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Mazzarisi, Piero

  1. A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market
    2017/12/30 by Mazzarisi, Piero, Barucca, Paolo, Lillo, Fabrizio +1 · 1 citation
    #FOS: Computer and information sciences #FOS: Economics and business #FOS: Physical sciences #Machine Learning (stat.ML) #Physics and Society (physics.soc-ph) #Social and Information Networks (cs.SI) #Statistical Finance (q-fin.ST)
  2. Non-Markovian temporal networks with auto- and cross-correlated link dynamics
    2019/09/17 by Williams, Oliver E., Mazzarisi, Piero, Lillo, Fabrizio +1 · 1 citation
    #FOS: Mathematics #FOS: Physical sciences #Physics and Society (physics.soc-ph) #Probability (math.PR) #Statistical Mechanics (cond-mat.stat-mech)
  3. The Rise and Fall of Ideas' Popularity
    2024/11/27 by Piero Mazzarisi, Mazzarisi, Piero, Alessio Muscillo +5 · 1 voice
    Economics, Econometrics and Finance · Social Sciences · #Asian Culture and Media Studies #Elite Sociology and Global Capitalism #Japanese History and Culture #econ.GN
  4. Bayesian Autoregressive Online Change-Point Detection with Time-Varying Parameters
    2024/07/23 by Tsaknaki, Ioanna-Yvonni, Lillo, Fabrizio, Mazzarisi, Piero · 1 citation
    #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Methodology (stat.ME)