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Luca Grilli

Not to be confused with: Luca Grilli

Personal Details

First Name:Luca
Middle Name:
Last Name:Grilli
Suffix:
RePEc Short-ID:pgr58
[This author has chosen not to make the email address public]
https://sites.google.com/a/unifg.it/lucagrilli/
Università degli Studi di Foggia Dipartimento di Economia Largo Papa Giovanni Paolo II,1 - 71100 - Foggia (Italia)
+390881781808

Affiliation

Dipartimento di Economia
Università degli Studi di Foggia

Foggia, Italy
https://www.economia.unifg.it/
RePEc:edi:fefogit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Grilli, Luca & Santoro, Domenico, 2020. "Boltzmann Entropy in Cryptocurrencies: A Statistical Ensemble Based Approach," MPRA Paper 99591, University Library of Munich, Germany.
  2. Grilli, Luca & Santoro, Domenico, 2020. "How Boltzmann Entropy Improves Prediction with LSTM," MPRA Paper 100578, University Library of Munich, Germany.
  3. Grilli, Luca & Santoro, Domenico, 2020. "Dualism in Bitcoin Dynamics: existence of an Upper Bound in Poincaré Recurrence Theorem for Deterministic vs Stochastic Behavior," MPRA Paper 101057, University Library of Munich, Germany.
  4. Grilli, Luca & Santoro, Domenico, 2020. "Generative Adversarial Network for Market Hourly Discrimination," MPRA Paper 99846, University Library of Munich, Germany.
  5. Bisceglia, Michele & Cellini, Roberto & Grilli, Luca, 2019. "On the optimality of the yardstick regulation in the presence of dynamic interaction," MPRA Paper 94946, University Library of Munich, Germany.
  6. Bisceglia, Michele & Cellini, Roberto & Grilli, Luca, 2017. "Regional regulators in healthcare service under quality competition: A game theoretical model," MPRA Paper 80507, University Library of Munich, Germany.
  7. Bisceglia, Michele & Cellini, Roberto & Grilli, Luca, 2017. "Quality competition in healthcare services with regional regulators: A differential game approach," MPRA Paper 81758, University Library of Munich, Germany.
  8. Luca Grilli & Pasquale Marcello Falcone, 2010. "Quantitative Analysis of the Fishing Activity in the Gulf of Manfredonia (Gargano, South-Italy)," Quaderni DSEMS lg_jep_2010, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
  9. Luca Grilli, 2010. "Deregulated Electricity Market and Auctions: the Italian case," Quaderni DSEMS lg_ib_2010, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
  10. Luca Grilli & Angelo Sfrecola & Massimo Alfonso Russo, 2010. "Quali-Quantitative Indicators for Decision Making in University Activities Evaluation," Quaderni DSEMS lg_jas_2010, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
  11. Luca Grilli & Angelo Sfrecola & Massimo Alfonso Russo, 2010. "Financial Time Series and Neural Networks in a Minority Game Context," Quaderni DSEMS lg_maf_2009, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
  12. Luca Grilli, 2009. "A Stackelberg differential game with overlapping generations for the management of a renewable resource," Quaderni DSEMS lg_ssir_2009, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
  13. Luca Grilli & Massimo Alfonso Russo, 2008. "L'ordinamento dei dati multivariati in problemi di scelta: il caso degli incentivi dalla PAC," Quaderni DSEMS lg_mtisd_2006, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
  14. Luca Grilli, 2008. "Resource extraction activity: an intergenerational approach with asymmetric players," Quaderni DSEMS lg_gta_2008, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
  15. Luca Grilli & Massimo Alfonso Russo & Angelo Sfrecola, 2008. "Indicatori Quali-Quantitativi per il Supporto alle Decisioni nella Valutazione delle Attività Universitarie," Quaderni DSEMS lg_maf_2008, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
  16. Luca Grilli & Francesco Ciardiello, 2006. "Un approccio econofisico alla distribuzione della ricchezza," Quaderni DSEMS lg_esi_2006, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
  17. Luca Grilli & Angelo Sfrecola, 2005. "Neural Networks to Predict Financial Time Series in a Minority Game Context," Quaderni DSEMS 14-2005, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
  18. Luca Grilli & Angelo Sfrecola, 2005. "A Neural Networks approach to Minority Game," Quaderni DSEMS 13-2005, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
  19. Luca Grilli, 2004. "A Stackelberg Differential Game with Overlapping Generations," Quaderni DSEMS lg_elx_2004, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
  20. Luca Grilli, 2004. "A Differential Game for Renewable Resource Extraction Asymmetric Players and Asynchronous Horizons," Quaderni DSEMS lg_cart_2004, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
  21. Luca Grilli, 2004. "Long-Term Fixed-Income Market Structure," Quaderni DSEMS lg_physa_2003, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
  22. Luca Grilli & Angelo Sfrecola, 2004. "Dai segnali analogici ai segnali digitali nell'era della multimedialita'," Quaderni DSEMS 14-2004, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
  23. Luca Grilli, 2004. "Un approccio metrico per lo studio dei dati finanziari," Quaderni DSEMS lg_igr_2004, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
  24. Luca Grilli, 2003. "Resource extraction activity: an intergenerational approach," Quaderni DSEMS 01-2003, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
  25. Luca Grilli, 2003. "Boltzmann-type equation in anelastic case: a convergence result," Quaderni DSEMS lg_lmp_2003, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
  26. Luca Grilli, 2003. "A Review on Strong Interpolation Theorem for Way Below Relation," Quaderni DSEMS 03-2003, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
  27. Luca Grilli, 2003. "Giochi Differenziali con Orizzonti Asincroni e Applicazioni alla Gestione delle Risorse Rinnovabili," Quaderni DSEMS lg_phd_2003, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
  28. Massimo Bernaschi & Luca Grilli & Davide Vergni, 2002. "Statistical analysis of fixed income market," Quaderni DSEMS lg_physa_2002, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
  29. M. Bernaschi & L. Grilli & L. Marangio & S. Succi & D. Vergni, 2000. "Statistical characterization of the fixed income market efficiency," Papers cond-mat/0003025, arXiv.org.

