Search Results - "Lillo, F"

A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market by Mazzarisi, P., Barucca, P., Lillo, F., Tantari, D.

“…•We model temporal networks driven by latent node variables and link persistence.•Maximum a Posteriori approach allows unbiased inference and short term link…”
Get full text

Cross-impact and no-dynamic-arbitrage by Schneider, M., Lillo, F.

“…We extend the 'No-dynamic-arbitrage and market impact'-framework of Gatheral [Quant. Finance, 2010, 10(7), 749-759] to the multi-dimensional case where trading…”
Get full text

The multiplex structure of interbank networks by Bargigli, L., di Iasio, G., Infante, L., Lillo, F., Pierobon, F.

“…The interbank market has a natural multiplex network representation. We employ a unique database of supervisory reports on Italian banks to the Banca d'Italia…”
Get full text

Alignment of Nonspherical Active Particles in Chaotic Flows by Borgnino, M, Gustavsson, K, De Lillo, F, Boffetta, G, Cencini, M, Mehlig, B

“…We study the orientation statistics of spheroidal, axisymmetric microswimmers, with shapes ranging from disks to rods, swimming in chaotic, moderately…”
Get full text

Inertial floaters in stratified turbulence by Sozza, A., De Lillo, F., Boffetta, G.

“…We investigate numerically the dynamics and statistics of inertial particles transported by stratified turbulence, in the case of particle density intermediate…”
Get full text

Limit order placement as an utility maximization problem and the origin of power law distribution of limit order prices by LILLO, F

Get full text

Glandular dose in breast computed tomography with synchrotron radiation by Mettivier, G, Fedon, C, Di Lillo, F, Longo, R, Sarno, A, Tromba, G, Russo, P

“…The purpose of this work is to provide an evaluation of the mean glandular dose (MGD) for breast computed tomography (CT) with synchrotron radiation in an…”
Get more information

Towards breast tomography with synchrotron radiation at Elettra: first images by Longo, R, Arfelli, F, Bellazzini, R, Bottigli, U, Brez, A, Brun, F, Brunetti, A, Delogu, P, Di Lillo, F, Dreossi, D, Fanti, V, Fedon, C, Golosio, B, Lanconelli, N, Mettivier, G, Minuti, M, Oliva, P, Pinchera, M, Rigon, L, Russo, P, Sarno, A, Spandre, G, Tromba, G, Zanconati, F

“…The aim of the SYRMA-CT collaboration is to set-up the first clinical trial of phase-contrast breast CT with synchrotron radiation (SR). In order to combine…”
Get more information

Ongoing invasions of the African clawed frog, Xenopus laevis: a global review by Measey, G. J., Rödder, D., Green, S. L., Kobayashi, R., Lillo, F., Lobos, G., Rebelo, R., Thirion, J.-M.

“…We conducted a literature review on the current status of all known extralimital populations of the African clawed frog, Xenopus laevis , to identify…”
Get full text

Optimization of a customized simultaneous algebraic reconstruction technique algorithm for phase-contrast breast computed tomography by Donato, S, Brombal, L, Arana Peña, L M, Arfelli, F, Contillo, A, Delogu, P, Di Lillo, F, Di Trapani, V, Fanti, V, Longo, R, Oliva, P, Rigon, L, Stori, L, Tromba, G, Golosio, B

“…To introduce the optimization of a customized GPU-based simultaneous algebraic reconstruction technique (cSART) in the field of phase-contrast breast computed…”
Get more information

Homogeneous vs. patient specific breast models for Monte Carlo evaluation of mean glandular dose in mammography by Sarno, A., Mettivier, G., Di Lillo, F., Bliznakova, K., Sechopoulos, I., Russo, P.

“…•Homogeneous breast models for MGD were compared with patient specific breast phantoms.•The difference between the MGD for homogeneous and patient specific…”
Get full text

Investigation of the refractive index decrement of 3D printing materials for manufacturing breast phantoms for phase contrast imaging by Esposito, G, Mettivier, G, Bliznakova, K, Bliznakov, Z, Bosmans, H, Bravin, A, Buliev, I, Di Lillo, F, Ivanov, D, Minutillo, M, Sarno, A, Vignero, J, Russo, P

“…3D breast modelling for 2D and 3D breast x-ray imaging would benefit from the availability of digital and physical phantoms that reproduce accurately the…”
Get more information

Energy dependent calibration of XR‐QA2 radiochromic film with monochromatic and polychromatic x‐ray beams by Di Lillo, F., Mettivier, G., Sarno, A., Tromba, G., Tomic, N., Devic, S., Russo, P.

“…Purpose: This work investigates the energy response and dose‐response curve determinations for XR‐QA2 radiochromic film dosimetry system used for synchrotron…”
Get full text

Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market by Schneider, M., Lillo, F., Pelizzon, L.

“…Modelling the dynamics of (il)liquidity across assets is an important yet complicated task, especially when considering significant deteriorations of liquidity…”
Get full text

Imaging performance of phase-contrast breast computed tomography with synchrotron radiation and a CdTe photon-counting detector by Sarno, A, Mettivier, G, Golosio, B, Oliva, P, Spandre, G, Di Lillo, F, Fedon, C, Longo, R, Russo, P

“…Highlights • The imaging performance of a phase-contrast breast CT was assessed. • Monochromatic synchrotron radiation for breast CT was used. • A high-spatial…”
Get full text

Networks of equities in financial markets by BONANNO, G, CALDARELLI, G, LILLO, F, MICCICHE, S, VANDEWALLE, N, MANTEGNA, R. N

“…We review the recent approach of correlation based networks of financial equities. We investigate portfolio of stocks at different time horizons, financial…”
Get full text

Nonlinear diffusion model for Rayleigh-Taylor mixing by Boffetta, G, De Lillo, F, Musacchio, S

“…The complex evolution of turbulent mixing in Rayleigh-Taylor convection is studied in terms of eddy diffusivity models for the mean temperature profile. It is…”
Get full text

Segmentation algorithm for non-stationary compound Poisson processes: With an application to inventory time series of market members in a financial market by Tóth, B., Lillo, F., Farmer, J. D.

“…We introduce an algorithm for the segmentation of a class of regime switching processes. The segmentation algorithm is a non parametric statistical method able…”
Get full text

Normalized glandular dose coefficients in mammography, digital breast tomosynthesis and dedicated breast CT by Sarno, A., Mettivier, G., Di Lillo, F., Tucciariello, R.M., Bliznakova, K., Russo, P.

“…•Modeling a breast compressed in MLO view instead of in CC view does not produce any significant differences in MGD estimates.•Skin model presents a noticeable…”
Get full text

Co-impact: crowding effects in institutional trading activity by Bucci, F., Mastromatteo, I., Eisler, Z., Lillo, F., Bouchaud, J.-P., Lehalle, C.-A.

“…This paper is devoted to the important yet unexplored subject of crowding effects on market impact, that we call 'co-impact'. Our analysis is based on a large…”
Get full text