PELLIZZARI Paolo

Pubblicazioni per tipologia

Articolo su rivista
  • Cruciani, Caterina; Moretti, Anna; Pellizzari, Paolo (2017), 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)
    Link DOI Link al documento: 10278/3673281 abstract
  • Cosma, Alessandra; Cecchet, Diego; Gaiani, Silvia; Coracina, Anna; Pellizzari, Paolo; Pizzi, Claudio; Veronese, Nicola; Sacerdoti, David; Tessari, Paolo (2015), 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)
    Link DOIURL correlato Link al documento: 10278/3681074 abstract
  • Pellizzari, Paolo; Sartori, Elena; Tolotti, Marco (2015), 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)
    Link DOIURL correlato Link al documento: 10278/3664278 abstract
  • Ron Bird; Paolo Pellizzari;Danny Yeung (2015), Performance implications of active management of institutional mutual funds in ACCOUNTING AND FINANCE, vol. 55, pp. 1-27 (ISSN 0810-5391)
    Link DOIURL correlato Link al documento: 10278/44275 abstract
  • Pellizzari P.; Rizzi D. (2014), 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)
    Link DOI Link al documento: 10278/37654 abstract
  • FANO S.; LICALZI M.; PELLIZZARI P. (2013), Convergence of outcomes and evolution of strategic behavior in double auctions in JOURNAL OF EVOLUTIONARY ECONOMICS, vol. 23, pp. 513-538 (ISSN 0936-9937)
    Link DOI Link al documento: 10278/24336 abstract
  • Chiarella C.; He X.; Pellizzari P. (2012), 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)
    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 (2012), 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)
    Link DOI Link al documento: 10278/31030
  • Bird R.; Casavecchia L.; Pellizzari P.; Woolley P. (2011), 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)
    Link DOI Link al documento: 10278/24816 abstract
  • PELLIZZARI P.; WESTERHOFF F. (2009), Some effects of transaction taxes under different microstructures in JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION, vol. 72, pp. 850-863 (ISSN 0167-2681)
    Link DOI Link al documento: 10278/22283 abstract
  • BONEL E; PELLIZZARI P.; ROCCO E (2008), 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)
    Link DOI Link al documento: 10278/31068 abstract
  • PELLIZZARI P.; DAL FORNO A (2007), 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)
    Link DOI Link al documento: 10278/24535 abstract
  • FOGALE A; PELLIZZARI P; WARGLIEN M. (2007), Learning and equilibrium selection in a coordination game with heterogeneous agents in PHYSICA. A, vol. 380, pp. 519-527 (ISSN 0378-4371)
    Link DOI Link al documento: 10278/24536 abstract
  • LICALZI M.; PELLIZZARI P. (2007), Simple Market Protocols for Efficient Risk Sharing in JOURNAL OF ECONOMIC DYNAMICS & CONTROL, vol. 31, pp. 3568-3590 (ISSN 0165-1889)
    Link DOI Link al documento: 10278/29113 abstract
  • LICALZI M.; PELLIZZARI P. (2006), Breeds of risk-adjusted fundamentalist strategies in an order-driven market in PHYSICA. A, vol. 359, pp. 619-633 (ISSN 0378-4371)
    Link DOI Link al documento: 10278/28575 abstract
  • PELLIZZARI P. (2005), 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)
    Link al documento: 10278/24561 abstract
  • PELLIZZARI P. (2005), Static Hedging of Multivariate Derivatives by Simulation in EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, vol. 166, pp. 507-519 (ISSN 0377-2217)
    Link DOI Link al documento: 10278/29372 abstract
  • PELLIZZARI P.; SORATO A (2004), 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)
    Link al documento: 10278/24562 abstract
  • LICALZI M.; PELLIZZARI P. (2003), Fundamentalists clashing over the book: A study of order-driven stock markets in QUANTITATIVE FINANCE, vol. 3, pp. 470-480 (ISSN 1469-7688)
    Link DOI Link al documento: 10278/11390
  • PIZZI C.; PELLIZZARI P. (2002), 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)
    Link al documento: 10278/25631 abstract
  • GAMBA A.; PELLIZZARI P. (2002), Utility based pricing of contingent claims in incomplete markets in APPLIED MATHEMATICAL FINANCE, vol. 9, pp. 241-260 (ISSN 1350-486X)
    Link DOI Link al documento: 10278/24574
  • VISCOLANI B.; PELLIZZARI P. (2001), Approximate vs exact algorithms to solve the maximum line length problem in OPTIMIZATION, vol. 49, pp. 529-551 (ISSN 0233-1934)
    Link DOI Link al documento: 10278/14422
  • PELLIZZARI P. (2001), 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)
    Link DOI Link al documento: 10278/3787
  • PELLIZZARI P. (2000), Efficient Monte Carlo pricing of portfolio options in RENDICONTI PER GLI STUDI ECONOMICI QUANTITATIVI, vol. Unico, pp. 108-123 (ISSN 1591-9773)
    Link al documento: 10278/14423
  • PIZZI C.; PELLIZZARI P. (1998), Adaptive local linear models for financial time series in JOURNAL OF COMPUTATIONAL INTELLIGENCE IN FINANCE, vol. 6, pp. 32-39 (ISSN 1092-7018)
    Link al documento: 10278/25626
  • PELLIZZARI P.; PIZZI C. (1996), Linear Local Approximation for Financial Time Series Forecasting. in RENDICONTI PER GLI STUDI ECONOMICI QUANTITATIVI, vol. Volume unico, pp. 171-186 (ISSN 1591-9773)
    Link al documento: 10278/25628
  • GIOVE S.; PELLIZZARI P; TEZZA S (1996), RBF networks for financial data analysis and forecasting: a fuzzy-cluster approach in BADANIA OPERACYJNE I DECYZJE, pp. 119-130 (ISSN 1230-1868)
    Link al documento: 10278/4117
Recensione in rivista
Articolo su libro
  • Liuzzi, Danilo; Pellizzari, Paolo; Tolotti, Marco (2017), 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)
