LILLO, FABRIZIO
 Distribuzione geografica
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Continente #
NA - Nord America 6.682
EU - Europa 4.870
AS - Asia 4.046
SA - Sud America 741
AF - Africa 73
Continente sconosciuto - Info sul continente non disponibili 14
OC - Oceania 10
Totale 16.436
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Nazione #
US - Stati Uniti d'America 6.577
IT - Italia 1.596
CN - Cina 1.305
SG - Singapore 1.138
RU - Federazione Russa 842
IE - Irlanda 741
KR - Corea 706
BR - Brasile 627
SE - Svezia 538
UA - Ucraina 307
DE - Germania 298
HK - Hong Kong 283
TR - Turchia 239
GB - Regno Unito 189
VN - Vietnam 160
FI - Finlandia 88
CA - Canada 54
ID - Indonesia 49
AR - Argentina 43
FR - Francia 39
IN - India 35
MX - Messico 32
NL - Olanda 32
JP - Giappone 30
BE - Belgio 29
ZA - Sudafrica 29
PL - Polonia 26
ES - Italia 25
EC - Ecuador 24
GR - Grecia 23
CH - Svizzera 21
BD - Bangladesh 19
AT - Austria 15
EU - Europa 12
AE - Emirati Arabi Uniti 11
IQ - Iraq 11
CL - Cile 10
IL - Israele 9
PK - Pakistan 9
PY - Paraguay 9
AL - Albania 8
AU - Australia 8
CZ - Repubblica Ceca 7
DK - Danimarca 7
LT - Lituania 7
MA - Marocco 7
VE - Venezuela 7
BG - Bulgaria 6
HN - Honduras 6
TN - Tunisia 6
UY - Uruguay 6
UZ - Uzbekistan 6
BO - Bolivia 5
PE - Perù 5
AZ - Azerbaigian 4
JO - Giordania 4
KE - Kenya 4
KZ - Kazakistan 4
CO - Colombia 3
CR - Costa Rica 3
DZ - Algeria 3
EG - Egitto 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
ET - Etiopia 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
BA - Bosnia-Erzegovina 1
BB - Barbados 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
IM - Isola di Man 1
KG - Kirghizistan 1
Totale 16.412
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Città #
Dallas 920
Dublin 739
Seoul 706
Ashburn 700
Pisa 656
Chandler 607
Jacksonville 579
Singapore 521
Boardman 456
Moscow 307
Hong Kong 275
Hefei 257
Wilmington 216
Beijing 211
Ann Arbor 201
Boston 168
New York 149
Millbury 146
Los Angeles 132
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 76
Washington 69
Ho Chi Minh City 56
Santa Clara 56
São Paulo 53
Rome 47
Bremen 40
Shanghai 40
Guangzhou 39
Jakarta 38
North Bergen 38
San Paolo di Civitate 37
Woodbridge 37
Buffalo 35
Florence 33
Hanoi 33
Seattle 31
Brussels 29
Munich 29
Princeton 29
San Giuliano Terme 29
Tokyo 27
Salt Lake City 26
Brooklyn 25
Rio de Janeiro 25
Warsaw 25
Wuhan 24
Padova 23
London 22
Helsinki 21
Montreal 21
Berlin 20
Belo Horizonte 19
Siena 19
Johannesburg 18
Stockholm 18
Columbus 17
Orem 17
Phoenix 15
Shenzhen 15
Auburn Hills 14
Bientina 14
Council Bluffs 14
Dearborn 14
Salvador 14
Turin 14
Athens 13
Denver 13
Houston 13
Quito 13
Saint Petersburg 13
Tampa 13
Assago 12
Atlanta 12
Bologna 12
Chennai 12
Fairfield 12
San Francisco 12
Barga 11
Cusano Milanino 11
Mexico City 11
Toronto 11
Ankara 10
Campinas 10
Catania 10
Edinburgh 10
Kunming 10
Zhengzhou 10
Amsterdam 9
Bern 9
Totale 10.729
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Nome #
Mathematical and Computational Aspects of Machine Learning 269
Modelling systemic price cojumps with Hawkes factor models 267
Collective synchronization and high frequency systemic instabilities in financial markets 224
Centrality metrics and localization in core-periphery networks 210
The adaptive nature of liquidity taking in limit order books 204
Calibration and optimal execution of financial transactions in the presence of transient market impact 199
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics 191
A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market 186
Applying complexity science to air traffic management 180
How markets slowly digest changes in supply and demand 177
When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification 176
Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact 176
Coupling news sentiment with web browsing data predicts intra-day stock prices 176
A tale of two sentiment scales: Disentangling short-run and long-run components in multivariate sentiment dynamics 173
An Agent Based Model of Air Traffic Management 173
Multi-scale analysis of the European airspace using network community detection 172
Liquidity fluctuations and the latent dynamics of price impact 171
Multiscale Model Selection for High-Frequency Financial Data of a Large Tick Stock by Means of the Jensen–Shannon Metric 169
Community characterization of heterogeneous complex systems 164
Optimal information diffusion in stochastic block models 164
The impact of systemic and illiquidity risk on financing with risky collateral 163
The Structure of Financial Networks 162
Competitive allocation of resources on a network: an agent-based model of air companies competing for the best routes 160
Clusters of investors around initial public offering 160
A continuous and efficient fundamental price on the discrete order book grid 159
A Large Scale Study to Understand the Relation between Twitter and Financial Market 158
A machine learning approach to support decision in insider trading detection 157
When panic makes you blind: A chaotic route to systemic risk 156
How Tick Size Affects the High Frequency Scaling of Stock Return Distributions 156
How does the market react to your order flow? 155
Statistically validated networks in bipartite complex systems 155
Cashtag Piggybacking: Uncovering Spam and Bot Activity in Stock Microblogs on Twitter 152
