LILLO, FABRIZIO
LILLO, FABRIZIO
DIPARTIMENTO DI MATEMATICA
Docenti di ruolo di Ia fascia
$FAKE: Evidence of Spam and Bot Activity in Stock Microblogs on Twitter
2018 S Cresci, F Lillo, D Regoli, S Tardelli, M Tesconi
A continuous and efficient fundamental price on the discrete order book grid
2018 Bonart, Julius; Lillo, Fabrizio*
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.
A Large Scale Study to Understand the Relation between Twitter and Financial Market
2016 Cazzoli Lorenzo; Sharma Rajesh; Treccani Michele; Lillo Fabrizio
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics
2021 Buccheri, Giuseppe; Bormetti, Giacomo; Corsi, Fulvio; Lillo, Fabrizio
A tale of two sentiment scales: Disentangling short-run and long-run components in multivariate sentiment dynamics
2022 Danilo Vassallo; Giacomo Bormetti; Fabrizio Lillo
An Agent Based Model of Air Traffic Management
2013 Bongiorno C.; Mantegna R.N.; Miccichè S.; Gurtner G.; Lillo F.; Valori L.; Ducci M.; Monechi B.; Pozzi S.
Analysis of Bank Leverage via Dynamical Systems and Deep Neural Networks
2023 Lillo, F; Livieri, G; Marmi, S; Solomko, A; Vaienti, S
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
Are trading invariants really invariant? Trading costs matter
2020 Bucci F.; Lillo F.; Bouchaud J.-P.; Benzaquen M.
Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction
2018 Di Gangi, Domenico; Lillo, Fabrizio; Pirino, Davide*
Behind the price: on the role of agent’s reflexivity in financial market microstructure
2017 Barucca, Paolo; Lillo, Fabrizio
Better to stay apart: asset commonality, bipartite network centrality, and investment strategies
2021 Flori, Andrea; Lillo, Fabrizio; Pammolli, Fabio; Spelta, Alessandro
Betweenness centrality for temporal multiplexes
2021 Zaoli S.; Mazzarisi P.; Lillo F.
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
Calibration and optimal execution of financial transactions in the presence of transient market impact
2012 Busseti E; Lillo F
Cashtag Piggybacking: Uncovering Spam and Bot Activity in Stock Microblogs on Twitter
2019 Cresci, Stefano; Lillo, Fabrizio; Regoli, Daniele; Tardelli, Serena; Tesconi, Maurizio
Centrality metrics and localization in core-periphery networks
2016 Barucca Paolo; Tantari Daniele; Lillo Fabrizio
Clusters of investors around initial public offering
2019 Baltakienė, Margarita; Baltakys, Kęstutis; Kanniainen, Juho; Pedreschi, Dino; Lillo, Fabrizio
Co-impact: crowding effects in institutional trading activity
2020 Bucci, F.; Mastromatteo, I.; Eisler, Z.; Lillo, F.; Bouchaud, J.-P.; Lehalle, C.-A.