
2024/2025801 38 13 37 84 115 16 29 36 339 94 0 0
Totale 3.786