CRIS Current Research Information System

LILLO, FABRIZIO
 Distribuzione geografica
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Continente #
NA - Nord America 6.426
AS - Asia 4.646
EU - Europa 3.899
SA - Sud America 265
AF - Africa 251
OC - Oceania 17
Continente sconosciuto - Info sul continente non disponibili 1
Totale 15.505
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Nazione #
US - Stati Uniti d'America 6.361
SG - Singapore 1.517
CN - Cina 1.296
IT - Italia 1.175
GB - Regno Unito 879
VN - Vietnam 805
DE - Germania 486
FR - Francia 308
HK - Hong Kong 299
IN - India 293
RU - Federazione Russa 256
BR - Brasile 184
SE - Svezia 140
IE - Irlanda 134
KR - Corea 134
ZA - Sudafrica 92
FI - Finlandia 88
CI - Costa d'Avorio 83
NL - Olanda 82
BG - Bulgaria 67
JP - Giappone 63
EE - Estonia 61
ID - Indonesia 52
UA - Ucraina 47
AR - Argentina 37
CA - Canada 37
AT - Austria 35
SC - Seychelles 30
PH - Filippine 23
PK - Pakistan 22
PL - Polonia 22
CH - Svizzera 20
ES - Italia 20
MX - Messico 20
TR - Turchia 19
IQ - Iraq 17
BD - Bangladesh 15
TW - Taiwan 15
AU - Australia 14
BE - Belgio 13
EC - Ecuador 12
GR - Grecia 12
MY - Malesia 11
DZ - Algeria 10
MA - Marocco 10
RO - Romania 10
CO - Colombia 8
VE - Venezuela 8
AE - Emirati Arabi Uniti 7
DK - Danimarca 7
HR - Croazia 7
IL - Israele 7
PY - Paraguay 7
TH - Thailandia 7
AL - Albania 6
CL - Cile 6
CZ - Repubblica Ceca 5
KZ - Kazakistan 5
LT - Lituania 5
SA - Arabia Saudita 5
MO - Macao, regione amministrativa speciale della Cina 4
NP - Nepal 4
SN - Senegal 4
UZ - Uzbekistan 4
EG - Egitto 3
ET - Etiopia 3
JO - Giordania 3
KE - Kenya 3
LB - Libano 3
LV - Lettonia 3
NZ - Nuova Zelanda 3
SK - Slovacchia (Repubblica Slovacca) 3
TG - Togo 3
TN - Tunisia 3
AZ - Azerbaigian 2
BY - Bielorussia 2
GP - Guadalupe 2
GT - Guatemala 2
KG - Kirghizistan 2
LU - Lussemburgo 2
PE - Perù 2
PS - Palestinian Territory 2
SY - Repubblica araba siriana 2
AO - Angola 1
BH - Bahrain 1
BW - Botswana 1
CY - Cipro 1
DO - Repubblica Dominicana 1
GE - Georgia 1
GH - Ghana 1
IR - Iran 1
JM - Giamaica 1
KH - Cambogia 1
KW - Kuwait 1
LY - Libia 1
MD - Moldavia 1
MN - Mongolia 1
MU - Mauritius 1
NI - Nicaragua 1
NO - Norvegia 1
Totale 15.497
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Città #
Singapore 973
Southend 703
Fairfield 657
Ashburn 586
Santa Clara 572
San Jose 503
Woodbridge 313
Bologna 286
Hong Kong 270
Chandler 266
Seattle 264
Wilmington 261
Houston 248
Hefei 225
Cambridge 205
Dallas 204
Princeton 184
Beijing 182
Dong Ket 174
Ann Arbor 162
Ho Chi Minh City 160
Boardman 151
Hanoi 142
Dublin 133
Seoul 124
Lauterbourg 100
Los Angeles 92
Redmond 87
Milan 86
Abidjan 83
Westminster 78
Berlin 70
Nanjing 68
Pune 67
Sofia 66
New York 65
Redondo Beach 60
Helsinki 54
Padova 54
Rome 50
Paris 48
Florence 45
Buffalo 43
Tokyo 41
Falls Church 40
Jakarta 36
San Diego 36
Jinan 35
Shenyang 35
Saint Petersburg 34
Frankfurt am Main 32
Shanghai 31
Guangzhou 30
Chicago 27
Council Bluffs 26
Haiphong 26
Hebei 25
Johannesburg 25
Pisa 25
São Paulo 25
Amsterdam 24
Bengaluru 24
Changsha 24
Hangzhou 24
Munich 23
Phoenix 23
Yubileyny 23
London 21
Medford 21
Nanchang 20
Tianjin 19
Redwood City 18
Scuola 18
Da Nang 17
Des Moines 17
Norwalk 17
Nuremberg 17
Shenzhen 17
Turku 17
Vienna 17
Dearborn 16
Fremont 15
Haikou 15
Lappeenranta 15
Española 14
Istanbul 14
Jiaxing 14
Verona 14
Minamishinagawa 13
Palermo 13
Boydton 12
Brussels 12
Falkenstein 12
Porto 12
Turin 12
Valsamoggia 12
Wuhan 12
Zhengzhou 12
Atlanta 11
Orem 11
Totale 10.355
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Nome #
Analysis of Bank Leverage via Dynamical Systems and Deep Neural Networks 259
A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market 256
Comment on: Price Discovery in High Resolution 251
Online learning of order flow and market impact with Bayesian change-point detection methods 247
Collective synchronization and high frequency systemic instabilities in financial markets 245
