LILLO, FABRIZIO
 Distribuzione geografica
Salva come PNG Salva come JPEG
Continente #
NA - Nord America 8.939
EU - Europa 6.519
AS - Asia 5.548
SA - Sud America 1.008
AF - Africa 182
Continente sconosciuto - Info sul continente non disponibili 16
OC - Oceania 12
Totale 22.224
Salva come PNG Salva come JPEG
Nazione #
US - Stati Uniti d'America 8.757
IT - Italia 1.903
RU - Federazione Russa 1.882
SG - Singapore 1.504
CN - Cina 1.469
BR - Brasile 753
IE - Irlanda 743
KR - Corea 711
SE - Svezia 543
VN - Vietnam 490
HK - Hong Kong 415
DE - Germania 326
UA - Ucraina 310
TR - Turchia 258
GB - Regno Unito 236
FR - Francia 186
IN - India 137
BD - Bangladesh 133
FI - Finlandia 92
AR - Argentina 81
CA - Canada 81
ID - Indonesia 68
IQ - Iraq 65
ZA - Sudafrica 54
JP - Giappone 50
MX - Messico 49
NL - Olanda 45
EC - Ecuador 40
PK - Pakistan 39
ES - Italia 35
PL - Polonia 35
BE - Belgio 31
UZ - Uzbekistan 26
VE - Venezuela 26
CO - Colombia 25
MA - Marocco 24
GR - Grecia 23
MY - Malesia 23
CH - Svizzera 22
CL - Cile 22
PY - Paraguay 20
PH - Filippine 18
SA - Arabia Saudita 18
AE - Emirati Arabi Uniti 17
AT - Austria 16
BO - Bolivia 16
EG - Egitto 15
KE - Kenya 15
TN - Tunisia 15
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
JM - Giamaica 9
OM - Oman 9
PT - Portogallo 9
CR - Costa Rica 8
CZ - Repubblica Ceca 8
HN - Honduras 8
JO - Giordania 8
KZ - Kazakistan 8
BG - Bulgaria 7
ET - Etiopia 7
LT - Lituania 7
NI - Nicaragua 7
PS - Palestinian Territory 6
KW - Kuwait 5
LU - Lussemburgo 5
MU - Mauritius 5
NP - Nepal 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
IR - Iran 4
MN - Mongolia 4
UG - Uganda 4
BA - Bosnia-Erzegovina 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
TT - Trinidad e Tobago 3
XK - ???statistics.table.value.countryCode.XK??? 3
AF - Afghanistan, Repubblica islamica di 2
AO - Angola 2
Totale 22.162
Salva come PNG Salva come JPEG
Città #
Ashburn 1.076
Dallas 929
San Jose 798
Singapore 785
Dublin 740
Seoul 708
Pisa 665
Chandler 607
Moscow 587
Jacksonville 580
Boardman 458
Council Bluffs 432
Hong Kong 388
Hefei 257
Beijing 254
Los Angeles 235
Wilmington 216
New York 209
Ann Arbor 201
Milan 195
The Dalles 173
Boston 169
Ho Chi Minh City 168
Millbury 146
Mestre 127
Kent 126
Istanbul 115
Hanoi 114
Izmir 113
Lauterbourg 111
Lawrence 103
Düsseldorf 96
Rome 96
Scuola 95
San Mateo 93
Chicago 87
Santa Clara 79
Ogden 78
Washington 71
North Bergen 65
São Paulo 64
Orem 49
Buffalo 42
Jakarta 42
Shanghai 42
Bremen 40
Guangzhou 40
Florence 38
Tokyo 38
San Paolo di Civitate 37
Woodbridge 37
Rio de Janeiro 32
Seattle 32
Montreal 31
Brooklyn 30
Brussels 30
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
Denver 21
Tashkent 21
Columbus 20
Turin 20
Atlanta 19
Haiphong 19
Mexico City 19
Siena 19
Toronto 19
Quito 18
Dhaka 17
Figino 17
Phoenix 17
Hangzhou 16
Houston 16
New Delhi 16
Shenzhen 16
Amsterdam 15
Lahore 15
Naples 15
Tampa 15
Auburn Hills 14
Bientina 14
Bologna 14
Dearborn 14
Mumbai 14
Salvador 14
Totale 14.044
Salva come PNG Salva come JPEG
Nome #
Mathematical and Computational Aspects of Machine Learning 330
Modelling systemic price cojumps with Hawkes factor models 327
Collective synchronization and high frequency systemic instabilities in financial markets 289
Centrality metrics and localization in core-periphery networks 265
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics 257
Liquidity fluctuations and the latent dynamics of price impact 250
Calibration and optimal execution of financial transactions in the presence of transient market impact 244
The adaptive nature of liquidity taking in limit order books 241
Clusters of investors around initial public offering 239
Bayesian autoregressive online change-point detection with time-varying parameters 235
A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market 235
When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification 231
Multi-scale analysis of the European airspace using network community detection 228
A machine learning approach to support decision in insider trading detection 225
Coupling news sentiment with web browsing data predicts intra-day stock prices 225
A tale of two sentiment scales: Disentangling short-run and long-run components in multivariate sentiment dynamics 224
How markets slowly digest changes in supply and demand 223
Are trading invariants really invariant? Trading costs matter 221
When panic makes you blind: A chaotic route to systemic risk 221
Cashtag Piggybacking : Uncovering Spam and Bot Activity in Stock Microblogs on Twitter 220
Applying complexity science to air traffic management 218
Statistically validated networks in bipartite complex systems 215
The impact of systemic and illiquidity risk on financing with risky collateral 215
Beyond the Square Root: Evidence for Logarithmic Dependence of Market Impact on Size and Participation Rate 215
Optimal information diffusion in stochastic block models 213
An Agent Based Model of Air Traffic Management 212
Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact 209
A continuous and efficient fundamental price on the discrete order book grid 208
A Large Scale Study to Understand the Relation between Twitter and Financial Market 203
Multiscale Model Selection for High-Frequency Financial Data of a Large Tick Stock by Means of the Jensen–Shannon Metric 202
Behind the price: on the role of agent’s reflexivity in financial market microstructure 199
Competitive allocation of resources on a network: an agent-based model of air companies competing for the best routes 198
