Publications

Cook Andrew; Blom Henk A.P.; Lillo Fabrizio; Mantegna Rosario Nunzio; Miccichè Salvatore; Rivas Damián; Vázquez Rafael; Zanin Massimiliano, Applying complexity science to air traffic management, «JOURNAL OF AIR TRANSPORT MANAGEMENT», 2015, 42, pp. 149 - 158 [Scientific article]

di Iasio Giovanni; Gallegati Mauro; Lillo Fabrizio; Mantegna Rosario N., Special issue of Quantitative Finance on ‘Interlinkages and Systemic Risk’, «QUANTITATIVE FINANCE», 2015, 15, pp. 587 - 588 [Scientific article]

Rambaldi, Marcello; Pennesi, Paris; Lillo, Fabrizio, Modeling foreign exchange market activity around macroeconomic news: Hawkes-process approach, «PHYSICAL REVIEW E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS», 2015, 91, pp. 012819 - 012833 [Scientific article]

Bargigli L.; di Iasio G.; Infante L.; Lillo F.; Pierobon F., The multiplex structure of interbank networks, «QUANTITATIVE FINANCE», 2015, 15, pp. 673 - 691 [Scientific article]

Curato Gianbiagio; Lillo Fabrizio, How Tick Size Affects the High Frequency Scaling of Stock Return Distributions, in: Anil K. Bera Sergey Ivliev Fabrizio Lillo, Financial Econometrics and Empirical Market Microstructure, New Youk, Springer, 2015, pp. 55 - 76 [Chapter or essay]

Zarinelli, Elia; Treccani, Michele; Farmer, J. Doyne; Lillo, Fabrizio, Beyond the Square Root: Evidence for Logarithmic Dependence of Market Impact on Size and Participation Rate, «MARKET MICROSTRUCTURE AND LIQUIDITY», 2015, 01, pp. 1 - 32 [Scientific article]

Cinti, Eleonora; Ferrari, Fausto, Geometric inequalities for fractional Laplace operators and Applications, «NODEA-NONLINEAR DIFFERENTIAL EQUATIONS AND APPLICATIONS», 2015, 22, pp. 1699 - 1714 [Scientific article]

Conti C; Romani L; Unser M, Ellipse-preserving Hermite interpolation and subdivision, «JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS», 2015, 426, pp. 211 - 227 [Scientific article] Open Access

Romani L, A Chaikin-based variant of Lane-Riesenfeld algorithm and its non-tensor product extension, «COMPUTER AIDED GEOMETRIC DESIGN», 2015, 32, pp. 22 - 49 [Scientific article] Open Access

Novara P; Romani L, Building blocks for designing arbitrarily smooth subdivision schemes with conic precision, «JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS», 2015, 279, pp. 67 - 79 [Scientific article]

Novara P; Romani L, On extraordinary rules of quad-based interpolatory subdivision schemes, «COMPUTER AIDED GEOMETRIC DESIGN», 2015, 35-36, pp. 225 - 242 [Scientific article]

Benedetti B; Delucchi E; Moci L, Introduction, in: Combinatorial methods in Topology and Algebra, New York, Springer, 2015, pp. 1 - 4 (SPRINGER INDAM SERIES) [Preface]

Fink A; Moci L, Matroids Over a Ring, in: Combinatorial methods in Topology and Algebra, New York, Springer, 2015, pp. 41 - 47 [Chapter or essay]

Grassi, Antonella; Halverson, James*; Shaneson, Julius L., Non-Abelian Gauge Symmetry and the Higgs Mechanism in F-Theory, «COMMUNICATIONS IN MATHEMATICAL PHYSICS», 2015, 336, pp. 1231 - 1257 [Scientific article] Open Access

Gobet Emmanuel; Pagliarani Stefano, Analytical approximations of BSDEs with non-smooth driver, «SIAM JOURNAL ON FINANCIAL MATHEMATICS», 2015, 6(2015), pp. 919 - 958 [Scientific article]

Pagliarani, Stefano; Vargiolu, Tiziano, Portfolio optimization in a defaultable Lévy-driven market model, «OR SPECTRUM», 2015, 37, pp. 617 - 654 [Scientific article]

Genovese, Giuseppe; Tantari, Daniele, Legendre Duality of Spherical and Gaussian Spin Glasses, «MATHEMATICAL PHYSICS ANALYSIS AND GEOMETRY», 2015, 18, pp. 1 - 19 [Scientific article]

Agliari, Elena; Barra, Adriano; Galluzzi, Andrea; Guerra, Francesco; Tantari, Daniele; Tavani, Flavia, Hierarchical neural networks perform both serial and parallel processing, «NEURAL NETWORKS», 2015, 66, pp. 22 - 35 [Scientific article]

Agliari, Elena; Barra, Adriano; Galluzzi, Andrea; GUERRA, FRANCESCO; Tantari, Daniele; Tavani, Flavia, Retrieval capabilities of hierarchical networks: From dyson to hopfield, «PHYSICAL REVIEW LETTERS», 2015, 114, pp. 028103 - 028107 [Scientific article]

Agliari Elena; Barra Adriano; Del Ferraro Gino; Guerra Francesco; Tantari Daniele, Anergy in self-directed B lymphocytes: A statistical mechanics perspective, «JOURNAL OF THEORETICAL BIOLOGY», 2015, 375, pp. 21 - 31 [Scientific article]