World's Best Scientists 2026 revealed!
Fabrizio Lillo

Fabrizio Lillo

D-Index & Metrics

Economics and Finance

D-Index
56
Citations
11418
World Ranking
1017
National Ranking
22

Fabrizio Lillo publication distribution in Economics and Finance in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Economics and Finance in 2026. The highlighted bar marks where Fabrizio Lillo sits on this spectrum.

42–46 publications: 1 scientists 47–51 publications: 12 scientists 52–56 publications: 7 scientists 57–61 publications: 23 scientists 62–66 publications: 32 scientists 67–71 publications: 36 scientists 72–76 publications: 56 scientists 77–81 publications: 57 scientists 82–86 publications: 70 scientists 87–91 publications: 86 scientists 92–96 publications: 72 scientists 97–101 publications: 106 scientists 102–106 publications: 97 scientists 107–111 publications: 96 scientists 112–116 publications: 101 scientists 117–121 publications: 103 scientists 122–126 publications: 102 scientists 127–131 publications: 108 scientists 132–136 publications: 107 scientists 137–141 publications: 111 scientists 142–146 publications: 94 scientists 147–151 publications: 96 scientists 152–156 publications: 100 scientists 157–161 publications: 74 scientists 162–166 publications: 68 scientists 167–171 publications: 91 scientists 172–176 publications: 76 scientists 177–181 publications: 75 scientists 182–186 publications: 61 scientists 187–191 publications: 66 scientists 192–196 publications: 68 scientists 197–201 publications: 71 scientists 202–206 publications: 60 scientists 207–211 publications: 56 scientists 212–216 publications: 44 scientists 217–221 publications: 51 scientists 222–226 publications: 65 scientists 227–231 publications: 48 scientists 232–236 publications: 59 scientists 237–241 publications: 37 scientists 242–246 publications: 37 scientists 247–251 publications: 41 scientists 252–256 publications: 43 scientists 257–261 publications: 33 scientists 262–266 publications: 34 scientists 267–271 publications: 39 scientists 272–276 publications: 25 scientists 277–281 publications: 29 scientists 282–286 publications: 29 scientists 287–291 publications: 26 scientists 292–296 publications: 31 scientists 297–301 publications: 31 scientists 302–306 publications: 24 scientists 307–311 publications: 28 scientists 312–316 publications: 24 scientists 317–321 publications: 13 scientists 322–326 publications: 14 scientists 327–331 publications: 25 scientists 332–336 publications: 18 scientists 337–341 publications: 16 scientists 342–346 publications: 18 scientists 347–351 publications: 15 scientists 352–356 publications: 17 scientists 357–361 publications: 19 scientists 362–366 publications: 16 scientists 367–371 publications: 17 scientists 372–376 publications: 7 scientists 377–381 publications: 18 scientists 382–386 publications: 13 scientists 387–391 publications: 19 scientists 392–396 publications: 9 scientists 397–401 publications: 10 scientists 402–406 publications: 13 scientists 407–411 publications: 13 scientists 412–416 publications: 5 scientists 417–421 publications: 10 scientists 422–426 publications: 6 scientists 427–431 publications: 12 scientists 432–436 publications: 9 scientists 437–441 publications: 9 scientists 442–446 publications: 10 scientists 447–451 publications: 12 scientists 452–456 publications: 8 scientists 457–461 publications: 4 scientists 462–466 publications: 7 scientists 467–471 publications: 4 scientists 472–476 publications: 5 scientists 477–481 publications: 6 scientists 482–486 publications: 7 scientists 487–491 publications: 8 scientists 492–496 publications: 5 scientists 497–501 publications: 4 scientists 502–506 publications: 4 scientists 507–511 publications: 5 scientists 512–516 publications: 7 scientists 517–520 publications: 7 scientists 521+ publications: 99 scientists
42 publications 521+

This scientist: 309 publications — 85th percentile

85% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 521 publications or more.

Fabrizio Lillo D-index placement in Economics and Finance in 2026

The chart shows the D-index (discipline H-index) distribution of Economics and Finance scientists ranked by Research.com in 2026. The highlighted bar marks where Fabrizio Lillo sits on this spectrum.

