Fabrizio Lillo

48 papers A* 2A 1Journal 42Unranked 2

Year	Rank	Type	Title / Venue / Authors
2026	J	`jnl`	Price manipulation schemes of new crypto-tokens in decentralized exchanges. EPJ Data Sci. Manuel Naviglio, Francesco Tarantelli, Fabrizio Lillo
2025	J	`jnl`	A Sea of Coins: The Proliferation of Cryptocurrencies in UniswapV2. CoRR Manuel Naviglio, Francesco Tarantelli, Fabrizio Lillo
2025	J	`jnl`	Bayesian autoregressive online change-point detection with time-varying parameters. Commun. Nonlinear Sci. Numer. Simul. Ioanna-Yvonni Tsaknaki, Fabrizio Lillo, Piero Mazzarisi
2025	J	`jnl`	Reinforcement Learning in Queue-Reactive Models: Application to Optimal Execution. CoRR Tomás España, Yadh Hafsi, Fabrizio Lillo, Edoardo Vittori
2025	J	`jnl`	Why is the estimation of metaorder impact with public market data so challenging? CoRR Manuel Naviglio, Giacomo Bormetti, Francesco Campigli, German Rodikov, Fabrizio Lillo
2024	J	`jnl`	A machine learning approach to support decision in insider trading detection. EPJ Data Sci. Piero Mazzarisi, Adele Ravagnani, Paola Deriu, Fabrizio Lillo, Francesca Medda, Antonio Russo
2024	J	`jnl`	Bayesian Autoregressive Online Change-Point Detection with Time-Varying Parameters. CoRR Ioanna-Yvonni Tsaknaki, Fabrizio Lillo, Piero Mazzarisi
2024	J	`jnl`	Instabilities in multi-asset and multi-agent market impact games. Ann. Oper. Res. Francesco Cordoni, Fabrizio Lillo
2024	J	`jnl`	Transient Impact from the Nash Equilibrium of a Permanent Market Impact Game. Dyn. Games Appl. Francesco Cordoni, Fabrizio Lillo
2023	J	`jnl`	Analysis of Bank Leverage via Dynamical Systems and Deep Neural Networks. SIAM J. Financial Math. Fabrizio Lillo, Giulia Livieri, Stefano Marmi, Anton Solomko, Sandro Vaienti
2023	J	`jnl`	Simulation-driven experimental hypotheses and design: a study of price impact and bubbles. Simul. Francesco Cordoni, Caterina Giannetti, Fabrizio Lillo, Giulio Bottazzi
2022	J	`jnl`	A machine learning approach to support decision in insider trading detection. CoRR Piero Mazzarisi, Adele Ravagnani, Paola Deriu, Fabrizio Lillo, Francesca Medda, Antonio Russo
2022	J	`jnl`	Estimating the Total Volume of Queries to a Search Engine. IEEE Trans. Knowl. Data Eng. Fabrizio Lillo, Salvatore Ruggieri
2022	J	`jnl`	Score-driven generalized fitness model for sparse and weighted temporal networks. Inf. Sci. Domenico Di Gangi, Giacomo Bormetti, Fabrizio Lillo
2021	J	`jnl`	Better to stay apart: asset commonality, bipartite network centrality, and investment strategies. Ann. Oper. Res. Andrea Flori, Fabrizio Lillo, Fabio Pammolli, Alessandro Spelta
2021	J	`jnl`	Estimating the Total Volume of Queries to a Search Engine. CoRR Fabrizio Lillo, Salvatore Ruggieri
2021	J	`jnl`	Information dynamics of price and liquidity around the 2017 Bitcoin markets crash. CoRR Vaiva Vasiliauskaite, Fabrizio Lillo, Nino Antulov-Fantulin
2021	J	`jnl`	On the performance of learned data structures. Theor. Comput. Sci. Paolo Ferragina, Fabrizio Lillo, Giorgio Vinciguerra
2020	J	`jnl`	A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market. Eur. J. Oper. Res. Piero Mazzarisi, Paolo Barucca, Fabrizio Lillo, Daniele Tantari
2020	J	`jnl`	Betweenness centrality for temporal multiplexes. CoRR Silvia Zaoli, Piero Mazzarisi, Fabrizio Lillo
2020	J	`jnl`	Knowledge and Social Relatedness Shape Research Portfolio Diversification. CoRR Giorgio Tripodi, Francesca Chiaromonte, Fabrizio Lillo
2020	A*	`conf`	Why Are Learned Indexes So Effective? ICML Paolo Ferragina, Fabrizio Lillo, Giorgio Vinciguerra
2019	J	`jnl`	Cashtag Piggybacking: Uncovering Spam and Bot Activity in Stock Microblogs on Twitter. ACM Trans. Web Stefano Cresci, Fabrizio Lillo, Daniele Regoli, Serena Tardelli, Maurizio Tesconi
