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ORCIDFabrizio Lillo
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2020 – today
- 2024
[j20]Francesco Cordoni
, Fabrizio Lillo:
Instabilities in multi-asset and multi-agent market impact games. Ann. Oper. Res. 336(1-2): 505-539 (2024)- [j19]Francesco Cordoni, Fabrizio Lillo:
Transient Impact from the Nash Equilibrium of a Permanent Market Impact Game. Dyn. Games Appl. 14(2): 333-361 (2024) - [j18]Piero Mazzarisi, Adele Ravagnani, Paola Deriu, Fabrizio Lillo, Francesca Medda, Antonio Russo:
A machine learning approach to support decision in insider trading detection. EPJ Data Sci. 13(1): 66 (2024) - [i17]Ioanna-Yvonni Tsaknaki, Fabrizio Lillo, Piero Mazzarisi:
Bayesian Autoregressive Online Change-Point Detection with Time-Varying Parameters. CoRR abs/2407.16376 (2024) - 2023
- [j17]Fabrizio Lillo, Giulia Livieri, Stefano Marmi, Anton Solomko, Sandro Vaienti:
Analysis of Bank Leverage via Dynamical Systems and Deep Neural Networks. SIAM J. Financial Math. 14(2): 598-643 (2023) - [j16]Francesco Cordoni, Caterina Giannetti, Fabrizio Lillo, Giulio Bottazzi:
Simulation-driven experimental hypotheses and design: a study of price impact and bubbles. Simul. 99(6): 599-620 (2023) - 2022
- [j15]Domenico Di Gangi, Giacomo Bormetti, Fabrizio Lillo:
Score-driven generalized fitness model for sparse and weighted temporal networks. Inf. Sci. 612: 1226-1245 (2022) - [j14]Fabrizio Lillo, Salvatore Ruggieri:
Estimating the Total Volume of Queries to a Search Engine. IEEE Trans. Knowl. Data Eng. 34(11): 5351-5363 (2022) - [i16]Piero Mazzarisi, Adele Ravagnani, Paola Deriu, Fabrizio Lillo, Francesca Medda, Antonio Russo:
A machine learning approach to support decision in insider trading detection. CoRR abs/2212.05912 (2022) - 2021
- [j13]Andrea Flori, Fabrizio Lillo, Fabio Pammolli, Alessandro Spelta:
Better to stay apart: asset commonality, bipartite network centrality, and investment strategies. Ann. Oper. Res. 299(1): 177-213 (2021) - [j12]Paolo Ferragina, Fabrizio Lillo, Giorgio Vinciguerra:
On the performance of learned data structures. Theor. Comput. Sci. 871: 107-120 (2021) - [i15]Fabrizio Lillo, Salvatore Ruggieri:
Estimating the Total Volume of Queries to a Search Engine. CoRR abs/2101.09807 (2021) - [i14]Vaiva Vasiliauskaite, Fabrizio Lillo, Nino Antulov-Fantulin:
Information dynamics of price and liquidity around the 2017 Bitcoin markets crash. CoRR abs/2111.09057 (2021) - 2020
- [j11]Piero Mazzarisi, Paolo Barucca, Fabrizio Lillo, Daniele Tantari:
A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market. Eur. J. Oper. Res. 281(1): 50-65 (2020) - [c5]Paolo Ferragina, Fabrizio Lillo, Giorgio Vinciguerra:
Why Are Learned Indexes So Effective? ICML 2020: 3123-3132 - [i13]Silvia Zaoli, Piero Mazzarisi, Fabrizio Lillo:
Betweenness centrality for temporal multiplexes. CoRR abs/2002.00661 (2020) - [i12]Giorgio Tripodi, Francesca Chiaromonte, Fabrizio Lillo:
Knowledge and Social Relatedness Shape Research Portfolio Diversification. CoRR abs/2002.06419 (2020)
2010 – 2019
- 2019
- [j10]Elisa Letizia, Fabrizio Lillo:
Corporate payments networks and credit risk rating. EPJ Data Sci. 8(1): 21:1-21:29 (2019) - [j9]Stefano Cresci, Fabrizio Lillo, Daniele Regoli, Serena Tardelli, Maurizio Tesconi:
Cashtag Piggybacking: Uncovering Spam and Bot Activity in Stock Microblogs on Twitter. ACM Trans. Web 13(2): 11:1-11:27 (2019) - [c4]Fabrizio Lillo, Salvatore Ruggieri:
Estimating the Total Volume of Queries to Google. WWW 2019: 1051-1060 - [i11]Silvia Zaoli, Piero Mazzarisi, Fabrizio Lillo:
Trip Centrality: walking on a temporal multiplex with non-instantaneous link travel time. CoRR abs/1903.02815 (2019) - 2018
- [j8]Paolo Barucca, Fabrizio Lillo:
