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Fabrizio Lillo

Full Professor

Department of Mathematics

Academic discipline: SECS-S/06 Mathematical Methods of Economics, Finance and Actuarial Sciences


Cresci, Stefano; Lillo, Fabrizio; Regoli, Daniele; Tardelli, Serena; Tesconi, Maurizio, Cashtag Piggybacking: Uncovering Spam and Bot Activity in Stock Microblogs on Twitter, «ACM TRANSACTIONS ON THE WEB», 2019, 13, Article number: 11 , pp. 1 - 27 [Scientific article]

Baltakienė, Margarita; Baltakys, Kęstutis; Kanniainen, Juho; Pedreschi, Dino; Lillo, Fabrizio, Clusters of investors around initial public offering, «PALGRAVE COMMUNICATIONS», 2019, 5, pp. 129 - 142 [Scientific article]Open Access

Letizia, Elisa; Lillo, Fabrizio, Corporate payments networks and credit risk rating, «EPJ DATA SCIENCE», 2019, 8, pp. 21 - 49 [Scientific article]Open Access

Schneider, M.; Lillo, F., Cross-impact and no-dynamic-arbitrage, «QUANTITATIVE FINANCE», 2019, 19, pp. 137 - 154 [Scientific article]

Bucci, Frédéric; Benzaquen, Michael; Lillo, Fabrizio; Bouchaud, Jean-Philippe, Crossover from Linear to Square-Root Market Impact, «PHYSICAL REVIEW LETTERS», 2019, 122, Article number: 108302 , pp. 108302 - 108306 [Scientific article]

Wilinski, Mateusz; Mazzarisi, Piero; Tantari, Daniele; Lillo, Fabrizio, Detectability of macroscopic structures in directed asymmetric stochastic block model, «PHYSICAL REVIEW. E», 2019, 99, pp. 1 - 9 [Scientific article]

Williams, Oliver E; Lillo, Fabrizio; Latora, Vito, Effects of memory on spreading processes in non-Markovian temporal networks, «NEW JOURNAL OF PHYSICS», 2019, 21, pp. 043028 - 043038 [Scientific article]Open Access

Lillo, Fabrizio; Ruggieri, Salvatore, Estimating the Total Volume of Queries to Google, in: WWW '19: The World Wide Web Conference, New York, Association for Computing Machinery, 2019, pp. 1051 - 1060 (atti di: WWW '19: The World Wide Web Conference, San Francisco (USA), 13-17 Maggio 2019) [Contribution to conference proceedings]Open Access

Campajola C.; LILLO, FABRIZIO; Tantari D., Inference of the kinetic Ising model with heterogeneous missing data, «PHYSICAL REVIEW. E», 2019, 99, Article number: 062138 , pp. 1 - 12 [Scientific article]Open Access

Lillo Fabrizio, Introduction to market microstructure and heterogeneity of investors, in: International School of Physics “Enrico Fermi”, Bologna, IOS Press, 2019, pp. 73 - 89 [Chapter or essay]

Luigi Ambrosio, Michele Benzi, Pierluigi Contucci, Fabrizio Lillo, Mathematical and Computational Aspects of Machine Learning, 2019. [Exhibition]

Piero Mazzarisi, Silvia Zaoli, Fabrizio Lillo, Luis Delgado, Gerald Gurtner, Andrew Cook, Damir Valput,, Network-wide assessment of 4D trajectory adjustments using an agent-based model, in: Proceedings of SESAR Innovation Days 2019, SESAR Joint Undertaking, «SESAR INNOVATION DAYS», 2019, pp. 1 - 8 (atti di: SESAR Innovation Days 2019, Atene (Grecia), 02 - 06 Dicembre 2019) [Contribution to conference proceedings]Open Access

Zaoli, Silvia; Mazzarisi, Piero; Lillo, Fabrizio, Trip Centrality: walking on a temporal multiplex with non-instantaneous link travel time, «SCIENTIFIC REPORTS», 2019, 9, pp. 10570 - 10580 [Scientific article]Open Access

Mazzarisi, Piero; Lillo, Fabrizio; Marmi, Stefano, When panic makes you blind: A chaotic route to systemic risk, «JOURNAL OF ECONOMIC DYNAMICS & CONTROL», 2019, 100, pp. 176 - 199 [Scientific article]

Way, Rupert; Lafond, François; Lillo, Fabrizio; Panchenko, Valentyn; Farmer, J. Doyne, Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves, «JOURNAL OF ECONOMIC DYNAMICS & CONTROL», 2019, 101, pp. 211 - 238 [Scientific article]Open Access

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