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Fabrizio Lillo

6 papers hereh-index 214 citations7 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author1
  • middle author4
  • last author1

Across the 6 of 6 papers where every author was matched, so the position is known.

fields
  • q-fin.RM2
  • q-fin.MF1
  • q-fin.ST1
  • q-fin.TR1
  • stat.ML1
same name
  • Fabrizio Lillo — 15 papers, h 11
  • Fabrizio Lillo — 6 papers, h 2
  • Fabrizio Lillo — 6 papers, h 2
  • Fabrizio Lillo — 5 papers, h 2
  • Fabrizio Lillo — 5 papers, h 5
  • Fabrizio Lillo — 2 papers, h 1

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

most citedDimensionality reduction techniques to support insider trading detection

2 citations · 2 across the 6 of their papers we have counts for

collaborators
Showing q-fin.STShow all

1 paper · 1 filter

q-fin.ST2024★ 2 cited

Dimensionality reduction techniques to support insider trading detection

Adele Ravagnani, Fabrizio Lillo, Paola Deriu +3

Identification of market abuse is an extremely complicated activity that requires the analysis of large and complex datasets. We propose an unsupervised machine learning method for…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.