The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market. Comput. Manag. Sci. 15(1): 33-53 (2018) - [j7]Gérald Gurtner, Fabrizio Lillo:
Strategic Allocation of Flight Plans in Air Traffic Management: An Evolutionary Point of View. Dyn. Games Appl. 8(4): 799-821 (2018) - [c3]Stefano Cresci, Fabrizio Lillo, Daniele Regoli, Serena Tardelli, Maurizio Tesconi:
$FAKE: Evidence of Spam and Bot Activity in Stock Microblogs on Twitter. ICWSM 2018: 580-583 - [i10]Piero Mazzarisi, Paolo Barucca, Fabrizio Lillo, Daniele Tantari:
A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market. CoRR abs/1801.00185 (2018) - [i9]Stefano Cresci, Fabrizio Lillo, Daniele Regoli, Serena Tardelli, Maurizio Tesconi:
Cashtag piggybacking: uncovering spam and bot activity in stock microblogs on Twitter. CoRR abs/1804.04406 (2018) - 2017
- [c2]Andrea Gigli, Fabrizio Lillo, Daniele Regoli:
Recommender Systems for Banking and Financial Services. RecSys Posters 2017 - [i8]Paolo Barucca, Fabrizio Lillo, Piero Mazzarisi, Daniele Tantari:
Detectability thresholds in networks with dynamic link and community structure. CoRR abs/1701.05804 (2017) - [i7]Elisa Letizia, Fabrizio Lillo:
Corporate payments networks and credit risk rating. CoRR abs/1711.07677 (2017) - 2016
- [j6]Gianbiagio Curato, Jim Gatheral, Fabrizio Lillo:
Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact. Commun. Nonlinear Sci. Numer. Simul. 39: 332-342 (2016) - [j5]Fulvio Corsi, Stefano Marmi, Fabrizio Lillo:
When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification. Oper. Res. 64(5): 1073-1088 (2016) - [c1]Lorenzo Cazzoli, Rajesh Sharma, Michele Treccani, Fabrizio Lillo:
A Large Scale Study to Understand the Relation between Twitter and Financial Market. ENIC 2016: 98-105 - [i6]Gianbiagio Curato, Fabrizio Lillo:
Optimal information diffusion in stochastic block models. CoRR abs/1605.08241 (2016) - [i5]Elisa Letizia, Paolo Barucca, Fabrizio Lillo:
Detectability of ranking hierarchies in directed networks. CoRR abs/1608.06135 (2016) - 2015
- [i4]Paolo Barucca, Daniele Tantari, Fabrizio Lillo:
Centrality metrics and localization in core-periphery networks. CoRR abs/1510.01116 (2015) - 2014
- [j4]Gianbiagio Curato, Fabrizio Lillo:
Multiscale Model Selection for High-Frequency Financial Data of a Large Tick Stock by Means of the Jensen-Shannon Metric. Entropy 16(1): 567-581 (2014) - 2013
- [i3]Gérald Gurtner, Stefania Vitali, Marco Cipolla, Fabrizio Lillo, Rosario Nunzio Mantegna, Salvatore Miccichè, Simone Pozzi:
Multi-scale analysis of the European airspace using network community detection. CoRR abs/1306.3769 (2013) - 2011
- [i2]Michele Tumminello, Fabrizio Lillo, Jyrki Piilo, Rosario N. Mantegna:
Identification of clusters of investors from their real trading activity in a financial market. CoRR abs/1107.3942 (2011) - 2010
- [p1]Stefano Battiston, James B. Glattfelder, Diego Garlaschelli, Fabrizio Lillo, Guido Caldarelli:
The Structure of Financial Networks. Network Science 2010: 131-163 - [i1]Michele Tumminello, Salvatore Miccichè, Fabrizio Lillo, Jan Varho, Jyrki Piilo, Rosario N. Mantegna:
Community characterization of heterogeneous complex systems. CoRR abs/1011.4161 (2010)
2000 – 2009
- 2009
- [j3]Fabrizio Lillo:
Econophysics and the challenge of efficiency. Complex. 14(3): 39-54 (2009) - 2007
- [j2]Michele Tumminello, Claudia Coronnello, Fabrizio Lillo, Salvatore Miccichè, Rosario N. Mantegna:
Spanning Trees and bootstrap Reliability Estimation in Correlation-Based Networks. Int. J. Bifurc. Chaos 17(7): 2319-2329 (2007) - 2002
- [j1]Fabrizio Lillo, Salvatore Basile, Rosario N. Mantegna:
Comparative genomics study of inverted repeats in bacteria. Bioinform. 18(7): 971-979 (2002)
Coauthor Index
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