The following pages link to Fabrizio Lillo (Q212743):
Displaying 50 items.
- (Q508320) (redirect page) (← links)
- Disentangling bipartite and core-periphery structure in financial networks (Q508321) (← links)
- (Q588781) (redirect page) (← links)
- Cluster analysis for portfolio optimization (Q844576) (← links)
- The effect of round-off error on long memory processes (Q905390) (← links)
- (Q978610) (redirect page) (← links)
- The non-random walk of stock prices: the long-term correlation between signs and sizes (Q978611) (← links)
- The impact of systemic and illiquidity risk on financing with risky collateral (Q1623973) (← links)
- Why is equity order flow so persistent? (Q1623998) (← links)
- Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction (Q1624485) (← links)
- When panic makes you blind: a chaotic route to systemic risk (Q1734544) (← links)
- Wright meets Markowitz: how standard portfolio theory changes when assets are technologies following experience curves (Q1734586) (← links)
- Strategic allocation of flight plans in air traffic management: an evolutionary point of view (Q1741198) (← links)
- Volatility in financial markets: Stochastic models and empirical results (Q1850396) (← links)
- Degree stability of a minimum spanning tree of price return and volatility (Q1873934) (← links)
- Do firms share the same functional form of their growth rate distribution? A statistical test (Q1994377) (← links)
- On the performance of learned data structures (Q2031054) (← links)
- Temporal mixture ensemble models for probabilistic forecasting of intraday cryptocurrency volume (Q2064616) (← links)
- A continuous and efficient fundamental price on the discrete order book grid (Q2149276) (← links)
- Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact (Q2200233) (← links)
- Better to stay apart: asset commonality, bipartite network centrality, and investment strategies (Q2241062) (← links)
- Tail Granger causalities and where to find them: extreme risk spillovers vs spurious linkages (Q2246755) (← links)
- A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market (Q2329477) (← links)
- How efficiency shapes market impact (Q2871427) (← links)
- Hierarchically nested factor model from multivariate data (Q2903645) (← links)
- When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification (Q3178758) (← links)
- Modeling the coupled return-spread high frequency dynamics of large tick assets (Q3302105) (← links)
- Competitive allocation of resources on a network: an agent-based model of air companies competing for the best routes (Q3302257) (← links)
- Centrality metrics and localization in core-periphery networks (Q3302535) (← links)
- Disentangling group and link persistence in dynamic stochastic block models (Q3303275) (← links)
- The Long Memory of the Efficient Market (Q3368350) (← links)
- There's more to volatility than volume (Q3437394) (← links)
- SPANNING TREES AND BOOTSTRAP RELIABILITY ESTIMATION IN CORRELATION-BASED NETWORKS (Q3511041) (← links)
- (Q3534411) (← links)
- Diffusive behavior and the modeling of characteristic times in limit order executions (Q3645197) (← links)
- (Q4464581) (← links)
- (Q4464583) (← links)
- STATISTICAL PROPERTIES OF STATISTICAL ENSEMBLES OF STOCK RETURNS (Q4521264) (← links)
- Collective synchronization and high frequency systemic instabilities in financial markets (Q4554420) (← links)
- Linear models for the impact of order flow on prices. I. History dependent impact models (Q4554471) (← links)
- Linear models for the impact of order flow on prices. II. The Mixture Transition Distribution model (Q4554472) (← links)
- Optimal execution with non-linear transient market impact (Q4555057) (← links)
- The role of volume in order book dynamics: a multivariate Hawkes process analysis (Q4555121) (← links)
- What really causes large price changes? (Q4610246) (← links)
- On the origin of power-law tails in price fluctuations (Q4647591) (← links)
- How news affects the trading behaviour of different categories of investors in a financial market (Q4683006) (← links)
- The multiplex structure of interbank networks (Q4683028) (← links)
- Modelling systemic price cojumps with Hawkes factor models (Q4683069) (← links)
- Unveiling the relation between herding and liquidity with trader lead-lag networks (Q4957237) (← links)
- On the equivalence between the kinetic Ising model and discrete autoregressive processes (Q4992318) (← links)
