MAZZARISI, PIERO
MAZZARISI, PIERO
Dipartimento di Economia Politica e Statistica
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.
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
Bayesian autoregressive online change-point detection with time-varying parameters
2025-01-01 Tsaknaki, Ioanna-Yvonni; Lillo, Fabrizio; Mazzarisi, Piero
Betweenness centrality for temporal multiplexes
2021-01-01 Zaoli, S.; Mazzarisi, P.; Lillo, F.
Detectability of macroscopic structures in directed asymmetric stochastic block model
2019-01-01 Wilinski, Mateusz; Mazzarisi, Piero; Tantari, Daniele; Lillo, Fabrizio
Disentangling group and link persistence in dynamic stochastic block models
2018-01-01 Barucca, P.; Lillo, F.; Mazzarisi, Piero; Tantari, D.
Efficiency of the Moscow Stock Exchange before 2022
2022-01-01 Shternshis, Andrey; Mazzarisi, Piero; Marmi, Stefano
Interbank network reconstruction enforcing density and reciprocity
2024-01-01 Macchiati, Valentina; Mazzarisi, Piero; Garlaschelli, Diego
Measuring market efficiency: The Shannon entropy of high-frequency financial time series
2022-01-01 Shternshis, A; Mazzarisi, P; Marmi, S
Methods for Reconstructing Interbank Networks from Limited Information: A Comparison
2017-01-01 Mazzarisi, Piero; Lillo, Fabrizio
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
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.
New centrality and causality metrics assessing air traffic network interactions
2020-01-01 Mazzarisi, P.; Zaoli, S.; Lillo, F.; Delgado, L.; Gurtner, G.
Non-Markovian temporal networks with auto- and cross-correlated link dynamics
2022-01-01 Williams, Oliver E.; Mazzarisi, Piero; Lillo, Fabrizio; Latora, Vito
On the equivalence between the kinetic Ising model and discrete autoregressive processes
2021-01-01 Campajola, Carlo; Lillo, Fabrizio; Mazzarisi, Piero; Tantari, Daniele
Online learning of order flow and market impact with Bayesian change-point detection methods
2025-01-01 Tsaknaki, Ioanna-Yvonni; Lillo, Fabrizio; Mazzarisi, Piero
Realized Random Graphs, with an Application to the Interbank Network
2024-01-01 Buccheri, Giuseppe; Mazzarisi, Piero
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.
The rise and fall of ideas’ popularity
2026-01-01 Mazzarisi, Piero; Muscillo, Alessio; Pacati, Claudio; Pin, Paolo
Toward new metrics assessing air traffic interaction
2018-01-01 Mazzarisi, Piero; Zaoli, Silvia; Lillo, Fabrizio; Delgado, Luis; Gurtner, Gerald
| Titolo | Data di pubblicazione | Autore(i) | File | Abstract |
|---|---|---|---|---|
| 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. | - | |
| A machine learning approach to support decision in insider trading detection | 1-gen-2024 | Mazzarisi, Piero; Ravagnani, Adele; Deriu, Paola; Lillo, Fabrizio; Medda, Francesca; Russo, Antonio | - | |
| Bayesian autoregressive online change-point detection with time-varying parameters | 1-gen-2025 | Tsaknaki, Ioanna-Yvonni; Lillo, Fabrizio; Mazzarisi, Piero | - | |
| Betweenness centrality for temporal multiplexes | 1-gen-2021 | Zaoli, S.; Mazzarisi, P.; Lillo, F. | - | |
| Detectability of macroscopic structures in directed asymmetric stochastic block model | 1-gen-2019 | Wilinski, Mateusz; Mazzarisi, Piero; Tantari, Daniele; Lillo, Fabrizio | - | |
| Disentangling group and link persistence in dynamic stochastic block models | 1-gen-2018 | Barucca, P.; Lillo, F.; Mazzarisi, Piero; Tantari, D. | - | |
| Efficiency of the Moscow Stock Exchange before 2022 | 1-gen-2022 | Shternshis, Andrey; Mazzarisi, Piero; Marmi, Stefano | - | |
| Interbank network reconstruction enforcing density and reciprocity | 1-gen-2024 | Macchiati, Valentina; Mazzarisi, Piero; Garlaschelli, Diego | - | |
| Measuring market efficiency: The Shannon entropy of high-frequency financial time series | 1-gen-2022 | Shternshis, A; Mazzarisi, P; Marmi, S | - | |
| Methods for Reconstructing Interbank Networks from Limited Information: A Comparison | 1-gen-2017 | 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, Gérald; Cook, Andrew; Valput, Damir | - | |
| 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. | - | |
| Non-Markovian temporal networks with auto- and cross-correlated link dynamics | 1-gen-2022 | Williams, Oliver E.; Mazzarisi, Piero; Lillo, Fabrizio; Latora, Vito | - | |
| On the equivalence between the kinetic Ising model and discrete autoregressive processes | 1-gen-2021 | Campajola, Carlo; Lillo, Fabrizio; Mazzarisi, Piero; Tantari, Daniele | - | |
| Online learning of order flow and market impact with Bayesian change-point detection methods | 1-gen-2025 | Tsaknaki, Ioanna-Yvonni; Lillo, Fabrizio; Mazzarisi, Piero | - | |
| Realized Random Graphs, with an Application to the Interbank Network | 1-gen-2024 | Buccheri, Giuseppe; Mazzarisi, Piero | - | |
| 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. | - | |
| The rise and fall of ideas’ popularity | 1-gen-2026 | Mazzarisi, Piero; Muscillo, Alessio; Pacati, Claudio; Pin, Paolo | - | |
| Toward new metrics assessing air traffic interaction | 1-gen-2018 | Mazzarisi, Piero; Zaoli, Silvia; Lillo, Fabrizio; Delgado, Luis; Gurtner, Gerald | - |