LILLO, FABRIZIO
 Distribuzione geografica
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Continente #
NA - Nord America 8.223
EU - Europa 6.323
AS - Asia 5.369
SA - Sud America 1.006
AF - Africa 181
Continente sconosciuto - Info sul continente non disponibili 16
OC - Oceania 12
Totale 21.130
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Nazione #
US - Stati Uniti d'America 8.059
RU - Federazione Russa 1.882
IT - Italia 1.723
SG - Singapore 1.441
CN - Cina 1.419
BR - Brasile 752
IE - Irlanda 743
KR - Corea 709
SE - Svezia 543
VN - Vietnam 489
HK - Hong Kong 414
DE - Germania 322
UA - Ucraina 310
TR - Turchia 257
GB - Regno Unito 232
FR - Francia 184
IN - India 137
FI - Finlandia 92
AR - Argentina 81
BD - Bangladesh 78
CA - Canada 71
ID - Indonesia 68
IQ - Iraq 65
ZA - Sudafrica 54
JP - Giappone 49
MX - Messico 47
NL - Olanda 44
EC - Ecuador 40
PK - Pakistan 39
ES - Italia 35
PL - Polonia 35
BE - Belgio 31
UZ - Uzbekistan 26
CO - Colombia 25
VE - Venezuela 25
MA - Marocco 24
GR - Grecia 23
CH - Svizzera 22
CL - Cile 22
MY - Malesia 22
PY - Paraguay 20
PH - Filippine 18
SA - Arabia Saudita 18
AE - Emirati Arabi Uniti 16
AT - Austria 16
BO - Bolivia 16
EG - Egitto 15
TN - Tunisia 15
KE - Kenya 14
IL - Israele 13
EU - Europa 12
AL - Albania 11
UY - Uruguay 11
AZ - Azerbaigian 10
DZ - Algeria 10
PE - Perù 10
AU - Australia 9
DK - Danimarca 9
OM - Oman 9
PT - Portogallo 9
CR - Costa Rica 8
CZ - Repubblica Ceca 8
JM - Giamaica 8
JO - Giordania 8
KZ - Kazakistan 8
BG - Bulgaria 7
ET - Etiopia 7
LT - Lituania 7
HN - Honduras 6
NI - Nicaragua 6
PS - Palestinian Territory 6
MU - Mauritius 5
SN - Senegal 5
BH - Bahrain 4
BY - Bielorussia 4
CI - Costa d'Avorio 4
DO - Repubblica Dominicana 4
GT - Guatemala 4
HU - Ungheria 4
KW - Kuwait 4
MN - Mongolia 4
NP - Nepal 4
UG - Uganda 4
BA - Bosnia-Erzegovina 3
IR - Iran 3
KG - Kirghizistan 3
KH - Cambogia 3
MK - Macedonia 3
MM - Myanmar 3
NG - Nigeria 3
RO - Romania 3
RS - Serbia 3
SK - Slovacchia (Repubblica Slovacca) 3
SY - Repubblica araba siriana 3
TH - Thailandia 3
XK - ???statistics.table.value.countryCode.XK??? 3
AF - Afghanistan, Repubblica islamica di 2
AO - Angola 2
CG - Congo 2
EE - Estonia 2
Totale 21.071
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Città #
Ashburn 1.058
Dallas 926
Singapore 782
Dublin 740
Seoul 708
San Jose 697
Pisa 663
Chandler 607
Moscow 587
Jacksonville 580
Boardman 458
Hong Kong 387
Hefei 257
Beijing 247
Los Angeles 221
Wilmington 216
Ann Arbor 201
New York 172
The Dalles 171
Boston 169
Ho Chi Minh City 167
Millbury 146
Mestre 127
Kent 126
Milan 122
Hanoi 114
Istanbul 114
Izmir 113
Lauterbourg 111
Lawrence 103
Düsseldorf 96
Scuola 95
San Mateo 93
Chicago 84
Ogden 78
Santa Clara 69
Washington 69
North Bergen 65
São Paulo 64
Rome 59
Orem 49
Council Bluffs 45
Jakarta 42
Bremen 40
Shanghai 40
Guangzhou 39
Tokyo 38
Buffalo 37
San Paolo di Civitate 37
Woodbridge 37
Florence 35
Rio de Janeiro 32
Seattle 32
Brooklyn 30
Brussels 30
Montreal 29
Munich 29
Princeton 29
San Giuliano Terme 29
London 28
Warsaw 28
Da Nang 27
Johannesburg 26
Salt Lake City 26
Helsinki 24
Wuhan 24
Padova 23
Frankfurt am Main 22
Stockholm 22
Baghdad 21
Belo Horizonte 21
Berlin 21
Chennai 21
Tashkent 21
Denver 20
Haiphong 19
Siena 19
Atlanta 18
Quito 18
Columbus 17
Dhaka 17
Mexico City 17
Phoenix 17
New Delhi 16
Shenzhen 16
Amsterdam 15
Houston 15
Lahore 15
Tampa 15
Auburn Hills 14
Bientina 14
Dearborn 14
Mumbai 14
Salvador 14
Santiago 14
Turin 14
Athens 13
Bologna 13
Saint Petersburg 13
Toronto 13
Totale 13.300
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Nome #
Modelling systemic price cojumps with Hawkes factor models 326
Mathematical and Computational Aspects of Machine Learning 322
Collective synchronization and high frequency systemic instabilities in financial markets 280
Centrality metrics and localization in core-periphery networks 260