30 D-Index: 126 scientists 31 D-Index: 147 scientists 32 D-Index: 157 scientists 33 D-Index: 178 scientists 34 D-Index: 171 scientists 35 D-Index: 141 scientists 36 D-Index: 132 scientists 37 D-Index: 129 scientists 38 D-Index: 130 scientists 39 D-Index: 120 scientists 40 D-Index: 117 scientists 41 D-Index: 113 scientists 42 D-Index: 114 scientists 43 D-Index: 97 scientists 44 D-Index: 115 scientists 45 D-Index: 86 scientists 46 D-Index: 78 scientists 47 D-Index: 83 scientists 48 D-Index: 62 scientists 49 D-Index: 74 scientists 50 D-Index: 50 scientists 51 D-Index: 66 scientists 52 D-Index: 69 scientists 53 D-Index: 55 scientists 54 D-Index: 67 scientists 55 D-Index: 61 scientists 56 D-Index: 62 scientists 57 D-Index: 45 scientists 58 D-Index: 34 scientists 59 D-Index: 47 scientists 60 D-Index: 46 scientists 61 D-Index: 36 scientists 62 D-Index: 37 scientists 63 D-Index: 56 scientists 64 D-Index: 50 scientists 65 D-Index: 32 scientists 66 D-Index: 28 scientists 67 D-Index: 30 scientists 68 D-Index: 24 scientists 69 D-Index: 25 scientists 70 D-Index: 22 scientists 71 D-Index: 21 scientists 72 D-Index: 26 scientists 73 D-Index: 24 scientists 74 D-Index: 23 scientists 75 D-Index: 12 scientists 76 D-Index: 14 scientists 77 D-Index: 15 scientists 78 D-Index: 15 scientists 79 D-Index: 17 scientists 80 D-Index: 17 scientists 81 D-Index: 11 scientists 82 D-Index: 10 scientists 83 D-Index: 16 scientists 84 D-Index: 11 scientists 85 D-Index: 5 scientists 86 D-Index: 9 scientists 87 D-Index: 13 scientists 88 D-Index: 9 scientists 89 D-Index: 7 scientists 90 D-Index: 6 scientists 91 D-Index: 4 scientists 92 D-Index: 8 scientists 93 D-Index: 10 scientists 94 D-Index: 11 scientists 95 D-Index: 6 scientists 96 D-Index: 4 scientists 97 D-Index: 4 scientists 98 D-Index: 6 scientists 99 D-Index: 6 scientists 100 D-Index: 8 scientists 101+ D-Index: 100 scientists
30 D-Index 101+

This scientist: 56 D-Index — 74th percentile

74% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 101 D-Index or more.

Overview

Fabrizio Lillo is affiliated with the University of Bologna in Italy and has a research focus within the broad domain of Economics, Econometrics and Finance. Their academic contributions span 106 publications, reflecting a multifaceted approach to the analysis of financial markets and complex systems.

Their primary fields of study include Economics and Econometrics, Finance, and Management Science and Operations Research. Subfields also encompass Statistical and Nonlinear Physics as well as General Economics, Econometrics and Finance, illustrating an interdisciplinary research profile.

The scientist's work addresses key topics such as:

  • Complex Systems and Time Series Analysis
  • Financial Markets and Investment Strategies
  • Stock Market Forecasting Methods
  • Financial Risk and Volatility Modeling
  • Stochastic processes and financial applications
  • Complex Network Analysis Techniques
  • Economic theories and models

Their publication record includes research in a variety of venues, with frequent contributions to:

  • arXiv (Cornell University)
  • SSRN Electronic Journal
  • Quantitative Finance
  • Chaos An Interdisciplinary Journal of Nonlinear Science
  • Journal of Business and Economic Statistics

Selected recent papers exemplify their research orientation toward financial systems, market dynamics, and computational methods:

  • "A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-Frequency Covariance Dynamics," 2020, Journal of Business and Economic Statistics
  • "On the performance of learned data structures," 2021, Theoretical Computer Science
  • "Liquidity fluctuations and the latent dynamics of price impact," 2021, Quantitative Finance
  • "Instabilities in multi-asset and multi-agent market impact games," 2022, Annals of Operations Research
  • "Network-wide assessment of ATM mechanisms using an agent-based model," 2021, Journal of Air Transport Management

Frequent collaborators include the following researchers, reflecting ongoing partnerships within their network:

  • Piero Mazzarisi
  • Adele Ravagnani
  • Giacomo Bormetti
  • Francesco Cordoni
  • Paola Deriu

Best Publications

  • Topology of correlation-based minimal spanning trees in real and model markets.

