LILLO, FABRIZIO
 Distribuzione geografica
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Continente #
NA - Nord America 3.526
EU - Europa 3.467
AS - Asia 219
Continente sconosciuto - Info sul continente non disponibili 13
SA - Sud America 8
AF - Africa 2
OC - Oceania 2
Totale 7.237
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Nazione #
US - Stati Uniti d'America 3.518
IT - Italia 1.304
IE - Irlanda 737
SE - Svezia 520
UA - Ucraina 300
DE - Germania 249
GB - Regno Unito 117
TR - Turchia 115
FI - Finlandia 77
CN - Cina 66
RU - Federazione Russa 34
BE - Belgio 28
GR - Grecia 20
CH - Svizzera 18
FR - Francia 17
EU - Europa 12
NL - Olanda 10
CA - Canada 7
IL - Israele 7
AL - Albania 6
DK - Danimarca 6
IN - India 6
JP - Giappone 6
AT - Austria 4
PK - Pakistan 4
VN - Vietnam 4
BG - Bulgaria 3
BR - Brasile 3
EC - Ecuador 3
HK - Hong Kong 3
AU - Australia 2
CZ - Repubblica Ceca 2
ES - Italia 2
IR - Iran 2
SK - Slovacchia (Repubblica Slovacca) 2
UZ - Uzbekistan 2
A2 - ???statistics.table.value.countryCode.A2??? 1
AE - Emirati Arabi Uniti 1
AR - Argentina 1
BY - Bielorussia 1
CL - Cile 1
EE - Estonia 1
EG - Egitto 1
HR - Croazia 1
HU - Ungheria 1
IM - Isola di Man 1
KR - Corea 1
KW - Kuwait 1
LI - Liechtenstein 1
LV - Lettonia 1
MD - Moldavia 1
MK - Macedonia 1
MX - Messico 1
PL - Polonia 1
RS - Serbia 1
SG - Singapore 1
SN - Senegal 1
Totale 7.237
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Città #
Dublin 737
Chandler 607
Pisa 593
Jacksonville 578
Ashburn 284
Wilmington 207
Ann Arbor 201
Millbury 146
Boston 142
Mestre 127
Izmir 113
Lawrence 103
Scuola 95
Düsseldorf 93
San Mateo 93
New York 81
Ogden 77
Boardman 75
Washington 69
Milan 56
Bremen 39
San Paolo di Civitate 37
Woodbridge 37
Princeton 29
San Giuliano Terme 29
Brussels 28
Padova 23
Seattle 22
Berlin 20
Helsinki 18
Siena 18
Rome 16
Beijing 15
Auburn Hills 14
Bientina 14
Dearborn 14
Florence 13
Saint Petersburg 13
Fairfield 12
Athens 11
Barga 11
Cusano Milanino 11
Chicago 10
Kunming 10
Bern 9
Bologna 8
Los Angeles 8
Trento 8
Edinburgh 7
Hefei 7
London 7
Holon 6
Shanghai 6
Zhengzhou 6
Zurich 6
Bisceglie 5
Catania 5
Council Bluffs 5
Dallas 5
Las Vegas 5
Legnaro 5
Norwalk 5
Viadana 5
Vienna 5
Voghera 5
Aarhus 4
Cantagallo 4
Cremona 4
Houston 4
Livorno 4
Lucca 4
Naples 4
Tokyo 4
Turin 4
Amsterdam 3
Atlanta 3
Centro 3
Dong Ket 3
Hanover 3
Lausanne 3
Luino 3
Menlo Park 3
Mountain View 3
Palermo 3
Paris 3
Quito 3
Raleigh 3
Serra 3
Toronto 3
Vicopisano 3
Andover 2
Bari 2
Bengaluru 2
Buffalo 2
Burgas 2
Cambridge 2
Central District 2
Chapel Hill 2
Erba 2
Falkenstein 2
Totale 5.173
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Nome #
Modelling systemic price cojumps with Hawkes factor models 158
The adaptive nature of liquidity taking in limit order books 144
Mathematical and Computational Aspects of Machine Learning 135
Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact 122
Multiscale Model Selection for High-Frequency Financial Data of a Large Tick Stock by Means of the Jensen–Shannon Metric 119
The Structure of Financial Networks 114
Collective synchronization and high frequency systemic instabilities in financial markets 114
Centrality metrics and localization in core-periphery networks 110
When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification 108
How Tick Size Affects the High Frequency Scaling of Stock Return Distributions 107
Multi-scale analysis of the European airspace using network community detection 104
Calibration and optimal execution of financial transactions in the presence of transient market impact 101
How does the market react to your order flow? 99
How markets slowly digest changes in supply and demand 98
How efficiency shapes market impact 98
An Agent Based Model of Air Traffic Management 98
Optimal information diffusion in stochastic block models 97
Community characterization of heterogeneous complex systems 96
Editorial: Spatially Embedded Complex Networks 95
When panic makes you blind: A chaotic route to systemic risk 95
Coupling news sentiment with web browsing data predicts intra-day stock prices 95
Trading activity and price impact in parallel markets: SETS vs. off-book market at the London Stock Exchange 94
Statistically validated networks in bipartite complex systems 93
Competitive allocation of resources on a network: an agent-based model of air companies competing for the best routes 93
Complexity in Air Traffic Management 92
Statistical Regularities in ATM: network properties, trajectory deviations and delays 91
Market impact and trading profile of hidden orders in stock markets 90
Statistical identification with hidden Markov models of large order splitting strategies in an equity market 87
Networks in Finance 86
Economic sector identification in a set of stocks traded at the New York Stock Exchange 85
Applying complexity science to air traffic management 84
Market reaction to a bid-ask spread change: A power-law relaxation dynamics 82
The impact of systemic and illiquidity risk on financing with risky collateral 82
Scale-free relaxation of a wave packet in a quantum well with power-law tails 82
Segmentation algorithm for non-stationary compound Poisson processes. With an application to inventory time series of market members in a financial market 82
