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

16 items

Deep Learning of Robust Market Making under Regime-Switching Order Flow

2026

Cited

0

Explainable Deep Learning for Price-Trade Dynamics: From Black-Box Forecasts to Effective Parametric Models

2026

Cited

0

Online Learning of Scale Parameters in Score-Driven Filters

2026

Cited

0

Can Reinforcement Learning Efficiently Discover Price Manipulation?

2026

Cited

0

Mitigating Adverse Selection in Concentrated Liquidity AMMs with Dynamic Fees: An Agent-Based Model Approach

2026

Cited

0

Trading in the Sunshine or in the Shade: Market Impact and Adverse Selection on Hyperliquid

2026

Cited

0

GravityGraphSAGE: Link Prediction in Directed Attributed Graphs

2026

Cited

0

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

2026

Cited

0

Resume (English only)

Co-authors

0 total

Co-authors: 0 (list not available)