FATONE, Lorella
 Distribuzione geografica
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Continente #
NA - Nord America 7.348
EU - Europa 2.608
AS - Asia 2.452
SA - Sud America 404
AF - Africa 114
Continente sconosciuto - Info sul continente non disponibili 7
OC - Oceania 6
Totale 12.939
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Nazione #
US - Stati Uniti d'America 7.079
CN - Cina 996
SG - Singapore 688
RU - Federazione Russa 649
IT - Italia 523
BR - Brasile 336
HK - Hong Kong 245
DE - Germania 238
GB - Regno Unito 236
CA - Canada 224
UA - Ucraina 222
PL - Polonia 171
VN - Vietnam 159
SE - Svezia 151
FR - Francia 141
FI - Finlandia 126
ZA - Sudafrica 94
KR - Corea 89
TR - Turchia 87
IE - Irlanda 45
IN - India 38
MX - Messico 31
ES - Italia 25
NL - Olanda 25
BD - Bangladesh 24
JP - Giappone 23
AR - Argentina 18
PK - Pakistan 15
MY - Malesia 14
CZ - Repubblica Ceca 13
IQ - Iraq 13
BE - Belgio 12
CO - Colombia 12
CL - Cile 11
SA - Arabia Saudita 8
LT - Lituania 7
AE - Emirati Arabi Uniti 6
AT - Austria 6
BO - Bolivia 6
EC - Ecuador 6
EU - Europa 6
PH - Filippine 6
VE - Venezuela 6
MA - Marocco 5
TW - Taiwan 5
JO - Giordania 4
NP - Nepal 4
TN - Tunisia 4
UZ - Uzbekistan 4
AU - Australia 3
AZ - Azerbaigian 3
CY - Cipro 3
EE - Estonia 3
EG - Egitto 3
ID - Indonesia 3
IR - Iran 3
JM - Giamaica 3
KG - Kirghizistan 3
PE - Perù 3
PY - Paraguay 3
SV - El Salvador 3
AL - Albania 2
HN - Honduras 2
IL - Israele 2
KE - Kenya 2
LV - Lettonia 2
NO - Norvegia 2
PW - Palau 2
TH - Thailandia 2
UY - Uruguay 2
AF - Afghanistan, Repubblica islamica di 1
AM - Armenia 1
BG - Bulgaria 1
BJ - Benin 1
BS - Bahamas 1
BY - Bielorussia 1
CG - Congo 1
CH - Svizzera 1
CR - Costa Rica 1
DK - Danimarca 1
DM - Dominica 1
DO - Repubblica Dominicana 1
DZ - Algeria 1
ET - Etiopia 1
GE - Georgia 1
GH - Ghana 1
HR - Croazia 1
IS - Islanda 1
KH - Cambogia 1
NR - Nauru 1
OM - Oman 1
PA - Panama 1
PR - Porto Rico 1
PT - Portogallo 1
RS - Serbia 1
SK - Slovacchia (Repubblica Slovacca) 1
SR - Suriname 1
UG - Uganda 1
XK - ???statistics.table.value.countryCode.XK??? 1
Totale 12.939
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Città #
Fairfield 682
Woodbridge 631
Ashburn 578
Jacksonville 560
Houston 446
San Jose 329
Seattle 328
Singapore 328
Chandler 313
Wilmington 304
Ann Arbor 283
Cambridge 261
Boardman 240
Hong Kong 235
Nanjing 163
The Dalles 145
Warsaw 139
Beijing 137
Toronto 135
Columbus 97
Dallas 94
Los Angeles 94
Council Bluffs 91
Johannesburg 89
Seoul 83
San Mateo 82
Tongling 81
Istanbul 77
Dearborn 73
Lawrence 73
Princeton 73
Lauterbourg 70
Ogden 63
Camerino 59
Lachine 54
London 51
Helsinki 50
Buffalo 49
Nanchang 49
Ho Chi Minh City 48
Dublin 44
Santa Clara 44
Shanghai 44
Milan 42
Moscow 42
New York 40
Hanoi 38
Kunming 35
San Diego 34
Guangzhou 32
São Paulo 32
Kraków 31
Orem 26
Rome 26
Chicago 25
Hebei 25
Shenyang 25
Jiaxing 22
Bremen 21
Tokyo 20
Centro 19
Trieste 19
Tianjin 17
Wuhan 17
Manchester 16
Mexico City 16
Philadelphia 15
Chennai 14
Changsha 13
Lanzhou 13
Rio de Janeiro 13
Brussels 12
Montreal 12
San Francisco 12
St Louis 12
Verona 12
Atlanta 11
Frankfurt am Main 11
Phoenix 11
Redondo Beach 11
Auburn Hills 10
Dong Ket 10
Santiago 10
Stockholm 10
Washington 10
Amsterdam 9
Da Nang 9
Orange 9
Turku 9
Belo Horizonte 8
Boston 8
Hangzhou 8
Indiana 8
Norwalk 8
Shenzhen 8
Brooklyn 7
Changchun 7
Fano 7
Iesi 7
Naples 7
Totale 8.830
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Nome #
The Barone-Adesi Whaley Formula to Price American Options Revisited 466
A numerical method to solve an acoustic inverse scattering problem involving ghost obstacles 255
A convergence analysis for the superconsistent Chebyshev method 240
Systemic risk governance in a dynamical model of a banking system 238
Data fusion and filtering via calculus of variations 231
A Semi-Lagrangian Spectral Method for the Vlasov-Poisson System based on Fourier, Legendre and Hermite Polynomials 229
