A Symposium in Agent-based Computational
in Finance and Economics - 6th
Short Biographical notes
I'm currently Professor of Mathematics for Economics and Social Sciences at the Dept. of Economics.
Phd in "Mathematics for economic decisions" at Ca' Foscari Venice and University of Trieste.
"Ca' Foscari", 1997.
Degree in Mathematics, University of Padova, 1992, (110/110 cum
I have been teaching a variety of statistics, financial math, calculus,
computer science and computational economics courses at the Economics and Science
Faculties of "Ca' Foscari" University, Venice. In 2007, 2014 and 2015 I taught "Artificial Economics" and "An introduction to Complexity in Economics and Social Sciences" (twice) at the Harvard - Ca' Foscari Summer School. In 2010, I organized Artificial Economics 2010 in Treviso (sixth edition).
Alessandro Moro, Paolo Pellizzari, "A computational model of labor market participation with health shocks and bounded rationality", Knowledge and Information Systems, 54, 617-631, 2018.
Luca Gerotto, Paolo Pellizzari, "Generating unemployment expectations of man in the street" [demo paper] in "Advances in Practical Applications of Agents, Multi-Agent Systems, and Complexity", The PAAMS Collection, Springer Verlag, vol. 10978, 305-308, 2018.
Luca Gerotto, Paolo Pellizzari, "Unemployment expectations in an agent-based model with education" in "Advances in Practical Applications of Agents, Multi-Agent Systems, and Complexity", The PAAMS Collection (LNAI), Springer Verlag, vol. 10978, 175-186, 2018.
Caterina Cruciani, Anna Moretti, Paolo Pellizzari, "Dynamic patterns in
similarity-based cooperation: an agent-based investigation",
Journal of Economic Interaction and Coordination, 12 (1), 121-141, 2017.
Alessandro Moro, Paolo Pellizzari, "An agent-based model of labor market participation with health shocks", Lecture Notes in Computer Science, 9662, 157-168, 2016.
Paolo Pellizzari, "Molteplicità nell'idea di Università",191-194. In Idee di Università e strategie degli atenei Italiani, a cura di Marisa Michelin, Guerini e Associati, 2016. Download here.
Paolo Pellizzari, Elena Sartori, Marco Tolotti, "Optimal policies in
two-step binary games under social pressure and limited resources",
Advances in Complex Systems, 18 (5-6), 1550020, 2015.
A. Cosma, D. Cecchet, S. Gaiani, A. Coracina, P. Pellizzari,
C. Pizzi, N. Veronese, D. Sacerdoti, P. Tessari,"Clinical and
biochemical determinants of the extent of liver steatosis in T2DM",
European Journal of Gastroenterology and Hepatology,
Paolo Pellizzari, Elena Sartori, Marco Tolotti, "Trade-in programs in
the context of technological innovation with herding", in "Advances in Artificial Economics, LNEMS vol. 676, 219-230, 2015.
Paolo Pellizzari, "In Whose Best Interest? An Agent-Based Model of
High Frequency Trading", in ``Trends in Practical Applications of
Agents, Multi-Agent Systems and Sustainability", Advances in
Intelligent Systems and Computing, vol. 372, 11--18, Springer, 2015.
Paolo Pellizzari, Friederike Wall, "Simulation in management accounting
and management control: editorial", Journal of Management Control,
26 (2-3), 95-98, 2015.
Dan Ladley, Paolo Pellizzari, "The simplicity of optimal trading
in order book markets", in Advances in Nonlinear Economic
Dynamics and Quantitative Finance, Essays in Honour of Carl
Chiarella, 183-199, Springer, 2014. [Download (from IDEAS)]
Carl Chiarella, Xue-Zhong He, Paolo Pellizzari, "A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market", Macroeconomic Dynamics, vol. 16, p. 556-575, 2012, ISSN: 1365-1005, doi: 10.1017/S136510051000074X, [Download (from IDEAS)].
Coracina A., Gaiani S., Cosma A., Pellizzari P., Pizzi C., de Kreutzenberg S., Cecchet D., Sacerdoti D., Tessari P., "No association between the degree of liver steatosis and early signs of vasculopathy in T2DM", NMCD. NUTRITION METABOLISM AND CARDIOVASCULAR DISEASES, vol. 22, p. e11-e12, 2012, ISSN: 0939-4753, doi: 10.1016/j.numecd.2011.11.008.
Caterina Cruciani, Anna Moretti, Paolo Pellizzari, "Sense making and information in an agent-based model of cooperation", in Andrea Teglio, Simone Alfarano, Eva Camacho-Cuena, Miguel Ginés-Vilar (Eds.), Managing Market Complexity: The Approach of Artificial Economics, LNEMS vol. 662, Springer, 2012, 127-139. [Download (from IDEAS)]
S. Fano, P. Pellizzari, "Time-dependent trading strategies in a continuous double auction", in Sjoukje Osinga, Gert Jan Hofstede and Tim Verwaart, Eds., Emergent Results of Artificial Economics, LNEMS vol. 652, Springer, 2011, 165-176. [Download (from IDEAS)]
M. LiCalzi, L. Milone, P. Pellizzari, "Allocative efficiency and trader's protection under zero intelligence behavior", in H. Dawid, W. Semmler (eds.), "Computational Methods in Economic Dynamics", Dynamic Modeling and Econometrics in Economics and Finance, Vol. 13, 5-28, Springer, 2011. [Download (from IDEAS)] or at springer.com.