    Link DOI Link al documento: 10278/3688803 abstract
  • Moro, Alessandro; Pellizzari, Paolo (2016), 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)
    Link DOIURL correlato Link al documento: 10278/3673860 abstract
  • Pellizzari, Paolo (2016), 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)
    Link al documento: 10278/3683368
  • Pellizzari, Paolo (2015), 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)
    Link DOIURL correlato Link al documento: 10278/3679014 abstract
  • Susanna Calimani;Paolo Pellizzari (2014), 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)
    Link DOIURL correlato Link al documento: 10278/37729 abstract
  • P. Pellizzari; D. Ladley (2014), The Simplicity of Optimal Trading in Order Book Markets , Nonlinear Economic Dynamics and Financial Modelling, Berlin, Springer, pp. 183-199 (ISBN 9783319074696)
    Link DOI Link al documento: 10278/42906 abstract
  • Paolo Pellizzari; Elena Sartori; Marco Tolotti (2014), 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)
    Link DOI Link al documento: 10278/42898 abstract
  • Caterina, Cruciani; Moretti, Anna; Pellizzari, Paolo (2012), 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)
    Link DOIURL correlato Link al documento: 10278/40366 abstract
  • Pellizzari Paolo (2012), Facebook come piattaforma d’apprendimento per la matematica , Didamatica 2012, AICA - Ass. Ital. per Informatica e Calcolo Automatico, pp. 1-11 (ISBN 9788890540677)
    Link DOI Link al documento: 10278/36249 abstract
  • Caterina Cruciani; Anna Moretti; Paolo Pellizzari (2012), 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)
    Link DOI Link al documento: 10278/36239 abstract
  • LICALZI M; MILONE L; PELLIZZARI P (2011), Allocative efficiency and traders' protection under zero intelligence behavior , Computational Methods in Economic Dynamics, Springer, pp. 5-28 (ISBN 9783642169427)
    Link DOI Link al documento: 10278/23254 abstract
  • Fano S.; Pellizzari P. (2011), Time-dependent trading strategies in a continuous double auction , Emergent Results of Artificial Economics, Springer, vol. 652, pp. 165-176 (ISBN 9783642211072)
    Link DOI Link al documento: 10278/23762 abstract
  • MILONE L; PELLIZZARI P. (2009), 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)
    Link DOI Link al documento: 10278/3788 abstract
  • LICALZI M.; PELLIZZARI P (2008), 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)
    Link DOI Link al documento: 10278/22254 abstract
  • LICALZI M.; PELLIZZARI P (2007), Which market protocols facilitate fair trading? in CONSIGLIO A., Artificial Markets Modeling, HEIDELBERG, Springer, vol. 599, pp. 81-97 (ISBN 9783540731344; 9783540731351)
    Link DOI Link al documento: 10278/22255 abstract
  • LICALZI M.; PELLIZZARI P. (2006), 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)
    Link DOI Link al documento: 10278/15798
  • GIOVE S.; PELLIZZARI P. (1999), 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)
    Link al documento: 10278/9027
Articolo in Atti di convegno
  • AGOSTINELLI C.; PELLIZZARI P. (2006), 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)
    Link DOI Link al documento: 10278/16051 abstract
  • PELLIZZARI P; PIZZI C.; E SALMASI L (2005), 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
    Link al documento: 10278/31784 abstract
  • PIZZI C.; PELLIZZARI P. (2004), 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)
    Link al documento: 10278/28934 abstract
  • MICOCCI M; PELLIZZARI P.; PERROTTA A (2004), 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
    Link al documento: 10278/8562
  • LICALZI M.; PELLIZZARI P. (2003), 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
    Link al documento: 10278/6920
  • PIZZI C.; PELLIZZARI P. (1998), 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
    Link al documento: 10278/7079
  • PIZZI C.; PELLIZZARI P. (1997), 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
    Link al documento: 10278/7078
  • P. PELLIZZARI; A. SORATO; B. VISCOLANI (1997), 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
    Link al documento: 10278/23883
Curatela
  • (a cura di) LICALZI M.; MILONE L.; PELLIZZARI P. (2010), Progress in Artificial Economics in LICALZI M.; MILONE L.; PELLIZZARI P., Berlin Heidelberg, Springer-Verlag, vol. 645 (ISBN 9783642139468)
    Link al documento: 10278/29869 abstract
Working paper
  • Gerotto, Luca; Pellizzari, Paolo (2017), A replication of Pindyck’s willingness to pay: on the sacrifice needed to obtain results (ISSN 1827-3580)
    URL correlato Link al documento: 10278/3693297 abstract
  • PELLIZZARI P.; D. RIZZI (2012), 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
    Link al documento: 10278/36048 abstract
  • PELLIZZARI P.; RIZZI D. (2011), 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)
    Link al documento: 10278/27771 abstract
  • Pellizzari P. (2011), Optimal trading in a limit order book using linear strategies , Venezia, University of Venice "Ca' Foscari", vol. 16/2011, pp. 1-22
    Link al documento: 10278/23357 abstract
  • Chiarella C.; He T.; Pellizzari P. (2009), 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
    Link al documento: 10278/27903 abstract
  • Bird R.; Casavecchia L.; Pellizzari P; Woolley P. (2009), 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
    Link al documento: 10278/25151 abstract
Altro