Sfoglia per Autore
Unveiling the relation between herding and liquidity with trader lead-lag networks
2020 Campajola, Carlo; Lillo, Fabrizio; Tantari, Daniele
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.
On the equivalence between the kinetic Ising model and discrete autoregressive processes
2021 Campajola, Carlo; Lillo, Fabrizio; Mazzarisi, Piero; Tantari, Daniele
Modelling time-varying interactions in complex systems: the Score Driven Kinetic Ising Model
2022 Campajola, Carlo; Gangi, Domenico Di; Lillo, Fabrizio; Tantari, Daniele
Titolo | Data di pubblicazione | Autori | Tipo | File |
---|---|---|---|---|
Unveiling the relation between herding and liquidity with trader lead-lag networks | 2020 | Campajola, CarloLillo, FabrizioTantari, Daniele | 1.1 Articolo in rivista | |
A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market | 2020 | Mazzarisi P.Lillo F.Tantari D. + | 1.1 Articolo in rivista | |
On the equivalence between the kinetic Ising model and discrete autoregressive processes | 2021 | Lillo, FabrizioMazzarisi, PieroTantari, Daniele + | 1.1 Articolo in rivista | |
Modelling time-varying interactions in complex systems: the Score Driven Kinetic Ising Model | 2022 | Lillo, FabrizioTantari, Daniele + | 1.1 Articolo in rivista |
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