MAZZARISI, PIERO
MAZZARISI, PIERO
DIPARTIMENTO DI MATEMATICA
Online learning of order flow and market impact with Bayesian change-point detection methods
2024 Tsaknaki, Ioanna-Yvonni; Lillo, Fabrizio; Mazzarisi, Piero
Non-Markovian temporal networks with auto- and cross-correlated link dynamics
2022 Williams O.E.; Mazzarisi P.; Lillo F.; Latora V.
Betweenness centrality for temporal multiplexes
2021 Zaoli S.; Mazzarisi P.; Lillo F.
Network-wide assessment of ATM mechanisms using an agent-based model
2021 Luis Delgado; Gérald Gurtner; Piero Mazzarisi; Silvia Zaoli; Damir Valput; Andrew Cook; Fabrizio Lillo
On the equivalence between the kinetic Ising model and discrete autoregressive processes
2021 Campajola, Carlo; Lillo, Fabrizio; Mazzarisi, Piero; Tantari, Daniele
A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market
2020 Mazzarisi P.; Barucca P.; Lillo F.; Tantari D.
New centrality and causality metrics assessing air traffic network interactions
2020 Mazzarisi P.; Zaoli S.; Lillo F.; Delgado L.; Gurtner G.
Tail Granger causalities and where to find them: Extreme risk spillovers vs spurious linkages
2020 Mazzarisi P.; Zaoli S.; Campajola C.; Lillo F.
Detectability of macroscopic structures in directed asymmetric stochastic block model
2019 Wilinski, Mateusz; Mazzarisi, Piero; Tantari, Daniele; Lillo, Fabrizio
Network-wide assessment of 4D trajectory adjustments using an agent-based model
2019 Piero Mazzarisi, Silvia Zaoli, Fabrizio Lillo, Luis Delgado, Gerald Gurtner, Andrew Cook, Damir Valput,
Trip Centrality: walking on a temporal multiplex with non-instantaneous link travel time
2019 Zaoli, Silvia; Mazzarisi, Piero; Lillo, Fabrizio
When panic makes you blind: A chaotic route to systemic risk
2019 Mazzarisi, Piero; Lillo, Fabrizio; Marmi, Stefano
Disentangling group and link persistence in dynamic stochastic block models
2018 Barucca, P.; Lillo, F.; Mazzarisi, P.; Tantari, D.
Toward new metrics assessing air traffic interaction
2018 Piero Mazzarisi, Silvia Zaoli, Fabrizio Lillo, Luis Delgado, Gerald Gurtner