E-LIB Suche - Ergebnisse für: Lillo, Fabrizio

1

Online learning of order flow and market impact with Bayesi..:

Tsaknaki, Ioanna-Yvonni ; Lillo, Fabrizio ; Mazzarisi, Piero
Quantitative Finance. , 2024

Link: https://doi.org/10.1080/..

2

Transient Impact from the Nash Equilibrium of a Permanent M..:

Cordoni, Francesco ; Lillo, Fabrizio
Dynamic Games and Applications. 14 (2023) 2 - p. 333-361 , 2023

Link: https://doi.org/10.1007/..

3

Unimodal Maps Perturbed by Heteroscedastic Noise: An Applic..:

Lillo, Fabrizio ; Livieri, Giulia ; Marmi, Stefano..
Journal of Statistical Physics. 190 (2023) 10 - p. , 2023

Link: https://doi.org/10.1007/..

4

From zero-intelligence to queue-reactive: limit-order-book ..:

Mariotti, Tommaso ; Lillo, Fabrizio ; Toscano, Giacomo
Quantitative Finance. 23 (2023) 3 - p. 367-388 , 2023

Link: https://doi.org/10.1080/..

5

Analysis of Bank Leverage via Dynamical Systems and Deep Ne..:

Lillo, Fabrizio ; Livieri, Giulia ; Marmi, Stefano..
SIAM Journal on Financial Mathematics. 14 (2023) 2 - p. 598-643 , 2023

Link: https://doi.org/10.1137/..

6

Score-driven generalized fitness model for sparse and weigh..:

Gangi, Domenico Di ; Bormetti, Giacomo ; Lillo, Fabrizio
Information Sciences. 612 (2022) - p. 1226-1245 , 2022

Link: https://doi.org/10.1016/..

7

Modelling time-varying interactions in complex systems: the..:

Campajola, Carlo ; Gangi, Domenico Di ; Lillo, Fabrizio.
Scientific Reports. 12 (2022) 1 - p. , 2022

Link: https://doi.org/10.1038/..

8

Non-Markovian temporal networks with auto- and cross-correl..:

Williams, Oliver E. ; Mazzarisi, Piero ; Lillo, Fabrizio.
Physical Review E. 105 (2022) 3 - p. , 2022

Link: https://doi.org/10.1103/..

9

Instabilities in multi-asset and multi-agent market impact ..:

Cordoni, Francesco ; Lillo, Fabrizio
Annals of Operations Research. 336 (2022) 1-2 - p. 505-539 , 2022

Link: https://doi.org/10.1007/..

10

A tale of two sentiment scales: disentangling short-run and..:

Vassallo, Danilo ; Bormetti, Giacomo ; Lillo, Fabrizio
Quantitative Finance. 22 (2022) 12 - p. 2237-2255 , 2022

Link: https://doi.org/10.1080/..

11

Simulation-driven experimental hypotheses and design: a stu..:

Cordoni, Francesco ; Giannetti, Caterina ; Lillo, Fabrizio.
SIMULATION. 99 (2022) 6 - p. 599-620 , 2022

Link: https://doi.org/10.1177/..

12

Estimating the Total Volume of Queries to a Search Engine:

Lillo, Fabrizio ; Ruggieri, Salvatore
IEEE Transactions on Knowledge and Data Engineering. 34 (2022) 11 - p. 5351-5363 , 2022

Link: https://doi.org/10.1109/..

13

On the equivalence between the kinetic Ising model and disc..:

Campajola, Carlo ; Lillo, Fabrizio ; Mazzarisi, Piero.
Journal of Statistical Mechanics: Theory and Experiment. 2021 (2021) 3 - p. 033412 , 2021

Link: https://doi.org/10.1088/..

14

Betweenness centrality for temporal multiplexes:

Zaoli, Silvia ; Mazzarisi, Piero ; Lillo, Fabrizio
Scientific Reports. 11 (2021) 1 - p. , 2021

Link: https://doi.org/10.1038/..

15

On the performance of learned data structures:

Ferragina, Paolo ; Lillo, Fabrizio ; Vinciguerra, Giorgio
Theoretical Computer Science. 871 (2021) - p. 107-120 , 2021

Link: https://doi.org/10.1016/..