| A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market P Mazzarisi, P Barucca, F Lillo, D Tantari European Journal of Operational Research 281 (1), 50-65, 2020 | 64 | 2020 |
| Measuring market efficiency: The Shannon entropy of high-frequency financial time series A Shternshis, P Mazzarisi, S Marmi Chaos, solitons & fractals 162, 112403, 2022 | 49 | 2022 |
| New centrality and causality metrics assessing air traffic network interactions P Mazzarisi, S Zaoli, F Lillo, L Delgado, G Gurtner Journal of Air Transport Management 85, 101801, 2020 | 40 | 2020 |
| Betweenness centrality for temporal multiplexes S Zaoli, P Mazzarisi, F Lillo Scientific reports 11 (1), 4919, 2021 | 38 | 2021 |
| Methods for reconstructing interbank networks from limited information: A comparison P Mazzarisi, F Lillo Econophysics and Sociophysics: Recent Progress and Future Directions, 201-215, 2017 | 34 | 2017 |
| Tail Granger causalities and where to find them: Extreme risk spillovers vs spurious linkages P Mazzarisi, S Zaoli, C Campajola, F Lillo Journal of Economic Dynamics and Control 121, 104022, 2020 | 31 | 2020 |
| Disentangling group and link persistence in dynamic stochastic block models P Barucca, F Lillo, P Mazzarisi, D Tantari Journal of Statistical Mechanics: Theory and Experiment 2018 (12), 123407, 2018 | 26 | 2018 |
| Network-wide assessment of ATM mechanisms using an agent-based model L Delgado, G Gurtner, P Mazzarisi, S Zaoli, D Valput, A Cook, F Lillo Journal of Air Transport Management 95, 102108, 2021 | 20 | 2021 |
| Trip centrality: walking on a temporal multiplex with non-instantaneous link travel time S Zaoli, P Mazzarisi, F Lillo Scientific reports 9 (1), 10570, 2019 | 16 | 2019 |
| Non-markovian temporal networks with auto-and cross-correlated link dynamics OE Williams, P Mazzarisi, F Lillo, V Latora Physical Review E 105 (3), 034301, 2022 | 15 | 2022 |
| Detectability of macroscopic structures in directed asymmetric stochastic block model M Wilinski, P Mazzarisi, D Tantari, F Lillo Physical Review E 99 (4), 042310, 2019 | 13 | 2019 |
| On the equivalence between the kinetic Ising model and discrete autoregressive processes C Campajola, F Lillo, P Mazzarisi, D Tantari Journal of Statistical Mechanics: Theory and Experiment 2021 (3), 033412, 2021 | 12 | 2021 |
| Bayesian autoregressive online change-point detection with time-varying parameters IY Tsaknaki, F Lillo, P Mazzarisi Communications in Nonlinear Science and Numerical Simulation 142, 108500, 2025 | 11 | 2025 |
| Efficiency of the Moscow stock exchange before 2022 A Shternshis, P Mazzarisi, S Marmi Entropy 24 (9), 1184, 2022 | 10 | 2022 |
| Online learning of order flow and market impact with Bayesian change-point detection methods IY Tsaknaki, F Lillo, P Mazzarisi Quantitative Finance 25 (2), 307-322, 2025 | 9 | 2025 |
| When panic makes you blind: A chaotic route to systemic risk P Mazzarisi, F Lillo, S Marmi Journal of Economic Dynamics and Control 100, 176-199, 2019 | 9 | 2019 |
| Variance of entropy for testing time-varying regimes with an application to meme stocks A Shternshis, P Mazzarisi Decisions in Economics and Finance 47 (1), 215-258, 2024 | 6 | 2024 |
| A machine learning approach to support decision in insider trading detection P Mazzarisi, A Ravagnani, P Deriu, F Lillo, F Medda, A Russo arXiv preprint arXiv:2212.05912, 2022 | 6 | 2022 |
| Network-wide assessment of 4D trajectory adjustments using an agent-based model P Mazzarisi, S Zaoli, F Lillo, L Delgado, G Gurtner, A Cook, D Valput SESAR INNOVATION DAYS, 1-8, 2019 | 5 | 2019 |
| Towards new metrics assessing air traffic network interactions P Mazzarisi, S Zaoli, F Lillo, L Delgado, G Gurtner 8th SESAR Innovation Days, 2018 | 5 | 2018 |
Fabrizio LilloScuola Normale SuperioreVerified email at sns.it
