BIANCHI, Sergio
 Distribuzione geografica
Continente #
NA - Nord America 3.472
EU - Europa 3.337
AS - Asia 1.956
SA - Sud America 145
AF - Africa 28
OC - Oceania 5
Continente sconosciuto - Info sul continente non disponibili 4
Totale 8.947
Nazione #
US - Stati Uniti d'America 3.392
IE - Irlanda 870
CN - Cina 779
SG - Singapore 579
SE - Svezia 512
IT - Italia 457
DE - Germania 415
UA - Ucraina 366
RU - Federazione Russa 298
TR - Turchia 200
HK - Hong Kong 161
GB - Regno Unito 143
BR - Brasile 116
IN - India 90
FI - Finlandia 89
VN - Vietnam 87
CA - Canada 52
FR - Francia 52
BE - Belgio 35
PL - Polonia 31
AT - Austria 22
ZA - Sudafrica 19
MX - Messico 17
JP - Giappone 13
NL - Olanda 13
BD - Bangladesh 12
ES - Italia 11
AR - Argentina 10
AU - Australia 5
SA - Arabia Saudita 5
UZ - Uzbekistan 5
AE - Emirati Arabi Uniti 4
CO - Colombia 4
EC - Ecuador 4
EU - Europa 4
LT - Lituania 4
MY - Malesia 4
RO - Romania 4
VE - Venezuela 4
CL - Cile 3
DK - Danimarca 3
KR - Corea 3
LU - Lussemburgo 3
MA - Marocco 3
PA - Panama 3
TH - Thailandia 3
AM - Armenia 2
CZ - Repubblica Ceca 2
DM - Dominica 2
IQ - Iraq 2
KE - Kenya 2
PE - Perù 2
PK - Pakistan 2
SK - Slovacchia (Repubblica Slovacca) 2
AL - Albania 1
AZ - Azerbaigian 1
CH - Svizzera 1
CR - Costa Rica 1
CU - Cuba 1
DO - Repubblica Dominicana 1
DZ - Algeria 1
EG - Egitto 1
GT - Guatemala 1
HR - Croazia 1
ID - Indonesia 1
JO - Giordania 1
KG - Kirghizistan 1
MQ - Martinica 1
NO - Norvegia 1
NP - Nepal 1
PT - Portogallo 1
PY - Paraguay 1
TN - Tunisia 1
TT - Trinidad e Tobago 1
TZ - Tanzania 1
UY - Uruguay 1
Totale 8.947
Città #
Dublin 870
Chandler 596
Singapore 345
Dallas 281
Jacksonville 278
Rome 247
Ashburn 224
Izmir 188
Nanjing 169
The Dalles 164
Hong Kong 161
Beijing 138
Boardman 105
Ann Arbor 103
Los Angeles 88
Wilmington 84
Hefei 80
Princeton 75
Woodbridge 75
Lawrence 73
Cassino 67
Brooklyn 64
New York 58
Munich 56
Dearborn 55
Nanchang 54
Moscow 50
Pune 46
Seattle 46
Ogden 43
Changsha 36
Brussels 35
Tianjin 34
Kunming 33
Santa Clara 32
Ho Chi Minh City 30
Inglewood 30
Des Moines 27
Hebei 27
Council Bluffs 24
Milan 24
Shenyang 22
Vienna 22
Brandenburg 21
Warsaw 21
Montreal 20
Jiaxing 19
Denver 17
São Paulo 17
Helsinki 16
London 16
Toronto 16
Frankfurt am Main 15
Johannesburg 15
Phoenix 15
Houston 14
San Francisco 14
San Jose 14
Stockholm 14
Tokyo 13
Chennai 12
Hanoi 12
Poplar 12
Verona 12
Auburn Hills 11
Gelsenkirchen 11
Chicago 10
Hangzhou 10
Turku 10
Changchun 9
Mumbai 9
Orange 9
Dong Ket 8
Lanzhou 8
Amsterdam 7
Boston 7
Columbus 7
Manchester 7
Mexico City 7
Roubaix 7
Orem 6
Vancouver 6
Atlanta 5
Belo Horizonte 5
Jinan 5
New Delhi 5
Ningbo 5
Redwood City 5
Salerno 5
Shanghai 5
Tashkent 5
Wroclaw 5
Ankara 4
Assago 4
Hải Dương 4
Norwalk 4
Raleigh 4
Saint Petersburg 4
Thái Nguyên 4
Annapolis 3
Totale 5.814
Nome #
Self-Similarity Parameter Estimation for k-dimensional Processes 184
Analisi delle ricadute PET sul territorio della Provincia di Frosinone e relativa individuazione del fabbisogno formativo. Nuove figure professionali nell’ambito della programmazione comunitaria 2014–2020 182
EFFICIENT MARKETS AND BEHAVIORAL FINANCE: A COMPREHENSIVE MULTIFRACTIONAL MODEL 178
Self-Similarity Parameter Estimation for k-dimensional Processes. 176
Assessing market (in)efficiency 170
Algoritmi per la generazione di rumori gaussiani frazionari discreti 151
Local Estimation of Stock Market Efficiency 149
Decomposition of financial time series into stationary subsequences under hypothesis of multifractionality 148
Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity 148
Asset price modeling: from Fractional to Multifractional Processes 146
Fast and unbiased estimator of the time-dependent Hurst exponent 146
Evaluation of Value at Risk by pointwise regularity of the price process 145
Efficient Market Hypothesis and Behavioural Finance: Reconciling the Opposites through Multifractional Processes with Random Exponent 143
Demographic dynamics for the pay-as-you-go pension system 141
A DEMOGRAPHIC MODEL WITH MIGRATION FOR A PAYG PENSION SYSTEM 139
Empirical Evidence of Time-Dependent Memory in Stock Markets 138
Financial Portfolio Selection in a Nonstationary Gaussian Framework 138
Efficiency, Overreaction and Underreaction in Stock Markets.A Parsimonious Model of the Three Sided-Coin 136
Autocorrelazione delle serie finanziarie e non robustezza del range standardizzato 133
Fractal properties of some European electricity markets 132
A distribution-based method to gauge market liquidity through scale invariance between investment horizons 132
A Cautionary Note on the Detection of Multifractal Scaling in Finance and Economics 131
