LILLO, FABRIZIO
 Distribuzione geografica
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Continente #
NA - Nord America 4.020
EU - Europa 3.603
AS - Asia 994
SA - Sud America 22
Continente sconosciuto - Info sul continente non disponibili 13
AF - Africa 7
OC - Oceania 3
Totale 8.662
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Nazione #
US - Stati Uniti d'America 4.008
IT - Italia 1.417
IE - Irlanda 737
SE - Svezia 520
CN - Cina 400
UA - Ucraina 300
SG - Singapore 295
DE - Germania 254
TR - Turchia 221
GB - Regno Unito 121
FI - Finlandia 81
ID - Indonesia 35
RU - Federazione Russa 34
BE - Belgio 29
GR - Grecia 20
CH - Svizzera 19
FR - Francia 18
BR - Brasile 16
EU - Europa 12
NL - Olanda 12
CA - Canada 10
JP - Giappone 8
DK - Danimarca 7
IL - Israele 7
AL - Albania 6
IN - India 6
AT - Austria 5
HK - Hong Kong 4
PK - Pakistan 4
VN - Vietnam 4
ZA - Sudafrica 4
AE - Emirati Arabi Uniti 3
AU - Australia 3
BG - Bulgaria 3
CZ - Repubblica Ceca 3
EC - Ecuador 3
ES - Italia 2
IR - Iran 2
PL - Polonia 2
SK - Slovacchia (Repubblica Slovacca) 2
UZ - Uzbekistan 2
A2 - ???statistics.table.value.countryCode.A2??? 1
AR - Argentina 1
BY - Bielorussia 1
CL - Cile 1
CR - Costa Rica 1
EE - Estonia 1
EG - Egitto 1
HR - Croazia 1
HU - Ungheria 1
IM - Isola di Man 1
KR - Corea 1
KW - Kuwait 1
KZ - Kazakistan 1
LI - Liechtenstein 1
LT - Lituania 1
LV - Lettonia 1
MD - Moldavia 1
MK - Macedonia 1
MX - Messico 1
RS - Serbia 1
SN - Senegal 1
TN - Tunisia 1
VE - Venezuela 1
Totale 8.662
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Città #
Dublin 737
Pisa 648
Chandler 607
Jacksonville 578
Boardman 453
Ashburn 288
Singapore 251
Wilmington 207
Ann Arbor 201
Millbury 146
Boston 142
Mestre 127
Izmir 113
Istanbul 106
Lawrence 103
Scuola 95
Düsseldorf 93
San Mateo 93
New York 81
Ogden 78
Washington 69
Milan 62
Bremen 39
Beijing 37
San Paolo di Civitate 37
Shanghai 37
Woodbridge 37
Jakarta 35
Santa Clara 33
Guangzhou 31
Brussels 29
Princeton 29
San Giuliano Terme 29
Los Angeles 23
Padova 23
Rome 23
Seattle 22
Wuhan 22
Florence 21
Helsinki 21
Berlin 20
Siena 19
Auburn Hills 14
Bientina 14
Dearborn 14
Saint Petersburg 13
Fairfield 12
Shenzhen 12
Athens 11
Barga 11
Chicago 11
Cusano Milanino 11
Kunming 10
Bern 9
Jiaxing 9
Jinhua 9
Bologna 8
London 8
Trento 8
Yiwu 8
Edinburgh 7
Hefei 7
Catania 6
Holon 6
Zhengzhou 6
Zurich 6
Bisceglie 5
Council Bluffs 5
Dallas 5
Heze 5
Las Vegas 5
Legnaro 5
Livorno 5
Lucca 5
Norwalk 5
Tokyo 5
Toronto 5
Viadana 5
Vienna 5
Voghera 5
Aarhus 4
Cantagallo 4
Cremona 4
Fuzhou 4
Houston 4
Naples 4
Qingdao 4
Turin 4
Wuxi 4
Amsterdam 3
Atlanta 3
Cape Town 3
Centro 3
Chengdu 3
Chizhou 3
Dong Ket 3
Hanover 3
Jinan 3
Lappeenranta 3
Lausanne 3
Totale 6.214
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Nome #
Mathematical and Computational Aspects of Machine Learning 173
Modelling systemic price cojumps with Hawkes factor models 173
The adaptive nature of liquidity taking in limit order books 156
How markets slowly digest changes in supply and demand 137
Collective synchronization and high frequency systemic instabilities in financial markets 132
Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact 130
Multiscale Model Selection for High-Frequency Financial Data of a Large Tick Stock by Means of the Jensen–Shannon Metric 129
The Structure of Financial Networks 125
When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification 125
Centrality metrics and localization in core-periphery networks 122
How Tick Size Affects the High Frequency Scaling of Stock Return Distributions 117
Community characterization of heterogeneous complex systems 116
Calibration and optimal execution of financial transactions in the presence of transient market impact 114
Multi-scale analysis of the European airspace using network community detection 114
Statistically validated networks in bipartite complex systems 110
Optimal information diffusion in stochastic block models 110
How does the market react to your order flow? 109
An Agent Based Model of Air Traffic Management 109
How efficiency shapes market impact 107
When panic makes you blind: A chaotic route to systemic risk 106
Coupling news sentiment with web browsing data predicts intra-day stock prices 106
Editorial: Spatially Embedded Complex Networks 105
Complexity in Air Traffic Management 103
Trading activity and price impact in parallel markets: SETS vs. off-book market at the London Stock Exchange 102
Competitive allocation of resources on a network: an agent-based model of air companies competing for the best routes 102
Statistical Regularities in ATM: network properties, trajectory deviations and delays 101
Market impact and trading profile of hidden orders in stock markets 101
The impact of systemic and illiquidity risk on financing with risky collateral 100
Statistical identification with hidden Markov models of large order splitting strategies in an equity market 97
Market reaction to a bid-ask spread change: A power-law relaxation dynamics 97
Networks in Finance 97
Economic sector identification in a set of stocks traded at the New York Stock Exchange 94
Applying complexity science to air traffic management 94
Econophysics and the challenge of efficiency 94
Disentangling bipartite and core-periphery structure in financial networks 93
