CRIS Current Research Information System

LILLO, FABRIZIO
 Distribuzione geografica
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Continente #
NA - Nord America 5.608
AS - Asia 3.640
EU - Europa 3.604
AF - Africa 211
SA - Sud America 211
OC - Oceania 10
Continente sconosciuto - Info sul continente non disponibili 1
Totale 13.285
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Nazione #
US - Stati Uniti d'America 5.565
SG - Singapore 1.294
CN - Cina 1.123
IT - Italia 1.103
GB - Regno Unito 860
DE - Germania 457
VN - Vietnam 367
HK - Hong Kong 283
IN - India 274
RU - Federazione Russa 253
FR - Francia 190
BR - Brasile 149
SE - Svezia 140
IE - Irlanda 129
KR - Corea 124
CI - Costa d'Avorio 83
FI - Finlandia 82
ZA - Sudafrica 75
NL - Olanda 70
BG - Bulgaria 66
EE - Estonia 61
ID - Indonesia 46
UA - Ucraina 46
JP - Giappone 41
AR - Argentina 34
AT - Austria 32
SC - Seychelles 30
CA - Canada 26
ES - Italia 20
CH - Svizzera 18
PK - Pakistan 18
PL - Polonia 18
TR - Turchia 15
BE - Belgio 13
MX - Messico 12
TW - Taiwan 10
EC - Ecuador 8
GR - Grecia 8
MA - Marocco 8
RO - Romania 8
AU - Australia 7
DK - Danimarca 7
IQ - Iraq 7
PY - Paraguay 7
HR - Croazia 6
MY - Malesia 6
CO - Colombia 5
DZ - Algeria 5
KZ - Kazakistan 5
AL - Albania 4
IL - Israele 4
MO - Macao, regione amministrativa speciale della Cina 4
VE - Venezuela 4
CL - Cile 3
CZ - Repubblica Ceca 3
NZ - Nuova Zelanda 3
SN - Senegal 3
TG - Togo 3
AE - Emirati Arabi Uniti 2
BD - Bangladesh 2
GP - Guadalupe 2
LB - Libano 2
LT - Lituania 2
LU - Lussemburgo 2
LV - Lettonia 2
NP - Nepal 2
PH - Filippine 2
SK - Slovacchia (Repubblica Slovacca) 2
UZ - Uzbekistan 2
AO - Angola 1
AZ - Azerbaigian 1
BH - Bahrain 1
CY - Cipro 1
DO - Repubblica Dominicana 1
GT - Guatemala 1
IR - Iran 1
JO - Giordania 1
KE - Kenya 1
KG - Kirghizistan 1
NI - Nicaragua 1
NO - Norvegia 1
PE - Perù 1
PT - Portogallo 1
SA - Arabia Saudita 1
SS - ???statistics.table.value.countryCode.SS??? 1
TZ - Tanzania 1
UG - Uganda 1
Totale 13.285
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Città #
Singapore 759
Southend 703
Fairfield 657
Santa Clara 564
Ashburn 521
Woodbridge 313
Bologna 284
Chandler 266
Hong Kong 262
Seattle 262
Wilmington 261
Houston 245
Hefei 225
Cambridge 205
Dallas 202
Princeton 184
Dong Ket 174
Beijing 173
Ann Arbor 162
Boardman 148
Dublin 129
Seoul 124
Redmond 86
Abidjan 83
Los Angeles 83
Milan 82
Westminster 78
Berlin 69
Nanjing 67
Pune 67
Sofia 65
Redondo Beach 60
Padova 54
Helsinki 51
Rome 48
Ho Chi Minh City 47
New York 47
Florence 45
Falls Church 40
Paris 37
Buffalo 36
Jakarta 36
San Diego 36
Shenyang 35
Hanoi 34
Jinan 34
Saint Petersburg 34
Shanghai 28
Tokyo 26
Hebei 25
Bengaluru 24
Munich 23
Pisa 23
Yubileyny 23
Changsha 22
Chicago 22
Frankfurt am Main 22
Hangzhou 22
Guangzhou 21
Medford 21
London 19
Nanchang 19
São Paulo 19
Redwood City 18
Scuola 18
Tianjin 18
Des Moines 17
Norwalk 17
Phoenix 17
Turku 17
Amsterdam 16
Dearborn 16
Fremont 15
Haikou 15
Vienna 15
Española 14
Jiaxing 14
Lappeenranta 13
Minamishinagawa 13
Palermo 13
Verona 13
Boydton 12
Brussels 12
Porto 12
Valsamoggia 12
Istanbul 11
Nuremberg 11
Zhengzhou 11
Cesena 10
Düsseldorf 10
Taiyuan 10
Turin 10
Wuhan 10
Bühl 9
City of Westminster 9
Multan 9
Ancona 8
Brooklyn 8
Comacchio 8
Da Nang 8
Totale 9.005
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Nome #
Analysis of Bank Leverage via Dynamical Systems and Deep Neural Networks 237
A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market 218
Comment on: Price Discovery in High Resolution 216
Measuring the propagation of financial distress with Granger-causality tail risk networks 209
Collective synchronization and high frequency systemic instabilities in financial markets 207
From zero-intelligence to queue-reactive: limit-order-book modeling for high-frequency volatility estimation and optimal execution 197
A tale of two sentiment scales: Disentangling short-run and long-run components in multivariate sentiment dynamics 192
Online learning of order flow and market impact with Bayesian change-point detection methods 187
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics 181
Methods for Reconstructing Interbank Networks from Limited Information: A Comparison 178
Order flow and price formation 170
Linear models for the impact of order flow on prices. I. History dependent impact models 170
Centrality metrics and localization in core-periphery networks 168
Better to stay apart: asset commonality, bipartite network centrality, and investment strategies 166
Applying complexity science to air traffic management 165
How news affects the trading behaviour of different categories of investors in a financial market 162
Behind the price: on the role of agent’s reflexivity in financial market microstructure 158
Scale-free relaxation of a wave packet in a quantum well with power-law tails 154
Linear models for the impact of order flow on prices. II. The Mixture Transition Distribution model 153
A Large Scale Study to Understand the Relation between Twitter and Financial Market 149
Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact 147
Co-impact: crowding effects in institutional trading activity 147
Score-driven generalized fitness model for sparse and weighted temporal networks 146
Coupling News Sentiment with Web Browsing Data Improves Prediction of Intra-Day Price Dynamics 145
The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market 145
Are trading invariants really invariant? Trading costs matter 145
Crossover from Linear to Square-Root Market Impact 144
Betweenness centrality for temporal multiplexes 144
The adaptive nature of liquidity taking in limit order books 140
When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification 140
