LILLO, FABRIZIO
 Distribuzione geografica
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Continente #
NA - Nord America 6.771
EU - Europa 4.886
AS - Asia 4.088
SA - Sud America 755
AF - Africa 85
Continente sconosciuto - Info sul continente non disponibili 14
OC - Oceania 10
Totale 16.609
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Nazione #
US - Stati Uniti d'America 6.658
IT - Italia 1.597
CN - Cina 1.307
SG - Singapore 1.151
RU - Federazione Russa 842
IE - Irlanda 741
KR - Corea 706
BR - Brasile 637
SE - Svezia 540
UA - Ucraina 307
DE - Germania 299
HK - Hong Kong 283
TR - Turchia 239
GB - Regno Unito 195
VN - Vietnam 180
FI - Finlandia 88
CA - Canada 56
ID - Indonesia 49
AR - Argentina 44
FR - Francia 39
MX - Messico 36
IN - India 35
NL - Olanda 34
ZA - Sudafrica 33
JP - Giappone 32
BE - Belgio 29
PL - Polonia 29
ES - Italia 25
EC - Ecuador 24
GR - Grecia 23
CH - Svizzera 21
BD - Bangladesh 20
AT - Austria 15
EU - Europa 12
AE - Emirati Arabi Uniti 11
IQ - Iraq 11
CL - Cile 10
AL - Albania 9
IL - Israele 9
PK - Pakistan 9
PY - Paraguay 9
VE - Venezuela 9
AU - Australia 8
MA - Marocco 8
CZ - Repubblica Ceca 7
DK - Danimarca 7
LT - Lituania 7
TN - Tunisia 7
BG - Bulgaria 6
HN - Honduras 6
KE - Kenya 6
UY - Uruguay 6
UZ - Uzbekistan 6
BO - Bolivia 5
EG - Egitto 5
JO - Giordania 5
PE - Perù 5
AZ - Azerbaigian 4
CO - Colombia 4
CR - Costa Rica 4
KZ - Kazakistan 4
DZ - Algeria 3
ET - Etiopia 3
HU - Ungheria 3
IR - Iran 3
MU - Mauritius 3
NI - Nicaragua 3
OM - Oman 3
PT - Portogallo 3
AF - Afghanistan, Repubblica islamica di 2
BY - Bielorussia 2
CI - Costa d'Avorio 2
EE - Estonia 2
KW - Kuwait 2
MK - Macedonia 2
MY - Malesia 2
RO - Romania 2
RS - Serbia 2
SK - Slovacchia (Repubblica Slovacca) 2
TT - Trinidad e Tobago 2
UG - Uganda 2
A2 - ???statistics.table.value.countryCode.A2??? 1
AO - Angola 1
BA - Bosnia-Erzegovina 1
BB - Barbados 1
BH - Bahrain 1
BZ - Belize 1
CD - Congo 1
CG - Congo 1
DJ - Gibuti 1
DM - Dominica 1
DO - Repubblica Dominicana 1
GA - Gabon 1
GE - Georgia 1
GF - Guiana Francese 1
GH - Ghana 1
GN - Guinea 1
GT - Guatemala 1
GY - Guiana 1
HR - Croazia 1
Totale 16.580
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Città #
Dallas 922
Dublin 739
Ashburn 726
Seoul 706
Pisa 656
Chandler 607
Jacksonville 579
Singapore 534
Boardman 456
Moscow 307
Hong Kong 275
Hefei 257
Wilmington 216
Beijing 211
Ann Arbor 201
Boston 168
New York 158
Millbury 146
Los Angeles 142
Mestre 127
Kent 125
The Dalles 124
Izmir 113
Istanbul 109
Lawrence 103
Düsseldorf 95
Scuola 95
Milan 94
San Mateo 93
Ogden 78
Chicago 77
Washington 69
Ho Chi Minh City 67
Santa Clara 56
São Paulo 55
Rome 47
Bremen 40
Shanghai 40
Guangzhou 39
Jakarta 38
North Bergen 38
Hanoi 37
San Paolo di Civitate 37
Woodbridge 37
Buffalo 35
Florence 33
Seattle 32
Brussels 29
Munich 29
Princeton 29
San Giuliano Terme 29
Tokyo 29
Warsaw 28
Brooklyn 27
Salt Lake City 26
London 25
Orem 25
Rio de Janeiro 25
Wuhan 24
Montreal 23
Padova 23
Helsinki 21
Johannesburg 21
Belo Horizonte 20
Berlin 20
Stockholm 20
Siena 19
Columbus 17
Denver 15
Phoenix 15
Shenzhen 15
Auburn Hills 14
Bientina 14
Council Bluffs 14
Dearborn 14
Houston 14
Mexico City 14
Salvador 14
Tampa 14
Turin 14
Athens 13
Atlanta 13
Quito 13
Saint Petersburg 13
Assago 12
Bologna 12
Chennai 12
Fairfield 12
San Francisco 12
Amsterdam 11
Barga 11
Campinas 11
Cusano Milanino 11
Toronto 11
Ankara 10
Catania 10
Edinburgh 10
Kunming 10
San Jose 10
Zhengzhou 10
Totale 10.846
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Nome #
Mathematical and Computational Aspects of Machine Learning 271
Modelling systemic price cojumps with Hawkes factor models 271
Collective synchronization and high frequency systemic instabilities in financial markets 226
Centrality metrics and localization in core-periphery networks 214
The adaptive nature of liquidity taking in limit order books 205
