Proceedings and volume contributions

  • 28. Fabrizio Lillo and Salvatore Ruggieri, Estimating the Total Volume of Queries to GoogleProceeding of WWW ’19 The World Wide Web ConferenceSan Francisco, CA, USA – May 13 – 17, 2019, ACM New York, NY, USA, Pages 1051-1060 (2019).  
  • 27. Piero Mazzarisi, Silvia Zaoli, Fabrizio Lillo, Luis Delgado, Gerald Gurtner, Toward new metrics assessing air traffic interaction, Proceedings of the SESAR Innovation Days Conference, Salzburg (Austria), (2018).
  • 26. Stefano Cresci, Fabrizio Lillo, Daniele Regoli, Serena Tardelli, and Maurizio Tesconi. $FAKE: Evidence of spam and bot activity in stock microblogs on Twitter.  Proceedings of the 12th International Conference on Web and Social
    Media (ICWSM’18). AAAI (2018).
  • 25. Andrea Gigli and Fabrizio Lillo and Daniele Regoli, Recommender Systems for Banking and Financial Services, RecSys Posters (2017)
  • 24. Piero Mazzarisi and Fabrizio Lillo, Methods for Reconstructing Interbank Networks from Limited Information: A Comparison. In
    Econophysics and Sociophysics: Recent Progress and Future Directions, F. Abergel et al. (Editors), Springer (2017)
  • 23. Paolo Barucca and Fabrizio Lillo, Behind the price: On the role of agent’s reflexivity in financial market microstructure. In Methods and Finance: A Unifying View on Finance, Mathematics and Philosophy. E. Ippoliti, P. Chen (Editors), Springer (2017)
  • 22.  L. Cazzoli, R. Sharma, M. Treccani, F. Lillo. A Large Scale Study to Understand the Relation between Twitter and Financial Market. The Third European Network Intelligence Conference (ENIC 2016), Wrocklaw Poland, IEEE 98-105 (2016) doi: 10.1109/ENIC.2016.022.
  • 21. F. Lillo, R.N. Mantegna, S. Miccichè, Complex Networks in Air Transport, in Complexity Science in Air Traffic Management, A. Cook and D. Rivas (eds.), Routledge (2016).
  • 20. L. Bargigli, G. di Iasio, L. Infante, F. Lillo, F. Pierobon Interbank markets and multiplex networks: centrality measures and statistical null models, in Interconnected Networks, A. Garas (Editor), Springer Complexity Series (2016).
  • 19. G. Curato and F. Lillo, How tick size affects the high frequency scaling of stock return distributions, in Financial Econometrics and Empirical Market Microstructure, A.K. Bera, S. Ivliev, F. Lillo (eds) Springer (2015)
  • 18. C. Bongiorno, R.N. Mantegna, S. Miccichè, G. Gurtner, F. Lillo, L. Valori, M. Ducci, B. Monechi, S. Pozzi, An Agent Based Model of Air Traffic Management, Proceedings on the Third SESAR Innovation Days Conference, Stockholm (Sweden) November 26 – November 28, 2013.
  • 17. S. Vitali, M. Cipolla, S. Miccichè R. N. Mantegna, G. Gurtner, F. Lillo, V. Beato, S. Pozzi, Statistical Regularities in ATM: network properties, trajectory deviations and delays, Proceedings on the Second SESAR Innovation Days Conference, Braunschweig (Germany) November 27 – November 29, 2012.
  • 16. M. Zanin, M. Balbas, R. Herranz, D. Rivas, R. Vazquez, H. Blom, H. Helmke, F. Lillo, R. Mantegna, S. Miccichè, A. Cook and G. Tanner, Complexity in Air Traffic Management in The next global scenarios (S. Affuso, S. D’Alessandro, G. Marini editors), Aracne Editrice 2011 (ISBN 978-88-548-4270-0).
  • 15. F. Lillo, S. Miccichè, R. N. Mantegna, V. Beato, S. Pozzi, ELSA Project: Toward a complex network approach to ATM delays analysis. Proceedings on the EUROCONTROL Conference INO, Toulouse (France) November 29 – December 1, 2011.
  • 14. G. La Spada, J.D. Farmer, and F. Lillo, Tick Size and Price Diffusion. in Econophysics of Order-driven Markets, F. Abergel, B. Chakrabarti, A. Chakraborti, Anirban, M. Mitra (Editors), Springer Milan (2011).
