LILLO, FABRIZIO
 Distribuzione geografica
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Continente #
NA - Nord America 9.542
EU - Europa 6.610
AS - Asia 5.625
SA - Sud America 1.015
Continente sconosciuto - Info sul continente non disponibili 374
AF - Africa 182
OC - Oceania 12
Totale 23.360
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Nazione #
US - Stati Uniti d'America 9.347
IT - Italia 1.973
RU - Federazione Russa 1.882
SG - Singapore 1.516
CN - Cina 1.477
BR - Brasile 760
IE - Irlanda 743
KR - Corea 711
SE - Svezia 543
VN - Vietnam 490
HK - Hong Kong 421
DE - Germania 326
UA - Ucraina 311
TR - Turchia 258
GB - Regno Unito 238
FR - Francia 187
BD - Bangladesh 159
IN - India 137
FI - Finlandia 92
CA - Canada 89
AR - Argentina 81
JP - Giappone 74
ID - Indonesia 69
IQ - Iraq 65
ZA - Sudafrica 54
MX - Messico 51
NL - Olanda 47
EC - Ecuador 40
PK - Pakistan 39
ES - Italia 38
PL - Polonia 36
BE - Belgio 31
UZ - Uzbekistan 26
VE - Venezuela 26
AT - Austria 25
CO - Colombia 25
MA - Marocco 24
CH - Svizzera 23
GR - Grecia 23
MY - Malesia 23
CL - Cile 22
PY - Paraguay 20
PH - Filippine 18
SA - Arabia Saudita 18
AE - Emirati Arabi Uniti 17
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
JM - Giamaica 10
PE - Perù 10
AU - Australia 9
CR - Costa Rica 9
DK - Danimarca 9
OM - Oman 9
PT - Portogallo 9
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
GT - Guatemala 5
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
HU - Ungheria 4
IR - Iran 4
MN - Mongolia 4
RS - Serbia 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
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 22.940
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Città #
Ashburn 1.099
Dallas 933
San Jose 812
Singapore 792
Dublin 740
Seoul 708
Pisa 665
Chandler 607
Moscow 587
Jacksonville 580
Council Bluffs 570
Boardman 459
Hong Kong 394
Beijing 259
Hefei 257
Los Angeles 238
New York 218
Wilmington 217
Milan 213
Ann Arbor 201
The Dalles 173
Boston 169
Ho Chi Minh City 168
Millbury 146
Clifton 138
Mestre 127
Kent 126
Istanbul 115
Hanoi 114
Izmir 113
Lauterbourg 111
Lawrence 103
Rome 102
Düsseldorf 96
Scuola 95
San Mateo 93
Chicago 90
Santa Clara 89
Ogden 79
Washington 71
North Bergen 65
São Paulo 64
Tokyo 62
Orem 51
Florence 47
Buffalo 46
Shanghai 43
Jakarta 42
Bremen 40
Guangzhou 40
Woodbridge 38
San Paolo di Civitate 37
Seattle 34
Brooklyn 33
Rio de Janeiro 32
London 31
Montreal 31
Brussels 30
Munich 29
Princeton 29
San Giuliano Terme 29
Warsaw 29
Da Nang 27
Johannesburg 26
Salt Lake City 26
Helsinki 24
Wuhan 24
Atlanta 23
Padova 23
Frankfurt am Main 22
Stockholm 22
Baghdad 21
Belo Horizonte 21
Berlin 21
Chennai 21
Columbus 21
Denver 21
Mexico City 21
Tashkent 21
Turin 21
Phoenix 20
Figino 19
Haiphong 19
Naples 19
Siena 19
Toronto 19
Quito 18
Vienna 18
Dhaka 17
Houston 17
Hangzhou 16
New Delhi 16
Shenzhen 16
Amsterdam 15
Lahore 15
San Francisco 15
Tampa 15
Auburn Hills 14
Bientina 14
Bologna 14
Totale 14.490
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Nome #
Online Learning of Order Flow and Market Impact with Bayesian Change-Point Detection Methods 395
Modelling systemic price cojumps with Hawkes factor models 344
Mathematical and Computational Aspects of Machine Learning 331
Collective synchronization and high frequency systemic instabilities in financial markets 294
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics 276
Centrality metrics and localization in core-periphery networks 267
Liquidity fluctuations and the latent dynamics of price impact 255
Bayesian autoregressive online change-point detection with time-varying parameters 254
The adaptive nature of liquidity taking in limit order books 246
Calibration and optimal execution of financial transactions in the presence of transient market impact 245
A tale of two sentiment scales: Disentangling short-run and long-run components in multivariate sentiment dynamics 241
When panic makes you blind: A chaotic route to systemic risk 241
Clusters of investors around initial public offering 240
When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification 237
A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market 237
Multi-scale analysis of the European airspace using network community detection 231
A machine learning approach to support decision in insider trading detection 229
Beyond the Square Root: Evidence for Logarithmic Dependence of Market Impact on Size and Participation Rate 228
Coupling news sentiment with web browsing data predicts intra-day stock prices 227
Are trading invariants really invariant? Trading costs matter 226
How markets slowly digest changes in supply and demand 225
Cashtag Piggybacking : Uncovering Spam and Bot Activity in Stock Microblogs on Twitter 222
Statistically validated networks in bipartite complex systems 219
Applying complexity science to air traffic management 219
The impact of systemic and illiquidity risk on financing with risky collateral 217
Optimal information diffusion in stochastic block models 217
Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact 214
An Agent Based Model of Air Traffic Management 213
A continuous and efficient fundamental price on the discrete order book grid 212
Modeling foreign exchange market activity around macroeconomic news: Hawkes-process approach 208
A Large Scale Study to Understand the Relation between Twitter and Financial Market 208
Multiscale Model Selection for High-Frequency Financial Data of a Large Tick Stock by Means of the Jensen–Shannon Metric 203
