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

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)