LILLO, FABRIZIO
 Distribuzione geografica
Salva come PNG Salva come JPEG
Continente #
EU - Europa 4.501
NA - Nord America 4.193
AS - Asia 1.226
SA - Sud America 173
AF - Africa 14
Continente sconosciuto - Info sul continente non disponibili 13
OC - Oceania 3
Totale 10.123
Salva come PNG Salva come JPEG
Nazione #
US - Stati Uniti d'America 4.175
IT - Italia 1.484
RU - Federazione Russa 825
IE - Irlanda 738
SE - Svezia 520
SG - Singapore 501
CN - Cina 402
UA - Ucraina 301
DE - Germania 261
TR - Turchia 223
BR - Brasile 157
GB - Regno Unito 121
FI - Finlandia 82
ID - Indonesia 35
BE - Belgio 29
FR - Francia 28
GR - Grecia 22
NL - Olanda 21
CH - Svizzera 19
EU - Europa 12
HK - Hong Kong 12
CA - Canada 10
AT - Austria 9
IL - Israele 8
JP - Giappone 8
DK - Danimarca 7
IN - India 7
AL - Albania 6
EC - Ecuador 6
AE - Emirati Arabi Uniti 5
BG - Bulgaria 5
MX - Messico 5
ZA - Sudafrica 5
PK - Pakistan 4
VN - Vietnam 4
AU - Australia 3
CZ - Repubblica Ceca 3
MA - Marocco 3
VE - Venezuela 3
AR - Argentina 2
AZ - Azerbaigian 2
CL - Cile 2
CR - Costa Rica 2
EG - Egitto 2
ES - Italia 2
IQ - Iraq 2
IR - Iran 2
KZ - Kazakistan 2
MK - Macedonia 2
PL - Polonia 2
SK - Slovacchia (Repubblica Slovacca) 2
TN - Tunisia 2
UZ - Uzbekistan 2
A2 - ???statistics.table.value.countryCode.A2??? 1
BD - Bangladesh 1
BO - Bolivia 1
BY - Bielorussia 1
DO - Repubblica Dominicana 1
EE - Estonia 1
HR - Croazia 1
HU - Ungheria 1
IM - Isola di Man 1
JO - Giordania 1
KE - Kenya 1
KR - Corea 1
KW - Kuwait 1
LI - Liechtenstein 1
LT - Lituania 1
LV - Lettonia 1
MD - Moldavia 1
OM - Oman 1
PE - Perù 1
PT - Portogallo 1
PY - Paraguay 1
RO - Romania 1
RS - Serbia 1
SA - Arabia Saudita 1
SN - Senegal 1
SY - Repubblica araba siriana 1
Totale 10.123
Salva come PNG Salva come JPEG
Città #
Dublin 738
Pisa 652
Chandler 607
Jacksonville 578
Boardman 453
Moscow 300
Ashburn 290
Singapore 262
Wilmington 207
Ann Arbor 201
Millbury 146
Boston 142
Mestre 127
Izmir 113
Istanbul 106
Lawrence 103
The Dalles 97
Düsseldorf 95
Scuola 95
San Mateo 93
New York 82
Milan 79
Ogden 78
Washington 69
Beijing 39
Bremen 39
Santa Clara 38
North Bergen 37
San Paolo di Civitate 37
Shanghai 37
Woodbridge 37
Jakarta 35
Guangzhou 31
Rome 30
Brussels 29
Princeton 29
San Giuliano Terme 29
Los Angeles 24
Florence 23
Padova 23
Seattle 22
Wuhan 22
Helsinki 21
Berlin 20
Siena 19
Auburn Hills 14
Bientina 14
Dearborn 14
Athens 13
Saint Petersburg 13
Chicago 12
Fairfield 12
Shenzhen 12
Barga 11
Bologna 11
Cusano Milanino 11
Turin 11
Kunming 10
São Paulo 10
Bern 9
Jiaxing 9
Jinhua 9
London 8
Trento 8
Yiwu 8
Council Bluffs 7
Edinburgh 7
Hefei 7
Lormont 7
Catania 6
Holon 6
Livorno 6
Rio de Janeiro 6
Vienna 6
Zhengzhou 6
Zurich 6
Belo Horizonte 5
Bisceglie 5
Dallas 5
Heze 5
Hong Kong 5
Las Vegas 5
Legnaro 5
Lucca 5
Norwalk 5
Quito 5
Tokyo 5
Toronto 5
Viadana 5
Voghera 5
Aarhus 4
Assago 4
Cantagallo 4
Cremona 4
Fuzhou 4
Houston 4
Lappeenranta 4
Naples 4
Nuremberg 4
Paris 4
Totale 6.733
Salva come PNG Salva come JPEG
Nome #
Mathematical and Computational Aspects of Machine Learning 196
Modelling systemic price cojumps with Hawkes factor models 194
The adaptive nature of liquidity taking in limit order books 168
Collective synchronization and high frequency systemic instabilities in financial markets 147
How markets slowly digest changes in supply and demand 144
Centrality metrics and localization in core-periphery networks 138
Calibration and optimal execution of financial transactions in the presence of transient market impact 135
Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact 135
Multiscale Model Selection for High-Frequency Financial Data of a Large Tick Stock by Means of the Jensen–Shannon Metric 135
When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification 131
The Structure of Financial Networks 130
Community characterization of heterogeneous complex systems 127
An Agent Based Model of Air Traffic Management 123
How Tick Size Affects the High Frequency Scaling of Stock Return Distributions 123
Coupling news sentiment with web browsing data predicts intra-day stock prices 120
Multi-scale analysis of the European airspace using network community detection 120
Optimal information diffusion in stochastic block models 118
Statistically validated networks in bipartite complex systems 117
When panic makes you blind: A chaotic route to systemic risk 117
How does the market react to your order flow? 114
Applying complexity science to air traffic management 114
Statistical Regularities in ATM: network properties, trajectory deviations and delays 113
Editorial: Spatially Embedded Complex Networks 112
Complexity in Air Traffic Management 111
How efficiency shapes market impact 111
A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market 111
Statistical identification with hidden Markov models of large order splitting strategies in an equity market 110
Networks in Finance 110
The impact of systemic and illiquidity risk on financing with risky collateral 109
Market impact and trading profile of hidden orders in stock markets 108
Competitive allocation of resources on a network: an agent-based model of air companies competing for the best routes 108
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics 108
Trading activity and price impact in parallel markets: SETS vs. off-book market at the London Stock Exchange 106
Econophysics and the challenge of efficiency 106
Disentangling bipartite and core-periphery structure in financial networks 105
