Fabrizio Lillo
Fabrizio Lillo publishes mostly in Finance, Economics and Econometrics and Statistical and Nonlinear Physics, on topics such as Complex Systems and Time Series Analysis, Financial Risk and Volatility Modeling and Financial Markets and Investment Strategies.
- World rank
- #343,782 of 1,633,909 ranked researchers
- Rank in Italy
- #11,305 of 65,712
- Works
- 116
- Citations
- 427
- Citations per work
- 3.7
What does Fabrizio Lillo research?
Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.
- 1Finance27% of their works
- 2Economics and Econometrics26% of their works
- 3Statistical and Nonlinear Physics11% of their works
- 4Management Science and Operations Research11% of their works
- 5Molecular Biology3% of their works
- 6Artificial Intelligence3% of their works
Research topics
- Complex Systems and Time Series Analysis
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Complex Network Analysis Techniques
- Opinion Dynamics and Social Influence
- Stock Market Forecasting Methods
- Stochastic processes and financial applications
- Economic theories and models
Which keywords describe Fabrizio Lillo's research?
The keywords of their largest research topics: Agent-Based Modeling, Econophysics, Multifractal Analysis, Asset Pricing, Network Dynamics, Social Influence, GARCH Models and Volatility.
- Monetary Equilibrium
- Time Series Forecasting
- Stochastic Calculus
- Opinion Dynamics
- Scale-Free Networks
- Stock Returns
- Volatility
- Social Influence
- Asset Pricing
- Econophysics
- Agent-Based Modeling
- Multifractal Analysis
- Network Dynamics
- GARCH Models
- Market Efficiency
- Community Structure
- Bounded Confidence
- Option Pricing
- Stock Market Prediction
- Liquidity
Size is their works in the topics tagged with each word, from their 8 largest topics. Each links to the topic it comes from most.
All 20 words, with their numbers
- Agent-Based Modeling312 topics
- Econophysics251 topic
- Multifractal Analysis251 topic
- Asset Pricing162 topics
- Network Dynamics152 topics
- Social Influence152 topics
- GARCH Models131 topic
- Volatility131 topic
- Market Efficiency121 topic
- Stock Returns121 topic
- Community Structure91 topic
- Scale-Free Networks91 topic
- Bounded Confidence61 topic
- Opinion Dynamics61 topic
- Option Pricing61 topic
- Stochastic Calculus61 topic
- Stock Market Prediction61 topic
- Time Series Forecasting61 topic
- Liquidity41 topic
- Monetary Equilibrium41 topic
Where does Fabrizio Lillo work?
Fabrizio Lillo's main affiliation in the publication record is Scuola Normale Superiore, Italy.
How many publications and citations does Fabrizio Lillo have?
Science Explorer counts 116 works and 427 citations for Fabrizio Lillo, ranking #343,782 of 1,633,909 researchers worldwide on the composite score.
Ranked on field-normalised excellence (50%), output (30%) and citations (20%). Counts come from OpenAlex author records, which occasionally merge different people who share a name or split one person into several.
Papers, co-authors, who cited this work and researchers on the nearest topics are in the interactive view on the map. Is this your page? Request a correction or removal.