Zaoli S.; Mazzarisi P.; Lillo F., Betweenness centrality for temporal multiplexes, «SCIENTIFIC REPORTS», 2021, 11, Article number: 4919, pp. 1 - 9 [articolo]Open Access
Giuseppe Buccheri, Giacomo Bormetti, Fulvio Corsi, Fabrizio Lillo, Comment on: Price Discovery in High Resolution, «JOURNAL OF FINANCIAL ECONOMETRICS», 2021, 19, pp. 439 - 451 [articolo]Open Access
Lillo F.; Ruggieri S., Estimating the Total Volume of Queries to a Search Engine, «IEEE TRANSACTIONS ON KNOWLEDGE AND DATA ENGINEERING», 2021, 34, pp. 5351 - 5363 [articolo]Open Access
Luis Delgado; Gérald Gurtner; Piero Mazzarisi; Silvia Zaoli; Damir Valput; Andrew Cook; Fabrizio Lillo, Network-wide assessment of ATM mechanisms using an agent-based model, «JOURNAL OF AIR TRANSPORT MANAGEMENT», 2021, 95, Article number: 102108, pp. 1 - 13 [articolo]Open Access
Campajola, Carlo; Lillo, Fabrizio; Mazzarisi, Piero; Tantari, Daniele, On the equivalence between the kinetic Ising model and discrete autoregressive processes, «JOURNAL OF STATISTICAL MECHANICS: THEORY AND EXPERIMENT», 2021, 2021, Article number: 033412, pp. 1 - 13 [articolo]Open Access
Ferragina P.; Lillo F.; Vinciguerra G., On the performance of learned data structures, «THEORETICAL COMPUTER SCIENCE», 2021, 871, pp. 107 - 120 [articolo]Open Access
Antulov-Fantulin N.; Guo T.; Lillo F., Temporal mixture ensemble models for probabilistic forecasting of intraday cryptocurrency volume, «DECISIONS IN ECONOMICS AND FINANCE», 2021, 44, pp. 905 - 940 [articolo]Open Access
Mazzarisi P.; Barucca P.; Lillo F.; Tantari D., A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market, «EUROPEAN JOURNAL OF OPERATIONAL RESEARCH», 2020, 281, pp. 50 - 65 [articolo]Open Access
Bucci F.; Lillo F.; Bouchaud J.-P.; Benzaquen M., Are trading invariants really invariant? Trading costs matter, «QUANTITATIVE FINANCE», 2020, 20, pp. 1059 - 1068 [articolo]Open Access
Bucci, F.; Mastromatteo, I.; Eisler, Z.; Lillo, F.; Bouchaud, J.-P.; Lehalle, C.-A., Co-impact: crowding effects in institutional trading activity, «QUANTITATIVE FINANCE», 2020, 20, pp. 193 - 205 [articolo]Open Access
Tripodi G.; Chiaromonte F.; Lillo F., Knowledge and social relatedness shape research portfolio diversification, «SCIENTIFIC REPORTS», 2020, 10, Article number: 14232, pp. 1 - 12 [articolo]Open Access
Mazzarisi P.; Zaoli S.; Lillo F.; Delgado L.; Gurtner G., New centrality and causality metrics assessing air traffic network interactions, «JOURNAL OF AIR TRANSPORT MANAGEMENT», 2020, 85, Article number: 101801, pp. 1 - 9 [articolo]Open Access
Mazzarisi P.; Zaoli S.; Campajola C.; Lillo F., Tail Granger causalities and where to find them: Extreme risk spillovers vs spurious linkages, «JOURNAL OF ECONOMIC DYNAMICS & CONTROL», 2020, 121, Article number: 104022, pp. 1 - 20 [articolo]Open Access
Campajola C.; Lillo F.; Tantari D., Unveiling the relation between herding and liquidity with trader lead-lag networks, «QUANTITATIVE FINANCE», 2020, 20, pp. 1765 - 1778 [articolo]Open Access
Paolo Ferragina, Fabrizio Lillo, Giorgio Vinciguerra, Why Are Learned Indexes So Effective?, in: International Conference on Machine Learning, 2020, 119, pp. 3123 - 3132 (atti di: International Conference on Machine Learning, Virtuale (originariamente Vienna), 12-18 Luglio 2020) [Contributo in Atti di convegno]Open Access
