LILLO, FABRIZIO

LILLO, FABRIZIO  

DIPARTIMENTO DI MATEMATICA  

Docenti di ruolo di Ia fascia  

Risultati 1 - 20 di 92 (tempo di esecuzione: 0.019 secondi).
Titolo Autore(i) Anno Periodico Editore Tipo File
The adaptive nature of liquidity taking in limit order books Taranto, D.E.; Bormetti, G.; Lillo, F. 2014-01-01 JOURNAL OF STATISTICAL MECHANICS: THEORY AND EXPERIMENT - 1.01 Articolo in rivista -
An Agent Based Model of Air Traffic Management Bongiorno C.; Mantegna R.N.; Miccichè S.; Gurtner G.; Lillo F.; Valori L.; Ducci M.; Monechi B.; Pozzi S. 2013-01-01 - - 4.01 Contributo in Atti di convegno -
Applying complexity science to air traffic management Cook Andrew; Blom Henk A.P.; Lillo Fabrizio; Mantegna Rosario Nunzio; Miccichè Salvatore; Rivas Damián; Vázquez Rafael; Zanin Massimiliano 2015-01-01 JOURNAL OF AIR TRANSPORT MANAGEMENT - 1.01 Articolo in rivista -
Are trading invariants really invariant? Trading costs matter Bucci F.; Lillo F.; Bouchaud J.-P.; Benzaquen M. 2020-01-01 QUANTITATIVE FINANCE - 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 -
Better to stay apart: asset commonality, bipartite network centrality, and investment strategies Flori, Andrea; Lillo, Fabrizio; Pammolli, Fabio; Spelta, Alessandro 2021-01-01 ANNALS OF OPERATIONS RESEARCH - 1.01 Articolo in rivista -
Betweenness centrality for temporal multiplexes Zaoli S.; Mazzarisi P.; Lillo F. 2021-01-01 SCIENTIFIC REPORTS - 1.01 Articolo in rivista SREP_betweenness.pdf
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 -
Calibration and optimal execution of financial transactions in the presence of transient market impact Busseti E; Lillo F 2012-01-01 JOURNAL OF STATISTICAL MECHANICS: THEORY AND EXPERIMENT - 1.01 Articolo in rivista -
Cashtag Piggybacking: Uncovering Spam and Bot Activity in Stock Microblogs on Twitter Cresci, Stefano; Lillo, Fabrizio; Regoli, Daniele; Tardelli, Serena; Tesconi, Maurizio 2019-01-01 ACM TRANSACTIONS ON THE WEB - 1.01 Articolo in rivista -
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 -
Clusters of investors around initial public offering Baltakienė, Margarita; Baltakys, Kęstutis; Kanniainen, Juho; Pedreschi, Dino; Lillo, Fabrizio 2019-01-01 PALGRAVE COMMUNICATIONS - 1.01 Articolo in rivista s41599-019-0342-6.pdf
Co-impact: crowding effects in institutional trading activity Bucci, F.; Mastromatteo, I.; Eisler, Z.; Lillo, F.; Bouchaud, J.-P.; Lehalle, C.-A. 2020-01-01 QUANTITATIVE FINANCE - 1.01 Articolo in rivista -
Collective synchronization and high frequency systemic instabilities in financial markets Lucio Maria Calcagnile, ; Bormetti, Giacomo; Michele, Treccani; Stefano, Marmi; Lillo, Fabrizio 2018-01-01 QUANTITATIVE FINANCE - 1.01 Articolo in rivista Calcagnile_etal_2017.pdf
Comment on: Price Discovery in High Resolution Giuseppe Buccheri, Giacomo Bormetti, Fulvio Corsi, Fabrizio Lillo 2021-01-01 JOURNAL OF FINANCIAL ECONOMETRICS - 1.01 Articolo in rivista -
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 -
Complex Networks in Air Transport Lillo F; Mantegna R.N.; Micciché S. 2016-01-01 - Routledge 2.01 Capitolo / saggio in libro -
A continuous and efficient fundamental price on the discrete order book grid Bonart, Julius; Lillo, Fabrizio* 2018-01-01 PHYSICA. A - 1.01 Articolo in rivista -
Corporate payments networks and credit risk rating Letizia, Elisa; Lillo, Fabrizio 2019-01-01 EPJ DATA SCIENCE - 1.01 Articolo in rivista EPJdata_science8-1-2019.pdf
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