LILLO, FABRIZIO

LILLO, FABRIZIO  

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Risultati 1 - 20 di 98 (tempo di esecuzione: 0.014 secondi).
Titolo Data di pubblicazione Autori Tipo File
$FAKE: Evidence of Spam and Bot Activity in Stock Microblogs on Twitter 1-gen-2018 F Lillo + 4.1 Contributo in Atti di convegno
A continuous and efficient fundamental price on the discrete order book grid 1-gen-2018 Lillo, Fabrizio + 1.1 Articolo in rivista
A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market 1-gen-2020 Mazzarisi P.Lillo F.Tantari D. + 1.1 Articolo in rivista
A Large Scale Study to Understand the Relation between Twitter and Financial Market 1-gen-2016 LILLO, FABRIZIO + 4.1 Contributo in Atti di convegno
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics 1-gen-2020 Bormetti, GiacomoLillo, Fabrizio + 1.1 Articolo in rivista
A tale of two sentiment scales: Disentangling short-run and long-run components in multivariate sentiment dynamics 1-gen-2022 Vassallo, DaniloBormetti, GiacomoLillo, Fabrizio 1.1 Articolo in rivista
An Agent Based Model of Air Traffic Management 1-gen-2013 GURTNER, GERALDLILLO, FABRIZIOVALORI, LUCA + 4.1 Contributo in Atti di convegno
Applying complexity science to air traffic management 1-gen-2015 LILLO, FABRIZIO + 1.1 Articolo in rivista
Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction 1-gen-2018 Lillo, Fabrizio + 1.1 Articolo in rivista
Behind the price: on the role of agent’s reflexivity in financial market microstructure 1-gen-2017 Lillo Fabrizio + 2.1 Contributo in volume (Capitolo o Saggio)
Better to stay apart: asset commonality, bipartite network centrality, and investment strategies 1-gen-2019 Lillo, Fabrizio + 1.1 Articolo in rivista
Beyond the Square Root: Evidence for Logarithmic Dependence of Market Impact on Size and Participation Rate 1-gen-2015 LILLO, FABRIZIO + 1.1 Articolo in rivista
Calibration and optimal execution of financial transactions in the presence of transient market impact 1-gen-2012 LILLO, FABRIZIO + 1.1 Articolo in rivista
Cashtag Piggybacking: Uncovering Spam and Bot Activity in Stock Microblogs on Twitter 1-gen-2019 Lillo, Fabrizio + 1.1 Articolo in rivista
Centrality metrics and localization in core-periphery networks 1-gen-2016 BARUCCA, PAOLOTANTARI, DANIELELILLO, FABRIZIO 1.1 Articolo in rivista
Clusters of investors around initial public offering 1-gen-2019 Lillo, Fabrizio + 1.1 Articolo in rivista
Co-impact: crowding effects in institutional trading activity 1-gen-2020 Lillo, F. + 1.1 Articolo in rivista
Collective synchronization and high frequency systemic instabilities in financial markets 1-gen-2018 Marmi, StefanoLillo, Fabrizio + 1.1 Articolo in rivista
Comment on: Price Discovery in High Resolution 1-gen-2019 Giacomo BormettiFabrizio Lillo + 1.1 Articolo in rivista
Community characterization of heterogeneous complex systems 1-gen-2011 LILLO, FABRIZIO + 1.1 Articolo in rivista