PELLIZZARI Paolo

Pubblicazioni per anno

2017
  • Cruciani, Caterina; Moretti, Anna; Pellizzari, Paolo Dynamic patterns in similarity-based cooperation: an agent-based investigation in JOURNAL OF ECONOMIC INTERACTION AND COORDINATION, vol. 12, pp. 121-141 (ISSN 1860-711X) (Articolo su rivista)
    Link DOI Link al documento: 10278/3673281 abstract
  • Liuzzi, Danilo; Pellizzari, Paolo; Tolotti, Marco Optimality of a Two-Tier Rate Structure for a Transaction Tax in an Artificial Market , Highlights of Practical Applications of Cyber-Physical Multi-Agent Systems, Springer International Publishing, vol. 722, pp. 95-106 (ISBN 978-3-319-60284-4; 978-3-319-60285-1) (ISSN 1865-0929) (Articolo su libro)
    Link DOI Link al documento: 10278/3688803 abstract
  • Gerotto, Luca; Pellizzari, Paolo A replication of Pindyck’s willingness to pay: on the sacrifice needed to obtain results (ISSN 1827-3580) (Working paper)
    URL correlato Link al documento: 10278/3693297 abstract
2016
  • Moro, Alessandro; Pellizzari, Paolo An Agent-Based Model of Labor Market Participation with Health Shocks , Advances in Practical Applications of Scalable Multi-agent Systems. The PAAMS Collection. 14th International Conference, PAAMS 2016, Sevilla, Spain, June 1-3, 2016, Proceedings., Springer International Publishing, vol. 9662, pp. 157-168 (ISBN 978-3-319-39323-0; 978-3-319-39324-7; 978-3-319-39323-0; 978-3-319-39324-7) (ISSN 0302-9743) (Articolo su libro)
    Link DOIURL correlato Link al documento: 10278/3673860 abstract
  • Pellizzari, Paolo Molteplicità nell'idea di Università , Idee di Università e strategie degli atenei Italiani, Milano, Guerini e associati, pp. 191-194 (ISBN 978-88-6250-646-5) (Articolo su libro)
    Link al documento: 10278/3683368
2015
  • Cosma, Alessandra; Cecchet, Diego; Gaiani, Silvia; Coracina, Anna; Pellizzari, Paolo; Pizzi, Claudio; Veronese, Nicola; Sacerdoti, David; Tessari, Paolo Clinical and biochemical determinants of the extent of liver steatosis in type 2 diabetes mellitus in EUROPEAN JOURNAL OF GASTROENTEROLOGY & HEPATOLOGY, vol. 27, pp. 1386-1391 (ISSN 0954-691X) (Articolo su rivista)
    Link DOIURL correlato Link al documento: 10278/3681074 abstract
  • Pellizzari, Paolo; Sartori, Elena; Tolotti, Marco OPTIMAL POLICIES IN TWO-STEP BINARY GAMES UNDER SOCIAL PRESSURE AND LIMITED RESOURCES in ADVANCES IN COMPLEX SYSTEM, vol. 18, pp. 1550020 (ISSN 0219-5259) (Articolo su rivista)
    Link DOIURL correlato Link al documento: 10278/3664278 abstract
  • Ron Bird; Paolo Pellizzari;Danny Yeung Performance implications of active management of institutional mutual funds in ACCOUNTING AND FINANCE, vol. 55, pp. 1-27 (ISSN 0810-5391) (Articolo su rivista)
    Link DOIURL correlato Link al documento: 10278/44275 abstract
  • Pellizzari, Paolo; Wall, Friederike Simulation in management accounting and management control: editorial in JOURNAL OF MANAGEMENT CONTROL, vol. 26, pp. 95-98 (ISSN 2191-4761) (Recensione in rivista)
    Link DOIURL correlato Link al documento: 10278/3681070
  • Pellizzari, Paolo In whose best interest? An agent-based model of high frequency trading , Advances in Intelligent Systems and Computing, Springer Verlag, vol. 372, pp. 11-18 (ISBN 9783319196282; 9783319196282) (Articolo su libro)
    Link DOIURL correlato Link al documento: 10278/3679014 abstract
2014
  • Pellizzari P.; Rizzi D. Citizenship and power in an agent-based model of tax compliance with public expenditure in JOURNAL OF ECONOMIC PSYCHOLOGY, vol. 40, pp. 187-199 (ISSN 0167-4870) (Articolo su rivista)
    Link DOI Link al documento: 10278/37654 abstract
