Foto del docente

Fabrizio Lillo

Full Professor

Department of Mathematics

Academic discipline: STAT-04/A Mathematical Methods for Economy, Finance and Actuarial Sciences

Teaching

Recent dissertations supervised by the teacher.

First cycle degree programmes dissertations

  • Contagio e rischio sistemico nelle reti finanziarie

Second cycle degree programmes dissertations

  • Algorithmic Trading: Leveraging Machine Learning for Statistical Arbitrage
  • Analyzing Regime Shifts and Long Memory in Asset Volatility with the Iterated Cumulative Sums of Squares Algorithm
  • Granger Causality Analysis of the Interconnections between Equity Market and Cryptocurrencies
  • Optimal Execution of Hidden Orders: A Strategic Approach to Market Liquidity
  • Price Impact on Uniswap V3 Decentralized Exchange
  • The e-MID Interbank Market During the European Sovereign Debt Crisis: a Complex Network Approach

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