[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]
IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
2002 | 0 | 0.54 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0.31 | |||||
2003 | 0 | 0.53 | 0 | 0 | 7 | 8 | 0 | 0 | 1 | 1 | 0 | 0 | 0.3 | |||||
2004 | 0 | 0.6 | 0 | 0 | 8 | 16 | 2 | 0 | 8 | 8 | 0 | 0 | 0.36 | |||||
2005 | 0 | 0.6 | 0 | 0 | 14 | 30 | 33 | 0 | 15 | 16 | 0 | 0 | 0.36 | |||||
2006 | 0.05 | 0.59 | 0.03 | 0.03 | 7 | 37 | 7 | 1 | 1 | 22 | 1 | 30 | 1 | 0 | 0 | 0.34 | ||
2007 | 0.14 | 0.52 | 0.15 | 0.08 | 9 | 46 | 0 | 3 | 8 | 21 | 3 | 37 | 3 | 1 | 33.3 | 0 | 0.29 | |
2008 | 0.06 | 0.59 | 0.11 | 0.09 | 7 | 53 | 24 | 5 | 14 | 16 | 1 | 45 | 4 | 1 | 20 | 1 | 0.14 | 0.29 |
2009 | 0.13 | 0.58 | 0.2 | 0.29 | 16 | 69 | 23 | 14 | 28 | 16 | 2 | 45 | 13 | 0 | 0 | 0.33 | ||
2010 | 0.13 | 0.52 | 0.12 | 0.09 | 21 | 90 | 94 | 8 | 39 | 23 | 3 | 53 | 5 | 0 | 2 | 0.1 | 0.3 | |
2011 | 0.3 | 0.61 | 0.19 | 0.22 | 23 | 113 | 69 | 20 | 60 | 37 | 11 | 60 | 13 | 2 | 10 | 1 | 0.04 | 0.37 |
2012 | 0.64 | 0.68 | 0.47 | 0.39 | 37 | 150 | 368 | 70 | 130 | 44 | 28 | 76 | 30 | 14 | 20 | 33 | 0.89 | 0.36 |
2013 | 0.52 | 0.67 | 0.34 | 0.45 | 27 | 177 | 51 | 60 | 190 | 60 | 31 | 104 | 47 | 10 | 16.7 | 2 | 0.07 | 0.35 |
2014 | 0.84 | 0.67 | 0.44 | 0.6 | 27 | 204 | 67 | 89 | 279 | 64 | 54 | 124 | 74 | 7 | 7.9 | 1 | 0.04 | 0.34 |
2015 | 0.33 | 0.66 | 0.34 | 0.43 | 29 | 233 | 35 | 78 | 358 | 54 | 18 | 135 | 58 | 11 | 14.1 | 2 | 0.07 | 0.36 |
2016 | 0.25 | 0.65 | 0.27 | 0.35 | 19 | 252 | 23 | 69 | 427 | 56 | 14 | 143 | 50 | 4 | 5.8 | 1 | 0.05 | 0.35 |
2017 | 0.19 | 0.62 | 0.38 | 0.53 | 18 | 270 | 7 | 102 | 529 | 48 | 9 | 139 | 73 | 8 | 7.8 | 0 | 0.35 | |
2018 | 0.16 | 0.62 | 0.35 | 0.26 | 7 | 277 | 12 | 96 | 625 | 37 | 6 | 120 | 31 | 0 | 2 | 0.29 | 0.35 | |
2019 | 0.2 | 0.63 | 0.21 | 0.19 | 20 | 297 | 10 | 63 | 688 | 25 | 5 | 100 | 19 | 2 | 3.2 | 0 | 0.37 | |
2020 | 0.19 | 0.72 | 0.16 | 0.15 | 17 | 314 | 19 | 49 | 737 | 27 | 5 | 93 | 14 | 4 | 8.2 | 1 | 0.06 | 0.78 |
2021 | 0.3 | 0.99 | 0.22 | 0.21 | 10 | 324 | 2 | 70 | 807 | 37 | 11 | 81 | 17 | 4 | 5.7 | 2 | 0.2 | 0.41 |
2022 | 0.37 | 0.78 | 0.12 | 0.28 | 3 | 327 | 0 | 40 | 847 | 27 | 10 | 72 | 20 | 0 | 0 | 0.25 |
IF: | Two years Impact Factor: C2Y / D2Y |
AIF: | Average Impact Factor for all series in RePEc in year y |
CIF: | Cumulative impact factor |
IF5: | Five years Impact Factor: C5Y / D5Y |
DOC: | Number of documents published in year y |
CDO: | Cumulative number of documents published until year y |
CIT: | Number of citations to papers published in year y |
NCI: | Number of citations in year y |
CCU: | Cumulative number of citations to papers published until year y |
D2Y: | Number of articles published in y-1 plus y-2 |
C2Y: | Cites in y to articles published in y-1 plus y-2 |
D5Y: | Number of articles published in y-1 until y-5 |
C5Y: | Cites in y to articles published in y-1 until y-5 |
SC: | selft citations in y to articles published in y-1 plus y-2 |
%SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
CiY: | Cites in year y to documents published in year y |
II: | Immediacy Index: CiY / Documents. |
AII: | Average Immediacy Index for series in RePEc in year y |
# | Year | Title | Cited |
---|---|---|---|
1 | 2012 | Macroeconomic Policy in DSGE and Agent-Based Models. (2012). Roventini, Andrea ; Fagiolo, Giorgio. In: Working Papers. RePEc:ver:wpaper:07/2012. Full description at Econpapers || Download paper | 186 |
