Sfoglia per Autore
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.
How does the market react to your order flow?
2012 Toth, B; Eisler, Z; Lillo, Fabrizio; Kockelkoren, J; Bouchaud, Jp; Farmer, Jd
Trading activity and price impact in parallel markets: SETS vs. off-book market at the London Stock Exchange
2012 Carollo, A; Vaglica, G; Lillo, Fabrizio; Mantegna, Rn
Scale-free relaxation of a wave packet in a quantum well with power-law tails
2013 Salvatore, Miccichè; Andreas, Buchleitner; Lillo, Fabrizio; Rosario N., Mantegna; Tobias, Paul; Sandro, Wimberger
An Agent Based Model of Air Traffic Management
2013 Bongiorno, C.; Mantegna, R. N.; Miccichè, S.; Gurtner, Gerald; Lillo, Fabrizio; Valori, Luca; Ducci, M.; Monechi, B.; Pozzi, S.
THE ROLE OF UNBOUNDED TIME-SCALES IN GENERATING LONG-RANGE MEMORY IN ADDITIVE MARKOVIAN PROCESSES
2013 Salvatore, Miccichè; Lillo, Fabrizio; ROSARIO N., Mantegna
How efficiency shapes market impact
2013 J., Doyne Farmer; Austin, Gerig; Lillo, Fabrizio; Henri, Waelbroeck
The effect of round-off error on long memory processes
2013 Gabriele La, Spada; Lillo, Fabrizio
Modelling the Air Transport with Complex Networks: a short review
2013 Zanin, M; Lillo, Fabrizio
Editorial: Spatially Embedded Complex Networks
2013 Strano, E; Zanin, M; Estrada, E; Lillo, Fabrizio
Multiscale Model Selection for High-Frequency Financial Data of a Large Tick Stock by Means of the Jensen–Shannon Metric
2014 Curato, Gianbiagio; Lillo, Fabrizio
The multiplex structure of interbank networks
2014 Bargigli, Leonardo; di Iasio, G.; Infante, L.; Lillo, Fabrizio; Pierobon, F.
Do firms share the same functional form of their growth rate distribution? A statistical test
2014 Lunardi, José T.; Miccichè, Salvatore; Lillo, Fabrizio; Mantegna, Rosario N.; Gallegati, Mauro
The adaptive nature of liquidity taking in limit order books
2014 Taranto, DAMIAN EDUARDO; Bormetti, Giacomo; Lillo, Fabrizio
Multi-scale analysis of the European airspace using network community detection
2014 Gurtner, Gerald; Vitali, Stefania; Cipolla, Marco; Lillo, Fabrizio; Mantegna, Rosario Nunzio; Miccichè, Salvatore; Pozzi, Simone
How news affects the trading behaviour of different categories of investors in a financial market
2014 Lillo, Fabrizio; Miccichè, Salvatore; Tumminello, Michele; Piilo, Jyrki; Mantegna, Rosario N.
Special issue ofQuantitative Financeon ‘Interlinkages and Systemic Risk’
2015 di Iasio, Giovanni; Gallegati, Mauro; Lillo, Fabrizio; Mantegna, Rosario N.
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
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
How Tick Size Affects the High Frequency Scaling of Stock Return Distributions
2015 Curato, Gianbiagio; Lillo, Fabrizio
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