When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators 92
Diffusive behavior and the modeling of characteristic times in limit order executions 90
Segmentation algorithm for non-stationary compound Poisson processes. With an application to inventory time series of market members in a financial market 90
Scale-free relaxation of a wave packet in a quantum well with power-law tails 89
Special issue ofQuantitative Financeon ‘Interlinkages and Systemic Risk’ 88
Modeling foreign exchange market activity around macroeconomic news: Hawkes-process approach 88
The effect of round-off error on long memory processes 88
Statistical characterization of deviations from planned flight trajectories in air traffic management 87
Tick size and price diffusion 87
A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market 86
Optimal execution with non-linear transient market impact 86
Do firms share the same functional form of their growth rate distribution? A statistical test 85
The multiplex structure of interbank networks 85
Interbank markets and multiplex networks: centrality measures and statistical null models 85
Complex Networks in Air Transport 85
A Large Scale Study to Understand the Relation between Twitter and Financial Market 85
A continuous and efficient fundamental price on the discrete order book grid 85
Statistics of order flow 82
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics 82
Why is equity order flow so persistent? 81
Modelling the Air Transport with Complex Networks: a short review 80
Identification of clusters of investors from their real trading activity in a financial market 78
How news affects the trading behaviour of different categories of investors in a financial market 78
THE ROLE OF UNBOUNDED TIME-SCALES IN GENERATING LONG-RANGE MEMORY IN ADDITIVE MARKOVIAN PROCESSES 77
ELSA Project: Toward a complex network approach to ATM delays analysis 77
Comment on: Price Discovery in High Resolution 76
Clusters of investors around initial public offering 75
Correlation, hierarchies, and networks in financial markets 75
Liquidity fluctuations and the latent dynamics of price impact 75
null 74
Trip Centrality: walking on a temporal multiplex with non-instantaneous link travel time 73
A tale of two sentiment scales: Disentangling short-run and long-run components in multivariate sentiment dynamics 72
Network-wide assessment of 4D trajectory adjustments using an agent-based model 72
Cashtag Piggybacking: Uncovering Spam and Bot Activity in Stock Microblogs on Twitter 71
Detectability of macroscopic structures in directed asymmetric stochastic block model 68
Co-impact: crowding effects in institutional trading activity 67
Disentangling group and link persistence in dynamic stochastic block models 67
Behind the price: on the role of agent’s reflexivity in financial market microstructure 66
Beyond the Square Root: Evidence for Logarithmic Dependence of Market Impact on Size and Participation Rate 65
Methods for Reconstructing Interbank Networks from Limited Information: A Comparison 65
Modeling the coupled return-spread high frequency dynamics of large tick assets 65
Toward new metrics assessing air traffic interaction 65
Better to stay apart: asset commonality, bipartite network centrality, and investment strategies 64
$FAKE: Evidence of Spam and Bot Activity in Stock Microblogs on Twitter 63
Non-Markovian temporal networks with auto- and cross-correlated link dynamics 61
Inference of the kinetic Ising model with heterogeneous missing data 56
Recommender systems for banking and financial services 56
Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction 55
Measuring the propagation of financial distress with Granger-causality tail risk networks 53
Modelling time-varying interactions in complex systems: the Score Driven Kinetic Ising Model 52
Corporate payments networks and credit risk rating 52
Slow Decay of Impact in Equity Markets: Insights from the ANcerno Database 51
The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market 50
Introduction to market microstructure and heterogeneity of investors 46
From zero-intelligence to queue-reactive: limit-order-book modeling for high-frequency volatility estimation and optimal execution 45
Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market 45
Effects of memory on spreading processes in non-Markovian temporal networks 45
Crossover from Linear to Square-Root Market Impact 44
Resolution of ranking hierarchies in directed networks 44
Detection of intensity bursts using Hawkes processes: An application to high-frequency financial data 43
Cross-impact and no-dynamic-arbitrage 43
Estimating the Total Volume of Queries to Google 43
The role of volume in order book dynamics: a multivariate Hawkes process analysis 42
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves 40
Strategic Allocation of Flight Plans in Air Traffic Management: An Evolutionary Point of View 38
Totale 8.438
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Categoria #
all - tutte 43.543
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 43.543
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020341 0 0 0 0 0 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
2023/20241.168 105 41 121 41 74 256 54 67 135 55 20 199
2024/20251.210 146 53 159 281 519 52 0 0 0 0 0 0
Totale 8.960