LILLO, FABRIZIO
 Distribuzione geografica
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Continente #
NA - Nord America 9.997
EU - Europa 6.757
AS - Asia 5.665
SA - Sud America 1.043
Continente sconosciuto - Info sul continente non disponibili 377
AF - Africa 187
OC - Oceania 12
Totale 24.038
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Nazione #
US - Stati Uniti d'America 9.773
IT - Italia 2.105
RU - Federazione Russa 1.882
SG - Singapore 1.526
CN - Cina 1.479
BR - Brasile 772
IE - Irlanda 743
KR - Corea 712
SE - Svezia 543
VN - Vietnam 494
HK - Hong Kong 423
DE - Germania 328
UA - Ucraina 311
TR - Turchia 258
GB - Regno Unito 245
FR - Francia 187
BD - Bangladesh 170
IN - India 137
CA - Canada 101
FI - Finlandia 92
AR - Argentina 84
JP - Giappone 76
ID - Indonesia 71
IQ - Iraq 65
ZA - Sudafrica 56
MX - Messico 53
NL - Olanda 52
EC - Ecuador 43
PK - Pakistan 39
ES - Italia 38
PL - Polonia 36
BE - Belgio 31
CO - Colombia 30
VE - Venezuela 29
UZ - Uzbekistan 26
AT - Austria 25
MY - Malesia 25
MA - Marocco 24
CH - Svizzera 23
GR - Grecia 23
CL - Cile 22
PY - Paraguay 20
PH - Filippine 19
SA - Arabia Saudita 18
AE - Emirati Arabi Uniti 17
BO - Bolivia 16
JM - Giamaica 16
KE - Kenya 16
EG - Egitto 15
TN - Tunisia 15
IL - Israele 13
AL - Albania 12
EU - Europa 12
UY - Uruguay 12
CR - Costa Rica 11
HN - Honduras 11
PE - Perù 11
AZ - Azerbaigian 10
DZ - Algeria 10
AU - Australia 9
DK - Danimarca 9
OM - Oman 9
PT - Portogallo 9
CZ - Repubblica Ceca 8
JO - Giordania 8
KZ - Kazakistan 8
BG - Bulgaria 7
ET - Etiopia 7
LT - Lituania 7
NI - Nicaragua 7
GT - Guatemala 6
PS - Palestinian Territory 6
CI - Costa d'Avorio 5
DO - Repubblica Dominicana 5
KW - Kuwait 5
LU - Lussemburgo 5
MU - Mauritius 5
NP - Nepal 5
SN - Senegal 5
BH - Bahrain 4
BY - Bielorussia 4
HU - Ungheria 4
IR - Iran 4
KG - Kirghizistan 4
MN - Mongolia 4
RS - Serbia 4
SY - Repubblica araba siriana 4
UG - Uganda 4
BA - Bosnia-Erzegovina 3
KH - Cambogia 3
MK - Macedonia 3
MM - Myanmar 3
NG - Nigeria 3
RO - Romania 3
SK - Slovacchia (Repubblica Slovacca) 3
TH - Thailandia 3
TT - Trinidad e Tobago 3
XK - ???statistics.table.value.countryCode.XK??? 3
AF - Afghanistan, Repubblica islamica di 2
AO - Angola 2
Totale 23.611
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Città #
Ashburn 1.153
Dallas 936
San Jose 833
Singapore 798
Dublin 740
Seoul 708
Council Bluffs 685
Pisa 665
Chandler 607
Moscow 587
Jacksonville 580
Boardman 459
Hong Kong 395
Beijing 260
Hefei 257
Milan 253
Los Angeles 243
New York 221
Wilmington 217
Ann Arbor 201
The Dalles 173
Boston 171
Ho Chi Minh City 170
Millbury 146
Clifton 138
Mestre 127
Kent 126
Hanoi 115
Istanbul 115
Rome 114
Izmir 113
Lauterbourg 111
Lawrence 104
Santa Clara 97
Düsseldorf 96
Scuola 95
San Mateo 93
Chicago 90
Ogden 79
Washington 72
North Bergen 65
São Paulo 64
Tokyo 64
Phoenix 54
Orem 52
Florence 49
Buffalo 48
Shanghai 43
Jakarta 42
Bremen 40
Guangzhou 40
Woodbridge 38
Figino 37
San Paolo di Civitate 37
Brooklyn 34
Seattle 34
Montreal 33
Rio de Janeiro 32
London 31
Munich 31
Brussels 30
Princeton 29
San Giuliano Terme 29
Warsaw 29
Atlanta 28
Da Nang 27
Johannesburg 26
Salt Lake City 26
Turin 25
Helsinki 24
Wuhan 24
Denver 23
Mexico City 23
Padova 23
Frankfurt am Main 22
Stockholm 22
Baghdad 21
Belo Horizonte 21
Berlin 21
Chennai 21
Columbus 21
Tashkent 21
Naples 20
Haiphong 19
Quito 19
Siena 19
Toronto 19
Houston 18
Tampa 18
Vienna 18
Dhaka 17
Amsterdam 16
Hangzhou 16
New Delhi 16
Shenzhen 16
Kuala Lumpur 15
Lahore 15
Las Vegas 15
San Francisco 15
Auburn Hills 14
Totale 14.852
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Nome #
Online Learning of Order Flow and Market Impact with Bayesian Change-Point Detection Methods 410
Modelling systemic price cojumps with Hawkes factor models 355
Mathematical and Computational Aspects of Machine Learning 337
Collective synchronization and high frequency systemic instabilities in financial markets 300
