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Titolo Data di pubblicazione Autore(i) File Abstract
Variance of entropy for testing time-varying regimes with an application to meme stocks 1-gen-2024 Shternshis, A.; Mazzarisi, P. -
Measuring market efficiency: The Shannon entropy of high-frequency financial time series 1-gen-2022 Shternshis, A; Mazzarisi, P; Marmi, S -
Efficiency of the Moscow Stock Exchange before 2022 1-gen-2022 Shternshis, Andrey; Mazzarisi, Piero; Marmi, Stefano -
Non-Markovian temporal networks with auto- and cross-correlated link dynamics 1-gen-2022 Williams, Oliver E.; Mazzarisi, Piero; Lillo, Fabrizio; Latora, Vito -
Betweenness centrality for temporal multiplexes 1-gen-2021 Zaoli, S.; Mazzarisi, P.; Lillo, F. -
On the equivalence between the kinetic Ising model and discrete autoregressive processes 1-gen-2021 Campajola, Carlo; Lillo, Fabrizio; Mazzarisi, Piero; Tantari, Daniele -
Network-wide assessment of ATM mechanisms using an agent-based model 1-gen-2021 Delgado, L; Gurtner, G; Mazzarisi, P; Zaoli, S; Valput, D; Cook, A; Lillo, F -
New centrality and causality metrics assessing air traffic network interactions 1-gen-2020 Mazzarisi, P.; Zaoli, S.; Lillo, F.; Delgado, L.; Gurtner, G. -
Tail Granger causalities and where to find them: Extreme risk spillovers vs spurious linkages 1-gen-2020 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 1-gen-2020 Mazzarisi, P.; Barucca, P.; Lillo, F.; Tantari, D. -
When panic makes you blind: A chaotic route to systemic risk 1-gen-2019 Mazzarisi, Piero; Lillo, Fabrizio; Marmi, Stefano -
Detectability of macroscopic structures in directed asymmetric stochastic block model 1-gen-2019 Wilinski, Mateusz; Mazzarisi, Piero; Tantari, Daniele; Lillo, Fabrizio -
Trip Centrality: walking on a temporal multiplex with non-instantaneous link travel time 1-gen-2019 Zaoli, Silvia; Mazzarisi, Piero; Lillo, Fabrizio -
Network-wide assessment of 4D trajectory adjustments using an agent-based model 1-gen-2019 Mazzarisi, Piero; Zaoli, Silvia; Lillo, Fabrizio; Delgado, Luis; Gurtner, Gerald; Cook, Andrew; Valput, Damir -
Toward new metrics assessing air traffic interaction 1-gen-2018 Mazzarisi, Piero; Zaoli, Silvia; Lillo, Fabrizio; Delgado, Luis; Gurtner, Gerald -
Disentangling group and link persistence in dynamic stochastic block models 1-gen-2018 Barucca, P.; Lillo, F.; Mazzarisi, Piero; Tantari, D. -
Methods for Reconstructing Interbank Networks from Limited Information: A Comparison 1-gen-2017 Mazzarisi, Piero; Lillo, Fabrizio -
Mostrati risultati da 1 a 17 di 17
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