Fabrizio Lillo

According to our database, Fabrizio Lillo authored at least 35 papers between 2002 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

Simulation-driven experimental hypotheses and design: a study of price impact and bubbles.

Francesco G. Cordoni, Caterina Giannetti, Fabrizio Lillo, Giulio Bottazzi

Simul., June, 2023

Analysis of Bank Leverage via Dynamical Systems and Deep Neural Networks.

Fabrizio Lillo, Giulia Livieri, Stefano Marmi, Anton Solomko, Sandro Vaienti

SIAM J. Financial Math., June, 2023

2022

Estimating the Total Volume of Queries to a Search Engine.

Fabrizio Lillo, Salvatore Ruggieri

IEEE Trans. Knowl. Data Eng., 2022

Score-driven generalized fitness model for sparse and weighted temporal networks.

Domenico Di Gangi, Giacomo Bormetti, Fabrizio Lillo

Inf. Sci., 2022

A machine learning approach to support decision in insider trading detection.

Piero Mazzarisi, Adele Ravagnani, Paola Deriu, Fabrizio Lillo, Francesca Medda, Antonio Russo

CoRR, 2022

2021

On the performance of learned data structures.

Paolo Ferragina, Fabrizio Lillo, Giorgio Vinciguerra

Theor. Comput. Sci., 2021

Information dynamics of price and liquidity around the 2017 Bitcoin markets crash.

Vaiva Vasiliauskaite, Fabrizio Lillo, Nino Antulov-Fantulin

CoRR, 2021

Better to stay apart: asset commonality, bipartite network centrality, and investment strategies.

Andrea Flori, Fabrizio Lillo, Fabio Pammolli, Alessandro Spelta

Ann. Oper. Res., 2021

2020

A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market.

Piero Mazzarisi, Paolo Barucca, Fabrizio Lillo, Daniele Tantari

Eur. J. Oper. Res., 2020

Knowledge and Social Relatedness Shape Research Portfolio Diversification.

Giorgio Tripodi, Francesca Chiaromonte, Fabrizio Lillo

CoRR, 2020

Betweenness centrality for temporal multiplexes.

Silvia Zaoli, Piero Mazzarisi, Fabrizio Lillo

CoRR, 2020

Why Are Learned Indexes So Effective?

Paolo Ferragina, Fabrizio Lillo, Giorgio Vinciguerra

Proceedings of the 37th International Conference on Machine Learning, 2020

2019

Cashtag Piggybacking: Uncovering Spam and Bot Activity in Stock Microblogs on Twitter.

Stefano Cresci, Fabrizio Lillo, Daniele Regoli, Serena Tardelli, Maurizio Tesconi

ACM Trans. Web, 2019

Corporate payments networks and credit risk rating.

Elisa Letizia, Fabrizio Lillo

EPJ Data Sci., 2019

Trip Centrality: walking on a temporal multiplex with non-instantaneous link travel time.

Silvia Zaoli, Piero Mazzarisi, Fabrizio Lillo

CoRR, 2019

Estimating the Total Volume of Queries to Google.

Fabrizio Lillo, Salvatore Ruggieri

Proceedings of the World Wide Web Conference, 2019

2018

Strategic Allocation of Flight Plans in Air Traffic Management: An Evolutionary Point of View.

Gérald Gurtner, Fabrizio Lillo

Dyn. Games Appl., 2018

The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market.

Paolo Barucca, Fabrizio Lillo

Comput. Manag. Sci., 2018

$FAKE: Evidence of Spam and Bot Activity in Stock Microblogs on Twitter.

Stefano Cresci, Fabrizio Lillo, Daniele Regoli, Serena Tardelli, Maurizio Tesconi

Proceedings of the Twelfth International Conference on Web and Social Media, 2018

2017

Detectability thresholds in networks with dynamic link and community structure.

Paolo Barucca, Fabrizio Lillo, Piero Mazzarisi, Daniele Tantari

CoRR, 2017

Recommender Systems for Banking and Financial Services.

Andrea Gigli, Fabrizio Lillo, Daniele Regoli

Proceedings of the Poster Track of the 11th ACM Conference on Recommender Systems (RecSys 2017), 2017

2016

When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification.

Fulvio Corsi, Stefano Marmi, Fabrizio Lillo

Oper. Res., 2016

Detectability of ranking hierarchies in directed networks.

Elisa Letizia, Paolo Barucca, Fabrizio Lillo

CoRR, 2016

Optimal information diffusion in stochastic block models.

Gianbiagio Curato, Fabrizio Lillo

CoRR, 2016

Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact.

Gianbiagio Curato, Jim Gatheral, Fabrizio Lillo

Commun. Nonlinear Sci. Numer. Simul., 2016

A Large Scale Study to Understand the Relation between Twitter and Financial Market.

Lorenzo Cazzoli, Rajesh Sharma, Michele Treccani, Fabrizio Lillo

Proceedings of the Third European Network Intelligence Conference, 2016

2015

Centrality metrics and localization in core-periphery networks.

Paolo Barucca, Daniele Tantari, Fabrizio Lillo

CoRR, 2015

2014

Multiscale Model Selection for High-Frequency Financial Data of a Large Tick Stock by Means of the Jensen-Shannon Metric.

Gianbiagio Curato, Fabrizio Lillo

Entropy, 2014

2013

Multi-scale analysis of the European airspace using network community detection.

Gérald Gurtner, Stefania Vitali, Marco Cipolla, Fabrizio Lillo, Rosario Nunzio Mantegna, Salvatore Miccichè, Simone Pozzi

CoRR, 2013

2011

Identification of clusters of investors from their real trading activity in a financial market

Michele Tumminello, Fabrizio Lillo, Jyrki Piilo, Rosario N. Mantegna

CoRR, 2011

2010

Community characterization of heterogeneous complex systems

Michele Tumminello, Salvatore Miccichè, Fabrizio Lillo, Jan Varho, Jyrki Piilo, Rosario N. Mantegna

CoRR, 2010

The Structure of Financial Networks.

Stefano Battiston, James B. Glattfelder, Diego Garlaschelli, Fabrizio Lillo, Guido Caldarelli

Proceedings of the Network Science - Complexity in Nature and Technology., 2010

2009

Econophysics and the challenge of efficiency.

Fabrizio Lillo

Complex., 2009

2007

Spanning Trees and bootstrap Reliability Estimation in Correlation-Based Networks.

Michele Tumminello, Claudia Coronnello, Fabrizio Lillo, Salvatore Miccichè, Rosario N. Mantegna

Int. J. Bifurc. Chaos, 2007

2002

Comparative genomics study of inverted repeats in bacteria.

Fabrizio Lillo, Salvatore Basile, Rosario N. Mantegna

Bioinform., 2002