2019	J	`jnl`	Corporate payments networks and credit risk rating. EPJ Data Sci. Elisa Letizia, Fabrizio Lillo
2019	A*	`conf`	Estimating the Total Volume of Queries to Google. WWW Fabrizio Lillo, Salvatore Ruggieri
2019	J	`jnl`	Trip Centrality: walking on a temporal multiplex with non-instantaneous link travel time. CoRR Silvia Zaoli, Piero Mazzarisi, Fabrizio Lillo
2018	A	`conf`	$FAKE: Evidence of Spam and Bot Activity in Stock Microblogs on Twitter. ICWSM Stefano Cresci, Fabrizio Lillo, Daniele Regoli, Serena Tardelli, Maurizio Tesconi
2018	J	`jnl`	A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market. CoRR Piero Mazzarisi, Paolo Barucca, Fabrizio Lillo, Daniele Tantari
2018	J	`jnl`	Cashtag piggybacking: uncovering spam and bot activity in stock microblogs on Twitter. CoRR Stefano Cresci, Fabrizio Lillo, Daniele Regoli, Serena Tardelli, Maurizio Tesconi
2018	J	`jnl`	Strategic Allocation of Flight Plans in Air Traffic Management: An Evolutionary Point of View. Dyn. Games Appl. Gérald Gurtner, Fabrizio Lillo
2018	J	`jnl`	The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market. Comput. Manag. Sci. Paolo Barucca, Fabrizio Lillo
2017	J	`jnl`	Corporate payments networks and credit risk rating. CoRR Elisa Letizia, Fabrizio Lillo
2017	J	`jnl`	Detectability thresholds in networks with dynamic link and community structure. CoRR Paolo Barucca, Fabrizio Lillo, Piero Mazzarisi, Daniele Tantari
2017	—	`conf`	Recommender Systems for Banking and Financial Services. RecSys Posters Andrea Gigli, Fabrizio Lillo, Daniele Regoli
2016	—	`conf`	A Large Scale Study to Understand the Relation between Twitter and Financial Market. ENIC Lorenzo Cazzoli, Rajesh Sharma, Michele Treccani, Fabrizio Lillo
2016	J	`jnl`	Detectability of ranking hierarchies in directed networks. CoRR Elisa Letizia, Paolo Barucca, Fabrizio Lillo
2016	J	`jnl`	Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact. Commun. Nonlinear Sci. Numer. Simul. Gianbiagio Curato, Jim Gatheral, Fabrizio Lillo
2016	J	`jnl`	Optimal information diffusion in stochastic block models. CoRR Gianbiagio Curato, Fabrizio Lillo
2016	J	`jnl`	When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification. Oper. Res. Fulvio Corsi, Stefano Marmi, Fabrizio Lillo
2015	J	`jnl`	Centrality metrics and localization in core-periphery networks. CoRR Paolo Barucca, Daniele Tantari, Fabrizio Lillo
2014	J	`jnl`	Multiscale Model Selection for High-Frequency Financial Data of a Large Tick Stock by Means of the Jensen-Shannon Metric. Entropy Gianbiagio Curato, Fabrizio Lillo
2013	J	`jnl`	Multi-scale analysis of the European airspace using network community detection. CoRR Gérald Gurtner, Stefania Vitali, Marco Cipolla, Fabrizio Lillo, Rosario Nunzio Mantegna, Salvatore Miccichè, Simone Pozzi
2011	J	`jnl`	Identification of clusters of investors from their real trading activity in a financial market CoRR Michele Tumminello, Fabrizio Lillo, Jyrki Piilo, Rosario N. Mantegna
2010	J	`jnl`	Community characterization of heterogeneous complex systems CoRR Michele Tumminello, Salvatore Miccichè, Fabrizio Lillo, Jan Varho, Jyrki Piilo, Rosario N. Mantegna
2010	—	`ch.`	The Structure of Financial Networks. Network Science Stefano Battiston, James B. Glattfelder, Diego Garlaschelli, Fabrizio Lillo, Guido Caldarelli
2009	J	`jnl`	Econophysics and the challenge of efficiency. Complex. Fabrizio Lillo
2007	J	`jnl`	Spanning Trees and bootstrap Reliability Estimation in Correlation-Based Networks. Int. J. Bifurc. Chaos Michele Tumminello, Claudia Coronnello, Fabrizio Lillo, Salvatore Miccichè, Rosario N. Mantegna
2002	J	`jnl`	Comparative genomics study of inverted repeats in bacteria. Bioinform. Fabrizio Lillo, Salvatore Basile, Rosario N. Mantegna