  • 13. F. Lillo, S. Pozzi, A. Tedeschi G. Ferrara, G. Matrella, F. Lieutaud, B. Lucat, A. Licu, Coupling and Complexity of Interaction of STCA Networks. Proceedings on the EUROCONTROL Conference 8th Innovative Research Workshop & Exhibition, Bretigny-sur-Orge (France) December 1-3 2009.
  • 12. C. Coronnello, M. Tumminello, F. Lillo, S. Miccichè, and R.N. Mantegna, Economic sector identification in a set of stocks traded at the New York Stock ExchangeNoise and Stochastics in Complex Systems and Finance. SPIE. Firenze (Italy). 21-24 May 2007. (pp. 66010T-1-66010T-12).
  • 11. Z. Eisler, J. Kertesz, and F. Lillo, The limit order book on different time scalesNoise and Stochastics in Complex Systems and Finance. SPIE. Firenze (Italy). 21-24 May 2007. (pp. 66010G-1-66010G11) (2007).
  • 10. M. Tumminello, F. Lillo, and R.N. Mantegna, Spectral properties of correlation matrices for some hierarchically nested factor modelsComplexity, Metastability and Nonextensivity-CTNEXT 07. (vol. 965, pp. 300-307). American Institute of Physics (2007).
  • 9. Salvatore Miccichè, Fabrizio Lillo and Rosario N. Mantegna, Correlation based hierarchical clustering in financial time seresProceedings of the 31st Workshop of the International School of Solid State Physics “Complexity, metastability and nonextensivity”, Erice 20-26 July 2004, C. Beck, A. Rapisarda and C. Tsallis (editors), World Scientific (2005).
  • 8. Fabrizio Lillo, J. Doyne Farmer, and Rosario N. Mantegna, Price impact function of a single transactionThe Complex Dynamics of Economic Interaction, Essays in Economics and Econophysics Series : Lecture Notes in Economics and Mathematical Systems , Vol. ?531 Gallegati, Mauro; Kirman, Alan P.; Marsili, Matteo (Eds.) 2004
  • 7. Fabrizio Lillo and Rosario N. Mantegna, Modeling the dynamics os a financial index after a crashThe Complex Dynamics of Economic Interaction, Essays in Economics and Econophysics Series : Lecture Notes in Economics and Mathematical Systems , Vol. 531 Gallegati, Mauro; Kirman, Alan P.; Marsili, Matteo (Eds.) 2004
  • 6. S. Miccichè, F. Lillo, G. Bonanno, R.N. Mantegna, Univariate and multivariate statistical aspects of equity volatility, in Application of Econophysics (Springer Verlag, Tokio), Proceedings of: “The Second Nikkei Econophysics Research Workshop and Symposium”, 12-14 November 2002, Tokio, Japan edited by H. Takayasu (2003).
  • 5. Fabrizio Lillo, Giovanni Bonanno and Rosario N. Mantegna, Variety of Stock Returns in Normal and Extreme Market Days: The August 1998 CrisisProceedings of Empirical Science of Financial Fluctuations, Econophysics on the Horizon, Ed by H. Takayasu, Tokyo, 2002, pp.77-89.
  • 4. Giovanni Bonanno, Fabrizio Lillo, Salvatore Miccichè and Rosario N. Mantegna, Hierarchical Structures in Complex Systems: from DNA to Financial Markets, Proc. of Euroattractor2000, Varsavia, 2002, pp.62-79.
  • 3. Giovanni Bonanno, Fabrizio Lillo and Rosario N. Mantegna, 1/f and 1/f^2 noise in financial time seriesProceedings of the 16th International Conference “Noise in Physical Systems and $1/f$ Fluctuations”, Ed by G. Bosman, World Scientific, 2001, pp. 791-796.
  • 2. Fabrizio Lillo and Rosario N. Mantegna, A Study of a Class of Power-Law Tail Quantum Wave Packets, Proc. of the VI CRRNSM Conference, Palermo, Italy, 2000, Edited by A. Messina, American Institute of Physics, Melville, New York (2000), pp. 134-137.
  • 1. C. Leonardi, F. Lillo, A. Vaglica and G. Vetri, Majorana and Fano alternatives to the Hilbert space, in Proceedings of the Conference “Mysteries, Puzzles and Paradoxes in Quantum Mechanics”, R. Bonifacio Editor, American Institute of Physics, Melville, New York (1999), pp. 312-315.

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