2 | 2010 | The productivity crisis in pharmaceutical R&D. (2010). Riccaboni, Massimo ; Pammolli, Fabio ; Magazzini, Laura. In: Working Papers. RePEc:ver:wpaper:06/2010. Full description at Econpapers || Download paper | 45 |
3 | 2012 | On the Expenditure-Dependence of Childrens Resource Shares. (2012). Pendakur, Krishna ; Perali, Federico ; Menon, Martina. In: Working Papers. RePEc:ver:wpaper:21/2012. Full description at Econpapers || Download paper | 45 |
4 | 2011 | Happiness and Tax Morale: an Empirical Analysis. (2011). Zarri, Luca ; Lubian, Diego. In: Working Papers. RePEc:ver:wpaper:04/2011. Full description at Econpapers || Download paper | 32 |
5 | 2012 | Inequality and Macroeconomic Factors: A Time-Series Analysis for a Set of OECD Countries. (2012). Roventini, Andrea ; maestri, virginia. In: Working Papers. RePEc:ver:wpaper:34/2012. Full description at Econpapers || Download paper | 28 |
6 | 2012 | Characterizing Inequality Equivalence Criteria. (2012). Zoli, Claudio. In: Working Papers. RePEc:ver:wpaper:32/2012. Full description at Econpapers || Download paper | 27 |
7 | 2012 | Income Distribution, Credit and Fiscal Policies in an Agent-Based Keynesian Model. (2012). Roventini, Andrea ; Napoletano, Mauro ; Fagiolo, Giorgio ; Dosi, Giovanni. In: Working Papers. RePEc:ver:wpaper:03/2012. Full description at Econpapers || Download paper | 19 |
8 | 2014 | Rock around the Clock: An Agent-Based Model of Low- and High-Frequency Trading. (2014). Roventini, Andrea ; Napoletano, Mauro ; Fagiolo, Giorgio ; Leal, Sandrine Jacob. In: Working Papers. RePEc:ver:wpaper:02/2014. Full description at Econpapers || Download paper | 19 |
9 | 2012 | The Sharing Rule: Where Is It?. (2012). Perali, Federico ; Menon, Martina. In: Working Papers. RePEc:ver:wpaper:16/2012. Full description at Econpapers || Download paper | 18 |
10 | 2005 | Financial integration, GDP correlation and the endogeneity of optimum currency areas. (2005). Schiavo, Stefano. In: Working Papers. RePEc:ver:wpaper:25/2005. Full description at Econpapers || Download paper | 17 |
11 | 2012 | How Can African Agriculture Adapt to Climate Change? A Counterfactual Analysis from Ethiopia. (2012). Veronesi, Marcella ; Di Falco, Salvatore ; Difalco, Salvatore. In: Working Papers. RePEc:ver:wpaper:14/2012. Full description at Econpapers || Download paper | 17 |
12 | 2020 | Deep xVA solver - A neural network based counterparty credit risk management framework. (2020). Reisinger, Christoph ; Picarelli, Athena ; Gnoatto, Alessandro. In: Working Papers. RePEc:ver:wpaper:07/2020. Full description at Econpapers || Download paper | 14 |
13 | 2013 | Fiscal Policies and Credit Regimes: A TVAR Approach. (2013). Roventini, Andrea ; Fagiolo, Giorgio ; Ferraresi, Tommaso. In: Working Papers. RePEc:ver:wpaper:03/2013. Full description at Econpapers || Download paper | 14 |
14 | 2009 | Econometric Identification of the Cost of Maintaining a Child. (2009). Perali, Federico ; Menon, Martina. In: Working Papers. RePEc:ver:wpaper:63/2009. Full description at Econpapers || Download paper | 12 |
15 | 2014 | Risk preferences and the role of emotions. (2014). Nardi, Chiara ; Levati, Maria ; conte, anna. In: Working Papers. RePEc:ver:wpaper:10/2014. Full description at Econpapers || Download paper | 10 |
