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2020 – today
- 2024
[j3]Piero Mazzarisi, Adele Ravagnani, Paola Deriu, Fabrizio Lillo, Francesca Medda, Antonio Russo:
A machine learning approach to support decision in insider trading detection. EPJ Data Sci. 13(1): 66 (2024)- [i6]Ioanna-Yvonni Tsaknaki, Fabrizio Lillo, Piero Mazzarisi:
Bayesian Autoregressive Online Change-Point Detection with Time-Varying Parameters. CoRR abs/2407.16376 (2024) - 2022
- [j2]Andrey Shternshis
, Piero Mazzarisi, Stefano Marmi:
Efficiency of the Moscow Stock Exchange before 2022. Entropy 24(9): 1184 (2022) - [i5]Piero Mazzarisi, Adele Ravagnani, Paola Deriu, Fabrizio Lillo, Francesca Medda, Antonio Russo:
A machine learning approach to support decision in insider trading detection. CoRR abs/2212.05912 (2022) - 2020
- [j1]Piero Mazzarisi, Paolo Barucca, Fabrizio Lillo, Daniele Tantari:
A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market. Eur. J. Oper. Res. 281(1): 50-65 (2020) - [i4]Silvia Zaoli, Piero Mazzarisi, Fabrizio Lillo:
Betweenness centrality for temporal multiplexes. CoRR abs/2002.00661 (2020)
2010 – 2019
- 2019
- [i3]Silvia Zaoli, Piero Mazzarisi, Fabrizio Lillo:
Trip Centrality: walking on a temporal multiplex with non-instantaneous link travel time. CoRR abs/1903.02815 (2019) - 2018
- [i2]Piero Mazzarisi, Paolo Barucca, Fabrizio Lillo, Daniele Tantari:
A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market. CoRR abs/1801.00185 (2018) - 2017
- [i1]Paolo Barucca, Fabrizio Lillo, Piero Mazzarisi, Daniele Tantari:
Detectability thresholds in networks with dynamic link and community structure. CoRR abs/1701.05804 (2017)
Coauthor Index
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