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics 283
Centrality metrics and localization in core-periphery networks 270
Liquidity fluctuations and the latent dynamics of price impact 264
How markets slowly digest changes in supply and demand 263
Bayesian autoregressive online change-point detection with time-varying parameters 261
Calibration and optimal execution of financial transactions in the presence of transient market impact 250
Beyond the Square Root: Evidence for Logarithmic Dependence of Market Impact on Size and Participation Rate 250
The adaptive nature of liquidity taking in limit order books 250
Clusters of investors around initial public offering 247
When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification 246
A tale of two sentiment scales: Disentangling short-run and long-run components in multivariate sentiment dynamics 244
When panic makes you blind: A chaotic route to systemic risk 244
Multi-scale analysis of the European airspace using network community detection 242
A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market 241
A machine learning approach to support decision in insider trading detection 238
Coupling news sentiment with web browsing data predicts intra-day stock prices 233
The impact of systemic and illiquidity risk on financing with risky collateral 232
Are trading invariants really invariant? Trading costs matter 229
Statistically validated networks in bipartite complex systems 226
Cashtag Piggybacking : Uncovering Spam and Bot Activity in Stock Microblogs on Twitter 226
Applying complexity science to air traffic management 223
Optimal information diffusion in stochastic block models 219
A continuous and efficient fundamental price on the discrete order book grid 219
An Agent Based Model of Air Traffic Management 215
Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact 215
Modeling foreign exchange market activity around macroeconomic news: Hawkes-process approach 214
A Large Scale Study to Understand the Relation between Twitter and Financial Market 211
Behind the price: on the role of agent’s reflexivity in financial market microstructure 208
Community characterization of heterogeneous complex systems 207
When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators 206
Comment on: Price Discovery in High Resolution 205
Disentangling bipartite and core-periphery structure in financial networks 204
Multiscale Model Selection for High-Frequency Financial Data of a Large Tick Stock by Means of the Jensen–Shannon Metric 204
Competitive allocation of resources on a network: an agent-based model of air companies competing for the best routes 203
Network-wide assessment of 4D trajectory adjustments using an agent-based model 201
From zero-intelligence to queue-reactive: limit-order-book modeling for high-frequency volatility estimation and optimal execution 199
Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction 196
Detectability of macroscopic structures in directed asymmetric stochastic block model 196
Trading activity and price impact in parallel markets: SETS vs. off-book market at the London Stock Exchange 195
Market reaction to a bid-ask spread change: A power-law relaxation dynamics 193
The Structure of Financial Networks 193
Introduction to market microstructure and heterogeneity of investors 193
Measuring price impact and information content of trades in a time-varying setting 192
Detection of intensity bursts using Hawkes processes: An application to high-frequency financial data 192
How Tick Size Affects the High Frequency Scaling of Stock Return Distributions 192
Disentangling group and link persistence in dynamic stochastic block models 191
Diffusive behavior and the modeling of characteristic times in limit order executions 190
Non-Markovian temporal networks with auto- and cross-correlated link dynamics 189
Modelling time-varying interactions in complex systems: the Score Driven Kinetic Ising Model 188