Calibration and optimal execution of financial transactions in the presence of transient market impact 201
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics 195
A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market 190
Applying complexity science to air traffic management 181
How markets slowly digest changes in supply and demand 179
Coupling news sentiment with web browsing data predicts intra-day stock prices 179
When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification 178
Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact 176
A tale of two sentiment scales: Disentangling short-run and long-run components in multivariate sentiment dynamics 175
An Agent Based Model of Air Traffic Management 174
Multi-scale analysis of the European airspace using network community detection 173
Liquidity fluctuations and the latent dynamics of price impact 173
Multiscale Model Selection for High-Frequency Financial Data of a Large Tick Stock by Means of the Jensen–Shannon Metric 172
Community characterization of heterogeneous complex systems 165
The impact of systemic and illiquidity risk on financing with risky collateral 165
Optimal information diffusion in stochastic block models 165
The Structure of Financial Networks 163
Clusters of investors around initial public offering 162
Competitive allocation of resources on a network: an agent-based model of air companies competing for the best routes 160
A Large Scale Study to Understand the Relation between Twitter and Financial Market 160
A continuous and efficient fundamental price on the discrete order book grid 160
A machine learning approach to support decision in insider trading detection 159
When panic makes you blind: A chaotic route to systemic risk 157
How Tick Size Affects the High Frequency Scaling of Stock Return Distributions 157
How does the market react to your order flow? 156
Statistically validated networks in bipartite complex systems 156
When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators 154
Cashtag Piggybacking: Uncovering Spam and Bot Activity in Stock Microblogs on Twitter 154
Statistical Regularities in ATM: network properties, trajectory deviations and delays 151
Disentangling bipartite and core-periphery structure in financial networks 151
Comment on: Price Discovery in High Resolution 151
How efficiency shapes market impact 150
Editorial: Spatially Embedded Complex Networks 149
Trading activity and price impact in parallel markets: SETS vs. off-book market at the London Stock Exchange 148
Network-wide assessment of 4D trajectory adjustments using an agent-based model 148
Behind the price: on the role of agent’s reflexivity in financial market microstructure 148
Online Learning of Order Flow and Market Impact with Bayesian Change-Point Detection Methods 147
Complexity in Air Traffic Management 147
Detection of intensity bursts using Hawkes processes: An application to high-frequency financial data 146
Detectability of macroscopic structures in directed asymmetric stochastic block model 146
Toward new metrics assessing air traffic interaction 145
Networks in Finance 144
Bayesian autoregressive online change-point detection with time-varying parameters 143
Market reaction to a bid-ask spread change: A power-law relaxation dynamics 143
Effects of memory on spreading processes in non-Markovian temporal networks 143
Crossover from Linear to Square-Root Market Impact 143
Statistical identification with hidden Markov models of large order splitting strategies in an equity market 142
Market impact and trading profile of hidden orders in stock markets 142
Statistical characterization of deviations from planned flight trajectories in air traffic management 141
Diffusive behavior and the modeling of characteristic times in limit order executions 141
Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction 140
