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A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market

European journal of operational research, 2020-02, Vol.281 (1), p.50-65

2020

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The multiplex structure of interbank networks

Quantitative finance, 2015-04, Vol.15 (4), p.673-691

2015

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Cross-impact and no-dynamic-arbitrage

Quantitative finance, 2019-01, Vol.19 (1), p.137-154

2019

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Limit order placement as an utility maximization problem and the origin of power law distribution of limit order prices

The European physical journal. B, Condensed matter physics, 2007-02, Vol.55 (4), p.453-459

LILLO, F

2007

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Bolgiano scale in confined Rayleigh–Taylor turbulence

Journal of fluid mechanics, 2012-01, Vol.690, p.426-440

2012

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Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market

Quantitative finance, 2018-02, Vol.18 (2), p.283-293

2018

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Networks of equities in financial markets

The European physical journal. B, Condensed matter physics, 2004-03, Vol.38 (2), p.363-371

2004

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Co-impact: crowding effects in institutional trading activity

Quantitative finance, 2020-02, Vol.20 (2), p.193-205

2020

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Segmentation algorithm for non-stationary compound Poisson processes: With an application to inventory time series of market members in a financial market

The European physical journal. B, Condensed matter physics, 2010-11, Vol.78 (2), p.235-243

2010

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The ultimate state of thermal convection in Rayleigh–Taylor turbulence

Physica. D, 2012-02, Vol.241 (3), p.137-140

2012

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Location Decisions and Agglomeration Economies: Domestic and Foreign Companies

Investigaciones regionales, 2017-01 (39), p.99-135

2017

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Determination of direct oral anticoagulant in the emergency laboratory: The experience in pandemic and post-pandemic period

Clinica chimica acta, 2024-05, Vol.558, p.118352, Article 118352

2024

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Venous thromboembolism in children (VTE):Management of a case after the advent of a direct-acting oral anticoagulants (DOAC), obtainable under the health service

Clinica chimica acta, 2024-05, Vol.558, p.118438, Article 118438

2024

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Failure to diagnose factor X deficiency in patient treated with anticoagulant therapy: A fatal case

Clinica chimica acta, 2024-05, Vol.558, p.118425, Article 118425

2024

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High-frequency cross-correlation in a set of stocks

Quantitative finance, 2001-01, Vol.1 (1), p.96-104

2001

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Geotropic tracers in turbulent flows: a proxy for fluid acceleration

Journal of turbulence, 2013-07, Vol.14 (7), p.24-33

2013

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Correlation, hierarchies, and networks in financial markets

Journal of economic behavior & organization, 2010-07, Vol.75 (1), p.40-58

2010

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Geometry of particle paths in turbulent flows

Journal of turbulence, 2006-01, Vol.7 (7), p.62-62

2006

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Peripheral mixing of passive scalar at small Reynolds number

Journal of fluid mechanics, 2009-04, Vol.624, p.151-158

2009

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The non-random walk of stock prices: the long-term correlation between signs and sizes

The European physical journal. B, Condensed matter physics, 2008-08, Vol.64 (3-4), p.607-614

2008

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Identification and potential origin of invasive clawed frogs Xenopus (Anura: Pipidae) in Sicily based on mitochondrial and nuclear DNA

European zoological journal, 2013-12, Vol.80 (4), p.566-573

2013

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How does the market react to your order flow?

Quantitative finance, 2012-07, Vol.12 (7), p.1015-1024

2012

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Generation of hierarchically correlated multivariate symbolic sequences: With an application to the assessment of bootstrap confidence in phylogenetic analysis

The European physical journal. B, Condensed matter physics, 2008-10, Vol.65 (3), p.333-340

2008

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Statistical properties of thermodynamically predicted RNA secondary structures in viral genomes

The European physical journal. B, Condensed matter physics, 2008-10, Vol.65 (3), p.323-331

2008

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Symmetry alteration of ensemble return distribution in crash and rally days of financial markets

The European physical journal. B, Condensed matter physics, 2000-06, Vol.15 (4), p.603-606

2000

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A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market

The multiplex structure of interbank networks

Cross-impact and no-dynamic-arbitrage

Limit order placement as an utility maximization problem and the origin of power law distribution of limit order prices

Bolgiano scale in confined Rayleigh–Taylor turbulence

Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market

Networks of equities in financial markets

Co-impact: crowding effects in institutional trading activity

Segmentation algorithm for non-stationary compound Poisson processes: With an application to inventory time series of market members in a financial market

The ultimate state of thermal convection in Rayleigh–Taylor turbulence

Location Decisions and Agglomeration Economies: Domestic and Foreign Companies

Determination of direct oral anticoagulant in the emergency laboratory: The experience in pandemic and post-pandemic period

Venous thromboembolism in children (VTE):Management of a case after the advent of a direct-acting oral anticoagulants (DOAC), obtainable under the health service

Failure to diagnose factor X deficiency in patient treated with anticoagulant therapy: A fatal case

High-frequency cross-correlation in a set of stocks

Geotropic tracers in turbulent flows: a proxy for fluid acceleration

Correlation, hierarchies, and networks in financial markets

Geometry of particle paths in turbulent flows

Peripheral mixing of passive scalar at small Reynolds number

The non-random walk of stock prices: the long-term correlation between signs and sizes

Identification and potential origin of invasive clawed frogs Xenopus (Anura: Pipidae) in Sicily based on mitochondrial and nuclear DNA

How does the market react to your order flow?

Generation of hierarchically correlated multivariate symbolic sequences: With an application to the assessment of bootstrap confidence in phylogenetic analysis

Statistical properties of thermodynamically predicted RNA secondary structures in viral genomes

Symmetry alteration of ensemble return distribution in crash and rally days of financial markets

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