Publications by authors named "Fabrizio Lillo"

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Modeling shock propagation and resilience in financial temporal networks.
Fabrizio Lillo, Giorgio Rizzini

Chaos· January 2025

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Modelling time-varying interactions in complex systems: the Score Driven Kinetic Ising Model.
Carlo Campajola, Domenico Di Gangi, Fabrizio Lillo, Daniele Tantari

Sci Rep· November 2022

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Information dynamics of price and liquidity around the 2017 Bitcoin markets crash.
Vaiva Vasiliauskaite, Fabrizio Lillo, Nino Antulov-Fantulin

Chaos· April 2022

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Non-Markovian temporal networks with auto- and cross-correlated link dynamics.
Oliver E Williams, Piero Mazzarisi, Fabrizio Lillo, Vito Latora

Phys Rev E· March 2022

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Betweenness centrality for temporal multiplexes.
Silvia Zaoli, Piero Mazzarisi, Fabrizio Lillo

Sci Rep· March 2021

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Knowledge and social relatedness shape research portfolio diversification.
Giorgio Tripodi, Francesca Chiaromonte, Fabrizio Lillo

Sci Rep· August 2020

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Trip Centrality: walking on a temporal multiplex with non-instantaneous link travel time.
Silvia Zaoli, Piero Mazzarisi, Fabrizio Lillo

Sci Rep· July 2019

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Inference of the kinetic Ising model with heterogeneous missing data.
Carlo Campajola, Fabrizio Lillo, Daniele Tantari

Phys Rev E· June 2019

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Detectability of macroscopic structures in directed asymmetric stochastic block model.
Mateusz Wilinski, Piero Mazzarisi, Daniele Tantari, Fabrizio Lillo

Phys Rev E· April 2019

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Crossover from Linear to Square-Root Market Impact.
Frédéric Bucci, Michael Benzaquen, Fabrizio Lillo, Jean-Philippe Bouchaud

Phys Rev Lett· March 2019

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Resolution of ranking hierarchies in directed networks.
Elisa Letizia, Paolo Barucca, Fabrizio Lillo

PLoS One· March 2018

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Detection of intensity bursts using Hawkes processes: An application to high-frequency financial data.
Marcello Rambaldi, Vladimir Filimonov, Fabrizio Lillo

Phys Rev E· March 2018

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Optimal information diffusion in stochastic block models.
Gianbiagio Curato, Fabrizio Lillo

Phys Rev E· September 2016

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Coupling News Sentiment with Web Browsing Data Improves Prediction of Intra-Day Price Dynamics.
Gabriele Ranco, Ilaria Bordino, Giacomo Bormetti, Guido Caldarelli, Fabrizio Lillo

PLoS One· July 2016

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Multi-scale analysis of the European airspace using network community detection.
Gérald Gurtner, Stefania Vitali, Marco Cipolla, Fabrizio Lillo, Rosario Nunzio Mantegna

PLoS One· October 2015

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Modeling foreign exchange market activity around macroeconomic news: Hawkes-process approach.
Marcello Rambaldi, Paris Pennesi, Fabrizio Lillo

Phys Rev E Stat Nonlin Soft Matter Phys· January 2015

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Statistically validated networks in bipartite complex systems.
Michele Tumminello, Salvatore Miccichè, Fabrizio Lillo, Jyrki Piilo, Rosario N Mantegna

PLoS One· March 2011

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Market impact and trading profile of hidden orders in stock markets.
Esteban Moro, Javier Vicente, Luis G Moyano, Austin Gerig, J Doyne Farmer, Fabrizio Lillo

Phys Rev E Stat Nonlin Soft Matter Phys· December 2009

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Market reaction to a bid-ask spread change: a power-law relaxation dynamics.
Adam Ponzi, Fabrizio Lillo, Rosario N Mantegna

Phys Rev E Stat Nonlin Soft Matter Phys· July 2009

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Scaling laws of strategic behavior and size heterogeneity in agent dynamics.
Gabriella Vaglica, Fabrizio Lillo, Esteban Moro, Rosario N Mantegna

Phys Rev E Stat Nonlin Soft Matter Phys· March 2008

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I
Inverted and mirror repeats in model nucleotide sequences.
Fabrizio Lillo, Marco Spanò

Phys Rev E Stat Nonlin Soft Matter Phys· October 2007

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A statistical analysis of the three-fold evolution of genomic compression through frame overlaps in prokaryotes.
Fabrizio Lillo, David C Krakauer

Biol Direct· September 2007

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Kullback-Leibler distance as a measure of the information filtered from multivariate data.
Michele Tumminello, Fabrizio Lillo, Rosario N Mantegna

Phys Rev E Stat Nonlin Soft Matter Phys· September 2007

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Scaling and data collapse for the mean exit time of asset prices.
Miquel Montero, Josep Perelló, Jaume Masoliver, Fabrizio Lillo, Salvatore Miccichè

Phys Rev E Stat Nonlin Soft Matter Phys· November 2005

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Theory for long memory in supply and demand.
Fabrizio Lillo, Szabolcs Mike, J Doyne Farmer

Phys Rev E Stat Nonlin Soft Matter Phys· June 2005

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