Fabrizio Lillo is Full Professor of Mathematical Methods for Economics and Finance at the <a href="http://www.mathematics.unibo.it/en">University of Bologna</a> (Italy). Formerly he has been Associate Professor of Mathematical Finance and leader of the group of Quantitative Finance at the <a href="https://en.sns.it/">Scuola Normale Superiore</a>, Pisa (Italy). He has been also External Faculty and Professor (2009-2012) at the Santa Fe Institute (USA). He received the Master (laurea) in Physics and PhD in Physics at the University of Palermo (Italy). He has been postdoc (1999-2001) and then researcher of the National Institute of the Physics of Matter, INFM (2001-2003). After that he has been postdoc (2003) and member of the External Faculty (2004-2009) of the Santa Fe Institute. He has been awarded the Young Scientist Award for Socio- and Econophysics of the German Physical Society in 2007. He is author of more than 85 referred scientific papers, which, according to Google Scholar, his papers have received more than 5,600 citations and his h-index is 36. He has been invited speaker in more than 25 international conference in the last 4 years. He is also member of the editorial board of 5 journals (including Journal of Statistical Mechanics (JSTAT) and Market Microstructure and Liquidity) and he is referee for many international journals and national funding agencies. Besides other projects, he is responsible of one of the units of the H2020 project SoBigData. He has also been responsible of one of the units of the FP7 funded European project CRISIS (Complexity Research Initiative for Systemic InstabilitieS) and of an INET grant, both focused on financial systemic risk and of ELSA and ComplexWorld, two European projects on Air Traffic Management.
His current research activity is focused on financial markets, with a special emphasis on high frequency finance and market microstructure, network models and inference of temporal networks, systemic risk, data science in finance, economics, and social sciences. For more information, please refer to https://fabriziolillo.wordpress.com
