LILLO, FABRIZIO
LILLO, FABRIZIO
Scienze per l'Economia e l'Impresa
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A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market
2020 Mazzarisi P.; Barucca P.; Lillo F.; Tantari D.
Detectability of macroscopic structures in directed asymmetric stochastic block model
2019 Wilinski, Mateusz; Mazzarisi, Piero; Tantari, Daniele; Lillo, Fabrizio
Disentangling group and link persistence in dynamic stochastic block models
2018 Barucca, P.; Lillo, F.; Mazzarisi, P.; Tantari, D.
From Zero-Intelligence to Queue-Reactive: Limit Order Book modeling for high-frequency volatility estimation and optimal execution
2023 Tommaso Mariotti, Fabrizio Lillo, Giacomo Toscano
Inference of the kinetic Ising model with heterogeneous missing data
2019 Campajola C.; Lillo F.; Tantari D.
Interbank Markets and Multiplex Networks: Centrality Measures and Statistical Null Models
2016 Bargigli, Leonardo; Iasio, Giovanni di; Infante, Luigi; Lillo, Fabrizio; Pierobon, Federico
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market | 2020 | Mazzarisi P.; Barucca P.; Lillo F.; Tantari D. | |
| Detectability of macroscopic structures in directed asymmetric stochastic block model | 2019 | Wilinski, Mateusz; Mazzarisi, Piero; Tantari, Daniele; Lillo, Fabrizio | |
| Disentangling group and link persistence in dynamic stochastic block models | 2018 | Barucca, P.; Lillo, F.; Mazzarisi, P.; Tantari, D. | |
| From Zero-Intelligence to Queue-Reactive: Limit Order Book modeling for high-frequency volatility estimation and optimal execution | 2023 | Tommaso Mariotti, Fabrizio Lillo, Giacomo Toscano | |
| Inference of the kinetic Ising model with heterogeneous missing data | 2019 | Campajola C.; Lillo F.; Tantari D. | |
| Interbank Markets and Multiplex Networks: Centrality Measures and Statistical Null Models | 2016 | Bargigli, Leonardo; Iasio, Giovanni di; Infante, Luigi; Lillo, Fabrizio; Pierobon, Federico |