16 | 2010 | Legitimate Punishment, Feedback, and the Enforcement of Cooperation. (2010). Zarri, Luca ; Grieco, Daniela ; Faillo, Marco. In: Working Papers. RePEc:ver:wpaper:16/2010. Full description at Econpapers || Download paper | 10 |
17 | 2011 | Regional spillover effects of renewable energy generation in Italy. (2011). Vaona, Andrea ; Magnani, Natalia . In: Working Papers. RePEc:ver:wpaper:12/2011. Full description at Econpapers || Download paper | 9 |
18 | 2011 | A Counting Approach for Measuring Multidimensional Deprivation. (2011). Peluso, Eugenio ; Aaberge, Rolf. In: Working Papers. RePEc:ver:wpaper:07/2011. Full description at Econpapers || Download paper | 9 |
19 | 2018 | Virtual Water Trade: The Implications of Capital Scarcity. (2018). pavesi, filippo ; Bassetti, Thomas ; Ghoddusi, Hamed ; Afkhami, Mohamad. In: Working Papers. RePEc:ver:wpaper:03/2018. Full description at Econpapers || Download paper | 9 |
20 | 2013 | Financial Risk Aversion and Personal Life History. (2013). Zarri, Luca ; Bucciol, Alessandro. In: Working Papers. RePEc:ver:wpaper:05/2013. Full description at Econpapers || Download paper | 9 |
21 | 2010 | Routinization-Biased Technical Change, Globalization and Labor Market Polarization: Does Theory Fit the Facts?. (2010). Mercenier, Jean. In: Working Papers. RePEc:ver:wpaper:13/2010. Full description at Econpapers || Download paper | 8 |
22 | 2008 | Schumpeter Meeting Keynes: A Policy-Friendly Model of Endogenous Growth and Business Cycles. (2008). Roventini, Andrea ; Fagiolo, Giorgio ; Dosi, Giovanni. In: Working Papers. RePEc:ver:wpaper:50/2008. Full description at Econpapers || Download paper | 7 |
23 | 2012 | The Passive Drinking Effect: A Collective Demand Application. (2012). Piccoli, Luca ; Perali, Federico ; Menon, Martina. In: Working Papers. RePEc:ver:wpaper:05/2012. Full description at Econpapers || Download paper | 7 |
24 | 2012 | The economic impact of peacekeeping. Evidence from South Sudan. (2012). Ricciuti, Roberto ; Petrarca, Ilaria ; Caruso, Raul ; Khadka, Prabin B.. In: Working Papers. RePEc:ver:wpaper:23/2012. Full description at Econpapers || Download paper | 7 |
25 | 2008 | On the Scientific Status of Economic Policy: A Tale of Alternative Paradigms. (2008). Roventini, Andrea ; Fagiolo, Giorgio. In: Working Papers. RePEc:ver:wpaper:47/2008. Full description at Econpapers || Download paper | 7 |
26 | 2014 | Measuring Dissimilarity. (2014). Zoli, Claudio ; Andreoli, Francesco. In: Working Papers. RePEc:ver:wpaper:23/2014. Full description at Econpapers || Download paper | 7 |
27 | 2016 | Social Identity, Attitudes Towards Cooperation, and Social Preferences: Evidence From Switzerland. (2016). Veronesi, Marcella ; Rustagi, Devesh. In: Working Papers. RePEc:ver:wpaper:01/2016. Full description at Econpapers || Download paper | 6 |
28 | 2012 | The Probability of Military Rule in Africa, 1970-2007. (2012). Ricciuti, Roberto ; Caruso, Raul ; Costa, Jacopo. In: Working Papers. RePEc:ver:wpaper:17/2012. Full description at Econpapers || Download paper | 6 |
29 | 2005 | Bad loans and efficiency in Italian Banks. (2005). Zago, Angelo ; Dongili, Paola . In: Working Papers. RePEc:ver:wpaper:28/2005. Full description at Econpapers || Download paper | 6 |