Time harmonic electromagnetic scattering from a bounded obstacle: an existence theorem and a computational method 225
Furtivity and masking problems in time dependent electromagnetic obstacle scattering 221
A masking problem in time dependent acoustic obstacle scattering 218
A method to solve an acoustic inverse scattering problem involving smart obstacles 212
A perturbative formula to price barrier options with time dependent parameters in the Black and Scholes world 205
Optimal Collocation Nodes for Fractional Derivative Operators 205
A numerical method for time dependent acoustic scattering problems involving smart obstacles and incoming waves of small wavelengths. 204
A Trading Execution Model Based on Mean Field Games and Optimal Control 204
A parallel code for time dependent acoustic scattering involving passive or smart obstacles 202
Direct and inverse acoustic scattering problems involving smart obstacles 200
Furtivity and masking problems in time dependent acoustic obstacle scattering. 200
The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance 198
Acoustic scattering cross sections of smart obstacles: a case study 194
Maximum likelihood estimation of the parameters of a system of stochastic differential equations that models the returns of the index of some classes of hedge funds 191
An image fusion approach to the numerical inversion of multifrequency electromagnetic scattering data 189
Finite-difference preconditioners for superconsistent pseudospectral approximations 188
Optimal-control methods for two new classes of smart obstacles in time-dependent acoustic scattering 186
The Analysis of Real Data Using a Multiscale Stochastic Volatility Model 186
Isospectral Domains for Discrete Elliptic Operators 185
Parallel option pricing on GPU: barrier options and realized variance options 183
An inverse problem for the two dimensional wave equation in a stratified medium. 183
The use of statistical tests to calibrate the normal SABR model 182
Multimodels for incompressible flows: iterative solutions for the Navier-Stokes/Oseen coupling 177
Some control problems for the Maxwell equations related to furtivity and masking problems in electromagnetic obstacle scattering. 174
Fusion of SAR/Optical images to detect urban areas. 174
Arbitrary-Order Time-Accurate Semi-Lagrangian Spectral Approximations of the Vlasov-Poisson System 169
A method to compute the transition probability density associated to a multifactor Cox-Ingersoll-Ross model of the term structure of interest rates with no drift term 168
Multimodels for incompressible flows 167
A New Remez-Type Algorithm for Best Polynomial Approximation 167
Impact of a probiotic diet on well-being of healthy senior: THE PROBIOSENIOR PROJECT 166
A parallel numerical method to solve high frequency ghost obstacle acoustic scattering problems 166
Finite-difference schemes for transport-dominated equations using special collocation nodes 166
Some Explicitly Solvable SABR and Multiscale SABR Models: Option Pricing and Calibration 166
COMunicare la Matematica - Festa per i primi 50 anni del corso di laurea in Matematica all'Università di Camerino 158
Closed Form Moment Formulae for the Lognormal SABR Model and Applications to Calibration Problems 157
The Analysis of Real Data Using a Stochastic Dynamical System Able to Model Spiky Prices 157
The Use of Statistical Tests to Calibrate the Black-Scholes Asset Dynamics Model Applied to Pricing Options with Uncertain Volatility 156
The use of grossone in elastic net regularization and sparse support vector machines 155
Data fusion and nonlinear optimization 148
A multiscale stochastic volatility model in mathematical finance 148
Research Seminars in Mathematical Finance: Stochastic Volatility Models, Option Pricing, Calibration 146
Mathematical models of 'active' obstacles in acoustic scattering. 137
Some control problems in electromagnetics and fluid dynamics. 136
Wavelet bases made of piecewise polynomial functions: theory and applications 136