Unveiling the relation between herding and liquidity with trader lead-lag networks 140
On the equivalence between the kinetic Ising model and discrete autoregressive processes 140
Simulation-driven experimental hypotheses and design: a study of price impact and bubbles 136
Modelling time-varying interactions in complex systems: the Score Driven Kinetic Ising Model 134
Modelling the Air Transport with Complex Networks: a short review 134
Optimal information diffusion in stochastic block models 133
How Tick Size Affects the High Frequency Scaling of Stock Return Distributions 132
Multiscale Model Selection for High-Frequency Financial Data of a Large Tick Stock by Means of the Jensen–Shannon Metric 130
When panic makes you blind: A chaotic route to systemic risk 130
Beyond the Square Root: Evidence for Logarithmic Dependence of Market Impact on Size and Participation Rate 130
Identification of clusters of investors from their real trading activity in a financial market 129
Inference of the kinetic Ising model with heterogeneous missing data 129
Competitive allocation of resources on a network: an agent-based model of air companies competing for the best routes 128
Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market 127
Disentangling group and link persistence in dynamic stochastic block models 127
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves 127
Calibration and optimal execution of financial transactions in the presence of transient market impact 125
Liquidity fluctuations and the latent dynamics of price impact 125
Estimating the Total Volume of Queries to a Search Engine 123
Cross-impact and no-dynamic-arbitrage 122
The public use of early-stage scientific advances in carbon dioxide removal: a science-technology-policy-media perspective 120
Multi-scale analysis of the European airspace using network community detection 119
A continuous and efficient fundamental price on the discrete order book grid 119
The effect of round-off error on long memory processes 118
Detectability of macroscopic structures in directed asymmetric stochastic block model 118
Tail Granger causalities and where to find them: Extreme risk spillovers vs spurious linkages 117
Complex Networks in Air Transport 116
Resolution of ranking hierarchies in directed networks 116
New centrality and causality metrics assessing air traffic network interactions 116
How does the market react to your order flow? 114
Cashtag Piggybacking: Uncovering Spam and Bot Activity in Stock Microblogs on Twitter 113
How efficiency shapes market impact 112
Statistical characterization of deviations from planned flight trajectories in air traffic management 112
Modelling systemic price cojumps with Hawkes factor models 111
Why is equity order flow so persistent? 111
Trip Centrality: walking on a temporal multiplex with non-instantaneous link travel time 110
Network-wide assessment of 4D trajectory adjustments using an agent-based model 110
Trading activity and price impact in parallel markets: SETS vs. off-book market at the London Stock Exchange 109
The impact of systemic and illiquidity risk on financing with risky collateral 109
Toward new metrics assessing air traffic interaction 109
Estimating the Total Volume of Queries to Google 109
Recommender systems for banking and financial services 108
Do firms share the same functional form of their growth rate distribution? A statistical test 108
Interbank markets and multiplex networks: centrality measures and statistical null models 107
A machine learning approach to support decision in insider trading detection 106
An Agent Based Model of Air Traffic Management 106
Corporate payments networks and credit risk rating 106
Effects of memory on spreading processes in non-Markovian temporal networks 105
Modeling shock propagation and resilience in financial temporal networks 104
Information dynamics of price and liquidity around the 2017 Bitcoin markets crash 104
Instabilities in multi-asset and multi-agent market impact games 101
Modeling the coupled return-spread high frequency dynamics of large tick assets 100
THE ROLE OF UNBOUNDED TIME-SCALES IN GENERATING LONG-RANGE MEMORY IN ADDITIVE MARKOVIAN PROCESSES 100
Mathematical and Computational Aspects of Machine Learning 99
Bayesian autoregressive online change-point detection with time-varying parameters 98
Non-Markovian temporal networks with auto- and cross-correlated link dynamics 98
Editorial: Spatially Embedded Complex Networks 96
null 96
Detection of intensity bursts using Hawkes processes: An application to high-frequency financial data 94
Special issue of Quantitative Finance on ‘Interlinkages and Systemic Risk’ 89
Statistical Regularities in ATM: network properties, trajectory deviations and delays 87
Transient Impact from the Nash Equilibrium of a Permanent Market Impact Game 87
$FAKE: Evidence of Spam and Bot Activity in Stock Microblogs on Twitter 85
Slow Decay of Impact in Equity Markets: Insights from the ANcerno Database 79
Unimodal Maps Perturbed by Heteroscedastic Noise: An Application to a Financial Systems 79
Network-wide assessment of ATM mechanisms using an agent-based model 78
Introduction to market microstructure and heterogeneity of investors 75
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Knowledge and social relatedness shape research portfolio diversification 72
Totale 12.781
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Categoria #
all - tutte 40.941
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 40.941
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/20211.026 0 0 0 0 0 65 40 116 202 137 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
2025/20262.343 344 473 670 277 431 148 0 0 0 0 0 0
Totale 13.691