30 | 2015 | Collective Household Welfare and Intra-household Inequality. (2015). Perali, Federico ; Pagani, Elisa ; Menon, Martina ; Chavas, Jean-Paul. In: Working Papers. RePEc:ver:wpaper:13/2015. Full description at Econpapers || Download paper | 6 |
31 | 2015 | An Attempt to Disperse the Italian Interlocking Directorship Network: Analyzing the Effects of the 2011 Reform. (2015). Ricciuti, Roberto ; Drago, Carlo ; Santella, Paolo . In: Working Papers. RePEc:ver:wpaper:11/2015. Full description at Econpapers || Download paper | 6 |
32 | 2010 | Granger non-causality tests between (non)renewable energy consumption and output in Italy since 1861: the (ir)relevance of structural breaks. (2010). Vaona, Andrea. In: Working Papers. RePEc:ver:wpaper:19/2010. Full description at Econpapers || Download paper | 6 |
33 | 2011 | On the existence of some skew normal stationary processes. (2011). Minozzo, Marco. In: Working Papers. RePEc:ver:wpaper:20/2011. Full description at Econpapers || Download paper | 6 |
34 | 2012 | Fat-Tail Distributions and Business-Cycle Models. (2012). Roventini, Andrea ; Fagiolo, Giorgio ; Ascari, Guido. In: Working Papers. RePEc:ver:wpaper:02/2012. Full description at Econpapers || Download paper | 6 |
35 | 2014 | Social Status and Personality Traits. (2014). Zarri, Luca ; Cavasso, Barbara ; Bucciol, Alessandro. In: Working Papers. RePEc:ver:wpaper:21/2014. Full description at Econpapers || Download paper | 5 |
36 | 2005 | Assessing Credit with Equity: A CEV Model with Jump to Default. (2005). Campi, Luciano ; Polbennikov, Simon ; Sbuelz, . In: Working Papers. RePEc:ver:wpaper:24/2005. Full description at Econpapers || Download paper | 5 |
37 | 2016 | Consistency of Risk Preference Measures and the Role of Ambiguity: An Artefactual Field Experiment from China. (2016). Engel, Stefanie ; Veronesi, Marcella ; He, Pan. In: Working Papers. RePEc:ver:wpaper:03/2016. Full description at Econpapers || Download paper | 5 |
38 | 2016 | Optimal Non-Welfarist Income Taxation for Inequality and Polarization Reduction. (2016). Zoli, Claudio ; Sommacal, Alessandro ; Prete, Vincenzo. In: Working Papers. RePEc:ver:wpaper:23/2016. Full description at Econpapers || Download paper | 5 |
39 | 2012 | A Characterization of Collective Individual Expenditure Functions. (2012). Perali, Federico ; Pagani, Elisa ; Menon, Martina. In: Working Papers. RePEc:ver:wpaper:20/2012. Full description at Econpapers || Download paper | 5 |
40 | 2010 | Six variations on fair wages and the long-run Phillips curve. (2010). Vaona, Andrea. In: Working Papers. RePEc:ver:wpaper:17/2010. Full description at Econpapers || Download paper | 5 |
41 | 2008 | Be productive or face decline. On the sources and determinants of output growth in Italian manufacturing firms. (2008). Zago, Angelo ; Mastromarco, Camilla ; Aiello, Francesco. In: Working Papers. RePEc:ver:wpaper:46/2008. Full description at Econpapers || Download paper | 5 |
42 | 2014 | The Sharing Rule: Where Is It?. (2014). Chavas, Jean-Paul ; Perali, Federico ; Menon, Martina. In: Working Papers. RePEc:ver:wpaper:27/2014. Full description at Econpapers || Download paper | 5 |
43 | 2013 | Climate Change and the Willingness to Pay to Reduce Ecological and Health Risks from Wastewater Flooding in Urban Centers and the Environment. (2013). Veronesi, Marcella. In: Working Papers. RePEc:ver:wpaper:01/2013. Full description at Econpapers || Download paper | 4 |
