Items where Author is "Lillo, Fabrizio"

Item Type No Grouping

Analysis of bank leverage via dynamical systems and deep neural networks. Lillo, Fabrizio and Livieri, Giulia and Marmi, Stefano and Solomko, Anton and Vaienti, Sandro picture_as_pdf

Liquidity fluctuations and the latent dynamics of price impact. Mertens, Luca Philippe and Ciacci, Alberto and Lillo, Fabrizio and Livieri, Giulia

Unimodal maps perturbed by heteroscedastic noise:an application to a financial systems. Lillo, Fabrizio and Livieri, Giulia and Marmi, Stefano and Solomko, Anton and Vaienti, Sandro picture_as_pdf