Publications

Fioresi, Rita; Latini, Emanuele; Marrani, Alessio, Quantum klein space and superspace, «SYMMETRY, INTEGRABILITY AND GEOMETRY: METHODS AND APPLICATIONS», 2018, 14, pp. 1 - 20 [Scientific article] Open Access

Alberici, Diego; Mingione, Emanuele*, Two Populations Mean-Field Monomer–Dimer Model, «JOURNAL OF STATISTICAL PHYSICS», 2018, 171, pp. 96 - 105 [Scientific article] Open Access

Alla, Alessandro; Simoncini, Valeria, Order Reduction Approaches for the Algebraic Riccati Equation and the LQR Problem, in: Numerical Methods for Optimal Control Problems, Heidelberg, Springer, Cham, 2018, pp. 89 - 109 (SPRINGER INDAM SERIES) [Chapter or essay] Open Access

Arcidiacono, C.; Simoncini, V., Approximate nonnegative matrix factorization algorithm for the analysis of angular differential imaging data, in: Proceedings of SPIE - The International Society for Optical Engineering, 1000 20TH ST, PO BOX 10, BELLINGHAM, WA 98227-0010 USA, SPIE, «PROCEEDINGS OF SPIE, THE INTERNATIONAL SOCIETY FOR OPTICAL ENGINEERING», 2018, 10703, pp. 111 - 114 (atti di: Adaptive Optics Systems VI 2018, usa, 2018) [Contribution to conference proceedings] Open Access

Benner, Peter; Faßbender, Heike; Grasedyck, Lars; Kressner, Daniel*; Meini, Beatrice; Simoncini, Valeria, 7th Workshop on Matrix Equations and Tensor Techniques, Southern Gate, John Wiley and Sons Ltd, 2018, pp. 1 . [Editorship] Open Access

Giovanni Cupini, Matteo Focardi, Francesco Leonetti, Elvira Mascolo, Local boundedness of vectorial minimizers of non-convex functionals, «BRUNO PINI MATHEMATICAL ANALYSIS SEMINAR», 2018, 9, pp. 20 - 40 [Scientific article] Open Access

Cantarini, Nicoletta; Ricciardo, Antonio; Santi, Andrea, Classification of simple linearly compact Kantor triple systems over the complex numbers, «JOURNAL OF ALGEBRA», 2018, 514, pp. 468 - 535 [Scientific article] Open Access

Bonart, Julius; Lillo, Fabrizio*, A continuous and efficient fundamental price on the discrete order book grid, «PHYSICA. A», 2018, 503, pp. 698 - 713 [Scientific article]

Rambaldi, Marcello; Filimonov, Vladimir; Lillo, Fabrizio, Detection of intensity bursts using Hawkes processes: An application to high-frequency financial data, «PHYSICAL REVIEW. E», 2018, 97, pp. 032318 - 032331 [Scientific article]

Barucca, P.; Lillo, F.; Mazzarisi, P.; Tantari, D., Disentangling group and link persistence in dynamic stochastic block models, «JOURNAL OF STATISTICAL MECHANICS: THEORY AND EXPERIMENT», 2018, 2018, pp. 123407 - 123424 [Scientific article]

Di Gangi, Domenico; Lillo, Fabrizio; Pirino, Davide*, Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction, «JOURNAL OF ECONOMIC DYNAMICS & CONTROL», 2018, 94, pp. 117 - 141 [Scientific article] Open Access

Corsi, Fulvio; Lillo, Fabrizio; Pirino, Davide*; Trapin, Luca, Measuring the propagation of financial distress with Granger-causality tail risk networks, «JOURNAL OF FINANCIAL STABILITY», 2018, 38, pp. 18 - 36 [Scientific article] Open Access

S Cresci, F Lillo, D Regoli, S Tardelli, M Tesconi, $FAKE: Evidence of Spam and Bot Activity in Stock Microblogs on Twitter, in: Proceedings of the Twelfth International AAAI Conference on Web and Social Media (ICWSM 2018), 2018, pp. 580 - 583 (atti di: The International Conference on Weblogs and Social Media, Stanford, California (USA), 25-28 Giugno 2018) [Contribution to conference proceedings]

Piero Mazzarisi, Silvia Zaoli, Fabrizio Lillo, Luis Delgado, Gerald Gurtner, Toward new metrics assessing air traffic interaction, in: Proceedings of the SESAR Innovation Days Conference, 2018, pp. 1 - 8 (atti di: SESAR Innovation Days, Salisburgo (Austria), 3-7 Dicembre 2018) [Contribution to conference proceedings]

Dieci, Roberto*; Schmitt, Noemi; Westerhoff, Frank, Interactions between stock, bond and housing markets, «JOURNAL OF ECONOMIC DYNAMICS & CONTROL», 2018, 91, pp. 43 - 70 [Scientific article] Open Access

Dieci, Roberto; Schmitt, Noemi; Westerhoff, Frank*, Steady states, stability and bifurcations in multi-asset market models, «DECISIONS IN ECONOMICS AND FINANCE», 2018, 41, pp. 357 - 378 [Scientific article] Open Access

Dieci, Roberto; He, Xue-Zhong*, Heterogeneous Agent Models in Finance, in: Handbook of Computational Economics - Volume 4, Amsterdam, Elsevier B.V., 2018, pp. 257 - 328 (HANDBOOKS IN ECONOMICS) [Chapter or essay]

fabrizio caselli; mario marietti, A simple characterization of special matchings in lower Bruhat intervals, «DISCRETE MATHEMATICS», 2018, 341, pp. 851 - 862 [Scientific article] Open Access

Arcozzi, Nicola; Levi, Matteo, On a class of shift-invariant subspaces of the Drury-Arveson space, «CONCRETE OPERATORS», 2018, 5, pp. 1 - 8 [Scientific article] Open Access

Delucchi E; Moci L, Products of arithmetic matroids and quasipolynomial invariants of CW-complexes, «JOURNAL OF COMBINATORIAL THEORY. SERIES A», 2018, 157, pp. 28 - 40 [Scientific article] Open Access