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Fabrizio Lillo

University of Bologna
University of Palermo
Santa Fe Institute

452

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8977

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

2022 Information Sciences
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Estimating the Total Volume of Queries to a Search Engine

2022 IEEE Transactions on Knowledge and Data Engineering
- Fabrizio Lillo
- Salvatore Ruggieri
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Order flow and price formation.

2021 arXiv: Trading and Market Microstructure
- Fabrizio Lillo
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Information dynamics of price and liquidity around the 2017 Bitcoin markets crash

2021 arXiv: Statistical Finance
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Estimating the Total Volume of Queries to a Search Engine

2021 IEEE Transactions on Knowledge and Data Engineering
- Fabrizio Lillo
- Salvatore Ruggieri
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Analysis of bank leverage via dynamical systems and deep neural networks

2021 Research Papers in Economics
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Analysis of bank leverage via dynamical systems and deep neural networks

2021 arXiv: Mathematical Finance
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On the equivalence between the kinetic Ising model and discrete autoregressive processes

2021 Journal of Statistical Mechanics: Theory and Experiment
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Liquidity fluctuations and the latent dynamics of price impact

2021 Quantitative Finance
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On the performance of learned data structures

2021 Theoretical Computer Science
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