Statistical Regularities in ATM: network properties, trajectory deviations and delays 151
When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators 151
How efficiency shapes market impact 149
Comment on: Price Discovery in High Resolution 148
Complexity in Air Traffic Management 147
Editorial: Spatially Embedded Complex Networks 147
Trading activity and price impact in parallel markets: SETS vs. off-book market at the London Stock Exchange 147
Behind the price: on the role of agent’s reflexivity in financial market microstructure 147
Disentangling bipartite and core-periphery structure in financial networks 146
Network-wide assessment of 4D trajectory adjustments using an agent-based model 146
Online Learning of Order Flow and Market Impact with Bayesian Change-Point Detection Methods 145
Detection of intensity bursts using Hawkes processes: An application to high-frequency financial data 145
Toward new metrics assessing air traffic interaction 145
Detectability of macroscopic structures in directed asymmetric stochastic block model 144
Networks in Finance 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
Effects of memory on spreading processes in non-Markovian temporal networks 142
Crossover from Linear to Square-Root Market Impact 142
Market reaction to a bid-ask spread change: A power-law relaxation dynamics 141
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
Bayesian autoregressive online change-point detection with time-varying parameters 140
The multiplex structure of interbank networks 138
Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction 138
Disentangling group and link persistence in dynamic stochastic block models 138
Modeling foreign exchange market activity around macroeconomic news: Hawkes-process approach 137
Beyond the Square Root: Evidence for Logarithmic Dependence of Market Impact on Size and Participation Rate 137
Scale-free relaxation of a wave packet in a quantum well with power-law tails 136
Non-Markovian temporal networks with auto- and cross-correlated link dynamics 136
Complex Networks in Air Transport 135
Optimal execution with non-linear transient market impact 135
Econophysics and the challenge of efficiency 134
$FAKE: Evidence of Spam and Bot Activity in Stock Microblogs on Twitter 133
Tick size and price diffusion 133
Economic sector identification in a set of stocks traded at the New York Stock Exchange 132
Segmentation algorithm for non-stationary compound Poisson processes. With an application to inventory time series of market members in a financial market 131
The effect of round-off error on long memory processes 131
Modelling time-varying interactions in complex systems: the Score Driven Kinetic Ising Model 129
Better to stay apart: asset commonality, bipartite network centrality, and investment strategies 127
Inference of the kinetic Ising model with heterogeneous missing data 127
Measuring price impact and information content of trades in a time-varying setting 125
Special issue ofQuantitative Financeon ‘Interlinkages and Systemic Risk’ 124
Identification of clusters of investors from their real trading activity in a financial market 123
Statistics of order flow 122
Tail Granger causalities and where to find them : extreme risk spillovers vs spurious linkages 121
Why is equity order flow so persistent? 121
Interbank markets and multiplex networks: centrality measures and statistical null models 121
Betweenness centrality for temporal multiplexes 120
From zero-intelligence to queue-reactive: limit-order-book modeling for high-frequency volatility estimation and optimal execution 120
Modelling the Air Transport with Complex Networks: a short review 120
Trip Centrality: walking on a temporal multiplex with non-instantaneous link travel time 119
Methods for Reconstructing Interbank Networks from Limited Information: A Comparison 119
Correlation, hierarchies, and networks in financial markets 119
Do firms share the same functional form of their growth rate distribution? A statistical test 118
How news affects the trading behaviour of different categories of investors in a financial market 116
THE ROLE OF UNBOUNDED TIME-SCALES IN GENERATING LONG-RANGE MEMORY IN ADDITIVE MARKOVIAN PROCESSES 115
Co-impact: crowding effects in institutional trading activity 115
Estimating the Total Volume of Queries to Google 112
Introduction to market microstructure and heterogeneity of investors 111
Resolution of ranking hierarchies in directed networks 111
Cross-impact and no-dynamic-arbitrage 110
Recommender systems for banking and financial services 109
Modeling the coupled return-spread high frequency dynamics of large tick assets 108
Corporate payments networks and credit risk rating 107
Measuring the propagation of financial distress with Granger-causality tail risk networks 105
Are trading invariants really invariant? Trading costs matter 104
On the equivalence between the kinetic Ising model and discrete autoregressive processes 104
Totale 14.572
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Categoria #
all - tutte 70.436
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 70.436
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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
2025/20264.909 658 957 1.412 1.051 786 45 0 0 0 0 0 0
Totale 16.754