Foto del docente

Fabrizio Lillo

Full Professor

Department of Mathematics

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


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

Bonart, Julius; Lillo, Fabrizio*, A continuous and efficient fundamental price on the discrete order book grid, «PHYSICA. A», 2018, 503, pp. 698 - 713 [Scientific article]

Di Gangi, Domenico; Lillo, Fabrizio; Pirino, Davide*, Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction, «JOURNAL OF ECONOMIC DYNAMICS & CONTROL», 2018, 94, pp. 117 - 141 [Scientific article]Open Access

Lucio Maria Calcagnile, ; Bormetti, Giacomo; Michele, Treccani; Stefano, Marmi; Lillo, Fabrizio, Collective synchronization and high frequency systemic instabilities in financial markets, «QUANTITATIVE FINANCE», 2018, 18, pp. 237 - 247 [Scientific article]Open Access

Rambaldi, Marcello; Filimonov, Vladimir; Lillo, Fabrizio, Detection of intensity bursts using Hawkes processes: An application to high-frequency financial data, «PHYSICAL REVIEW. E», 2018, 97, Article number: 032318 , pp. 032318 - 032331 [Scientific article]

Barucca, P.; Lillo, F.; Mazzarisi, P.; Tantari, D., Disentangling group and link persistence in dynamic stochastic block models, «JOURNAL OF STATISTICAL MECHANICS: THEORY AND EXPERIMENT», 2018, 2018, Article number: 123407 , pp. 123407 - 123424 [Scientific article]

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