PELLIZZARI Paolo

Position Full Professor
Telephone 041 234 6924
E-mail paolop@unive.it
Fax 041 234 7444
Website www.unive.it/persone/paolop (personal record)
 http://virgo.unive.it/paolop
Office Department of Economics
Sito web struttura: http://www.unive.it/dep.economics
Where: San Giobbe
Office Interdepartmental School of Economics, Languages and Entrepreneurship
Sito web struttura: http://www.unive.it/sele
Where: Treviso - Palazzo San Paolo
Research Institute Research Institute for Complexity

Publications by year

2019
  • Gerotto, Luca; Pellizzari, Paolo; Tolotti, Marco Asymmetric Information and Learning by Imitation in Agent-Based Financial Markets , Highlights of Practical Applications of Survivable Agents and Multi-Agent Systems., Cham, Springer, vol. 1047, pp. 164-175 (ISBN 978-3-030-24298-5; 978-3-030-24299-2) (ISSN 1865-0929) (Articolo su libro)
    Link DOIURL correlato Link al documento: 10278/3715475
2018
  • Moro, Alessandro; Pellizzari, Paolo A computational model of labor market participation with health shocks and bounded rationality in KNOWLEDGE AND INFORMATION SYSTEMS, vol. 54, pp. 617-631 (ISSN 0219-1377) (Articolo su rivista)
    Link DOIURL correlato Link al documento: 10278/3697772
  • Liuzzi, Danilo; Pellizzari, Paolo; Tolotti, Marco Fast traders and slow price adjustments: an artificial market with strategic interaction and transaction costs in JOURNAL OF ECONOMIC INTERACTION AND COORDINATION, vol. N/D, pp. 1-20 (ISSN 1860-711X) (Articolo su rivista)
    Link DOIURL correlato Link al documento: 10278/3709440
  • Gerotto, Luca; Pellizzari, Paolo Generating unemployment expectations of the “man in the street” , Advances in Practical Applications of Agents, Multi-Agent Systems, and Complexity. The PAAMS Collection, Springer Verlag, vol. 10978, pp. 305-308 (ISBN 9783319945798) (ISSN 0302-9743) (Articolo su libro)
    Link DOIURL correlato Link al documento: 10278/3702241
  • Gerotto, Luca; Pellizzari, Paolo Unemployment expectations in an agent-based model with education , Advances in Practical Applications of Agents, Multi-Agent Systems, and Complexity. The PAAMS Collection, Springer Verlag, vol. 10978, pp. 175-186 (ISBN 9783319945798) (ISSN 0302-9743) (Articolo su libro)
    Link DOIURL correlato Link al documento: 10278/3702242
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
  • 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
  • Gerotto, Luca; Pellizzari, Paolo A replication of Pindyck’s willingness to pay: on the sacrifice needed to obtain results (ISSN 1827-3580) (Working paper)
    Link DOIURL correlato Link al documento: 10278/3693297
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
  • 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
  • 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
  • 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
  • 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
  • Pellizzari, Paolo; Sartori, Elena; Tolotti, Marco 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
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
  • 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
  • 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
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
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
  • 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
  • Cruciani, Caterina; 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
  • 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
  • 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
  • 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
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
  • 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
  • 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
  • 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
  • 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
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
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
  • 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
  • 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
  • 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
  • PELLIZZARI P.; WESTERHOFF F Some effects of transaction taxes under different microstructures , pp. 1-29 (Altro)
    Link al documento: 10278/22118
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
  • 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
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
  • 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
  • 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
  • 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
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
  • 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
  • A.FOGALE; P.PELLIZZARI; WARGLIEN M. Learning and equilibrium selection in a coordination game with heterogeneous agents (Altro)
    Link al documento: 10278/17187
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
  • 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
  • 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
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
  • 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
  • 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
  • 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