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.
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
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, Gerald; 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
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.
Toward new metrics assessing air traffic interaction
2018-01-01 Mazzarisi, Piero; Zaoli, Silvia; Lillo, Fabrizio; Delgado, Luis; Gurtner, Gerald
Trip Centrality: walking on a temporal multiplex with non-instantaneous link travel time
2019-01-01 Zaoli, Silvia; Mazzarisi, Piero; Lillo, Fabrizio
Variance of entropy for testing time-varying regimes with an application to meme stocks
2024-01-01 Shternshis, A.; Mazzarisi, P.
When panic makes you blind: A chaotic route to systemic risk
2019-01-01 Mazzarisi, Piero; Lillo, Fabrizio; Marmi, Stefano