  • Susanna Calimani;Paolo Pellizzari Tax Enforcement in an Agent-Based Model with Endogenous Audits , Aritficial Economics and Self Organization, Germany: Springer Verlag Germany, vol. 669, pp. 41-53 (ISBN 9783319009117; 9783319009124) (ISSN 0075-8442) (Articolo su libro)
    Link DOIURL correlato Link al documento: 10278/37729 abstract
  • P. Pellizzari; D. Ladley The Simplicity of Optimal Trading in Order Book Markets , Nonlinear Economic Dynamics and Financial Modelling, Berlin, Springer, pp. 183-199 (ISBN 9783319074696) (Articolo su libro)
    Link DOI Link al documento: 10278/42906 abstract
  • Paolo Pellizzari; Elena Sartori; Marco Tolotti Trade-In Programs in the Context of Technological Innovation with Herding , Advances in Artificial Economics, Berlin, Germany: Springer Verlag Germany, vol. 676, pp. 219-230 (ISBN 9783319095776) (ISSN 0075-8442) (Articolo su libro)
    Link DOI Link al documento: 10278/42898 abstract
2013
  • FANO S.; LICALZI M.; PELLIZZARI P. Convergence of outcomes and evolution of strategic behavior in double auctions in JOURNAL OF EVOLUTIONARY ECONOMICS, vol. 23, pp. 513-538 (ISSN 0936-9937) (Articolo su rivista)
    Link DOI Link al documento: 10278/24336 abstract
2012
  • Chiarella C.; He X.; Pellizzari P. A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market in MACROECONOMIC DYNAMICS, vol. 16, pp. 556-575 (ISSN 1365-1005) (Articolo su rivista)
    Link DOI Link al documento: 10278/24319 abstract
  • A. Coracina;S. Gaiani;A. Cosma;P. Pellizzari;C. Pizzi;S. de Kreutzenberg;D. Cecchet;D. Sacerdoti;P. Tessari No association between the degree of liver steatosis and early signs of vasculopathy in T2DM in NMCD. NUTRITION METABOLISM AND CARDIOVASCULAR DISEASES, vol. 22, pp. e11-e12 (ISSN 0939-4753) (Articolo su rivista)
    Link DOI Link al documento: 10278/31030
  • Caterina, Cruciani; Moretti, Anna; Pellizzari, Paolo Does sharing values lead to cooperation? A similarity-based investigation , WORKING PAPER SERIES, Università Ca' Foscari Venezia, vol. 1, pp. 1-24 (ISSN 2239-2734) (Articolo su libro)
    Link DOIURL correlato Link al documento: 10278/40366 abstract
  • Pellizzari Paolo Facebook come piattaforma d’apprendimento per la matematica , Didamatica 2012, AICA - Ass. Ital. per Informatica e Calcolo Automatico, pp. 1-11 (ISBN 9788890540677) (Articolo su libro)
    Link DOI Link al documento: 10278/36249 abstract
  • Caterina Cruciani; Anna Moretti; Paolo Pellizzari Sense making and information in an agent-based model of cooperation , Managing Market Complexity. The Approach of Artificial Economics, Berlin - Heidelberg, Springer, vol. 662, pp. 127-139 (ISBN 9783642313004; 9783642313011) (ISSN 0075-8442) (Articolo su libro)
    Link DOI Link al documento: 10278/36239 abstract
  • PELLIZZARI P.; D. RIZZI Citizenship and Power in an Agent-based Model of Tax Compliance with Public Expenditure , Venezia, Department of Economics, Ca’ Foscari University of Venice, vol. No. 24/WP/2012, pp. 1-27 (Working paper)
    Link al documento: 10278/36048 abstract
2011
  • Bird R.; Casavecchia L.; Pellizzari P.; Woolley P. The impact on the pricing process of costly active management and performance chasing clients in JOURNAL OF ECONOMIC INTERACTION AND COORDINATION, vol. 6, pp. 61-82 (ISSN 1860-711X) (Articolo su rivista)
    Link DOI Link al documento: 10278/24816 abstract
  • LICALZI M; MILONE L; PELLIZZARI P Allocative efficiency and traders' protection under zero intelligence behavior , Computational Methods in Economic Dynamics, Springer, pp. 5-28 (ISBN 9783642169427) (Articolo su libro)
    Link DOI Link al documento: 10278/23254 abstract
