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Mostrati risultati da 1 a 20 di 119
Titolo Data di pubblicazione Autori Tipo File
Economic sector identification in a set of stocks traded at the New York Stock Exchange 2007 LILLO, FABRIZIO + 4.1 Contributo in Atti di convegno
Market reaction to a bid-ask spread change: A power-law relaxation dynamics 2009 LILLO, FABRIZIO + 1.1 Articolo in rivista
Econophysics and the challenge of efficiency 2009 LILLO, FABRIZIO 1.1 Articolo in rivista
Market impact and trading profile of hidden orders in stock markets 2009 LILLO, FABRIZIO + 1.1 Articolo in rivista
How markets slowly digest changes in supply and demand 2009 LILLO, FABRIZIO + 2.1 Contributo in volume (Capitolo o Saggio)
Diffusive behavior and the modeling of characteristic times in limit order executions 2009 LILLO, FABRIZIO + 1.1 Articolo in rivista
Networks in Finance 2010 LILLO, FABRIZIO 2.4 Voce (in dizionario o enciclopedia)
Statistics of order flow 2010 LILLO, FABRIZIO 2.4 Voce (in dizionario o enciclopedia)
The Structure of Financial Networks 2010 LILLO, FABRIZIO + 2.1 Contributo in volume (Capitolo o Saggio)
Segmentation algorithm for non-stationary compound Poisson processes. With an application to inventory time series of market members in a financial market 2010 LILLO, FABRIZIO + 1.1 Articolo in rivista
Statistical identification with hidden Markov models of large order splitting strategies in an equity market 2010 LILLO, FABRIZIO + 1.1 Articolo in rivista
Correlation, hierarchies, and networks in financial markets 2010 LILLO, FABRIZIO + 1.1 Articolo in rivista
Complexity in Air Traffic Management 2011 LILLO, FABRIZIO + 2.1 Contributo in volume (Capitolo o Saggio)
ELSA Project: Toward a complex network approach to ATM delays analysis 2011 LILLO, FABRIZIO + 4.1 Contributo in Atti di convegno
Tick size and price diffusion 2011 LILLO, FABRIZIO + 2.1 Contributo in volume (Capitolo o Saggio)
Statistically validated networks in bipartite complex systems 2011 LILLO, FABRIZIO + 1.1 Articolo in rivista
When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators 2011 LILLO, FABRIZIO + 1.1 Articolo in rivista
Community characterization of heterogeneous complex systems 2011 LILLO, FABRIZIO + 1.1 Articolo in rivista
Identification of clusters of investors from their real trading activity in a financial market 2012 LILLO, FABRIZIO + 1.1 Articolo in rivista
Calibration and optimal execution of financial transactions in the presence of transient market impact 2012 LILLO, FABRIZIO + 1.1 Articolo in rivista
Mostrati risultati da 1 a 20 di 119
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