44 | 2009 | Variable population welfare and poverty orderings satisfying replication properties. (2009). Zoli, Claudio. In: Working Papers. RePEc:ver:wpaper:69/2009. Full description at Econpapers || Download paper | 4 |
45 | 2015 | Can Risk Averse Households Make Risky Investments? The Role of Trust in Others. (2015). Zarri, Luca ; Cavasso, Barbara ; Bucciol, Alessandro. In: Working Papers. RePEc:ver:wpaper:12/2015. Full description at Econpapers || Download paper | 4 |
46 | 2013 | The Collective Farm-Household Model: Policy and Welfare Simulations. (2013). Perali, Federico ; Menon, Martina ; Matteazzi, Eleonora. In: Working Papers. RePEc:ver:wpaper:20/2013. Full description at Econpapers || Download paper | 4 |
47 | 2015 | Does Investors Personality Influence their Portfolios?. (2015). Zarri, Luca ; Bucciol, Alessandro. In: Working Papers. RePEc:ver:wpaper:03/2015. Full description at Econpapers || Download paper | 4 |
48 | 2010 | A remark on Decomposition of bivariate inequality indices by attributes by Abul Naga and Geoffard, Economics Letters 90 (2006), pp. 362-367. (2010). Peluso, Eugenio ; Brambilla, Marco Giovanni . In: Working Papers. RePEc:ver:wpaper:05/2010. Full description at Econpapers || Download paper | 4 |
49 | 2019 | Pricing of counterparty risk and funding with CSA discounting, portfolio effects and initial margin. (2019). Oliva, Immacolata ; Gnoatto, Alessandro ; Biagini, Francesca. In: Working Papers. RePEc:ver:wpaper:04/2019. Full description at Econpapers || Download paper | 4 |
50 | 2014 | Lââ¬â¢ISEE in Italia: Una Nota Metodologica Partendo dai Dati IT-SILC. (2014). Sommacal, Alessandro ; Polin, Veronica ; Pertile, Paolo ; Menon, Martina ; Cavalli, Laura ; Bucciol, Alessandro ; Chiara, Elena Dalla . In: Working Papers. RePEc:ver:wpaper:06/2014. Full description at Econpapers || Download paper | 4 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2012 | On the Expenditure-Dependence of Childrens Resource Shares. (2012). Pendakur, Krishna ; Perali, Federico ; Menon, Martina. In: Working Papers. RePEc:ver:wpaper:21/2012. Full description at Econpapers || Download paper | 22 |
2 | 2020 | Deep xVA solver - A neural network based counterparty credit risk management framework. (2020). Reisinger, Christoph ; Picarelli, Athena ; Gnoatto, Alessandro. In: Working Papers. RePEc:ver:wpaper:07/2020. Full description at Econpapers || Download paper | 14 |
3 | 2012 | Macroeconomic Policy in DSGE and Agent-Based Models. (2012). Roventini, Andrea ; Fagiolo, Giorgio. In: Working Papers. RePEc:ver:wpaper:07/2012. Full description at Econpapers || Download paper | 13 |
4 | 2011 | Happiness and Tax Morale: an Empirical Analysis. (2011). Zarri, Luca ; Lubian, Diego. In: Working Papers. RePEc:ver:wpaper:04/2011. Full description at Econpapers || Download paper | 9 |
5 | 2018 | Virtual Water Trade: The Implications of Capital Scarcity. (2018). pavesi, filippo ; Bassetti, Thomas ; Ghoddusi, Hamed ; Afkhami, Mohamad. In: Working Papers. RePEc:ver:wpaper:03/2018. Full description at Econpapers || Download paper | 6 |
6 | 2012 | How Can African Agriculture Adapt to Climate Change? A Counterfactual Analysis from Ethiopia. (2012). Veronesi, Marcella ; Di Falco, Salvatore ; Difalco, Salvatore. In: Working Papers. RePEc:ver:wpaper:14/2012. Full description at Econpapers || Download paper | 5 |
