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Piero Mazzarisi
Piero Mazzarisi
Assistant Professor, University of Siena
Verified email at unisi.it - Homepage
Title
Cited by
Cited by
Year
A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market
P Mazzarisi, P Barucca, F Lillo, D Tantari
European Journal of Operational Research 281 (1), 50-65, 2020
492020
New centrality and causality metrics assessing air traffic network interactions
P Mazzarisi, S Zaoli, F Lillo, L Delgado, G Gurtner
Journal of Air Transport Management 85, 101801, 2020
302020
Methods for reconstructing interbank networks from limited information: A comparison
P Mazzarisi, F Lillo
Econophysics and Sociophysics: Recent Progress and Future Directions, 201-215, 2017
262017
Tail Granger causalities and where to find them: Extreme risk spillovers vs spurious linkages
P Mazzarisi, S Zaoli, C Campajola, F Lillo
Journal of Economic Dynamics and Control 121, 104022, 2020
242020
Measuring market efficiency: The Shannon entropy of high-frequency financial time series
A Shternshis, P Mazzarisi, S Marmi
Chaos, solitons & fractals 162, 112403, 2022
222022
Disentangling group and link persistence in dynamic stochastic block models
P Barucca, F Lillo, P Mazzarisi, D Tantari
Journal of Statistical Mechanics: Theory and Experiment 2018 (12), 123407, 2018
192018
Betweenness centrality for temporal multiplexes
S Zaoli, P Mazzarisi, F Lillo
Scientific reports 11 (1), 4919, 2021
152021
Network-wide assessment of ATM mechanisms using an agent-based model
L Delgado, G Gurtner, P Mazzarisi, S Zaoli, D Valput, A Cook, F Lillo
Journal of Air Transport Management 95, 102108, 2021
142021
Trip centrality: walking on a temporal multiplex with non-instantaneous link travel time
S Zaoli, P Mazzarisi, F Lillo
Scientific reports 9 (1), 10570, 2019
132019
Detectability of macroscopic structures in directed asymmetric stochastic block model
M Wilinski, P Mazzarisi, D Tantari, F Lillo
Physical Review E 99 (4), 042310, 2019
132019
On the equivalence between the kinetic Ising model and discrete autoregressive processes
C Campajola, F Lillo, P Mazzarisi, D Tantari
Journal of Statistical Mechanics: Theory and Experiment 2021 (3), 033412, 2021
92021
Non-Markovian temporal networks with auto-and cross-correlated link dynamics
OE Williams, P Mazzarisi, F Lillo, V Latora
Physical Review E 105 (3), 034301, 2022
72022
Efficiency of the moscow stock exchange before 2022
A Shternshis, P Mazzarisi, S Marmi
Entropy 24 (9), 1184, 2022
62022
Network-wide assessment of 4D trajectory adjustments using an agent-based model
P Mazzarisi, S Zaoli, F Lillo, D Luis, G Gerald, C Andrew, V Damir
SESAR INNOVATION DAYS, 1-8, 2019
52019
Towards new metrics assessing air traffic network interactions
P Mazzarisi, S Zaoli, F Lillo, L Delgado, G Gurtner
8th SESAR Innovation Days, 2018
52018
Detectability thresholds in networks with dynamic link and community structure
P Barucca, F Lillo, P Mazzarisi, D Tantari
arXiv preprint arXiv:1701.05804, 2017
52017
When panic makes you blind: A chaotic route to systemic risk
P Mazzarisi, F Lillo, S Marmi
Journal of Economic Dynamics and Control 100, 176-199, 2019
42019
Variance of entropy for testing time-varying regimes with an application to meme stocks
A Shternshis, P Mazzarisi
Decisions in Economics and Finance, 1-44, 2024
22024
How Covid mobility restrictions modified the population of investors in Italian stock markets
P Deriu, F Lillo, P Mazzarisi, F Medda, A Ravagnani, A Russo
arXiv preprint arXiv:2208.00181, 2022
22022
Domino D5. 3 Final tool and model description, and case studies results
L Delgado, G Gurtner, S Zaoli, P Mazzarisi, D Valput, AJ Cook, F Lillo
SESAR, 2019
22019
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