Some anisotropic furtivity problems in time dependent acoustic obstacle scattering. 134
Un metodo di decomposizione dei domini eterogeneo per le equazioni di Navier-Stokes incomprimibili 133
null 132
An explicitly solvable multi-scale stochastic volatility model: option pricing and calibration 127
The behaviour of smart obstacles in electromagnetic scattering: mathematical models as optimal control problems 124
Filtering and maximum likelihood methods in the calibration of some stochastic volatility models of mathematical finance. 124
Mathematical models and numerical methods to solve some problems in time dependent acoustic obstacle scattering. 123
Systemic risk governance in a dynamical model of a banking system with stochastic assets and liabilities 123
Calibration of a multiscale stochastic volatility model using European option prices 122
The calibration of the Heston stochastic volatility model using filtering and maximum likelihood methods. 122
Calculus of variations and data fusion. Methods and examples. 121
Calibration of a stochastic dynamical system used to model spiky prices: an application to electric power prices 119
Data fusion and quality assessment of fusion products: methods and examples. 118
Numerical solution of vascular flows by heterogeneous domain decomposition methods 117
Pricing realized variance options using integrated stochastic variance options in the Heston stochastic volatility model 117
Modelli omogenei ed eterogenei per fluidi incomprimibili 117
Le opzioni reali come strumento di valutazione di piccole imprese e di progetti innovativi 114
Iterative solutions of multimodels for incompressible flows 111
High performance algorithms based on a new wavelet expansion for time dependent acoustic obstacle scattering 111
Mathematical models of smart obstacles. 110
A hybrid model based on stochastic volatility and machine learning to forecast log returns of a risky asset 109
Some mathematical models of furtivity and masking problems in time dependent acoustic obstacle scattering. 104
The SABR Model: Explicit Formulae of the Moments of the Forward Prices/Rates Variable and Series Expansions of the Transition Probability Density and of the Option Prices 104
A Decision-Making Machine Learning Approach in Hermite Spectral Approximations of Partial Differential Equations 99
New scattering problems and numerical methods in acoustics. 91
On the use of Hermite functions for the Vlasov–Poisson system 83
The Use of Infinities and Infinitesimals for Sparse Classification Problems 77
Optimal solution of the liquidation problem under execution and price impact risks 74
Electromagnetic fields simulating a rotating sphere and its exterior with implications to the modeling of the heliosphere 63
An Anisotropic Diffusion Algorithm for Image Deblurring 61
An Inverse Source Technique as a Preliminary Tool to Localize Persons in Indoor Spaces 60
High-order discretization of backward anisotropic diffusion and application to image processing 55
Electromagnetic Displacements Rotating Inside an Annular Region 45
Improved Computational Techniques for Heat Sources Localization 40
Low-cost denoising and deblurring using a novel nonlinear diffusion technique 36
Calibration in the "real world" of a partially specified stochastic volatility model 35
An Alternative Nonlinear Diffusion Algorithm for Image Denoising and Deblurring 24
Some Explicit Formulae for the Hull and White Stochastic Volatility Model 20
Totale 13.113
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Categoria #
all - tutte 56.320
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 56.320
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021140 0 0 0 0 0 0 0 0 0 0 0 140
2021/2022703 75 201 6 29 30 50 34 54 41 64 30 89
2022/2023964 151 0 38 142 118 139 5 68 167 38 72 26
2023/2024740 112 42 54 19 42 57 42 39 89 29 24 191
2024/20252.316 136 73 224 104 43 99 300 559 127 146 172 333
2025/20262.986 213 228 267 399 299 245 529 261 98 259 157 31
Totale 13.113