Fabrizio Lillo

Publication Activity (10 Years)

Years Active: 2002-2024
Publications (10 Years): 33

Top Topics

Betweenness Centrality

Network Centrality

Recommender Systems

Top Venues

Ann. Oper. Res.

Dyn. Games Appl.

Commun. Nonlinear Sci. Numer. Simul.

Publications

Francesco Cordoni, Fabrizio Lillo
Transient Impact from the Nash Equilibrium of a Permanent Market Impact Game. Dyn. Games Appl. 14 (2) (2024)
Ioanna-Yvonni Tsaknaki, Fabrizio Lillo, Piero Mazzarisi
Bayesian Autoregressive Online Change-Point Detection with Time-Varying Parameters. CoRR (2024)
Francesco Cordoni, Fabrizio Lillo
Instabilities in multi-asset and multi-agent market impact games. Ann. Oper. Res. 336 (1-2) (2024)
Francesco G. Cordoni, Caterina Giannetti, Fabrizio Lillo, Giulio Bottazzi
Simulation-driven experimental hypotheses and design: a study of price impact and bubbles. Simul. 99 (6) (2023)
Fabrizio Lillo, Giulia Livieri, Stefano Marmi, Anton Solomko, Sandro Vaienti
Analysis of Bank Leverage via Dynamical Systems and Deep Neural Networks. SIAM J. Financial Math. 14 (2) (2023)
Domenico Di Gangi, Giacomo Bormetti, Fabrizio Lillo
Score-driven generalized fitness model for sparse and weighted temporal networks. Inf. Sci. 612 (2022)
Fabrizio Lillo, Salvatore Ruggieri
Estimating the Total Volume of Queries to a Search Engine. IEEE Trans. Knowl. Data Eng. 34 (11) (2022)
Piero Mazzarisi, Adele Ravagnani, Paola Deriu, Fabrizio Lillo, Francesca Medda, Antonio Russo
A machine learning approach to support decision in insider trading detection. CoRR (2022)
Andrea Flori, Fabrizio Lillo, Fabio Pammolli, Alessandro Spelta
Better to stay apart: asset commonality, bipartite network centrality, and investment strategies. Ann. Oper. Res. 299 (1) (2021)
Fabrizio Lillo, Salvatore Ruggieri
Estimating the Total Volume of Queries to a Search Engine. CoRR (2021)
Vaiva Vasiliauskaite, Fabrizio Lillo, Nino Antulov-Fantulin
Information dynamics of price and liquidity around the 2017 Bitcoin markets crash. CoRR (2021)
Paolo Ferragina, Fabrizio Lillo, Giorgio Vinciguerra
On the performance of learned data structures. Theor. Comput. Sci. 871 (2021)
Piero Mazzarisi, Paolo Barucca, Fabrizio Lillo, Daniele Tantari
A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market. Eur. J. Oper. Res. 281 (1) (2020)
Giorgio Tripodi, Francesca Chiaromonte, Fabrizio Lillo
Knowledge and Social Relatedness Shape Research Portfolio Diversification. CoRR (2020)
Paolo Ferragina, Fabrizio Lillo, Giorgio Vinciguerra
Why Are Learned Indexes So Effective? ICML (2020)
Silvia Zaoli, Piero Mazzarisi, Fabrizio Lillo
Betweenness centrality for temporal multiplexes. CoRR (2020)
Fabrizio Lillo, Salvatore Ruggieri
Estimating the Total Volume of Queries to Google. WWW (2019)
Silvia Zaoli, Piero Mazzarisi, Fabrizio Lillo
Trip Centrality: walking on a temporal multiplex with non-instantaneous link travel time. CoRR (2019)
Stefano Cresci, Fabrizio Lillo, Daniele Regoli, Serena Tardelli, Maurizio Tesconi
Cashtag Piggybacking: Uncovering Spam and Bot Activity in Stock Microblogs on Twitter. ACM Trans. Web 13 (2) (2019)
Elisa Letizia, Fabrizio Lillo
