Comparative genomics study of inverted repeats in bacteria. - Fabrizio Lillo; Salvatore Basile; Rosario N. Mantegna (Bioinform., 2002)

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)

Econophysics and the challenge of efficiency. - Fabrizio Lillo (Complex., 2009)

The Structure of Financial Networks. - Stefano Battiston; James B. Glattfelder; Diego Garlaschelli; Fabrizio Lillo; Guido Caldarelli (Network Science, 2010)

Community characterization of heterogeneous complex systems - Michele Tumminello; Salvatore Miccichè; Fabrizio Lillo; Jan Varho; Jyrki Piilo; Rosario N. Mantegna (CoRR, 2010)

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)

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)

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)

Centrality metrics and localization in core-periphery networks. - Paolo Barucca; Daniele Tantari; Fabrizio Lillo (CoRR, 2015)

A Large Scale Study to Understand the Relation between Twitter and Financial Market. - Lorenzo Cazzoli; Rajesh Sharma; Michele Treccani; Fabrizio Lillo (ENIC, 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)

Optimal information diffusion in stochastic block models. - Gianbiagio Curato; Fabrizio Lillo (CoRR, 2016)

Detectability of ranking hierarchies in directed networks. - Elisa Letizia; Paolo Barucca; Fabrizio Lillo (CoRR, 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)

Recommender Systems for Banking and Financial Services. - Andrea Gigli; Fabrizio Lillo; Daniele Regoli (RecSys Posters, 2017)

Detectability thresholds in networks with dynamic link and community structure. - Paolo Barucca; Fabrizio Lillo; Piero Mazzarisi; Daniele Tantari (CoRR, 2017)

$FAKE: Evidence of Spam and Bot Activity in Stock Microblogs on Twitter. - Stefano Cresci; Fabrizio Lillo; Daniele Regoli; Serena Tardelli; Maurizio Tesconi (ICWSM, 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)

Strategic Allocation of Flight Plans in Air Traffic Management: An Evolutionary Point of View. - Gérald Gurtner; Fabrizio Lillo (Dyn. Games Appl., 2018)

Estimating the Total Volume of Queries to Google. - Fabrizio Lillo; Salvatore Ruggieri (WWW, 2019)

Trip Centrality: walking on a temporal multiplex with non-instantaneous link travel time. - Silvia Zaoli; Piero Mazzarisi; Fabrizio Lillo (CoRR, 2019)

Corporate payments networks and credit risk rating. - Elisa Letizia; Fabrizio Lillo (EPJ Data Sci., 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)

Why Are Learned Indexes So Effective? - Paolo Ferragina; Fabrizio Lillo; Giorgio Vinciguerra (ICML, 2020)

Betweenness centrality for temporal multiplexes. - Silvia Zaoli; Piero Mazzarisi; Fabrizio Lillo (CoRR, 2020)

Knowledge and Social Relatedness Shape Research Portfolio Diversification. - Giorgio Tripodi; Francesca Chiaromonte; Fabrizio Lillo (CoRR, 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)

Better to stay apart: asset commonality, bipartite network centrality, and investment strategies. - Andrea Flori; Fabrizio Lillo; Fabio Pammolli; Alessandro Spelta (Ann. Oper. Res., 2021)

Information dynamics of price and liquidity around the 2017 Bitcoin markets crash. - Vaiva Vasiliauskaite; Fabrizio Lillo; Nino Antulov-Fantulin (CoRR, 2021)

On the performance of learned data structures. - Paolo Ferragina; Fabrizio Lillo; Giorgio Vinciguerra (Theor. Comput. Sci., 2021)

Score-driven generalized fitness model for sparse and weighted temporal networks. - Domenico Di Gangi; Giacomo Bormetti; Fabrizio Lillo (Inf. Sci., 2022)

Estimating the Total Volume of Queries to a Search Engine. - Fabrizio Lillo; Salvatore Ruggieri (IEEE Trans. Knowl. Data Eng., 2022)

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., 2023)

Simulation-driven experimental hypotheses and design: a study of price impact and bubbles. - Francesco Cordoni; Caterina Giannetti; Fabrizio Lillo; Giulio Bottazzi (Simul., 2023)

Instabilities in multi-asset and multi-agent market impact games. - Francesco Cordoni; Fabrizio Lillo (Ann. Oper. Res., 2024)

Transient Impact from the Nash Equilibrium of a Permanent Market Impact Game. - Francesco Cordoni; Fabrizio Lillo (Dyn. Games Appl., 2024)

A machine learning approach to support decision in insider trading detection. - Piero Mazzarisi; Adele Ravagnani; Paola Deriu; Fabrizio Lillo; Francesca Medda; Antonio Russo (EPJ Data Sci., 2024)

Bayesian autoregressive online change-point detection with time-varying parameters. - Ioanna-Yvonni Tsaknaki; Fabrizio Lillo; Piero Mazzarisi (Commun. Nonlinear Sci. Numer. Simul., 2025)

Why is the estimation of metaorder impact with public market data so challenging? - Manuel Naviglio; Giacomo Bormetti; Francesco Campigli; German Rodikov; Fabrizio Lillo (CoRR, 2025)

A Sea of Coins: The Proliferation of Cryptocurrencies in UniswapV2. - Manuel Naviglio; Francesco Tarantelli; Fabrizio Lillo (CoRR, 2025)