  • Fano S.; Pellizzari P. Time-dependent trading strategies in a continuous double auction , Emergent Results of Artificial Economics, Springer, vol. 652, pp. 165-176 (ISBN 9783642211072) (Articolo su libro)
    Link DOI Link al documento: 10278/23762 abstract
  • PELLIZZARI P.; RIZZI D. A Multi-Agent Model of Tax Evasion with Public Expenditure , Venezia, Department of Economics, University of Venice "Ca' Foscari", vol. No 2011_15, pp. 1-29 (ISSN 1827-3580) (Working paper)
    Link al documento: 10278/27771 abstract
  • Pellizzari P. Optimal trading in a limit order book using linear strategies , Venezia, University of Venice "Ca' Foscari", vol. 16/2011, pp. 1-22 (Working paper)
    Link al documento: 10278/23357 abstract
2010
  • (a cura di) LICALZI M.; MILONE L.; PELLIZZARI P. Progress in Artificial Economics in LICALZI M.; MILONE L.; PELLIZZARI P., Berlin Heidelberg, Springer-Verlag, vol. 645 (ISBN 9783642139468) (Curatela)
    Link al documento: 10278/29869 abstract
2009
  • PELLIZZARI P.; WESTERHOFF F. Some effects of transaction taxes under different microstructures in JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION, vol. 72, pp. 850-863 (ISSN 0167-2681) (Articolo su rivista)
    Link DOI Link al documento: 10278/22283 abstract
  • MILONE L; PELLIZZARI P. Mutual funds flows and the 'Sheriff of Nottingham' effect in HERNANDEZ CESAREO; POSADA MARTA; LOPEZ-PAREDES ADOLFO, Artificial Economics: the Generative Method in Economics, HEIDELBERG-BERLIN, Springer, vol. 631, pp. 117-128 (ISBN 9783642029554) (Articolo su libro)
    Link DOI Link al documento: 10278/3788 abstract
  • Chiarella C.; He T.; Pellizzari P. A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market , Quantitative Finance Research Centre, University of Technology, Sydney., vol. 251 (Working paper)
    Link al documento: 10278/27903 abstract
  • Bird R.; Casavecchia L.; Pellizzari P; Woolley P. The Impact on the Pricing Process of Costly Active Management and Performance Chasing Clients , The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney., vol. 3 (Working paper)
    Link al documento: 10278/25151 abstract
  • PELLIZZARI P.; WESTERHOFF F Some effects of transaction taxes under different microstructures , pp. 1-29 (Altro)
    Link al documento: 10278/22118 abstract
2008
  • BONEL E; PELLIZZARI P.; ROCCO E Coopetition and complementarities: modelling coopetition strategy and its risks at an individual partner level in MANAGEMENT RESEARCH, vol. 6, pp. 189-204 (ISSN 1536-5433) (Articolo su rivista)
    Link DOI Link al documento: 10278/31068 abstract
  • LICALZI M.; PELLIZZARI P Zero-intelligence trading without resampling in SCHREDELSEKER K. HAUSER F., Complexity and Artificial Markets, BERLIN HEIDELBERG, Springer, vol. 614, pp. 3-14 (ISBN 9783540705536; 9783540705567) (Articolo su libro)
    Link DOI Link al documento: 10278/22254 abstract
2007
  • PELLIZZARI P.; DAL FORNO A A comparison of different trading protocols in an agent-based market in JOURNAL OF ECONOMIC INTERACTION AND COORDINATION, vol. 2, pp. 27-43 (ISSN 1860-711X) (Articolo su rivista)
    Link DOI Link al documento: 10278/24535 abstract
  • FOGALE A; PELLIZZARI P; WARGLIEN M. Learning and equilibrium selection in a coordination game with heterogeneous agents in PHYSICA. A, vol. 380, pp. 519-527 (ISSN 0378-4371) (Articolo su rivista)
    Link DOI Link al documento: 10278/24536 abstract
  • LICALZI M.; PELLIZZARI P. Simple Market Protocols for Efficient Risk Sharing in JOURNAL OF ECONOMIC DYNAMICS & CONTROL, vol. 31, pp. 3568-3590 (ISSN 0165-1889) (Articolo su rivista)
    Link DOI Link al documento: 10278/29113 abstract
  • LICALZI M.; PELLIZZARI P Which market protocols facilitate fair trading? in CONSIGLIO A., Artificial Markets Modeling, HEIDELBERG, Springer, vol. 599, pp. 81-97 (ISBN 9783540731344; 9783540731351) (Articolo su libro)