Disentangling group and link persistence in dynamic stochastic block models 140
The multiplex structure of interbank networks 139
Modeling foreign exchange market activity around macroeconomic news: Hawkes-process approach 138
Beyond the Square Root: Evidence for Logarithmic Dependence of Market Impact on Size and Participation Rate 138
Non-Markovian temporal networks with auto- and cross-correlated link dynamics 138
Scale-free relaxation of a wave packet in a quantum well with power-law tails 137
$FAKE: Evidence of Spam and Bot Activity in Stock Microblogs on Twitter 136
Optimal execution with non-linear transient market impact 136
Complex Networks in Air Transport 135
Econophysics and the challenge of efficiency 135
Economic sector identification in a set of stocks traded at the New York Stock Exchange 134
Segmentation algorithm for non-stationary compound Poisson processes. With an application to inventory time series of market members in a financial market 134
Tick size and price diffusion 133
The effect of round-off error on long memory processes 132
Modelling time-varying interactions in complex systems: the Score Driven Kinetic Ising Model 131
Inference of the kinetic Ising model with heterogeneous missing data 129
Measuring price impact and information content of trades in a time-varying setting 128
Better to stay apart: asset commonality, bipartite network centrality, and investment strategies 128
Special issue ofQuantitative Financeon ‘Interlinkages and Systemic Risk’ 124
Identification of clusters of investors from their real trading activity in a financial market 124
Tail Granger causalities and where to find them : extreme risk spillovers vs spurious linkages 123
Interbank markets and multiplex networks: centrality measures and statistical null models 123
Betweenness centrality for temporal multiplexes 122
From zero-intelligence to queue-reactive: limit-order-book modeling for high-frequency volatility estimation and optimal execution 122
Statistics of order flow 122
Modelling the Air Transport with Complex Networks: a short review 122
Why is equity order flow so persistent? 122
Trip Centrality: walking on a temporal multiplex with non-instantaneous link travel time 120
Correlation, hierarchies, and networks in financial markets 120
Do firms share the same functional form of their growth rate distribution? A statistical test 119
Methods for Reconstructing Interbank Networks from Limited Information: A Comparison 119
How news affects the trading behaviour of different categories of investors in a financial market 118
Co-impact: crowding effects in institutional trading activity 117
THE ROLE OF UNBOUNDED TIME-SCALES IN GENERATING LONG-RANGE MEMORY IN ADDITIVE MARKOVIAN PROCESSES 115
Estimating the Total Volume of Queries to Google 113
Cross-impact and no-dynamic-arbitrage 112
Introduction to market microstructure and heterogeneity of investors 111
Recommender systems for banking and financial services 111
Resolution of ranking hierarchies in directed networks 111
Modeling the coupled return-spread high frequency dynamics of large tick assets 109
Corporate payments networks and credit risk rating 107
Are trading invariants really invariant? Trading costs matter 106
On the equivalence between the kinetic Ising model and discrete autoregressive processes 106
Measuring the propagation of financial distress with Granger-causality tail risk networks 106
Totale 14.720
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Categoria #
all - tutte 70.901
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 70.901
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021638 0 0 0 0 0 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
2024/20254.095 146 53 159 281 519 56 125 154 948 315 595 744
2025/20265.084 658 957 1.412 1.051 786 220 0 0 0 0 0 0
Totale 16.929