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 | 49 | 2020 |
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 | 32 | 2020 |
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 | 27 | 2020 |
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 | 26 | 2017 |
Measuring market efficiency: The Shannon entropy of high-frequency financial time series A Shternshis, P Mazzarisi, S Marmi Chaos, solitons & fractals 162, 112403, 2022 | 23 | 2022 |
Betweenness centrality for temporal multiplexes S Zaoli, P Mazzarisi, F Lillo Scientific reports 11 (1), 4919, 2021 | 20 | 2021 |
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 | 20 | 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 | 14 | 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 | 13 | 2019 |
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 | 9 | 2021 |
Efficiency of the moscow stock exchange before 2022 A Shternshis, P Mazzarisi, S Marmi Entropy 24 (9), 1184, 2022 | 7 | 2022 |
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 | 7 | 2022 |
Network-wide assessment of 4D trajectory adjustments using an agent-based model P Mazzarisi, S Zaoli, F Lillo, D Luis, G Gerald, C Andrew, V Damir 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 |
Detectability thresholds in networks with dynamic link and community structure P Barucca, F Lillo, P Mazzarisi, D Tantari arXiv preprint arXiv:1701.05804, 2017 | 5 | 2017 |
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 | 4 | 2019 |
Variance of entropy for testing time-varying regimes with an application to meme stocks A Shternshis, P Mazzarisi Decisions in Economics and Finance, 1-44, 2024 | 2 | 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 | 2 | 2022 |
How Covid mobility restrictions modified the population of investors in Italian stock markets P Deriu, F Lillo, P Mazzarisi, F Medda, A Ravagnani, A Russo arXiv preprint arXiv:2208.00181, 2022 | 2 | 2022 |