7 | 2012 | Inequality and Macroeconomic Factors: A Time-Series Analysis for a Set of OECD Countries. (2012). Roventini, Andrea ; maestri, virginia. In: Working Papers. RePEc:ver:wpaper:34/2012. Full description at Econpapers || Download paper | 4 |
8 | 2010 | The productivity crisis in pharmaceutical R&D. (2010). Riccaboni, Massimo ; Pammolli, Fabio ; Magazzini, Laura. In: Working Papers. RePEc:ver:wpaper:06/2010. Full description at Econpapers || Download paper | 4 |
9 | 2013 | Financial Risk Aversion and Personal Life History. (2013). Zarri, Luca ; Bucciol, Alessandro. In: Working Papers. RePEc:ver:wpaper:05/2013. Full description at Econpapers || Download paper | 3 |
10 | 2020 | Where did the time (series) go? Estimation of marginal emission factors with autoregressive components. (2020). Grossi, Luigi ; Beltrami, Filippo ; Wilson, Grant ; Rowley, Paul ; Giulietti, Monica ; Burlinson, Andrew. In: Working Papers. RePEc:ver:wpaper:02/2020. Full description at Econpapers || Download paper | 3 |
11 | 2014 | Rock around the Clock: An Agent-Based Model of Low- and High-Frequency Trading. (2014). Roventini, Andrea ; Napoletano, Mauro ; Fagiolo, Giorgio ; Leal, Sandrine Jacob. In: Working Papers. RePEc:ver:wpaper:02/2014. Full description at Econpapers || Download paper | 2 |
12 | 2021 | Calibration to FX Triangles of the 4/2 Model Under the Benchmark Approach. (2021). Platen, Eckhard ; Grasselli, Martino ; Gnoatto, Alessandro. In: Working Papers. RePEc:ver:wpaper:06/2021. Full description at Econpapers || Download paper | 2 |
13 | 2010 | Negative variance estimates in panel data models. (2010). Magazzini, Laura ; Calzolari, Giorgio. In: Working Papers. RePEc:ver:wpaper:15/2010. Full description at Econpapers || Download paper | 2 |
14 | 2018 | An Interval Variables Approach to Address Measurement Uncertainty in Governance Indicators. (2018). Ricciuti, Roberto ; Drago, Carlo. In: Working Papers. RePEc:ver:wpaper:02/2018. Full description at Econpapers || Download paper | 2 |
15 | 2014 | Social Status and Personality Traits. (2014). Zarri, Luca ; Cavasso, Barbara ; Bucciol, Alessandro. In: Working Papers. RePEc:ver:wpaper:21/2014. Full description at Econpapers || Download paper | 2 |
16 | 2016 | Optimal Non-Welfarist Income Taxation for Inequality and Polarization Reduction. (2016). Zoli, Claudio ; Sommacal, Alessandro ; Prete, Vincenzo. In: Working Papers. RePEc:ver:wpaper:23/2016. Full description at Econpapers || Download paper | 2 |
17 | 2019 | Pricing of counterparty risk and funding with CSA discounting, portfolio effects and initial margin. (2019). Oliva, Immacolata ; Gnoatto, Alessandro ; Biagini, Francesca. In: Working Papers. RePEc:ver:wpaper:04/2019. Full description at Econpapers || Download paper | 2 |
18 | 2015 | Relative income distribution in six European countries: market and disposable income. (2015). Ricciuti, Roberto ; Petrarca, Ilaria . In: Working Papers. RePEc:ver:wpaper:02/2015. Full description at Econpapers || Download paper | 2 |
Year | Title | |
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2022 | The Zonal and Seasonal CO2 Marginal Emissions Factors for the Italian Power Market. (2022). Beltrami, Filippo ; Fontini, Fulvio ; Giulietti, Monica ; Grossi, Luigi. In: Environmental & Resource Economics. RePEc:kap:enreec:v:83:y:2022:i:2:d:10.1007_s10640-021-00567-9. Full description at Econpapers || Download paper | |
