Fabrizio Lillo

Photo of Fabrizio Lillo

Fabrizio Lillo is a full professor of mathematical methods for economics and finance at the University of Bologna, Italy. Since 2020, he has held the chair in financial mathematics at the Scuola Normale Superiore, Pisa, Italy, where he was previously an associate professor and led the quantitative finance group. He was previously a postdoctoral researcher, external faculty member, and professor at the Santa Fe Institute. He received his PhD in physics and was an assistant professor at the University of Palermo, Italy. In 2007, he was awarded the Young Scientist Award for Socio- and Econophysics of the German Physical Society.


Decoding the Dynamics of Supply and Demand

An analysis of data from the Tokyo Stock Exchange provides the first quantitative evidence for the Lillo-Mike-Farmer model—a long-standing theory in economics. Read More »