Modeling and Simulation of Currency Exchange Rates using MPRE 129
Pointwise Regularity Exponents and Market Cross-Correlations 129
Liquidity and Self-Similarity in the Distributions of the log price variations 129
"Multifrattalità nel mercato finanziario italiano?" 128
"Su una strategia di trading in un mercato multifrattale" 128
A New Distribution-Based Test of Self-Similarity 127
Pointwise Regularity Exponents and Well-Behaved Residuals in Stock Markets 125
Modeling Stock Price Movements: Multifractality or Multifractionality? 124
Stock Returns Declustering Under Time Dependent Hölder Exponent 124
"Pointwise Identification of the Multifractional Memory Function" 122
Liquidity, Efficiency and the 2007-2008 Global Financial Crisis 121
Modeling and simulation of currency exchange rates using MPRE 119
"La geometria frattale: l'applicazione all'analisi finanziaria" 118
"Pathwise Identification of the Memory Function of a Multifractional Market Model" 114
Stochastic Modelling of the Italian Electricity Market: some empirical evidences 114
L’impatto della pandemia Covid-19 sull’efficienza dei mercati azionari 114
Modelling Stock Price Movements: Multifractality or Multifractionality? 113
“Some metric properties of the self-similar processes” 113
Un processo localmente stazionario per le dinamiche economiche 113
Su una classe di stimatori del parametro di autosimilarità delle distribuzioni di processi gaussiani correlati 113
Multifractional processes in finance 113
Multifractional Properties of financial time series: modelling and estimation 112
Multifractality in Stock Markets: an empirical analysis 112
FMH: una verifica sul mercato italiano, 111
“On Estimating the Time-Changing Dependence in Economic and Financial Time Series”, 109
Pathwise Identification of the Memory Function of the Multifractional Brownian Motion with Application to Finance 108
Multiscaling in the distribution of the exchange rates 108
Fractal analysis of market (in)efficiency during the COVID-19 108
On a new technique for VAR estimation 107
Fractal stock markets: International evidence of dynamical (in)efficiency 107
“Sulla Nozione di Rischio nei Processi Autoaffini” 106
INVITED PLENARY LECTURE: Market Efficiency and Behavioral Finance: A Unifying Stochastic Model of Stock Prices 105
MULTIFRACTIONAL PROPERTIES OF STOCK INDICES DECOMPOSED BY FILTERING THEIR POINTWISE HÖLDER REGULARITY 103
ESTIMATION AND FILTERING OF MULTIFRACTIONAL GAUSSIAN PROCESSES (Invited plenary lecture) 103
Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process 103
Self-Affine Stochastic Processes: a Distribution-Based Estimation via the Smirnov Statistic 102
Scaling Laws in Stock Markets. An analysis of prices and volumes. 101
Fasi stabili e caotiche del mercato borsistico italiano: una procedura di discriminazione 101
“Efficienza, Arbitraggio e Liquidità: verso una nuova nozione di rischio finanziario?” 100
Moto browniano multifrazionario e dinamiche finanziarie 100
Testing Self-Affinity of Stock Returns 98
Stochastic dominance in the outer distributions of the α-efficiency domain 98
Global asset return in pension funds: a dynamical risk analysis 97
Investment risk in Pension Funds: a dynamical approach 96
Strumenti di orientamento professionale 95
“Scaling Behaviour of Asset Returns via the Kolmogorov-Smirnov Goodness of Fit Test”, 94
Testing Self-Similarity of Stochastic Processes 92
Time-varying Hurst–Hölder exponents and the dynamics of (in)efficiency in stock markets 92
“A Distribution-Based Method for Evaluating Uniscaling in Finance” 89
Reconciling Multifractal and Multifractional Processes in Financial Modeling 89
Special Issue: Fractional Calculus and its Applications 88
Sustainability of a Pay-As-You-Go Pension System by Dynamic Immigration Control 87
Fair Volatility in the Fractional Stochastic Regularity Model 85
Nonlinearity of the volume-volatility correlation filtered through the pointwise Hurst-Hölder regularity 51
Modeling Stock Price Movements: Multifractality or Multifractionality? 51
Rough volatility via the Lamperti transform 48
null 28
A new tool to detect financial data scaling 8
Totale 9.208
Categoria #
all - tutte 39.873
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 39.873


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021427 0 0 0 0 0 105 4 74 12 100 35 97
2021/2022569 6 3 13 29 28 2 37 47 129 4 108 163
2022/20232.502 153 212 118 185 128 478 10 120 1.005 6 36 51
2023/2024480 51 21 32 13 26 85 18 84 74 13 7 56
2024/20251.216 23 37 95 25 143 9 163 70 333 33 169 116
2025/20261.917 249 479 231 339 359 260 0 0 0 0 0 0
Totale 9.208