MAZZARISI PIERO

Piero
Mazzarisi
Dipartimento di Economia Politica e Statistica
Professore Associato

Presentation

Associate Professor (SSD: STAT-04/A, ex SECS-S/06) at the University of Siena, Department of Economics and Statistics.

My research interests fall mainly in Quantitative Finance and in the intersection of discrete mathematics with other fields, including statistics, probability, and statistical physics.

Office hours

  • Friday from 10:00 to 12:00
    Place: in presenza - Studio 216 - o online, su appuntamento (prenotare ricevimento tramite email - piero.mazzarisi@unisi.it)

Friday 10 am-12 am (by appointment)

Contacts

piero.mazzarisi@unisi.it
Personal webpage

Curriculum Vitae

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Teaching activities

Completion accademic year: 2026/2027

PRINCIPLES OF MATHEMATICS
Course year: 1 First cycle degree (DM 270) ECONOMICS AND MANAGEMENT A.Y. 2026/2027

Registration for exams

Research

Ultime pubblicazioni:

  • Mazzarisi, P., Muscillo, A., Pacati, C., Pin, P. (2026). The rise and fall of ideas’ popularity. JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION, 245, 1-22 [10.1016/j.jebo.2026.107507]. - view more
  • Tsaknaki, I., Lillo, F., Mazzarisi, P. (2025). Online learning of order flow and market impact with Bayesian change-point detection methods. QUANTITATIVE FINANCE, 25(2), 307-322 [10.1080/14697688.2024.2337300]. - view more
  • Buccheri, G., Mazzarisi, P. (2025). Realized Random Graphs, with an Application to the Interbank Network. JOURNAL OF FINANCIAL ECONOMETRICS, 23(2), 1-34 [10.1093/jjfinec/nbae024]. - view more
  • Tsaknaki, I., Lillo, F., Mazzarisi, P. (2025). Bayesian autoregressive online change-point detection with time-varying parameters. COMMUNICATIONS IN NONLINEAR SCIENCE & NUMERICAL SIMULATION, 142 [10.1016/j.cnsns.2024.108500]. - view more
  • Shternshis, A., Mazzarisi, P. (2024). Variance of entropy for testing time-varying regimes with an application to meme stocks. DECISIONS IN ECONOMICS AND FINANCE, 47(1), 215-258 [10.1007/s10203-023-00427-9]. - view more
All publications