463 citations · 3.2k across the 92 of their papers we have counts for
6 papers · 1 filter
Cashtag piggybacking: uncovering spam and bot activity in stock microblogs on Twitter
Stefano Cresci, Fabrizio Lillo, Daniele Regoli +2
Microblogs are increasingly exploited for predicting prices and traded volumes of stocks in financial markets. However, it has been demonstrated that much of the content shared in…
A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market
Piero Mazzarisi, Paolo Barucca, Fabrizio Lillo +1
We propose a dynamic network model where two mechanisms control the probability of a link between two nodes: (i) the existence or absence of this link in the past, and (ii) node-sp…
Corporate payments networks and credit risk rating
Elisa Letizia, Fabrizio Lillo
Aggregate and systemic risk in complex systems are emergent phenomena depending on two properties: the idiosyncratic risks of the elements and the topology of the network of intera…
Disentangling group and link persistence in Dynamic Stochastic Block models
Paolo Barucca, Fabrizio Lillo, Piero Mazzarisi +1
We study the inference of a model of dynamic networks in which both communities and links keep memory of previous network states. By considering maximum likelihood inference from s…
Resolution of ranking hierarchies in directed networks
Elisa Letizia, Paolo Barucca, Fabrizio Lillo
Identifying hierarchies and rankings of nodes in directed graphs is fundamental in many applications such as social network analysis, biology, economics, and finance. A recently pr…
Centrality metrics and localization in core-periphery networks
Paolo Barucca, Daniele Tantari, Fabrizio Lillo
Two concepts of centrality have been defined in complex networks. The first considers the centrality of a node and many different metrics for it has been defined (e.g. eigenvector…