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics 251
Calibration and optimal execution of financial transactions in the presence of transient market impact 240
The adaptive nature of liquidity taking in limit order books 236
A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market 234
Liquidity fluctuations and the latent dynamics of price impact 228
Coupling news sentiment with web browsing data predicts intra-day stock prices 223
When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification 222
A tale of two sentiment scales: Disentangling short-run and long-run components in multivariate sentiment dynamics 219
A machine learning approach to support decision in insider trading detection 218
Clusters of investors around initial public offering 217
The impact of systemic and illiquidity risk on financing with risky collateral 211
How markets slowly digest changes in supply and demand 210
Applying complexity science to air traffic management 210
An Agent Based Model of Air Traffic Management 208
Optimal information diffusion in stochastic block models 207
Statistically validated networks in bipartite complex systems 206
Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact 206
Multi-scale analysis of the European airspace using network community detection 205
Bayesian autoregressive online change-point detection with time-varying parameters 204
Cashtag Piggybacking : Uncovering Spam and Bot Activity in Stock Microblogs on Twitter 204
A continuous and efficient fundamental price on the discrete order book grid 204
Beyond the Square Root: Evidence for Logarithmic Dependence of Market Impact on Size and Participation Rate 199
Multiscale Model Selection for High-Frequency Financial Data of a Large Tick Stock by Means of the Jensen–Shannon Metric 199
A Large Scale Study to Understand the Relation between Twitter and Financial Market 195
Competitive allocation of resources on a network: an agent-based model of air companies competing for the best routes 194
When panic makes you blind: A chaotic route to systemic risk 193
When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators 192
Comment on: Price Discovery in High Resolution 191
Network-wide assessment of 4D trajectory adjustments using an agent-based model 191
Community characterization of heterogeneous complex systems 190
Detectability of macroscopic structures in directed asymmetric stochastic block model 189
Disentangling bipartite and core-periphery structure in financial networks 187
Online Learning of Order Flow and Market Impact with Bayesian Change-Point Detection Methods 186
The Structure of Financial Networks 184
Behind the price: on the role of agent’s reflexivity in financial market microstructure 184
Trading activity and price impact in parallel markets: SETS vs. off-book market at the London Stock Exchange 183
Non-Markovian temporal networks with auto- and cross-correlated link dynamics 183
How Tick Size Affects the High Frequency Scaling of Stock Return Distributions 182
Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction 180
Disentangling group and link persistence in dynamic stochastic block models 178
Statistical Regularities in ATM: network properties, trajectory deviations and delays 177
Market reaction to a bid-ask spread change: A power-law relaxation dynamics 177
Diffusive behavior and the modeling of characteristic times in limit order executions 176
How does the market react to your order flow? 175
Statistical characterization of deviations from planned flight trajectories in air traffic management 175
Detection of intensity bursts using Hawkes processes: An application to high-frequency financial data 175
Market impact and trading profile of hidden orders in stock markets 174
Networks in Finance 174
Effects of memory on spreading processes in non-Markovian temporal networks 173