Market reaction to a bid-ask spread change: A power-law relaxation dynamics 104
Diffusive behavior and the modeling of characteristic times in limit order executions 102
A continuous and efficient fundamental price on the discrete order book grid 101
Liquidity fluctuations and the latent dynamics of price impact 100
When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators 99
Economic sector identification in a set of stocks traded at the New York Stock Exchange 99
Modeling foreign exchange market activity around macroeconomic news: Hawkes-process approach 98
A Large Scale Study to Understand the Relation between Twitter and Financial Market 98
Clusters of investors around initial public offering 98
Segmentation algorithm for non-stationary compound Poisson processes. With an application to inventory time series of market members in a financial market 98
A tale of two sentiment scales: Disentangling short-run and long-run components in multivariate sentiment dynamics 97
Statistical characterization of deviations from planned flight trajectories in air traffic management 97
Special issue ofQuantitative Financeon ‘Interlinkages and Systemic Risk’ 95
Scale-free relaxation of a wave packet in a quantum well with power-law tails 95
The multiplex structure of interbank networks 94
Tick size and price diffusion 94
Optimal execution with non-linear transient market impact 93
Interbank markets and multiplex networks: centrality measures and statistical null models 92
The effect of round-off error on long memory processes 92
Do firms share the same functional form of their growth rate distribution? A statistical test 91
Comment on: Price Discovery in High Resolution 91
Complex Networks in Air Transport 90
Network-wide assessment of 4D trajectory adjustments using an agent-based model 90
Statistics of order flow 89
Detectability of macroscopic structures in directed asymmetric stochastic block model 88
Cashtag Piggybacking: Uncovering Spam and Bot Activity in Stock Microblogs on Twitter 88
Why is equity order flow so persistent? 87
Identification of clusters of investors from their real trading activity in a financial market 87
Modelling the Air Transport with Complex Networks: a short review 86
Trip Centrality: walking on a temporal multiplex with non-instantaneous link travel time 83
Behind the price: on the role of agent’s reflexivity in financial market microstructure 83
Better to stay apart: asset commonality, bipartite network centrality, and investment strategies 82
ELSA Project: Toward a complex network approach to ATM delays analysis 82
How news affects the trading behaviour of different categories of investors in a financial market 82
Non-Markovian temporal networks with auto- and cross-correlated link dynamics 82
$FAKE: Evidence of Spam and Bot Activity in Stock Microblogs on Twitter 80
Correlation, hierarchies, and networks in financial markets 80
THE ROLE OF UNBOUNDED TIME-SCALES IN GENERATING LONG-RANGE MEMORY IN ADDITIVE MARKOVIAN PROCESSES 79
Co-impact: crowding effects in institutional trading activity 79
Beyond the Square Root: Evidence for Logarithmic Dependence of Market Impact on Size and Participation Rate 77
Disentangling group and link persistence in dynamic stochastic block models 76
Toward new metrics assessing air traffic interaction 75
null 74
Methods for Reconstructing Interbank Networks from Limited Information: A Comparison 72
Modeling the coupled return-spread high frequency dynamics of large tick assets 71
Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction 70
Modelling time-varying interactions in complex systems: the Score Driven Kinetic Ising Model 69
A machine learning approach to support decision in insider trading detection 68
Recommender systems for banking and financial services 68
Inference of the kinetic Ising model with heterogeneous missing data 64
From zero-intelligence to queue-reactive: limit-order-book modeling for high-frequency volatility estimation and optimal execution 62
Online Learning of Order Flow and Market Impact with Bayesian Change-Point Detection Methods 61
The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market 61
Slow Decay of Impact in Equity Markets: Insights from the ANcerno Database 60
Measuring the propagation of financial distress with Granger-causality tail risk networks 59
Corporate payments networks and credit risk rating 59
Measuring price impact and information content of trades in a time-varying setting 57
Betweenness centrality for temporal multiplexes 55
Introduction to market microstructure and heterogeneity of investors 53
Effects of memory on spreading processes in non-Markovian temporal networks 52
Tail Granger causalities and where to find them : extreme risk spillovers vs spurious linkages 50
Detection of intensity bursts using Hawkes processes: An application to high-frequency financial data 50
Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market 50
Resolution of ranking hierarchies in directed networks 50
Estimating the Total Volume of Queries to Google 49
Totale 9.531
Salva come PNG Salva come JPEG
Categoria #
all - tutte 49.477
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 49.477
Salva come PNG Salva come JPEG


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020153 0 0 0 0 0 0 0 0 0 11 141 1
2020/20211.024 109 8 160 9 100 46 72 100 60 231 27 102
2021/2022751 40 14 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
2024/20252.679 146 53 159 281 519 56 125 154 948 238 0 0
Totale 10.429