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researcher

F. Lillo

4 papers hereh-index 4429 citations9 works total

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

author position
  • middle author2
  • last author1

Across the 3 of 4 papers where every author was matched, so the position is known.

fields
  • cond-mat.stat-mech1
  • q-fin.ST1
  • q-fin.TR1
  • stat.ME1
same name
  • F. Lillo — 110 papers, h 46
  • F. Lillo — 3 papers, h 2

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

activity
20042023
most citedNetworks of equities in financial markets

411 citations · 416 across the 4 of their papers we have counts for

collaborators
Showing stat.MEShow all

1 paper · 1 filter

stat.ME2018

Robust filtering and smoothing via perturbation methods

Giuseppe Buccheri, Giacomo Bormetti, Fulvio Corsi +1

Using a perturbation technique, we derive a new approximate filtering and smoothing methodology generalizing along different directions several existing approaches to robust filter…

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