Fabrizio Lillo

Fabrizio Lillo is a Full Professor of Mathematical Methods for Economics and Finance at the University of Bologna, Italy. He concurrently holds a 50% chair in Financial Mathematics at the Scuola Normale Superiore in Pisa, focusing on 'Microstructure of Financial Markets - Networks and Systemic Risk.' Previously, he was Associate Professor of Mathematical Finance at Scuola Normale Superiore (2014–2017) and led its Quantitative Finance group. He served as External Faculty and Professor at the Santa Fe Institute (USA), holding roles from 2005 to 2012. His academic journey includes positions as Assistant Professor of Physics at the University of Palermo (2004–2014) and postdoctoral research at Santa Fe Institute and INFM (National Institute of the Physics of Matter).

Education:

• PhD in Physics (1999), University of Palermo, thesis: 'Fundamental Aspects of Interferometry.'
• Laurea in Physics (1994), University of Palermo, thesis: 'Internal Coherence and Quantum Visibility' (110/110 Cum Laude).

Research Interests: His work bridges physics and finance, emphasizing statistical mechanics, econophysics, and systemic risk. He explores financial market microstructure, network dynamics, and quantitative methods for economic systems. His research has led to over 130 publications (11,000+ citations, h-index 52).

Awards & Editorial Roles: Recipient of the 2007 German Physical Society Young Scientist Award. Member of editorial boards for multiple journals, advancing interdisciplinary research.

Grants & Projects: Leads the Scuola Normale Superiore project on financial market networks. His work integrates empirical data analysis and theoretical models to address systemic risk and market efficiency.