Sfoglia per Autore
Economic sector identification in a set of stocks traded at the New York Stock Exchange
2007 Coronnello, C; Tumminello, M; Lillo, Fabrizio; Micciche, S; Mantegna, R. N.
Market impact and trading profile of hidden orders in stock markets
2009 Moro, E; Vicente, J; Moyano, Lg; Gerig, A; Farmer, Jd; Vaglica, G; Lillo, Fabrizio; Mantegna, Rn
Diffusive behavior and the modeling of characteristic times in limit order executions
2009 Eisler, Z; Kertesz, J; Lillo, Fabrizio; Mantegna, Rn
Econophysics and the challenge of efficiency
2009 Lillo, Fabrizio
Market reaction to a bid-ask spread change: A power-law relaxation dynamics
2009 Ponzi, A; Lillo, Fabrizio; Mantegna, Rn
How markets slowly digest changes in supply and demand
2009 Bouchaud, Jp; Farmer, Jd; Lillo, Fabrizio
Statistics of order flow
2010 Lillo, Fabrizio
Networks in Finance
2010 Lillo, Fabrizio
Statistical identification with hidden Markov models of large order splitting strategies in an equity market
2010 Vaglica, G; Lillo, Fabrizio; Mantegna, Rn
The Structure of Financial Networks
2010 Battiston, S; Glattfelder, Jb; Garlaschelli, D; Lillo, Fabrizio; Caldarelli, G; IN E., Editors; SPRINGER IN, Press
Correlation, hierarchies, and networks in financial markets
2010 Tumminello, M; Lillo, Fabrizio; Mantegna, Rn
Segmentation algorithm for non-stationary compound Poisson processes. With an application to inventory time series of market members in a financial market
2010 Toth, B; Lillo, Fabrizio; Farmer, Jd
Complexity in Air Traffic Management
2011 Zanin, M; Balbas, R; Herranz, R; Rivas, D; Vasquez, R; Blom, H; Helmke, H; Lillo, Fabrizio; Mantegna, Rn; Micciche, S; Cook, A; Tanner, G.
When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators
2011 Pantaleo, E; Tumminello, M; Lillo, Fabrizio; Mantegna, Rn
ELSA Project: Toward a complex network approach to ATM delays analysis
2011 Lillo, Fabrizio; Miccichè, S.; Mantegna, R. N.; Beato, V.; Pozzi, S.
Tick size and price diffusion
2011 La Spada, G; Farmer, Jd; Lillo, Fabrizio
Statistically validated networks in bipartite complex systems
2011 Tumminello, M; Micciche', S; Lillo, Fabrizio; Piilo, J; Mantegna, Rn
Community characterization of heterogeneous complex systems
2011 Tumminello, M; Micciche', S; Lillo, Fabrizio; Piilo, J; Varho, J; Mantegna, Rn
Statistical Regularities in ATM: network properties, trajectory deviations and delays
2012 Vitali, S.; Cipolla, M.; Mantegna, S. Miccichè R. N.; Gurtner, Gerald; Lillo, Fabrizio; Beato, V.; Pozzi, S.
Identification of clusters of investors from their real trading activity in a financial market
2012 Tumminello, M; Lillo, Fabrizio; Piilo, J; Mantegna, Rn
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