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Physical Review. E
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July 24, 2019
Inference of the kinetic Ising model with heterogeneous missing data
Carlo Campajola, Fabrizio Lillo, Daniele Tantari
Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics
|
August 8, 2009
Market reaction to a bid-ask spread change: a power-law relaxation dynamics
Adam Ponzi, Fabrizio Lillo, Rosario N Mantegna
Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics
|
October 13, 2007
Kullback-Leibler distance as a measure of the information filtered from multivariate data
Michele Tumminello, Fabrizio Lillo, Rosario N Mantegna
Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics
|
August 11, 2005
Theory for long memory in supply and demand
Fabrizio Lillo, Szabolcs Mike, J Doyne Farmer
Chaos (Woodbury, N.Y.)
|
April 30, 2022
Information dynamics of price and liquidity around the 2017 Bitcoin markets crash
Vaiva Vasiliauskaite, Fabrizio Lillo, Nino Antulov-Fantulin
Bioinformatics (Oxford, England)
|
July 16, 2002
Comparative genomics study of inverted repeats in bacteria
Fabrizio Lillo, Salvatore Basile, Rosario N Mantegna
Nature
|
January 10, 2003
Econophysics: Master curve for price-impact function
Fabrizio Lillo, J Doyne Farmer, Rosario N Mantegna
Physical Review. E
|
May 22, 2019
Detectability of macroscopic structures in directed asymmetric stochastic block model
Mateusz Wilinski, Piero Mazzarisi, Daniele Tantari, et al.
Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics
|
December 20, 2003
Topology of correlation-based minimal spanning trees in real and model markets
Giovanni Bonanno, Guido Caldarelli, Fabrizio Lillo, et al.
Physical Review Letters
|
April 2, 2019
Crossover from Linear to Square-Root Market Impact
Frédéric Bucci, Michael Benzaquen, Fabrizio Lillo, et al.
Page
of 3
Search research articles
Search
Showing results (11-20 of 28) with videos related to
Sort By:
Page
of 3
Physical Review. E
|
July 24, 2019
Inference of the kinetic Ising model with heterogeneous missing data
Carlo Campajola, Fabrizio Lillo, Daniele Tantari
Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics
|
August 8, 2009
Market reaction to a bid-ask spread change: a power-law relaxation dynamics
Adam Ponzi, Fabrizio Lillo, Rosario N Mantegna
Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics
|
October 13, 2007
Kullback-Leibler distance as a measure of the information filtered from multivariate data
Michele Tumminello, Fabrizio Lillo, Rosario N Mantegna
Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics
|
August 11, 2005
Theory for long memory in supply and demand
Fabrizio Lillo, Szabolcs Mike, J Doyne Farmer
Chaos (Woodbury, N.Y.)
|
April 30, 2022
Information dynamics of price and liquidity around the 2017 Bitcoin markets crash
Vaiva Vasiliauskaite, Fabrizio Lillo, Nino Antulov-Fantulin
Bioinformatics (Oxford, England)
|
July 16, 2002
Comparative genomics study of inverted repeats in bacteria
Fabrizio Lillo, Salvatore Basile, Rosario N Mantegna
Nature
|
January 10, 2003
Econophysics: Master curve for price-impact function
Fabrizio Lillo, J Doyne Farmer, Rosario N Mantegna
Physical Review. E
|
May 22, 2019
Detectability of macroscopic structures in directed asymmetric stochastic block model
Mateusz Wilinski, Piero Mazzarisi, Daniele Tantari, et al.
Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics
|
December 20, 2003
Topology of correlation-based minimal spanning trees in real and model markets
Giovanni Bonanno, Guido Caldarelli, Fabrizio Lillo, et al.
Physical Review Letters
|
April 2, 2019
Crossover from Linear to Square-Root Market Impact
Frédéric Bucci, Michael Benzaquen, Fabrizio Lillo, et al.
Page
of 3