Diffusive behavior and the modeling of characteristic times in limit order executions 81
Special issue ofQuantitative Financeon ‘Interlinkages and Systemic Risk’ 80
The effect of round-off error on long memory processes 80
Optimal execution with non-linear transient market impact 80
When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators 79
Modeling foreign exchange market activity around macroeconomic news: Hawkes-process approach 79
Econophysics and the challenge of efficiency 79
Tick size and price diffusion 79
Statistical characterization of deviations from planned flight trajectories in air traffic management 77
The multiplex structure of interbank networks 76
Disentangling bipartite and core-periphery structure in financial networks 76
Do firms share the same functional form of their growth rate distribution? A statistical test 75
Complex Networks in Air Transport 75
A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market 75
null 74
Interbank markets and multiplex networks: centrality measures and statistical null models 74
A continuous and efficient fundamental price on the discrete order book grid 73
A Large Scale Study to Understand the Relation between Twitter and Financial Market 72
Statistics of order flow 71
Modelling the Air Transport with Complex Networks: a short review 71
Why is equity order flow so persistent? 70
Identification of clusters of investors from their real trading activity in a financial market 68
ELSA Project: Toward a complex network approach to ATM delays analysis 68
THE ROLE OF UNBOUNDED TIME-SCALES IN GENERATING LONG-RANGE MEMORY IN ADDITIVE MARKOVIAN PROCESSES 67
How news affects the trading behaviour of different categories of investors in a financial market 65
Comment on: Price Discovery in High Resolution 64
Network-wide assessment of 4D trajectory adjustments using an agent-based model 64
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics 64
Trip Centrality: walking on a temporal multiplex with non-instantaneous link travel time 63
Clusters of investors around initial public offering 62
Correlation, hierarchies, and networks in financial markets 60
Detectability of macroscopic structures in directed asymmetric stochastic block model 59
Liquidity fluctuations and the latent dynamics of price impact 59
Disentangling group and link persistence in dynamic stochastic block models 59
Cashtag Piggybacking: Uncovering Spam and Bot Activity in Stock Microblogs on Twitter 58
Co-impact: crowding effects in institutional trading activity 58
Methods for Reconstructing Interbank Networks from Limited Information: A Comparison 55
Modeling the coupled return-spread high frequency dynamics of large tick assets 55
$FAKE: Evidence of Spam and Bot Activity in Stock Microblogs on Twitter 54
Better to stay apart: asset commonality, bipartite network centrality, and investment strategies 53
Toward new metrics assessing air traffic interaction 53
Behind the price: on the role of agent’s reflexivity in financial market microstructure 52
A tale of two sentiment scales: Disentangling short-run and long-run components in multivariate sentiment dynamics 51
Non-Markovian temporal networks with auto- and cross-correlated link dynamics 51
Beyond the Square Root: Evidence for Logarithmic Dependence of Market Impact on Size and Participation Rate 47
Inference of the kinetic Ising model with heterogeneous missing data 47
Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction 44
Recommender systems for banking and financial services 42
Measuring the propagation of financial distress with Granger-causality tail risk networks 42
Corporate payments networks and credit risk rating 41
Slow Decay of Impact in Equity Markets: Insights from the ANcerno Database 41
Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market 39
The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market 37
Cross-impact and no-dynamic-arbitrage 36
Resolution of ranking hierarchies in directed networks 36
Detection of intensity bursts using Hawkes processes: An application to high-frequency financial data 35
Effects of memory on spreading processes in non-Markovian temporal networks 35
Introduction to market microstructure and heterogeneity of investors 35
Crossover from Linear to Square-Root Market Impact 35
From zero-intelligence to queue-reactive: limit-order-book modeling for high-frequency volatility estimation and optimal execution 34
Strategic Allocation of Flight Plans in Air Traffic Management: An Evolutionary Point of View 33
Estimating the Total Volume of Queries to Google 33
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves 32
The role of volume in order book dynamics: a multivariate Hawkes process analysis 32
Online Learning of Order Flow and Market Impact with Bayesian Change-Point Detection Methods 26
Totale 7.270
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Categoria #
all - tutte 30.817
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 30.817
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2018/2019126 0 0 0 0 0 0 0 0 0 4 8 114
2019/2020531 48 63 4 8 67 12 94 21 61 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
2023/2024945 105 41 121 41 74 256 54 67 135 51 0 0
Totale 7.527