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Items: 20

1.

Detectability of macroscopic structures in directed asymmetric stochastic block model.

Wilinski M, Mazzarisi P, Tantari D, Lillo F.

Phys Rev E. 2019 Apr;99(4-1):042310. doi: 10.1103/PhysRevE.99.042310.

PMID:
31108631
2.

Crossover from Linear to Square-Root Market Impact.

Bucci F, Benzaquen M, Lillo F, Bouchaud JP.

Phys Rev Lett. 2019 Mar 15;122(10):108302. doi: 10.1103/PhysRevLett.122.108302.

PMID:
30932667
3.

Detection of intensity bursts using Hawkes processes: An application to high-frequency financial data.

Rambaldi M, Filimonov V, Lillo F.

Phys Rev E. 2018 Mar;97(3-1):032318. doi: 10.1103/PhysRevE.97.032318.

PMID:
29776134
4.

Resolution of ranking hierarchies in directed networks.

Letizia E, Barucca P, Lillo F.

PLoS One. 2018 Feb 2;13(2):e0191604. doi: 10.1371/journal.pone.0191604. eCollection 2018.

5.

Optimal information diffusion in stochastic block models.

Curato G, Lillo F.

Phys Rev E. 2016 Sep;94(3-1):032310. Epub 2016 Sep 15.

PMID:
27739711
6.

Coupling News Sentiment with Web Browsing Data Improves Prediction of Intra-Day Price Dynamics.

Ranco G, Bordino I, Bormetti G, Caldarelli G, Lillo F, Treccani M.

PLoS One. 2016 Jan 25;11(1):e0146576. doi: 10.1371/journal.pone.0146576. eCollection 2016.

7.

Modeling foreign exchange market activity around macroeconomic news: Hawkes-process approach.

Rambaldi M, Pennesi P, Lillo F.

Phys Rev E Stat Nonlin Soft Matter Phys. 2015 Jan;91(1):012819. Epub 2015 Jan 26.

PMID:
25679668
8.

Multi-scale analysis of the European airspace using network community detection.

Gurtner G, Vitali S, Cipolla M, Lillo F, Mantegna RN, Miccichè S, Pozzi S.

PLoS One. 2014 May 8;9(5):e94414. doi: 10.1371/journal.pone.0094414. eCollection 2014.

9.

Statistically validated networks in bipartite complex systems.

Tumminello M, Miccichè S, Lillo F, Piilo J, Mantegna RN.

PLoS One. 2011 Mar 31;6(3):e17994. doi: 10.1371/journal.pone.0017994.

10.

Market impact and trading profile of hidden orders in stock markets.

Moro E, Vicente J, Moyano LG, Gerig A, Farmer JD, Vaglica G, Lillo F, Mantegna RN.

Phys Rev E Stat Nonlin Soft Matter Phys. 2009 Dec;80(6 Pt 2):066102. Epub 2009 Dec 1.

PMID:
20365226
11.

Market reaction to a bid-ask spread change: a power-law relaxation dynamics.

Ponzi A, Lillo F, Mantegna RN.

Phys Rev E Stat Nonlin Soft Matter Phys. 2009 Jul;80(1 Pt 2):016112. Epub 2009 Jul 16.

PMID:
19658779
12.

Scaling laws of strategic behavior and size heterogeneity in agent dynamics.

Vaglica G, Lillo F, Moro E, Mantegna RN.

Phys Rev E Stat Nonlin Soft Matter Phys. 2008 Mar;77(3 Pt 2):036110. Epub 2008 Mar 10.

PMID:
18517464
13.

Inverted and mirror repeats in model nucleotide sequences.

Lillo F, Spanò M.

Phys Rev E Stat Nonlin Soft Matter Phys. 2007 Oct;76(4 Pt 1):041914. Epub 2007 Oct 23.

PMID:
17995033
14.

Kullback-Leibler distance as a measure of the information filtered from multivariate data.

Tumminello M, Lillo F, Mantegna RN.

Phys Rev E Stat Nonlin Soft Matter Phys. 2007 Sep;76(3 Pt 1):031123. Epub 2007 Sep 19.

PMID:
17930215
16.

Scaling and data collapse for the mean exit time of asset prices.

Montero M, Perelló J, Masoliver J, Lillo F, Miccichè S, Mantegna RN.

Phys Rev E Stat Nonlin Soft Matter Phys. 2005 Nov;72(5 Pt 2):056101. Epub 2005 Nov 2.

PMID:
16383682
17.

Theory for long memory in supply and demand.

Lillo F, Mike S, Farmer JD.

Phys Rev E Stat Nonlin Soft Matter Phys. 2005 Jun;71(6 Pt 2):066122. Epub 2005 Jun 22.

PMID:
16089835
18.

Topology of correlation-based minimal spanning trees in real and model markets.

Bonanno G, Caldarelli G, Lillo F, Mantegna RN.

Phys Rev E Stat Nonlin Soft Matter Phys. 2003 Oct;68(4 Pt 2):046130. Epub 2003 Oct 28.

PMID:
14683025
19.

Econophysics: Master curve for price-impact function.

Lillo F, Farmer JD, Mantegna RN.

Nature. 2003 Jan 9;421(6919):129-30. No abstract available.

PMID:
12520292
20.

Comparative genomics study of inverted repeats in bacteria.

Lillo F, Basile S, Mantegna RN.

Bioinformatics. 2002 Jul;18(7):971-9.

PMID:
12117795

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