    Link DOI Link al documento: 10278/22255 abstract
2006
  • LICALZI M.; PELLIZZARI P. Breeds of risk-adjusted fundamentalist strategies in an order-driven market in PHYSICA. A, vol. 359, pp. 619-633 (ISSN 0378-4371) (Articolo su rivista)
    Link DOI Link al documento: 10278/28575 abstract
  • LICALZI M.; PELLIZZARI P. The allocative effectiveness of market protocols under intelligent trading in BRUUN C. ED., Advances in Artificial Economics, BERLIN / HEIDELBERG, Springer, vol. 584, pp. 17-29 (ISBN 9783540372479; 9783540372493) (Articolo su libro)
    Link DOI Link al documento: 10278/15798
  • AGOSTINELLI C.; PELLIZZARI P. Hierarchical clustering by means of model grouping in M. Spiliopoulou, R. Kruse, C. Borgelt, A. Nurnberger, W. Gaul, From Data and Information Analysis to Knowledge Engineering. Proceedings of the 29th annual conference of the German Classification Society, editors: Myra Spiliopoulou; Rudolf Kruse; Christian Borgelt; Andreas Nurnberger; Wolfgang Gaul, BERLIN / HEIDELBERG, Springer, vol. XIX, pp. 246-253, Convegno: Annual Conference of the Gesellschaft fur Klassifikation, 9-11 March 2005 (ISBN 9783540313137) (Articolo in Atti di convegno)
    Link DOI Link al documento: 10278/16051 abstract
  • A.FOGALE; P.PELLIZZARI; WARGLIEN M. Learning and equilibrium selection in a coordination game with heterogeneous agents (Altro)
    Link al documento: 10278/17187 abstract
2005
  • PELLIZZARI P. Complexities and simplicity: a review of agent-based artificial markets in RENDICONTI PER GLI STUDI ECONOMICI QUANTITATIVI, vol. Volume Unico, pp. 211-221 (ISSN 1591-9773) (Articolo su rivista)
    Link al documento: 10278/24561 abstract
  • PELLIZZARI P. Static Hedging of Multivariate Derivatives by Simulation in EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, vol. 166, pp. 507-519 (ISSN 0377-2217) (Articolo su rivista)
    Link DOI Link al documento: 10278/29372 abstract
  • PELLIZZARI P; PIZZI C.; E SALMASI L Cointegrazione dinamica tra serie storiche economiche in PROVASI C., Modelli complessi e metodi computazionali intensivi per la stima e la previsione, PADOVA, CLEUP, pp. 389-394, Convegno: Modelli complessi e metodi computazionali intensivi per la stima e la previsione, 15-17 settembre 2005 (Articolo in Atti di convegno)
    Link al documento: 10278/31784 abstract
2004
  • PELLIZZARI P.; SORATO A On the coincidence of system optimum and user equilibrium for a widely used family of cost functions in RENDICONTI PER GLI STUDI ECONOMICI QUANTITATIVI, vol. Volume Unico, pp. 47-54 (ISSN 1591-9773) (Articolo su rivista)
    Link al documento: 10278/24562 abstract
  • PIZZI C.; PELLIZZARI P. Nonparametric Monte Carlo Pricing of American Options , Atti del convegno Metodi matematici e statistici per l'analisi dei dati assicurativi e finanziari, Salerno, edizioni cusl, pp. 199-204, Convegno: MAF2004 Metodi Matematici e Statistici per l'Analisi dei Dati Assicurativi e Finanziari, 15-16 aprile 2004 (ISBN 9788890135507) (Articolo in Atti di convegno)
    Link al documento: 10278/28934 abstract
  • MICOCCI M; PELLIZZARI P.; PERROTTA A Pension schemes with a minimum guarantee: the pricing in the case of two underlying variables and stochastic interest rate , Atti del 6° Congresso Nazionale di Scienza e Tecnica delle Assicurazioni, pp. 467-486, Convegno: 6° Congresso Nazionale di Scienza e Tecnica delle Assicurazioni, Gennaio 2004 (Articolo in Atti di convegno)
    Link al documento: 10278/8562
2003
  • LICALZI M.; PELLIZZARI P. Fundamentalists clashing over the book: A study of order-driven stock markets in QUANTITATIVE FINANCE, vol. 3, pp. 470-480 (ISSN 1469-7688) (Articolo su rivista)
