Sfoglia per Autore
Recommender systems for banking and financial services
2017 Gigli, Andrea; Lillo, Fabrizio; Regoli, Daniele
$FAKE: Evidence of Spam and Bot Activity in Stock Microblogs on Twitter
2018 Cresci, S; Lillo, F; Regoli, D; Tardelli, S; Tesconi, M
Toward new metrics assessing air traffic interaction
2018 Mazzarisi, Piero; Zaoli, Silvia; Lillo, Fabrizio; Delgado, Luis; Gurtner, Gerald
The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market
2018 Barucca, Paolo; Lillo, Fabrizio
Slow Decay of Impact in Equity Markets: Insights from the ANcerno Database
2018 Bucci, Frédéric; Benzaquen, Michael; Lillo, Fabrizio; Bouchaud, Jean-Philippe
Collective synchronization and high frequency systemic instabilities in financial markets
2018 Calcagnile, Lucio Maria; Bormetti, Giacomo; Treccani, Michele; Marmi, Stefano; Lillo, Fabrizio
Resolution of ranking hierarchies in directed networks
2018 Letizia, Elisa; Barucca, Paolo; Lillo, Fabrizio
Detection of intensity bursts using Hawkes processes: An application to high-frequency financial data
2018 Rambaldi, Marcello; Filimonov, Vladimir; Lillo, Fabrizio
Strategic Allocation of Flight Plans in Air Traffic Management: An Evolutionary Point of View
2018 Gurtner, Gérald; Lillo, Fabrizio
A continuous and efficient fundamental price on the discrete order book grid
2018 Bonart, Julius; Lillo, Fabrizio
Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market
2018 Schneider, M.; Lillo, F.; Pelizzon, L.
Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction
2018 Di Gangi, Domenico; Lillo, Fabrizio; Pirino, Davide
Disentangling group and link persistence in dynamic stochastic block models
2018 Barucca, P.; Lillo, F.; Mazzarisi, Piero; Tantari, D.
Measuring the propagation of financial distress with Granger-causality tail risk networks
2018 Corsi, Fulvio; Lillo, Fabrizio; Pirino, Davide; Trapin, Luca
Mathematical and Computational Aspects of Machine Learning
2019 Ambrosio, Luigi; Benzi, Michele; Contucci, Pierluigi; Lillo, Fabrizio
Clusters of investors around initial public offering
2019 Baltakienė, Margarita; Baltakys, Kęstutis; Kanniainen, Juho; Pedreschi, Dino; Lillo, Fabrizio
Cross-impact and no-dynamic-arbitrage
2019 Schneider, M.; Lillo, F.
Corporate payments networks and credit risk rating
2019 Letizia, Elisa; Lillo, Fabrizio
Inference of the kinetic Ising model with heterogeneous missing data
2019 Campajola, C.; Lillo, Fabrizio; Tantari, D.
Crossover from Linear to Square-Root Market Impact
2019 Bucci, Frédéric; Benzaquen, Michael; Lillo, Fabrizio; Bouchaud, Jean-Philippe
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