Skip to main content
SCUOLA NORMALE SUPERIORE
Fabrizio Lillo

Fabrizio Lillo is a full professor of Mathematical Methods for Actuarial and Financial Economics and Sciences at the Faculty of Sciences of the Scuola Normale Superiore, with a chair in ”Financial Mathematics on the Microstructure of the Financial Markets – Networks and Systemic Risk" in agreement with the Department of Mathematics of the University of Bologna. He teaches courses on Quantitative Finance and Market Microstructure and Systemic Risk, and on Statistical Methods and Machine Learning for Time Series. He is a member of the scientific committee of AMASES (Associazione per la Matematica Applicata alle Scienze Economiche e Sociali) (Association for Mathematics Applied to the Economic and Social Sciences) and of the editorial board of several international journals.