LILLO, FABRIZIO
LILLO, FABRIZIO
INFM (attivo dal 18/11/1923 al 31/12/2021)
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Coupling News Sentiment with Web Browsing Data Improves Prediction of Intra-Day Price Dynamics
2016 Ranco, Gabriele; Bordino, Ilaria; Bormetti, Giacomo; Caldarelli, Guido; Lillo, Fabrizio; Treccani, Michele
Scaling laws of strategic behavior and size heterogeneity in agent dynamics
2008 Vaglica, G; Lillo, F; Moro, E; Mantegna, Rn
Specialization and herding behavior of trading firms in a financial market
2008 Lillo, F; Moro, E; Vaglica, G; Mantegna, Rn
Kullback-Leibler distance as a measure of the information filtered from multivariate data
2007 Tumminello, M; Lillo, F; Mantegna, RN
Shrinkage and spectral filtering of correlation matrices: A comparison via the Kullback-Leibler distance
2007 Tumminello, M; Lillo, F; Mantegna, RN
Networks of equities in financial markets
2004 Bonanno, G; Caldarelli, Guido; Lillo, F; Miccichè, S; Vandewalle, N; Mantegna, Rn
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| Coupling News Sentiment with Web Browsing Data Improves Prediction of Intra-Day Price Dynamics | 1-gen-2016 | Ranco, Gabriele; Bordino, Ilaria; Bormetti, Giacomo; Caldarelli, Guido; Lillo, Fabrizio; Treccani, Michele | |
| Scaling laws of strategic behavior and size heterogeneity in agent dynamics | 1-gen-2008 | Vaglica, G; Lillo, F; Moro, E; Mantegna, Rn | |
| Specialization and herding behavior of trading firms in a financial market | 1-gen-2008 | Lillo, F; Moro, E; Vaglica, G; Mantegna, Rn | |
| Kullback-Leibler distance as a measure of the information filtered from multivariate data | 1-gen-2007 | Tumminello, M; Lillo, F; Mantegna, RN | |
| Shrinkage and spectral filtering of correlation matrices: A comparison via the Kullback-Leibler distance | 1-gen-2007 | Tumminello, M; Lillo, F; Mantegna, RN | |
| Networks of equities in financial markets | 1-gen-2004 | Bonanno, G; Caldarelli, Guido; Lillo, F; Miccichè, S; Vandewalle, N; Mantegna, Rn |