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Aldo Glielmo

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

6

DOWNLOADS

1,015

TOTAL CITATIONS

2

Scholarly Papers (6)

1.

Agent-Based Modelling at Central Banks: Recent Developments and New Challenges

Bank of England Staff Working Paper Series No. 1122
Posted: 18 Jun 2025
Magyar Nemzeti Bank, Banco de España, Bank of Italy, Bank of England, National Bank of Poland and Bank of England
Downloads 374 (197,695)

Abstract:

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Agent-Based Models, Household Analysis, Financial Institutions, Central Bank Policies, Monetary Policy, Prudential Policies

Chat Bankman-Fried? An Exploration of LLM Alignment in Finance

Number of pages: 31 Posted: 06 Nov 2024 Last Revised: 22 Dec 2024
Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 174 (432,130)
Citation 1

Abstract:

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AI alignment, AI safety, large language models, financial crime

Chat Bankman-Fried? An Exploration of LLM Alignment in Finance

Bank of Italy: Markets, Infrastructures, Payment Systems No. 58
Number of pages: 41 Posted: 27 May 2025
Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy and Bank of Italy
Downloads 101 (694,787)

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AI alignment, AI safety, large language models, financial crime

3.

Reinforcement Learning for Firms in a Large-Scale Macroeconomic ABM: Emerging Pricing Strategies and Forecasting Performance

Number of pages: 35 Posted: 27 Sep 2025 Last Revised: 09 Oct 2025
Università degli Studi di Macerata, Department of Economics and Law - University of Macerata, Marche Polytechnic University, Bank of Italy, Department of Economics and Law - University of Macerata and Università degli Studi di Macerata
Downloads 151 (500,001)
Citation 1

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Agent-Based Models, Behavioral Macroeconomics, Calibration, Macroeconomic Forecasting, Simulation

4.

Agent-based Modeling at Central Banks: Recent Developments and New Challenges

Banco de Espana Occasional Paper No. 2503
Number of pages: 31 Posted: 12 Sep 2025
Magyar Nemzeti Bank, Banco de España, Bank of Italy, Bank of England, Institute of Economics, Polish Academy of Sciences and Bank of England
Downloads 146 (558,171)

Abstract:

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Agent-based models, Central bank policies, Monetary policy, Financial stability, Prudential policies, Payment systems

5.

Optimizing the calibration of agent-based models throughreinforcement learning

Number of pages: 44 Posted: 29 Mar 2026
Catholic University of Milan, Bank of Italy, Università di Milano Cattolica and Catholic University of Milan
Downloads 40 (1,345,526)

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Agent-Based Models, Calibration, Machine Learning, Reinforcement Learning

6.

Agent-Based Modeling at Central Banks: Recent Developments and New Challenges

Bank of Italy Occasional Paper No. 956
Number of pages: 28 Posted: 02 Feb 2026
Magyar Nemzeti Bank, Banco de España, Bank of Italy, Bank of England, National Bank of Poland and Bank of England
Downloads 29 (1,332,057)

Abstract:

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agent-based models, household analysis, financial analysis, central bank policies, monetary policy, prudential policies