LILLO, FABRIZIO
 Distribuzione geografica
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Continente #
NA - Nord America 3.647
EU - Europa 3.521
AS - Asia 631
Continente sconosciuto - Info sul continente non disponibili 13
SA - Sud America 9
OC - Oceania 3
AF - Africa 2
Totale 7.826
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Nazione #
US - Stati Uniti d'America 3.636
IT - Italia 1.341
IE - Irlanda 737
SE - Svezia 520
CN - Cina 363
UA - Ucraina 300
DE - Germania 253
GB - Regno Unito 120
TR - Turchia 115
SG - Singapore 113
FI - Finlandia 80
RU - Federazione Russa 34
BE - Belgio 29
GR - Grecia 20
CH - Svizzera 18
FR - Francia 18
EU - Europa 12
NL - Olanda 11
CA - Canada 10
JP - Giappone 8
DK - Danimarca 7
IL - Israele 7
AL - Albania 6
IN - India 6
AT - Austria 5
BR - Brasile 4
PK - Pakistan 4
VN - Vietnam 4
AU - Australia 3
BG - Bulgaria 3
CZ - Repubblica Ceca 3
EC - Ecuador 3
HK - Hong Kong 3
ES - Italia 2
IR - Iran 2
SK - Slovacchia (Repubblica Slovacca) 2
UZ - Uzbekistan 2
A2 - ???statistics.table.value.countryCode.A2??? 1
AE - Emirati Arabi Uniti 1
AR - Argentina 1
BY - Bielorussia 1
CL - Cile 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
PL - Polonia 1
RS - Serbia 1
SN - Senegal 1
Totale 7.826
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Città #
Dublin 737
Chandler 607
Pisa 607
Jacksonville 578
Ashburn 285
Wilmington 207
Ann Arbor 201
Millbury 146
Boston 142
Mestre 127
Izmir 113
Lawrence 103
Boardman 96
Scuola 95
Düsseldorf 93
San Mateo 93
Singapore 87
New York 81
Ogden 78
Washington 69
Milan 58
Bremen 39
San Paolo di Civitate 37
Woodbridge 37
Beijing 36
Shanghai 36
Santa Clara 33
Brussels 29
Guangzhou 29
Princeton 29
San Giuliano Terme 29
Los Angeles 23
Padova 23
Seattle 22
Wuhan 22
Helsinki 21
Berlin 20
Rome 20
Siena 18
Auburn Hills 14
Bientina 14
Dearborn 14
Florence 14
Saint Petersburg 13
Fairfield 12
Shenzhen 12
Athens 11
Barga 11
Chicago 11
Cusano Milanino 11
Kunming 10
Bern 9
Jiaxing 9
Bologna 8
Jinhua 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
Norwalk 5
Tokyo 5
Toronto 5
Viadana 5
Vienna 5
Voghera 5
Aarhus 4
Cantagallo 4
Cremona 4
Fuzhou 4
Houston 4
Livorno 4
Lucca 4
Naples 4
Qingdao 4
Turin 4
Wuxi 4
Amsterdam 3
Atlanta 3
Centro 3
Chizhou 3
Dong Ket 3
Hanover 3
Jinan 3
Lausanne 3
Luino 3
Menlo Park 3
Mountain View 3
Palermo 3
Paris 3
Totale 5.492
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Nome #
Modelling systemic price cojumps with Hawkes factor models 167
Mathematical and Computational Aspects of Machine Learning 155
The adaptive nature of liquidity taking in limit order books 149
Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact 125
Multiscale Model Selection for High-Frequency Financial Data of a Large Tick Stock by Means of the Jensen–Shannon Metric 124
The Structure of Financial Networks 120
Collective synchronization and high frequency systemic instabilities in financial markets 120
Centrality metrics and localization in core-periphery networks 116
When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification 115
How Tick Size Affects the High Frequency Scaling of Stock Return Distributions 112
Multi-scale analysis of the European airspace using network community detection 109
Calibration and optimal execution of financial transactions in the presence of transient market impact 107
How does the market react to your order flow? 104
Community characterization of heterogeneous complex systems 103
An Agent Based Model of Air Traffic Management 103
How markets slowly digest changes in supply and demand 102
How efficiency shapes market impact 102
Optimal information diffusion in stochastic block models 102
Statistically validated networks in bipartite complex systems 101
Editorial: Spatially Embedded Complex Networks 100
Coupling news sentiment with web browsing data predicts intra-day stock prices 100
When panic makes you blind: A chaotic route to systemic risk 99
Complexity in Air Traffic Management 98
Trading activity and price impact in parallel markets: SETS vs. off-book market at the London Stock Exchange 97
Competitive allocation of resources on a network: an agent-based model of air companies competing for the best routes 96
Statistical Regularities in ATM: network properties, trajectory deviations and delays 95
Market impact and trading profile of hidden orders in stock markets 95
Statistical identification with hidden Markov models of large order splitting strategies in an equity market 92
Networks in Finance 92
The impact of systemic and illiquidity risk on financing with risky collateral 91
Market reaction to a bid-ask spread change: A power-law relaxation dynamics 90
Economic sector identification in a set of stocks traded at the New York Stock Exchange 89
When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators 87
Applying complexity science to air traffic management 87
Econophysics and the challenge of efficiency 86
Scale-free relaxation of a wave packet in a quantum well with power-law tails 85
Diffusive behavior and the modeling of characteristic times in limit order executions 85