2022 | CBI-time-changed L\evy processes for multi-currency modeling. (2021). Szulda, Guillaume ; Gnoatto, Alessandro ; Fontana, Claudio. In: Papers. RePEc:arx:papers:2112.02440. Full description at Econpapers || Download paper | |
2022 | Application of deep quantum neural networks to finance. (2020). Sakuma, Takayuki . In: Papers. RePEc:arx:papers:2011.07319. Full description at Econpapers || Download paper | |
2022 | A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for Deep BSDE solver. (2021). Tsuchida, Yoshifumi ; Takahashi, Akihiko ; Yamada, Toshihiro. In: CARF F-Series. RePEc:cfi:fseres:cf504. Full description at Econpapers || Download paper | |
2022 | Credit Valuation Adjustment with Replacement Closeout: Theory and Algorithms. (2022). Wei, Wei ; Tan, Ken Seng ; Sun, Chaofan. In: Papers. RePEc:arx:papers:2201.09105. Full description at Econpapers || Download paper | |
2022 | A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for Deep BSDE solver (Journal of Computational Physics, published online 19 January 2022). (2022). Yamada, Toshihiro ; Tsuchida, Yoshifumi ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf532. Full description at Econpapers || Download paper | |
2022 | Computing XVA for American basket derivatives by Machine Learning techniques. (2022). Zanette, Antonino ; Molent, Andrea ; Goudenege, Ludovic. In: Papers. RePEc:arx:papers:2209.06485. Full description at Econpapers || Download paper | |
2022 | Boundary-safe PINNs extension: Application to non-linear parabolic PDEs in counterparty credit risk. (2022). Jos'e A. Garc'ia-Rodr'iguez, ; 'Alvaro Leitao, ; Villarino, Joel P. In: Papers. RePEc:arx:papers:2210.02175. Full description at Econpapers || Download paper | |
2022 | Pathwise CVA Regressions With Oversimulated Defaults. (2022). Saadeddine, Bouazza ; Cr, St'Ephane ; Abbas-Turki, Lokman . In: Papers. RePEc:arx:papers:2211.17005. Full description at Econpapers || Download paper | |
2022 | Accelerated Computations of Sensitivities for xVA. (2022). Wolf, Felix ; Grzelak, Lech A ; Deelstra, Griselda. In: Papers. RePEc:arx:papers:2211.17026. Full description at Econpapers || Download paper |
Year | Citing document | |
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2021 | The value of carbon emission reduction induced by Renewable Energy Sources in the Italian power market. (2021). Fontini, Fulvio ; Beltrami, Filippo ; Grossi, Luigi. In: Ecological Economics. RePEc:eee:ecolec:v:189:y:2021:i:c:s092180092100207x. Full description at Econpapers || Download paper | |
2021 | CBI-time-changed Lévy processes for multi-currency modeling. (2021). Szulda, Guillaume ; Gnoatto, Alessandro ; Fontana, Claudio. In: Working Papers. RePEc:ver:wpaper:14/2021. Full description at Econpapers || Download paper |
Year | Citing document | |
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2020 | Deep xVA solver - A neural network based counterparty credit risk management framework. (2020). Reisinger, Christoph ; Picarelli, Athena ; Gnoatto, Alessandro. In: Working Papers. RePEc:ver:wpaper:07/2020. Full description at Econpapers || Download paper |
Year | Citing document |
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