Ron Bird, Lorenzo Casavecchia, Paolo Pellizzari, Paul Woolley, "The Impact on the Pricing Process of Costly Active Management and Performance Chasing Clients", Journal of Economic Interaction and Coordination, vol. 6, p. 61-82, 2011, ISSN: 1860-711X, doi: 10.1007/s11403-010-0076-4, [Download (from IDEAS)].
P. Pellizzari, F. Westerhoff, "Some effects of transaction taxes under different microstructures", Journal of Economic Behavior and Organization, 72, 3, 850-863, 2009. [Download (from IDEAS), [Download (Elsevier)].
You may not believe it (I don't!), but this work is mentioned in The New York Times (October 1, 2008).
L. Milone, P. Pellizzari, "Mutual funds flows and the 'Sheriff of Nottingham' effect", in C. Hernandez, M. Posada and A. Lopez-Paredes (eds.), Artificial Economics: the Generative Method in Economics, Springer, 2009, 117-128. [ Download (from IDEAS)].
M. LiCalzi, P. Pellizzari, "Zero-intelligence trading without resampling", in: K. Schredelseker and F. Hauser (eds.), Complexity and
Artificial Markets, Springer, 2008, 3-14. Download (from IDEAS).
E. Bonel, P. Pellizzari, E. Rocco, "Coopetition and
complementarities: modelling coopetition strategy and its risks at
an individual partner level", Management Research,
vol. 6, n. 3, 2008, 189-204.
A. Fogale, P. Pellizzari, M. Warglien, "Learning and equilibrium selection in a coordination game with heterogeneous agents", Physica A, 380, 519-527, 2007. Download (from IDEAS). DOI:10.1016/j.physa.2007.02.073.
M. LiCalzi, P. Pellizzari, "Which market protocols facilitate fair trading?", in A. Consiglio (ed.), Artificial Market Modeling, Springer 2007, 81-100. Download (from IDEAS).
M. LiCalzi, P. Pellizzari, "Simple market protocols for efficient risk sharing", Journal of Economic Dynamics and Control, 3568-3590, 2007. DOI: 10.1016/j.jedc.2006.12.007. Download (from IDEAS).
P. Pellizzari, A. Dal Forno, "A comparison of different trading protocols in an agent-based market", Journal of Economic Interaction and Coordination, vol. 2, n. 1, 27-43, 2007. DOI: 10.1007/s11403-006-0016-5. Download (from IDEAS).
M. LiCalzi, P. Pellizzari, "The allocative effectiveness of market protocol s under intelligent trading", in C. Bruun (ed.), Advances in Artificial Economics: the Economy as a Complex Dynamic System, Springer 2006, 17-30. Download (from IDEAS).
C. Agostinelli, P. Pellizzari, "Hierarchical clustering by means of model grouping", in M. Spiliopoulou, R. Kruse, C. Borgelt, A. Nurnberger, W. Gaul (Eds.), From Data and Information Analysis to Knowledge, Studies in Classification, Data Analysis, and Knowledge Organization, Springer, 2006, 246-253.
M. LiCalzi, P. Pellizzari, "Breeds of risk-adjusted fundamentalist
strategies in an order-driven market", Physica A, 359, 619-633, 2006.[Download (IDEAS version)]
P. Pellizzari, A. Sorato, "On the coincidence of system optimum
and user equilibrium for a widely used family of cost functions",
Rendiconti per gli Studi Economici Quantitativi, 47--54, 2004.
P. Pellizzari, "Efficient Monte Carlo pricing of portfolio
options",Rendiconti per gli Studi Economici Quantitativi,
108-123, 2000. [Download ]
S. Giove, P. Pellizzari, "Time series filtering and reconstruction
using fuzzy weighted local regression", in: R. Ribeiro, R. Yager, H.
Zimmermann and J. Kacprzyk (Eds.), Soft Computing in Financial
Engineering, Physica-Verlag, Heidelberg and New York, 73-92, 1999.
P. Pellizzari, "Efficient Monte Carlo Pricing of Basket Options", 9801001, Economics Working Paper Archive at WUSTL, 1998. [Download
P. Pellizzari, Modelli locali, caos e non linearità:
un'applicazione a serie storiche finanziarie del mercato italiano,
PhD dissertation (IX ciclo), Università di Trieste, 1997.
P. Pellizzari, C. Pizzi, "Linear Local Approximation for Financial
Time Series Forecasting", Rendiconti per gli studi economici
quantitativi, 171-186, 1996.
S. Giove, P. Pellizzari, S. Tezza, "RBF networks for financial data
analysis and forecasting: a fuzzy-cluster Approach", Badania Operacyjne
i Decyzje, 3-4 (Operation Research and Decisions), 119-130, 1996.
I find handy to keep part of this page to provide links to often useful material.
R environment: powerful, free, vectorial, graphical,
extensible, relatively platform independent... not that
far (apart from steep initial learning cost) from a weak form of computational
Fondamentale archivio di working paper economici e finanziari, IDEAS. Contiene anche informazioni su risorse, autori e istituzioni. Visit also SSRN Electronic Library and the monumental LANL Archive for econophysics stuff.