Sergio Pastorello

University of Bologna - Department of Economics

Via Saragozza, 8

Bologna, 40125

Italy

SCHOLARLY PAPERS

7

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4,730

SSRN CITATIONS
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SSRN RANKINGS

Top 13,127

in Total Papers Citations

64

CROSSREF CITATIONS

24

Scholarly Papers (7)

Artificial Intelligence, Algorithmic Pricing and Collusion

Number of pages: 38 Posted: 06 Jan 2019 Last Revised: 11 Dec 2019
University of Bologna - Department of Economics, European University Institute - Economics Department (ECO), University of Bologna and University of Bologna - Department of Economics
Downloads 3,574 (3,353)
Citation 31

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Artificial Intelligence, Pricing-Algorithms, Collusion, Reinforcement Learning, Q-Learning.

Artificial Intelligence, Algorithmic Pricing and Collusion

CEPR Discussion Paper No. DP13405
Number of pages: 47 Posted: 07 Jan 2019 Last Revised: 28 Jan 2019
University of Bologna - Department of Economics, European University Institute - Economics Department (ECO), University of Bologna and University of Bologna - Department of Economics
Downloads 4 (757,153)
Citation 9
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artificial intelligence, Collusion, Pricing-Algorithms, Q-Learning, Reinforcement Learning

2.

Algorithmic Pricing: What Implications for Competition Policy?

Number of pages: 19 Posted: 28 Jul 2018
University of Bologna - Department of Economics, European University Institute - Economics Department (ECO), University of Bologna and University of Bologna - Department of Economics
Downloads 772 (38,104)
Citation 9

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Algorithmic Pricing, Competition Policy, Artifical Intellicence, Machine Learning, Collusion

3.

Modeling the Demand for M3 in the Euro Area

Number of pages: 25 Posted: 12 Jul 2000
Roberto Golinelli and Sergio Pastorello
University of Bologna - Department of Economics and University of Bologna - Department of Economics
Downloads 252 (144,788)
Citation 3

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4.

European Spreads at the Interest Rate Lower Bound

Number of pages: 41 Posted: 24 May 2017 Last Revised: 19 Sep 2017
Laura Coroneo and Sergio Pastorello
University of York - Department of Economics and Related Studies and University of Bologna - Department of Economics
Downloads 77 (366,763)
Citation 2

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lower bound, sovereign risk, shadow rate term structure model

5.

Return Expectations and Risk Aversion Heterogeneity in Household Portfolios

Netspar Discussion Paper No. 12/2014-068
Number of pages: 38 Posted: 21 Feb 2015
Alessandro Bucciol, Raffaele Miniaci and Sergio Pastorello
University of Verona - Department of Economics, University of Brescia - Department of Economics and Management and University of Bologna - Department of Economics
Downloads 51 (451,178)

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Household finance, risk aversion, expectations, mean variance analysis, truncated and censored mails

6.

Algorithmic Collusion with Imperfect Monitoring

CEPR Discussion Paper No. DP15738
Number of pages: 24 Posted: 11 Feb 2021
University of Bologna - Department of Economics, European University Institute - Economics Department (ECO), University of Leicester and University of Bologna - Department of Economics
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7.

Efficient Importance Sampling Maximum Likelihood Estimation of Stochastic Differential Equations

Computational Statistics & Data Analysis, Vol. 54, No. 11, pp. 2753-2762, November 2010
Posted: 14 Apr 2011
Eduardo Rossi and Sergio Pastorello
Department of Economics and Management and University of Bologna - Department of Economics

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Diffusion process, Stochastic differential equation, Transition density, Importance sampling, Simulated maximum likelihood