Mazzarisi, Piero
Mazzarisi, Piero
Classe di Scienze
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.
Betweenness centrality for temporal multiplexes
2021 Zaoli, Silvia; Mazzarisi, Piero; Lillo, Fabrizio
Detectability of macroscopic structures in directed asymmetric stochastic block model
2019 Wilinski, Mateusz; Mazzarisi, Piero; Tantari, Daniele; Lillo, Fabrizio
Disentangling group and link persistence in dynamic stochastic block models
2018 Barucca, P.; Lillo, F.; Mazzarisi, Piero; Tantari, D.
Dynamic network models with applications to finance
2019 Mazzarisi, Piero
Efficiency of the Moscow Stock Exchange before 2022
2022 Shternshis, Andrey; Mazzarisi, Piero; Marmi, Stefano
Measuring market efficiency : the Shannon entropy of high-frequency financial time series
2022 Shternshis, Andrey; Mazzarisi, Piero; Marmi, Stefano
Methods for Reconstructing Interbank Networks from Limited Information: A Comparison
2017 Mazzarisi, Piero; Lillo, Fabrizio
Network-wide assessment of 4D trajectory adjustments using an agent-based model
2019 Mazzarisi, Piero; Zaoli, Silvia; Lillo, Fabrizio; Delgado, Luis; Gurtner, Gerald; Cook, Andrew; Valput, Damir
Network-wide assessment of ATM mechanisms using an agent-based model
2021 Delgado, Luis; Gurtner, Gérald; Mazzarisi, Piero; Zaoli, Silvia; Valput, Damir; Cook, Andrew; Lillo, Fabrizio
Non-Markovian temporal networks with auto- and cross-correlated link dynamics
2022 Williams, Oliver E.; Mazzarisi, Piero; Lillo, Fabrizio; Latora, Vito
On the equivalence between the kinetic Ising model and discrete autoregressive processes
2021 Campajola, Carlo; Lillo, Fabrizio; Mazzarisi, Piero; Tantari, Daniele
Tail Granger causalities and where to find them : extreme risk spillovers vs spurious linkages
2020 Mazzarisi, Piero; Zaoli, Silvia; Campajola, Carlo; Lillo, Fabrizio
Toward new metrics assessing air traffic interaction
2018 Mazzarisi, Piero; Zaoli, Silvia; Lillo, Fabrizio; Delgado, Luis; Gurtner, Gerald
Trip Centrality: walking on a temporal multiplex with non-instantaneous link travel time
2019 Zaoli, Silvia; Mazzarisi, Piero; Lillo, Fabrizio
When panic makes you blind: A chaotic route to systemic risk
2019 Mazzarisi, Piero; Lillo, F.; Marmi, S.