Measuring the propagation of financial distress with Granger-causality tail risk networks 228
From zero-intelligence to queue-reactive: limit-order-book modeling for high-frequency volatility estimation and optimal execution 222
A tale of two sentiment scales: Disentangling short-run and long-run components in multivariate sentiment dynamics 220
Order flow and price formation 211
Centrality metrics and localization in core-periphery networks 201
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics 201
Methods for Reconstructing Interbank Networks from Limited Information: A Comparison 198
Linear models for the impact of order flow on prices. I. History dependent impact models 198
Better to stay apart: asset commonality, bipartite network centrality, and investment strategies 195
When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification 185
Linear models for the impact of order flow on prices. II. The Mixture Transition Distribution model 181
Applying complexity science to air traffic management 180
Modelling time-varying interactions in complex systems: the Score Driven Kinetic Ising Model 179
Co-impact: crowding effects in institutional trading activity 176
How news affects the trading behaviour of different categories of investors in a financial market 175
Behind the price: on the role of agent’s reflexivity in financial market microstructure 173
Betweenness centrality for temporal multiplexes 173
Are trading invariants really invariant? Trading costs matter 172
Score-driven generalized fitness model for sparse and weighted temporal networks 170
Inference of the kinetic Ising model with heterogeneous missing data 167
On the equivalence between the kinetic Ising model and discrete autoregressive processes 167
The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market 164
Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact 163
Scale-free relaxation of a wave packet in a quantum well with power-law tails 163
A Large Scale Study to Understand the Relation between Twitter and Financial Market 163
Simulation-driven experimental hypotheses and design: a study of price impact and bubbles 161
Coupling News Sentiment with Web Browsing Data Improves Prediction of Intra-Day Price Dynamics 160
Modelling the Air Transport with Complex Networks: a short review 159
Beyond the Square Root: Evidence for Logarithmic Dependence of Market Impact on Size and Participation Rate 159
Unveiling the relation between herding and liquidity with trader lead-lag networks 158
When panic makes you blind: A chaotic route to systemic risk 157
Crossover from Linear to Square-Root Market Impact 157
The adaptive nature of liquidity taking in limit order books 156
The public use of early-stage scientific advances in carbon dioxide removal: a science-technology-policy-media perspective 154
Disentangling group and link persistence in dynamic stochastic block models 151
Detectability of macroscopic structures in directed asymmetric stochastic block model 151
How Tick Size Affects the High Frequency Scaling of Stock Return Distributions 150
Liquidity fluctuations and the latent dynamics of price impact 150
Estimating the Total Volume of Queries to a Search Engine 149
Optimal information diffusion in stochastic block models 148
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves 148
Multiscale Model Selection for High-Frequency Financial Data of a Large Tick Stock by Means of the Jensen–Shannon Metric 144
Identification of clusters of investors from their real trading activity in a financial market 143
New centrality and causality metrics assessing air traffic network interactions 142
Calibration and optimal execution of financial transactions in the presence of transient market impact 141
Tail Granger causalities and where to find them: Extreme risk spillovers vs spurious linkages 141
Competitive allocation of resources on a network: an agent-based model of air companies competing for the best routes 140
Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market 138
