Pubblicazioni scientifiche

Contributi in riviste, atti di convegno, volumi, libri, curatele, brevetti dei membri del Dipartimento.

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171 pubblicazioni

Lillo Fabrizio; Miccichè Salvatore; Tumminello Michele; Piilo Jyrki; Mantegna Rosario N., How news affects the trading behaviour of different categories of investors in a financial market, «QUANTITATIVE FINANCE», 2015, 15, pp. 213 - 229 [Articolo in rivista]
Curato, Gianbiagio; Lillo, Fabrizio, Modeling the coupled return-spread high frequency dynamics of large tick assets, «JOURNAL OF STATISTICAL MECHANICS: THEORY AND EXPERIMENT», 2015, 2015, pp. 01028 - 01056 [Articolo in rivista]
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 [Articolo in rivista]
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 [Articolo in rivista]
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 [Articolo in rivista]
Bargigli L.; di Iasio G.; Infante L.; Lillo F.; Pierobon F., The multiplex structure of interbank networks, «QUANTITATIVE FINANCE», 2015, 15, pp. 673 - 691 [Articolo in rivista]
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 [Capitolo/Saggio in libro]
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 [Articolo in rivista]
Cinti, Eleonora; Ferrari, Fausto, Geometric inequalities for fractional Laplace operators and Applications, «NODEA-NONLINEAR DIFFERENTIAL EQUATIONS AND APPLICATIONS», 2015, 22, pp. 1699 - 1714 [Articolo in rivista]
Conti C; Romani L; Unser M, Ellipse-preserving Hermite interpolation and subdivision, «JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS», 2015, 426, pp. 211 - 227 [Articolo in rivista] 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 [Articolo in rivista] 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 [Articolo in rivista]
Novara P; Romani L, On extraordinary rules of quad-based interpolatory subdivision schemes, «COMPUTER AIDED GEOMETRIC DESIGN», 2015, 35-36, pp. 225 - 242 [Articolo in rivista]
Benedetti B; Delucchi E; Moci L, Introduction, in: Combinatorial methods in Topology and Algebra, New York, Springer, 2015, pp. 1 - 4 (SPRINGER INDAM SERIES) [Prefazione]
Fink A; Moci L, Matroids Over a Ring, in: Combinatorial methods in Topology and Algebra, New York, Springer, 2015, pp. 41 - 47 [Capitolo/Saggio in libro]
Ghattas Robert; Gangemi Paolo; Benvenuti Silvia, Insalate di matematica. Degustazioni guidate per stimolare l'appetito numerico, ITA, Alpha Test srl, 2015, pp. 380 . [Monografia/Trattato scientifico in forma di libro]
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 [Articolo in rivista] 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 [Articolo in rivista]
PAGLIARANI, Stefano; Vargiolu Tiziano, Portfolio optimization in a defaultable Lévy-driven market model, «OR SPECTRUM», 2015, 37, pp. 617 - 654 [Articolo in rivista]
Genovese, Giuseppe; Tantari, Daniele, Legendre Duality of Spherical and Gaussian Spin Glasses, «MATHEMATICAL PHYSICS ANALYSIS AND GEOMETRY», 2015, 18, pp. 1 - 19 [Articolo in rivista]