Taranto, D.E.; Bormetti, G.; Lillo, F., The adaptive nature of liquidity taking in limit order books, «JOURNAL OF STATISTICAL MECHANICS: THEORY AND EXPERIMENT», 2014, 2014, Article number: P06002 , pp. P06002-1 - P06002-38 [Scientific article]
Gabriele La Spada; Fabrizio Lillo, The effect of round-off error on long memory processes, «STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS», 2014, 18, pp. 445 - 482 [Scientific article]
Bongiorno C.; Mantegna R.N.; Miccichè S.; Gurtner G.; Lillo F.; Valori L.; Ducci M.; Monechi B.; Pozzi S., An Agent Based Model of Air Traffic Management, in: Proceedings on the Third SESAR Innovation Days Conference, 2013, pp. 1 - 9 (atti di: Third SESAR Innovation Days Conference, Stockholm (Svezia), 26-28 Nov 2013) [Contribution to conference proceedings]
Strano E; Zanin M; Estrada E; Lillo F, Editorial: Spatially Embedded Complex Networks, «THE EUROPEAN PHYSICAL JOURNAL. SPECIAL TOPICS», 2013, 215, pp. 1 - 4 [Scientific article]
J. Doyne Farmer; Austin Gerig; Fabrizio Lillo; Henri Waelbroeck, How efficiency shapes market impact, «QUANTITATIVE FINANCE», 2013, 13, pp. 1743 - 1758 [Scientific article]
Zanin M; Lillo F, Modelling the Air Transport with Complex Networks: a short review, «THE EUROPEAN PHYSICAL JOURNAL. SPECIAL TOPICS», 2013, 215, pp. 5 - 21 [Scientific article]
Salvatore Miccichè; Andreas Buchleitner; Fabrizio Lillo; Rosario N Mantegna; Tobias Paul; Sandro Wimberger, Scale-free relaxation of a wave packet in a quantum well with power-law tails, «NEW JOURNAL OF PHYSICS», 2013, 15, pp. 033033 - 033048 [Scientific article]
SALVATORE MICCICHÈ; FABRIZIO LILLO; ROSARIO N. MANTEGNA, THE ROLE OF UNBOUNDED TIME-SCALES IN GENERATING LONG-RANGE MEMORY IN ADDITIVE MARKOVIAN PROCESSES, «FLUCTUATION AND NOISE LETTERS», 2013, 12, pp. 1340002 - 1340015 [Scientific article]
Busseti E; Lillo F, Calibration and optimal execution of financial transactions in the presence of transient market impact, «JOURNAL OF STATISTICAL MECHANICS: THEORY AND EXPERIMENT», 2012, 9, pp. 09010 - 09037 [Scientific article]
Toth B; Eisler Z; Lillo F; Kockelkoren J; Bouchaud JP; Farmer JD, How does the market react to your order flow?, «QUANTITATIVE FINANCE», 2012, 12, pp. 1015 - 1024 [Scientific article]
Tumminello M; Lillo F; Piilo J; Mantegna RN, Identification of clusters of investors from their real trading activity in a financial market, «NEW JOURNAL OF PHYSICS», 2012, 14, pp. 013041 - 013064 [Scientific article]
Vitali S.; Cipolla M.; Mantegna S. Miccichè R. N.; Gurtner G.; Lillo F.; Beato V.; Pozzi S., Statistical Regularities in ATM: network properties, trajectory deviations and delays, in: Proceedings on the Second SESAR Innovation Days Conference, 2012, pp. 1 - 9 (atti di: Second SESAR Innovation Days Conference, Braunschweig (Germany), November 27 – November 29, 2012.) [Contribution to conference proceedings]
Carollo A; Vaglica G; Lillo F; Mantegna RN, Trading activity and price impact in parallel markets: SETS vs. off-book market at the London Stock Exchange, «QUANTITATIVE FINANCE», 2012, 12, pp. 517 - 530 [Scientific article]