Corporate payments networks and credit risk rating. EPJ Data Sci. 8 (1) (2019)
Gérald Gurtner, Fabrizio Lillo
Strategic Allocation of Flight Plans in Air Traffic Management: An Evolutionary Point of View. Dyn. Games Appl. 8 (4) (2018)
Paolo Barucca, Fabrizio Lillo
The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market. Comput. Manag. Sci. 15 (1) (2018)
Stefano Cresci, Fabrizio Lillo, Daniele Regoli, Serena Tardelli, Maurizio Tesconi
Cashtag piggybacking: uncovering spam and bot activity in stock microblogs on Twitter. CoRR (2018)
Stefano Cresci, Fabrizio Lillo, Daniele Regoli, Serena Tardelli, Maurizio Tesconi
$FAKE: Evidence of Spam and Bot Activity in Stock Microblogs on Twitter. ICWSM (2018)
Piero Mazzarisi, Paolo Barucca, Fabrizio Lillo, Daniele Tantari
A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market. CoRR (2018)
Paolo Barucca, Fabrizio Lillo, Piero Mazzarisi, Daniele Tantari
Detectability thresholds in networks with dynamic link and community structure. CoRR (2017)
Elisa Letizia, Fabrizio Lillo
Corporate payments networks and credit risk rating. CoRR (2017)
Andrea Gigli, Fabrizio Lillo, Daniele Regoli
Recommender Systems for Banking and Financial Services. RecSys Posters (2017)
Fulvio Corsi, Stefano Marmi, Fabrizio Lillo
When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification. Oper. Res. 64 (5) (2016)
Gianbiagio Curato, Fabrizio Lillo
Optimal information diffusion in stochastic block models. CoRR (2016)
Gianbiagio Curato, Jim Gatheral, Fabrizio Lillo
Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact. Commun. Nonlinear Sci. Numer. Simul. 39 (2016)
Lorenzo Cazzoli, Rajesh Sharma, Michele Treccani, Fabrizio Lillo
A Large Scale Study to Understand the Relation between Twitter and Financial Market. ENIC (2016)
Elisa Letizia, Paolo Barucca, Fabrizio Lillo
Detectability of ranking hierarchies in directed networks. CoRR (2016)
Paolo Barucca, Daniele Tantari, Fabrizio Lillo
Centrality metrics and localization in core-periphery networks. CoRR (2015)
Gianbiagio Curato, Fabrizio Lillo
Multiscale Model Selection for High-Frequency Financial Data of a Large Tick Stock by Means of the Jensen-Shannon Metric. Entropy 16 (1) (2014)
Gérald Gurtner, Stefania Vitali, Marco Cipolla, Fabrizio Lillo, Rosario Nunzio Mantegna, Salvatore Miccichè, Simone Pozzi
Multi-scale analysis of the European airspace using network community detection. CoRR (2013)
Michele Tumminello, Fabrizio Lillo, Jyrki Piilo, Rosario N. Mantegna
Identification of clusters of investors from their real trading activity in a financial market CoRR (2011)
Michele Tumminello, Salvatore Miccichè, Fabrizio Lillo, Jan Varho, Jyrki Piilo, Rosario N. Mantegna
Community characterization of heterogeneous complex systems CoRR (2010)
Fabrizio Lillo
Econophysics and the challenge of efficiency. Complex. 14 (3) (2009)
Michele Tumminello, Claudia Coronnello, Fabrizio Lillo, Salvatore Miccichè, Rosario N. Mantegna
Spanning Trees and bootstrap Reliability Estimation in Correlation-Based Networks. Int. J. Bifurc. Chaos 17 (7) (2007)
Fabrizio Lillo, Salvatore Basile, Rosario N. Mantegna
Comparative genomics study of inverted repeats in bacteria. Bioinform. 18 (7) (2002)