    Giovanni Bonanno;Guido Caldarelli;Fabrizio Lillo;Rosario Nunzio Mantegna

  • How markets slowly digest changes in supply and demand

    Jean-Philippe Bouchaud;J. Doyne Farmer;Fabrizio Lillo

  • Networks of equities in financial markets

    G. Bonanno;G. Caldarelli;F. Lillo;S. Micciche

  • The Long Memory of the Efficient Market

    Fabrizio Lillo;J. Doyne Farmer

  • Correlation, hierarchies, and networks in financial markets

    Michele Tumminello;Fabrizio Lillo;Fabrizio Lillo;Rosario N. Mantegna

  • Econophysics: Master curve for price-impact function.

    Fabrizio Lillo;J. Doyne Farmer;Rosario N. Mantegna

  • What really causes large price changes

    J. Doyne Farmer;László Gillemot;Fabrizio Lillo;Szabolcs Mike

  • Cluster analysis for portfolio optimization

    Vincenzo Tola;Vincenzo Tola;Fabrizio Lillo;Fabrizio Lillo;Mauro Gallegati;Rosario N. Mantegna

  • High-frequency cross-correlation in a set of stocks

    Giovanni Bonanno;Fabrizio Lillo;Rosario N Mantegna

  • The multiplex structure of interbank networks

    L. Bargigli;G. di Iasio;L. Infante;F. Lillo

  • Market Impact and Trading Profile of Hidden Orders in Stock Markets

    Esteban Moro;Esteban Moro;Javier Vicente;Luis G. Moyano;Aurig Gerig;Aurig Gerig

  • What really causes large price changes

    J. Farmer;Laszlo Gillemot;Fabrizio Lillo;Szabolcs Mike

  • Degree stability of a minimum spanning tree of price return and volatility

    Salvatore Miccichè;Giovanni Bonanno;Fabrizio Lillo;Rosario N. Mantegna

  • Power law relaxation in a complex system: Omori law after a financial market crash

    Fabrizio Lillo;Rosario N. Mantegna

  • On the origin of power law tails in price fluctuations

    J. Farmer;Fabrizio Lillo

  • Levels of complexity in financial markets

    Giovanni Bonanno;Fabrizio Lillo;Rosario N. Mantegna

  • On the origin of power-law tails in price fluctuations

    J Doyne Farmer;Fabrizio Lillo

  • Theory for long memory in supply and demand

    Fabrizio Lillo;Szabolcs Mike;Szabolcs Mike;J. Doyne Farmer

  • Variety and Volatility in Financial Markets

    Fabrizio Lillo;Rosario N. Mantegna

  • Identification of clusters of investors from their real trading activity in a financial market

    Michele Tumminello;Michele Tumminello;Fabrizio Lillo;Fabrizio Lillo;Fabrizio Lillo;Jyrki Piilo;Rosario N Mantegna

Frequent Co-Authors

Rosario N. Mantegna
Rosario N. Mantegna University of Palermo
J. Doyne Farmer
J. Doyne Farmer University of Oxford
Jack D. Farmer
Jack D. Farmer Arizona State University
János Kertész
János Kertész Central European University
Guido Caldarelli
Guido Caldarelli Ca Foscari University of Venice
Mauro Gallegati
Mauro Gallegati Marche Polytechnic University
Massimiliano Zanin
Massimiliano Zanin University of the Balearic Islands
Michael Schneider
Michael Schneider RWTH Aachen University
Vito Latora
Vito Latora Queen Mary University of London
Loriana Pelizzon
Loriana Pelizzon Ca Foscari University of Venice

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