Sergio Pastorello

University of Bologna - Department of Economics

Via Saragozza, 8

Bologna, 40125

Italy

SCHOLARLY PAPERS

10

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SSRN CITATIONS
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Top 9,529

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115

CROSSREF CITATIONS

24

Scholarly Papers (10)

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 5,298 (2,440)
Citation 30

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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 7 (926,960)
Citation 18
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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 1,075 (32,035)
Citation 11

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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 286 (165,123)
Citation 3

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4.

Securitization, Covered Bonds and the Risk Taking Behavior of European Banks

European Corporate Governance Institute – Finance Working Paper No. 828/2022
Number of pages: 46 Posted: 10 Sep 2017 Last Revised: 13 Jun 2022
Ahmed Arif, Laura Bottazzi and Sergio Pastorello
Bristol Business School, University of the West of England, University of Bologna - Department of Economics and University of Bologna - Department of Economics
Downloads 267 (177,141)

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Securitization, Covered Bonds, Credit Risk, European Banks, Risk Retention, Propensity Score Methods

5.

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 92 (425,289)
Citation 2

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lower bound, sovereign risk, shadow rate term structure model

6.

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 64 (522,428)
Citation 1

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

7.

Algorithmic Collusion, Genuine and Spurious

CEPR Discussion Paper No. DP16393
Number of pages: 9 Posted: 22 Sep 2021
University of Bologna - Department of Economics, European University Institute - Economics Department (ECO), University of Leicester and University of Bologna - Department of Economics
Downloads 1 (945,599)
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artificial intelligence, Collusion, exploration, Reinforcement Learning

8.

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
Downloads 1 (945,599)
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9.

Securitization, Covered Bonds and the Risk Taking Behavior of European Banks

CEPR Discussion Paper No. DP17355
Number of pages: 43 Posted: 23 Jun 2022
Laura Bottazzi, Ahmed Arif and Sergio Pastorello
University of Bologna, University of the West of England (UWE) and University of Bologna - Department of Economics
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covered bonds, credit risk, European Banks, Propensity Score Methods, Risk Retention, Securitization

10.

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