    Link DOI Link al documento: 10278/11390
  • LICALZI M.; PELLIZZARI P. Breeds of risk-adjusted fundamentalist strategies in an order-driven market in BASSO A. et alii, Metodi numerici per la finanza, Venezia, Università Ca' Foscari Venezia, pp. 173-185, Convegno: Metodi numerici per la finanza 2003 (Articolo in Atti di convegno)
    Link al documento: 10278/6920
2002
  • PIZZI C.; PELLIZZARI P. Monte Carlo Pricing of American Options Using Nonparametric Regression in RENDICONTI PER GLI STUDI ECONOMICI QUANTITATIVI, vol. volume unico, pp. 75-91 (ISSN 1591-9773) (Articolo su rivista)
    Link al documento: 10278/25631 abstract
  • GAMBA A.; PELLIZZARI P. Utility based pricing of contingent claims in incomplete markets in APPLIED MATHEMATICAL FINANCE, vol. 9, pp. 241-260 (ISSN 1350-486X) (Articolo su rivista)
    Link DOI Link al documento: 10278/24574
2001
  • VISCOLANI B.; PELLIZZARI P. Approximate vs exact algorithms to solve the maximum line length problem in OPTIMIZATION, vol. 49, pp. 529-551 (ISSN 0233-1934) (Articolo su rivista)
    Link DOI Link al documento: 10278/14422
  • PELLIZZARI P. Efficient Monte Carlo pricing of European options using mean value control variates in DECISIONS IN ECONOMICS AND FINANCE, vol. 24, pp. 107-126 (ISSN 1593-8883) (Articolo su rivista)
    Link DOI Link al documento: 10278/3787
2000
  • PELLIZZARI P. Efficient Monte Carlo pricing of portfolio options in RENDICONTI PER GLI STUDI ECONOMICI QUANTITATIVI, vol. Unico, pp. 108-123 (ISSN 1591-9773) (Articolo su rivista)
    Link al documento: 10278/14423
1999
  • GIOVE S.; PELLIZZARI P. Time series filtering and reconstruction using fuzzy weighted local regression in RIBEIRO R.; YAGER R.; ZIMMERMANN H.; KACPRZYK J., Soft computing in Financial Engineering, HEIDELBERG, Physica-Verlag, pp. 73-92 (ISBN 9783790811735) (Articolo su libro)
    Link al documento: 10278/9027
1998
  • PIZZI C.; PELLIZZARI P. Adaptive local linear models for financial time series in JOURNAL OF COMPUTATIONAL INTELLIGENCE IN FINANCE, vol. 6, pp. 32-39 (ISSN 1092-7018) (Articolo su rivista)
    Link al documento: 10278/25626
  • PIZZI C.; PELLIZZARI P. Outliers Detection in Time series. in IFCS-98 Secretariat, Data Science Classification and Related Methods, Roma, ISTAT, pp. 238-241, Convegno: Data Science, Classification and Related Methods” IFCS-1998, 21-24 luglio 1998 (Articolo in Atti di convegno)
    Link al documento: 10278/7079
1997
  • PIZZI C.; PELLIZZARI P. Fuzzy Weighted Local Approximation for Financial Time Series Modeling and Forecasting in IEEE/IAFE, CIFEr, pp. 137-142, Convegno: Computational Intelligence for Financial Engineering (CIFEr'97), march 23-25 1997 (Articolo in Atti di convegno)
    Link al documento: 10278/7078
  • P. PELLIZZARI; A. SORATO; B. VISCOLANI The maximum line length problem: theory and numerical solutions in G. Giorgi e F. Rossi, Convessità e calcolo parallelo, Verona, Libreria Universitaria Editrice, pp. 251-260, Convegno: Giornate di lavoro in memoria della prof. C. Sutti, 9-10 maggio 1997 (Articolo in Atti di convegno)
    Link al documento: 10278/23883
1996
  • PELLIZZARI P.; PIZZI C. Linear Local Approximation for Financial Time Series Forecasting. in RENDICONTI PER GLI STUDI ECONOMICI QUANTITATIVI, vol. Volume unico, pp. 171-186 (ISSN 1591-9773) (Articolo su rivista)
    Link al documento: 10278/25628
  • GIOVE S.; PELLIZZARI P; TEZZA S RBF networks for financial data analysis and forecasting: a fuzzy-cluster approach in BADANIA OPERACYJNE I DECYZJE, pp. 119-130 (ISSN 1230-1868) (Articolo su rivista)
    Link al documento: 10278/4117