Items where Author is "Lillo, Fabrizio"

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Article

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