Scholar

Fabrizio Lillo

Google Scholar ID: 6_INHZIAAAAJ

Università di Bologna and Scuola Normale Superiore, Pisa

Quantitative FinanceStatistical MechanicsData Science

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Citations & Impact

All-time

Citations

5,316

H-index

42

i10-index

106

Publications

20

Co-authors

0

Contact

No contact links provided.

Publications

9 items

Predicting the success of new crypto-tokens: the Pump.fun case

2026

Cited

0

Reinforcement Learning in Queue-Reactive Models: Application to Optimal Execution

2025

Cited

0

Deep reinforcement learning for optimal trading with partial information

2025

Cited

0

Deviations from Tradition: Stylized Facts in the Era of DeFi

2025

Cited

0

A high-frequency approach to Realized Risk Measures

2025

Cited

0

Tackling estimation risk in Kelly investing using options

2025

Cited

0

A Sea of Coins: The Proliferation of Cryptocurrencies in UniswapV2

2025

Cited

0

Why is the estimation of metaorder impact with public market data so challenging?

2025

Cited

0

Resume (English only)

Co-authors

0 total

Co-authors: 0 (list not available)