Sfoglia per Autore
The impact of systemic and illiquidity risk on financing with risky collateral
2015 Lillo Fabrizio; Pirino Davide
Applying complexity science to air traffic management
2015 Cook Andrew; Blom Henk A.P.; Lillo Fabrizio; Mantegna Rosario Nunzio; Miccichè Salvatore; Rivas Damián; Vázquez Rafael; Zanin Massimiliano
Why is equity order flow so persistent?
2015 Tóth Bence; Palit Imon; Lillo Fabrizio; Farmer J. Doyne
Beyond the Square Root: Evidence for Logarithmic Dependence of Market Impact on Size and Participation Rate
2015 Zarinelli, Elia; Treccani, Michele; Farmer, J. Doyne; Lillo, Fabrizio
Modelling systemic price cojumps with Hawkes factor models
2015 Bormetti, Giacomo; Calcagnile, Lucio Maria; Treccani, Michele; Corsi, Fulvio; Marmi, Stefano; Lillo, Fabrizio
How Tick Size Affects the High Frequency Scaling of Stock Return Distributions
2015 Curato Gianbiagio; Lillo Fabrizio
Competitive allocation of resources on a network: an agent-based model of air companies competing for the best routes
2015 Gurtner, Gérald; Valori, Luca; Lillo, Fabrizio
Special issue of Quantitative Finance on ‘Interlinkages and Systemic Risk’
2015 di Iasio Giovanni; Gallegati Mauro; Lillo Fabrizio; Mantegna Rosario N.
Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact
2016 Curato, Gianbiagio; Gatheral, Jim; Lillo, Fabrizio
Disentangling bipartite and core-periphery structure in financial networks
2016 Barucca, Paolo; Lillo, Fabrizio
A Large Scale Study to Understand the Relation between Twitter and Financial Market
2016 Cazzoli Lorenzo; Sharma Rajesh; Treccani Michele; Lillo Fabrizio
Interbank markets and multiplex networks: centrality measures and statistical null models
2016 Bargigli Leonardo; Iasio Giovanni di; Infante Luigi; Lillo Fabrizio; Pierobon Federico
Coupling News Sentiment with Web Browsing Data Improves Prediction of Intra-Day Price Dynamics
2016 Ranco, Gabriele; Bordino, Ilaria; Bormetti, Giacomo; Caldarelli, Guido; Lillo, Fabrizio; Treccani, Michele
Centrality metrics and localization in core-periphery networks
2016 Barucca Paolo; Tantari Daniele; Lillo Fabrizio
Complex Networks in Air Transport
2016 Lillo F; Mantegna R.N.; Micciché S.
When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification
2016 Corsi, Fulvio; Marmi, Stefano; Lillo, Fabrizio
Optimal information diffusion in stochastic block models
2016 Curato, Gianbiagio; Lillo, Fabrizio
Strategic Allocation of Flight Plans in Air Traffic Management: An Evolutionary Point of View
2017 Gurtner, Gérald; Lillo, Fabrizio
Behind the price: on the role of agent’s reflexivity in financial market microstructure
2017 Barucca, Paolo; Lillo, Fabrizio
Recommender systems for banking and financial services
2017 Gigli, Andrea; Lillo, Fabrizio; Regoli, Daniele
| Titolo | Autore(i) | Anno | Periodico | Editore | Tipo | File |
|---|---|---|---|---|---|---|
| The impact of systemic and illiquidity risk on financing with risky collateral | Lillo Fabrizio; Pirino Davide | 2015-01-01 | JOURNAL OF ECONOMIC DYNAMICS & CONTROL | - | 1.01 Articolo in rivista | - |
| Applying complexity science to air traffic management | Cook Andrew; Blom Henk A.P.; Lillo Fabrizio; Mantegna Rosario Nunzio; Miccichè Salvatore; Rivas D...amián; Vázquez Rafael; Zanin Massimiliano | 2015-01-01 | JOURNAL OF AIR TRANSPORT MANAGEMENT | - | 1.01 Articolo in rivista | - |
| Why is equity order flow so persistent? | Tóth Bence; Palit Imon; Lillo Fabrizio; Farmer J. Doyne | 2015-01-01 | JOURNAL OF ECONOMIC DYNAMICS & CONTROL | - | 1.01 Articolo in rivista | - |
| Beyond the Square Root: Evidence for Logarithmic Dependence of Market Impact on Size and Participation Rate | Zarinelli, Elia; Treccani, Michele; Farmer, J. Doyne; Lillo, Fabrizio | 2015-01-01 | MARKET MICROSTRUCTURE AND LIQUIDITY | - | 1.01 Articolo in rivista | - |
