Sfoglia per Autore
The rise and fall of ideas’ popularity
2026-01-01 Mazzarisi, Piero; Muscillo, Alessio; Pacati, Claudio; Pin, Paolo
Bayesian autoregressive online change-point detection with time-varying parameters
2025-01-01 Tsaknaki, Ioanna-Yvonni; Lillo, Fabrizio; Mazzarisi, Piero
Online learning of order flow and market impact with Bayesian change-point detection methods
2025-01-01 Tsaknaki, Ioanna-Yvonni; Lillo, Fabrizio; Mazzarisi, Piero
Variance of entropy for testing time-varying regimes with an application to meme stocks
2024-01-01 Shternshis, A.; Mazzarisi, P.
Realized Random Graphs, with an Application to the Interbank Network
2024-01-01 Buccheri, Giuseppe; Mazzarisi, Piero
Interbank network reconstruction enforcing density and reciprocity
2024-01-01 Macchiati, Valentina; Mazzarisi, Piero; Garlaschelli, Diego
A machine learning approach to support decision in insider trading detection
2024-01-01 Mazzarisi, Piero; Ravagnani, Adele; Deriu, Paola; Lillo, Fabrizio; Medda, Francesca; Russo, Antonio
Efficiency of the Moscow Stock Exchange before 2022
2022-01-01 Shternshis, Andrey; Mazzarisi, Piero; Marmi, Stefano
Measuring market efficiency: The Shannon entropy of high-frequency financial time series
2022-01-01 Shternshis, A; Mazzarisi, P; Marmi, S
Non-Markovian temporal networks with auto- and cross-correlated link dynamics
2022-01-01 Williams, Oliver E.; Mazzarisi, Piero; Lillo, Fabrizio; Latora, Vito
Network-wide assessment of ATM mechanisms using an agent-based model
2021-01-01 Delgado, L.; Gurtner, G.; Mazzarisi, P.; Zaoli, S.; Valput, D.; Cook, A.; Lillo, F.
Betweenness centrality for temporal multiplexes
2021-01-01 Zaoli, S.; Mazzarisi, P.; Lillo, F.
On the equivalence between the kinetic Ising model and discrete autoregressive processes
2021-01-01 Campajola, Carlo; Lillo, Fabrizio; Mazzarisi, Piero; Tantari, Daniele
Tail Granger causalities and where to find them: Extreme risk spillovers vs spurious linkages
2020-01-01 Mazzarisi, P.; Zaoli, S.; Campajola, C.; Lillo, F.
A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market
2020-01-01 Mazzarisi, P.; Barucca, P.; Lillo, F.; Tantari, D.
New centrality and causality metrics assessing air traffic network interactions
2020-01-01 Mazzarisi, P.; Zaoli, S.; Lillo, F.; Delgado, L.; Gurtner, G.
Network-wide assessment of 4D trajectory adjustments using an agent-based model
2019-01-01 Mazzarisi, Piero; Zaoli, Silvia; Lillo, Fabrizio; Delgado, Luis; Gurtner, Gérald; Cook, Andrew; Valput, Damir
When panic makes you blind: A chaotic route to systemic risk
2019-01-01 Mazzarisi, Piero; Lillo, Fabrizio; Marmi, Stefano
Detectability of macroscopic structures in directed asymmetric stochastic block model
2019-01-01 Wilinski, Mateusz; Mazzarisi, Piero; Tantari, Daniele; Lillo, Fabrizio
Trip Centrality: walking on a temporal multiplex with non-instantaneous link travel time
2019-01-01 Zaoli, Silvia; Mazzarisi, Piero; Lillo, Fabrizio
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