Community characterization of heterogeneous complex systems 201
Competitive allocation of resources on a network: an agent-based model of air companies competing for the best routes 201
Comment on: Price Discovery in High Resolution 201
Behind the price: on the role of agent’s reflexivity in financial market microstructure 200
Disentangling bipartite and core-periphery structure in financial networks 199
When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators 198
Network-wide assessment of 4D trajectory adjustments using an agent-based model 198
Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction 195
From zero-intelligence to queue-reactive: limit-order-book modeling for high-frequency volatility estimation and optimal execution 194
Detectability of macroscopic structures in directed asymmetric stochastic block model 194
The Structure of Financial Networks 190
How Tick Size Affects the High Frequency Scaling of Stock Return Distributions 189
Non-Markovian temporal networks with auto- and cross-correlated link dynamics 189
Trading activity and price impact in parallel markets: SETS vs. off-book market at the London Stock Exchange 188
Detection of intensity bursts using Hawkes processes: An application to high-frequency financial data 188
Introduction to market microstructure and heterogeneity of investors 188
Measuring price impact and information content of trades in a time-varying setting 187
Disentangling group and link persistence in dynamic stochastic block models 187
Market reaction to a bid-ask spread change: A power-law relaxation dynamics 186
Diffusive behavior and the modeling of characteristic times in limit order executions 186
Statistical Regularities in ATM: network properties, trajectory deviations and delays 185
Better to stay apart: asset commonality, bipartite network centrality, and investment strategies 184
Econophysics and the challenge of efficiency 183
Modelling time-varying interactions in complex systems: the Score Driven Kinetic Ising Model 182
How does the market react to your order flow? 182
Effects of memory on spreading processes in non-Markovian temporal networks 182
Networks in Finance 181
Betweenness centrality for temporal multiplexes 180
Statistical characterization of deviations from planned flight trajectories in air traffic management 180
Estimating the Total Volume of Queries to Google 180
Toward new metrics assessing air traffic interaction 179
Market impact and trading profile of hidden orders in stock markets 178
Editorial: Spatially Embedded Complex Networks 178
How efficiency shapes market impact 178
Inference of the kinetic Ising model with heterogeneous missing data 178
Optimal execution with non-linear transient market impact 177
The multiplex structure of interbank networks 174
Complex Networks in Air Transport 174
Complexity in Air Traffic Management 173
$FAKE: Evidence of Spam and Bot Activity in Stock Microblogs on Twitter 173
Crossover from Linear to Square-Root Market Impact 173
Identification of clusters of investors from their real trading activity in a financial market 172
Tail Granger causalities and where to find them : extreme risk spillovers vs spurious linkages 171
Statistical identification with hidden Markov models of large order splitting strategies in an equity market 171
Scale-free relaxation of a wave packet in a quantum well with power-law tails 171
Network-wide assessment of ATM mechanisms using an agent-based model 170
Methods for Reconstructing Interbank Networks from Limited Information: A Comparison 169
Measuring the propagation of financial distress with Granger-causality tail risk networks 168
Why is equity order flow so persistent? 167
Economic sector identification in a set of stocks traded at the New York Stock Exchange 164
Segmentation algorithm for non-stationary compound Poisson processes. With an application to inventory time series of market members in a financial market 164
The effect of round-off error on long memory processes 164
Correlation, hierarchies, and networks in financial markets 163
Recommender systems for banking and financial services 160
On the equivalence between the kinetic Ising model and discrete autoregressive processes 159
Tick size and price diffusion 159
Do firms share the same functional form of their growth rate distribution? A statistical test 158
Co-impact: crowding effects in institutional trading activity 156
Resolution of ranking hierarchies in directed networks 154
Special issue ofQuantitative Financeon ‘Interlinkages and Systemic Risk’ 153
Statistics of order flow 152
Interbank markets and multiplex networks: centrality measures and statistical null models 152
Cross-impact and no-dynamic-arbitrage 152
Dimensionality reduction techniques to support insider trading detection 151
Modelling the Air Transport with Complex Networks: a short review 151
Modeling the coupled return-spread high frequency dynamics of large tick assets 151
Trip Centrality: walking on a temporal multiplex with non-instantaneous link travel time 150
Slow Decay of Impact in Equity Markets: Insights from the ANcerno Database 147
Totale 19.753
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Categoria #
all - tutte 87.784
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 87.784
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/2022711 0 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
2025/202610.739 658 957 1.412 1.051 786 446 1.566 609 1.373 871 514 496
2026/2027776 563 213 0 0 0 0 0 0 0 0 0 0
Totale 23.360