| Modelling systemic price cojumps with Hawkes factor models | Bormetti, Giacomo; Calcagnile, Lucio Maria; Treccani, Michele; Corsi, Fulvio; Marmi, Stefano; Lil...lo, Fabrizio | 2015-01-01 | QUANTITATIVE FINANCE | - | 1.01 Articolo in rivista | - |
| How Tick Size Affects the High Frequency Scaling of Stock Return Distributions | Curato Gianbiagio; Lillo Fabrizio | 2015-01-01 | - | Springer | 2.01 Capitolo / saggio in libro | - |
| Competitive allocation of resources on a network: an agent-based model of air companies competing for the best routes | Gurtner, Gérald; Valori, Luca; Lillo, Fabrizio | 2015-01-01 | JOURNAL OF STATISTICAL MECHANICS: THEORY AND EXPERIMENT | - | 1.01 Articolo in rivista | - |
| Special issue of Quantitative Finance on ‘Interlinkages and Systemic Risk’ | di Iasio Giovanni; Gallegati Mauro; Lillo Fabrizio; Mantegna Rosario N. | 2015-01-01 | QUANTITATIVE FINANCE | - | 1.01 Articolo in rivista | - |
| Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact | Curato, Gianbiagio; Gatheral, Jim; Lillo, Fabrizio | 2016-01-01 | COMMUNICATIONS IN NONLINEAR SCIENCE & NUMERICAL SIMULATION | - | 1.01 Articolo in rivista | - |
| Disentangling bipartite and core-periphery structure in financial networks | Barucca, Paolo; Lillo, Fabrizio | 2016-01-01 | CHAOS, SOLITONS AND FRACTALS | - | 1.01 Articolo in rivista | - |
| A Large Scale Study to Understand the Relation between Twitter and Financial Market | Cazzoli Lorenzo; Sharma Rajesh; Treccani Michele; Lillo Fabrizio | 2016-01-01 | - | Institute of Electrical and Electronics Engineers Inc. | 4.01 Contributo in Atti di convegno | - |
| Interbank markets and multiplex networks: centrality measures and statistical null models | Bargigli Leonardo; Iasio Giovanni di; Infante Luigi; Lillo Fabrizio; Pierobon Federico | 2016-01-01 | - | Springer | 2.01 Capitolo / saggio in libro | - |
| Coupling News Sentiment with Web Browsing Data Improves Prediction of Intra-Day Price Dynamics | Ranco, Gabriele; Bordino, Ilaria; Bormetti, Giacomo; Caldarelli, Guido; Lillo, Fabrizio; Treccani..., Michele | 2016-01-01 | PLOS ONE | - | 1.01 Articolo in rivista | Ranco_etal-journal.pone.0146576.pdf |
| Centrality metrics and localization in core-periphery networks | Barucca Paolo; Tantari Daniele; Lillo Fabrizio | 2016-01-01 | JOURNAL OF STATISTICAL MECHANICS: THEORY AND EXPERIMENT | - | 1.01 Articolo in rivista | - |
| Complex Networks in Air Transport | Lillo F; Mantegna R.N.; Micciché S. | 2016-01-01 | - | Routledge | 2.01 Capitolo / saggio in libro | - |
| When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification | Corsi, Fulvio; Marmi, Stefano; Lillo, Fabrizio | 2016-01-01 | OPERATIONS RESEARCH | - | 1.01 Articolo in rivista | When Micro Prudence increases Macro Risk.pdf |
| Optimal information diffusion in stochastic block models | Curato, Gianbiagio; Lillo, Fabrizio | 2016-01-01 | PHYSICAL REVIEW. E | - | 1.01 Articolo in rivista | - |
| Strategic Allocation of Flight Plans in Air Traffic Management: An Evolutionary Point of View | Gurtner, Gérald; Lillo, Fabrizio | 2017-01-01 | DYNAMIC GAMES AND APPLICATIONS | - | 1.01 Articolo in rivista | - |
| Behind the price: on the role of agent’s reflexivity in financial market microstructure | Barucca, Paolo; Lillo, Fabrizio | 2017-01-01 | - | Springer International Publishing | 2.01 Capitolo / saggio in libro | - |
| Recommender systems for banking and financial services | Gigli, Andrea; Lillo, Fabrizio; Regoli, Daniele | 2017-01-01 | CEUR WORKSHOP PROCEEDINGS | CEUR-WS | 4.01 Contributo in Atti di convegno | - |
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