Comment on: Price Discovery in High Resolution 197
Network-wide assessment of 4D trajectory adjustments using an agent-based model 197
Online Learning of Order Flow and Market Impact with Bayesian Change-Point Detection Methods 196
Community characterization of heterogeneous complex systems 196
When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators 195
Disentangling bipartite and core-periphery structure in financial networks 191
Detectability of macroscopic structures in directed asymmetric stochastic block model 191
Modeling foreign exchange market activity around macroeconomic news: Hawkes-process approach 190
Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction 190
From zero-intelligence to queue-reactive: limit-order-book modeling for high-frequency volatility estimation and optimal execution 188
The Structure of Financial Networks 188
Trading activity and price impact in parallel markets: SETS vs. off-book market at the London Stock Exchange 187
How Tick Size Affects the High Frequency Scaling of Stock Return Distributions 187
Non-Markovian temporal networks with auto- and cross-correlated link dynamics 187
Measuring price impact and information content of trades in a time-varying setting 185
Detection of intensity bursts using Hawkes processes: An application to high-frequency financial data 185
Introduction to market microstructure and heterogeneity of investors 184
Market reaction to a bid-ask spread change: A power-law relaxation dynamics 183
Disentangling group and link persistence in dynamic stochastic block models 183
Statistical Regularities in ATM: network properties, trajectory deviations and delays 182
Better to stay apart: asset commonality, bipartite network centrality, and investment strategies 182
Diffusive behavior and the modeling of characteristic times in limit order executions 181
How does the market react to your order flow? 180
Effects of memory on spreading processes in non-Markovian temporal networks 180
Networks in Finance 180
Statistical characterization of deviations from planned flight trajectories in air traffic management 179
Econophysics and the challenge of efficiency 178
Modelling time-varying interactions in complex systems: the Score Driven Kinetic Ising Model 177
Market impact and trading profile of hidden orders in stock markets 177
Betweenness centrality for temporal multiplexes 176
Editorial: Spatially Embedded Complex Networks 176
Inference of the kinetic Ising model with heterogeneous missing data 176
How efficiency shapes market impact 175
Toward new metrics assessing air traffic interaction 175
Complexity in Air Traffic Management 172
Estimating the Total Volume of Queries to Google 172
$FAKE: Evidence of Spam and Bot Activity in Stock Microblogs on Twitter 171
Crossover from Linear to Square-Root Market Impact 171
Identification of clusters of investors from their real trading activity in a financial market 171
Optimal execution with non-linear transient market impact 171
Tail Granger causalities and where to find them : extreme risk spillovers vs spurious linkages 170
The multiplex structure of interbank networks 168
Complex Networks in Air Transport 168
Statistical identification with hidden Markov models of large order splitting strategies in an equity market 167
Network-wide assessment of ATM mechanisms using an agent-based model 166
Scale-free relaxation of a wave packet in a quantum well with power-law tails 166
Methods for Reconstructing Interbank Networks from Limited Information: A Comparison 165
Why is equity order flow so persistent? 164
Segmentation algorithm for non-stationary compound Poisson processes. With an application to inventory time series of market members in a financial market 162
Economic sector identification in a set of stocks traded at the New York Stock Exchange 161
The effect of round-off error on long memory processes 160
Measuring the propagation of financial distress with Granger-causality tail risk networks 159
Correlation, hierarchies, and networks in financial markets 158
Recommender systems for banking and financial services 157
Do firms share the same functional form of their growth rate distribution? A statistical test 156
Co-impact: crowding effects in institutional trading activity 155
Tick size and price diffusion 155
On the equivalence between the kinetic Ising model and discrete autoregressive processes 154
Cross-impact and no-dynamic-arbitrage 152
Modelling the Air Transport with Complex Networks: a short review 150
Interbank markets and multiplex networks: centrality measures and statistical null models 150
Statistics of order flow 149
Trip Centrality: walking on a temporal multiplex with non-instantaneous link travel time 149
Modeling the coupled return-spread high frequency dynamics of large tick assets 149
Resolution of ranking hierarchies in directed networks 149
Dimensionality reduction techniques to support insider trading detection 148
Special issue ofQuantitative Financeon ‘Interlinkages and Systemic Risk’ 148
Slow Decay of Impact in Equity Markets: Insights from the ANcerno Database 142
Totale 19.136
Salva come PNG Salva come JPEG
Categoria #
all - tutte 83.876
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 83.876
Salva come PNG Salva come JPEG


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021102 0 0 0 0 0 0 0 0 0 0 0 102
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
2025/202610.721 658 957 1.412 1.051 786 446 1.566 609 1.373 871 514 478
Totale 22.566