Measuring price impact and information content of trades in a time-varying setting 172
Editorial: Spatially Embedded Complex Networks 171
Modelling time-varying interactions in complex systems: the Score Driven Kinetic Ising Model 170
Toward new metrics assessing air traffic interaction 170
How efficiency shapes market impact 169
Inference of the kinetic Ising model with heterogeneous missing data 169
Are trading invariants really invariant? Trading costs matter 168
Complexity in Air Traffic Management 168
Better to stay apart: asset commonality, bipartite network centrality, and investment strategies 167
Crossover from Linear to Square-Root Market Impact 167
Modeling foreign exchange market activity around macroeconomic news: Hawkes-process approach 166
$FAKE: Evidence of Spam and Bot Activity in Stock Microblogs on Twitter 166
From zero-intelligence to queue-reactive: limit-order-book modeling for high-frequency volatility estimation and optimal execution 165
Complex Networks in Air Transport 165
Scale-free relaxation of a wave packet in a quantum well with power-law tails 165
Statistical identification with hidden Markov models of large order splitting strategies in an equity market 164
Identification of clusters of investors from their real trading activity in a financial market 164
Tail Granger causalities and where to find them : extreme risk spillovers vs spurious linkages 163
Estimating the Total Volume of Queries to Google 163
Econophysics and the challenge of efficiency 163
The multiplex structure of interbank networks 162
Optimal execution with non-linear transient market impact 162
Betweenness centrality for temporal multiplexes 160
Economic sector identification in a set of stocks traded at the New York Stock Exchange 159
Methods for Reconstructing Interbank Networks from Limited Information: A Comparison 159
Segmentation algorithm for non-stationary compound Poisson processes. With an application to inventory time series of market members in a financial market 158
Why is equity order flow so persistent? 156
Correlation, hierarchies, and networks in financial markets 155
Tick size and price diffusion 155
Introduction to market microstructure and heterogeneity of investors 154
The effect of round-off error on long memory processes 154
Do firms share the same functional form of their growth rate distribution? A statistical test 152
Measuring the propagation of financial distress with Granger-causality tail risk networks 152
Co-impact: crowding effects in institutional trading activity 152
On the equivalence between the kinetic Ising model and discrete autoregressive processes 151
Recommender systems for banking and financial services 150
Network-wide assessment of ATM mechanisms using an agent-based model 148
Cross-impact and no-dynamic-arbitrage 148
Statistics of order flow 145
Special issue ofQuantitative Financeon ‘Interlinkages and Systemic Risk’ 145
Modelling the Air Transport with Complex Networks: a short review 144
Trip Centrality: walking on a temporal multiplex with non-instantaneous link travel time 144
Interbank markets and multiplex networks: centrality measures and statistical null models 143
Modeling the coupled return-spread high frequency dynamics of large tick assets 142
Resolution of ranking hierarchies in directed networks 142
Dimensionality reduction techniques to support insider trading detection 137
Slow Decay of Impact in Equity Markets: Insights from the ANcerno Database 137
Totale 18.308
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Categoria #
all - tutte 77.952
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 77.952
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021360 0 0 0 0 0 0 0 0 0 231 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
2025/20269.627 658 957 1.412 1.051 786 446 1.566 609 1.373 769 0 0
Totale 21.472