Better to stay apart: asset commonality, bipartite network centrality, and investment strategies 188
Statistical Regularities in ATM: network properties, trajectory deviations and delays 187
$FAKE: Evidence of Spam and Bot Activity in Stock Microblogs on Twitter 186
Estimating the Total Volume of Queries to Google 186
Betweenness centrality for temporal multiplexes 185
Econophysics and the challenge of efficiency 185
How does the market react to your order flow? 184
How efficiency shapes market impact 184
Toward new metrics assessing air traffic interaction 184
Editorial: Spatially Embedded Complex Networks 183
Effects of memory on spreading processes in non-Markovian temporal networks 183
Networks in Finance 183
Optimal execution with non-linear transient market impact 183
Statistical characterization of deviations from planned flight trajectories in air traffic management 182
Market impact and trading profile of hidden orders in stock markets 181
Inference of the kinetic Ising model with heterogeneous missing data 181
Methods for Reconstructing Interbank Networks from Limited Information: A Comparison 178
Crossover from Linear to Square-Root Market Impact 178
The multiplex structure of interbank networks 177
Complexity in Air Traffic Management 176
Complex Networks in Air Transport 176
Identification of clusters of investors from their real trading activity in a financial market 176
Tail Granger causalities and where to find them : extreme risk spillovers vs spurious linkages 175
Statistical identification with hidden Markov models of large order splitting strategies in an equity market 175
Why is equity order flow so persistent? 175
Scale-free relaxation of a wave packet in a quantum well with power-law tails 175
Network-wide assessment of ATM mechanisms using an agent-based model 171
Measuring the propagation of financial distress with Granger-causality tail risk networks 171
Economic sector identification in a set of stocks traded at the New York Stock Exchange 170
Correlation, hierarchies, and networks in financial markets 168
Do firms share the same functional form of their growth rate distribution? A statistical test 167
Segmentation algorithm for non-stationary compound Poisson processes. With an application to inventory time series of market members in a financial market 167
The effect of round-off error on long memory processes 167
On the equivalence between the kinetic Ising model and discrete autoregressive processes 162
Recommender systems for banking and financial services 162
Tick size and price diffusion 162
Co-impact: crowding effects in institutional trading activity 161
Interbank markets and multiplex networks: centrality measures and statistical null models 157
Cross-impact and no-dynamic-arbitrage 157
Special issue ofQuantitative Financeon ‘Interlinkages and Systemic Risk’ 156
Resolution of ranking hierarchies in directed networks 155
Statistics of order flow 154
Modelling the Air Transport with Complex Networks: a short review 154
Dimensionality reduction techniques to support insider trading detection 153
Modeling the coupled return-spread high frequency dynamics of large tick assets 153
Trip Centrality: walking on a temporal multiplex with non-instantaneous link travel time 152
Slow Decay of Impact in Equity Markets: Insights from the ANcerno Database 152
Totale 20.271
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Categoria #
all - tutte 91.183
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 91.183
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/2022697 0 0 3 43 42 4 19 65 64 51 31 375
2022/20233.117 214 257 170 169 183 243 7 707 967 25 119 56
2023/20241.168 105 41 121 41 74 256 54 67 135 55 20 199
2024/20254.095 146 53 159 281 519 56 125 154 948 315 595 744
2025/202610.739 658 957 1.412 1.051 786 446 1.566 609 1.373 871 514 496
2026/20271.454 563 517 374 0 0 0 0 0 0 0 0 0
Totale 24.038