Cross-impact and no-dynamic-arbitrage 138
Multi-scale analysis of the European airspace using network community detection 137
Bayesian autoregressive online change-point detection with time-varying parameters 136
The effect of round-off error on long memory processes 135
Resolution of ranking hierarchies in directed networks 133
A machine learning approach to support decision in insider trading detection 131
How efficiency shapes market impact 131
Complex Networks in Air Transport 131
Statistical characterization of deviations from planned flight trajectories in air traffic management 130
A continuous and efficient fundamental price on the discrete order book grid 130
Network-wide assessment of 4D trajectory adjustments using an agent-based model 129
The impact of systemic and illiquidity risk on financing with risky collateral 128
Modeling shock propagation and resilience in financial temporal networks 127
How does the market react to your order flow? 127
Recommender systems for banking and financial services 127
Estimating the Total Volume of Queries to Google 127
Why is equity order flow so persistent? 127
Do firms share the same functional form of their growth rate distribution? A statistical test 126
Trip Centrality: walking on a temporal multiplex with non-instantaneous link travel time 126
Instabilities in multi-asset and multi-agent market impact games 126
Effects of memory on spreading processes in non-Markovian temporal networks 125
Toward new metrics assessing air traffic interaction 124
Mathematical and Computational Aspects of Machine Learning 124
Interbank markets and multiplex networks: centrality measures and statistical null models 121
Trading activity and price impact in parallel markets: SETS vs. off-book market at the London Stock Exchange 121
Modelling systemic price cojumps with Hawkes factor models 120
Cashtag Piggybacking: Uncovering Spam and Bot Activity in Stock Microblogs on Twitter 120
Non-Markovian temporal networks with auto- and cross-correlated link dynamics 119
An Agent Based Model of Air Traffic Management 118
Information dynamics of price and liquidity around the 2017 Bitcoin markets crash 118
Corporate payments networks and credit risk rating 116
Modeling the coupled return-spread high frequency dynamics of large tick assets 113
THE ROLE OF UNBOUNDED TIME-SCALES IN GENERATING LONG-RANGE MEMORY IN ADDITIVE MARKOVIAN PROCESSES 111
Transient Impact from the Nash Equilibrium of a Permanent Market Impact Game 110
Editorial: Spatially Embedded Complex Networks 108
Unimodal Maps Perturbed by Heteroscedastic Noise: An Application to a Financial Systems 106
Detection of intensity bursts using Hawkes processes: An application to high-frequency financial data 104
Statistical Regularities in ATM: network properties, trajectory deviations and delays 100
$FAKE: Evidence of Spam and Bot Activity in Stock Microblogs on Twitter 97
Special issue of Quantitative Finance on ‘Interlinkages and Systemic Risk’ 96
null 96
Slow Decay of Impact in Equity Markets: Insights from the ANcerno Database 95
Network-wide assessment of ATM mechanisms using an agent-based model 95
Introduction to market microstructure and heterogeneity of investors 84
Knowledge and social relatedness shape research portfolio diversification 83
Temporal mixture ensemble models for probabilistic forecasting of intraday cryptocurrency volume 83
Why Are Learned Indexes So Effective? 77
Totale 14.826
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Categoria #
all - tutte 45.209
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 45.209
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021466 0 0 0 0 0 0 0 0 0 0 92 374
2021/20221.657 105 68 173 61 191 89 55 132 94 77 347 265
2022/20231.594 138 145 71 194 152 124 81 81 288 59 117 144
2023/2024887 44 116 43 82 103 186 47 93 30 42 51 50
2024/20252.948 83 409 185 260 768 167 165 113 78 112 141 467
2025/20264.569 344 473 670 277 431 275 538 421 668 407 65 0
Totale 15.917