LILLO, FABRIZIO
LILLO, FABRIZIO
Classe di Scienze
$FAKE: Evidence of Spam and Bot Activity in Stock Microblogs on Twitter
2018-01-01 Cresci, S; Lillo, F; Regoli, D; Tardelli, S; Tesconi, M
A continuous and efficient fundamental price on the discrete order book grid
2018-01-01 Bonart, Julius; Lillo, Fabrizio
A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market
2020-01-01 Mazzarisi, P.; Barucca, P.; Lillo, F.; Tantari, D.
A Large Scale Study to Understand the Relation between Twitter and Financial Market
2016-01-01 Cazzoli, Lorenzo; Sharma, Rajesh; Treccani, Michele; Lillo, Fabrizio
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics
2020-01-01 Buccheri, Giuseppe; Bormetti, Giacomo; Corsi, Fulvio; Lillo, Fabrizio
A tale of two sentiment scales: Disentangling short-run and long-run components in multivariate sentiment dynamics
2022-01-01 Vassallo, Danilo; Bormetti, Giacomo; Lillo, Fabrizio
An Agent Based Model of Air Traffic Management
2013-01-01 Bongiorno, C.; Mantegna, R. N.; Miccichè, S.; Gurtner, Gerald; Lillo, Fabrizio; Valori, Luca; Ducci, M.; Monechi, B.; Pozzi, S.
Applying complexity science to air traffic management
2015-01-01 Cook, Andrew; Blom, Henk A. P.; Lillo, Fabrizio; Mantegna, Rosario Nunzio; Miccichè, Salvatore; Rivas, Damián; Vázquez, Rafael; Zanin, Massimiliano
Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction
2018-01-01 Di Gangi, Domenico; Lillo, Fabrizio; Pirino, Davide
Behind the price: on the role of agent’s reflexivity in financial market microstructure
2017-01-01 Barucca, Paolo; Lillo, Fabrizio
Better to stay apart: asset commonality, bipartite network centrality, and investment strategies
2019-01-01 Flori, Andrea; Lillo, Fabrizio; Pammolli, Fabio; Spelta, Alessandro
Beyond the Square Root: Evidence for Logarithmic Dependence of Market Impact on Size and Participation Rate
2015-01-01 Zarinelli, Elia; Treccani, Michele; Farmer, J. Doyne; Lillo, Fabrizio
Calibration and optimal execution of financial transactions in the presence of transient market impact
2012-01-01 Busseti, E; Lillo, Fabrizio
Cashtag Piggybacking: Uncovering Spam and Bot Activity in Stock Microblogs on Twitter
2019-01-01 Cresci, Stefano; Lillo, Fabrizio; Regoli, Daniele; Tardelli, Serena; Tesconi, Maurizio
Centrality metrics and localization in core-periphery networks
2016-01-01 Barucca, Paolo; Tantari, Daniele; Lillo, Fabrizio
Clusters of investors around initial public offering
2019-01-01 Baltakienė, Margarita; Baltakys, Kęstutis; Kanniainen, Juho; Pedreschi, Dino; Lillo, Fabrizio
Co-impact: crowding effects in institutional trading activity
2020-01-01 Bucci, F.; Mastromatteo, I.; Eisler, Z.; Lillo, F.; Bouchaud, J. -P.; Lehalle, C. -A.
Collective synchronization and high frequency systemic instabilities in financial markets
2018-01-01 Calcagnile, Lucio Maria; Bormetti, Giacomo; Treccani, Michele; Marmi, Stefano; Lillo, Fabrizio
Comment on: Price Discovery in High Resolution
2019-01-01 Buccheri, Giuseppe; Bormetti, Giacomo; Corsi, Fulvio; Lillo, Fabrizio
Community characterization of heterogeneous complex systems
2011-01-01 Tumminello, M; Micciche', S; Lillo, Fabrizio; Piilo, J; Varho, J; Mantegna, Rn