Professor of Quantitative Finance, Universita Degli Studi De Palermo, Scuola Normale Superiore di Pisa
Fabrizio Lillo is Professor of Quantitative Finance at the Scuola Normale Superiore di Pisa (Italy). He is also Assistant Professor of Physics at Palermo University, (Italy, on leave until 2014) and External Professor at the Santa Fe Institute (USA). He received his PhD in Physics from the University of Palermo in 1999 and he has been postdoc (1999-2001) and then researcher of the National Institute of the Physics of Matter (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 60 referred scientific papers. The ISI papers have received more than 800 citations and his h-index is 16. He has been invited speaker in 20 international conference in the last 5 years. He is also member of the editorial board of the physics journal JSTAT and he is referee for 25 international journals and 4 national funding agencies. Besides other projects, he is responsible of one of the units of the FP7 funded European project CRISIS (Complexity Research Initiative for Systemic InstabilitieS), focused on financial systemic risk. His research is focused on the application of methods and tools of statistical physics to economic, financial, and biological complex systems. Recently he has been interested in the microstructure of financial markets and high frequency finance, in the quantification and modeling of dependencies among economic quantities by using techniques of network theory, and in the empirical study of economic and financial systems where the data allow to investigate the behavior of individual agents with the aim of building empirically based agent based models.