Segmentation algorithm for non-stationary compound Poisson processes. With an application to inventory time series of market members in a financial market 84
Special issue ofQuantitative Financeon ‘Interlinkages and Systemic Risk’ 83
Modeling foreign exchange market activity around macroeconomic news: Hawkes-process approach 83
Tick size and price diffusion 83
The effect of round-off error on long memory processes 83
Optimal execution with non-linear transient market impact 82
Do firms share the same functional form of their growth rate distribution? A statistical test 81
Disentangling bipartite and core-periphery structure in financial networks 81
The multiplex structure of interbank networks 80
Interbank markets and multiplex networks: centrality measures and statistical null models 80
Statistical characterization of deviations from planned flight trajectories in air traffic management 80
A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market 80
A Large Scale Study to Understand the Relation between Twitter and Financial Market 79
Complex Networks in Air Transport 78
A continuous and efficient fundamental price on the discrete order book grid 78
Statistics of order flow 77
Modelling the Air Transport with Complex Networks: a short review 75
Why is equity order flow so persistent? 75
null 74
ELSA Project: Toward a complex network approach to ATM delays analysis 73
Identification of clusters of investors from their real trading activity in a financial market 72
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics 71
Correlation, hierarchies, and networks in financial markets 71
How news affects the trading behaviour of different categories of investors in a financial market 71
THE ROLE OF UNBOUNDED TIME-SCALES IN GENERATING LONG-RANGE MEMORY IN ADDITIVE MARKOVIAN PROCESSES 69
Comment on: Price Discovery in High Resolution 69
Clusters of investors around initial public offering 68
Trip Centrality: walking on a temporal multiplex with non-instantaneous link travel time 66
Network-wide assessment of 4D trajectory adjustments using an agent-based model 66
Liquidity fluctuations and the latent dynamics of price impact 65
Detectability of macroscopic structures in directed asymmetric stochastic block model 63
Cashtag Piggybacking: Uncovering Spam and Bot Activity in Stock Microblogs on Twitter 63
Disentangling group and link persistence in dynamic stochastic block models 62
A tale of two sentiment scales: Disentangling short-run and long-run components in multivariate sentiment dynamics 61
Behind the price: on the role of agent’s reflexivity in financial market microstructure 60
Modeling the coupled return-spread high frequency dynamics of large tick assets 60
Co-impact: crowding effects in institutional trading activity 60
Methods for Reconstructing Interbank Networks from Limited Information: A Comparison 59
Toward new metrics assessing air traffic interaction 59
$FAKE: Evidence of Spam and Bot Activity in Stock Microblogs on Twitter 58
Beyond the Square Root: Evidence for Logarithmic Dependence of Market Impact on Size and Participation Rate 56
Better to stay apart: asset commonality, bipartite network centrality, and investment strategies 56
Non-Markovian temporal networks with auto- and cross-correlated link dynamics 55
Inference of the kinetic Ising model with heterogeneous missing data 50
Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction 47
Recommender systems for banking and financial services 47
Measuring the propagation of financial distress with Granger-causality tail risk networks 46
Slow Decay of Impact in Equity Markets: Insights from the ANcerno Database 46
Corporate payments networks and credit risk rating 44
The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market 43
Introduction to market microstructure and heterogeneity of investors 42
Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market 41
Effects of memory on spreading processes in non-Markovian temporal networks 40
Crossover from Linear to Square-Root Market Impact 40
From zero-intelligence to queue-reactive: limit-order-book modeling for high-frequency volatility estimation and optimal execution 39
Detection of intensity bursts using Hawkes processes: An application to high-frequency financial data 39
Cross-impact and no-dynamic-arbitrage 39
Estimating the Total Volume of Queries to Google 39
Resolution of ranking hierarchies in directed networks 39
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves 37
The role of volume in order book dynamics: a multivariate Hawkes process analysis 37
Strategic Allocation of Flight Plans in Air Traffic Management: An Evolutionary Point of View 35
Online Learning of Order Flow and Market Impact with Bayesian Change-Point Detection Methods 34
Totale 7.773
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Categoria #
all - tutte 39.154
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 39.154
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020416 0 0 0 8 67 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
2024/2025369 146 53 159 11 0 0 0 0 0 0 0 0
Totale 8.119