Articles

  1. Giulio Mario Cappelletti & Luca Grilli & Carlo Russo & Domenico Santoro, 2023. "Benchmarking Sustainable Mobility in Higher Education," Sustainability, MDPI, vol. 15(6), pages 1-12, March.
  2. Luca Grilli & Domenico Santoro, 2022. "Forecasting financial time series with Boltzmann entropy through neural networks," Computational Management Science, Springer, vol. 19(4), pages 665-681, October.
  3. Michele Bisceglia & Roberto Cellini & Luca Grilli, 2022. "On the dynamic optimality of yardstick regulation," Annals of Operations Research, Springer, vol. 315(1), pages 73-92, August.
  4. Luca Grilli & Michele Bisceglia, 2020. "A dynamic private property resource game with asymmetric firms," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 43(1), pages 109-127, June.
  5. Michele Bisceglia & Roberto Cellini & Luca Grilli, 2019. "Quality Competition in Healthcare Services with Regional Regulators: A Differential Game Approach," Dynamic Games and Applications, Springer, vol. 9(1), pages 1-23, March.
  6. Michele Bisceglia & Assunta Gabriella Caputi & Luca Grilli & Vincenzo Pacelli, 2018. "Internal Balance and International Competitiveness: Sports Leagues Decision Models," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 4(3), pages 567-578, November.
  7. Michele Bisceglia & Roberto Cellini & Luca Grilli, 2018. "Regional regulators in health care service under quality competition: A game theoretical model," Health Economics, John Wiley & Sons, Ltd., vol. 27(11), pages 1821-1842, November.
  8. Luca Grilli & Michele Bisceglia, 2017. "A Duopoly with Common Renewable Resource and Incentives," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 19(04), pages 1-20, December.
  9. Luca Grilli & Michele Bisceglia, 2017. "A differential game in a duopoly with instantaneous incentives," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 40(1), pages 317-333, November.
  10. Luca GRILLI & Massimo Alfonso RUSSO & Roberto GISMONDI, 2012. "Methodological Proposals For A Qualitative Evaluation Of Italian Durum Wheat Varieties," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 7(2(20)/ Su), pages 103-122.
  11. Grilli, Luca, 2004. "Long-term fixed income market structure," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 332(C), pages 441-447.
  12. Bernaschi, Massimo & Grilli, Luca & Vergni, Davide, 2002. "Statistical analysis of fixed income market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 308(1), pages 381-390.

Chapters

  1. Luca Grilli & Massimo Alfonso Russo, 2008. "Decision Making in Financial Markets Through Multivariate Ordering Procedure," Springer Books, in: Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods in Insurance and Finance, pages 139-147, Springer.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Grilli, Luca & Santoro, Domenico, 2020. "Boltzmann Entropy in Cryptocurrencies: A Statistical Ensemble Based Approach," MPRA Paper 99591, University Library of Munich, Germany.

    Cited by:

    1. Grilli, Luca & Santoro, Domenico, 2020. "Dualism in Bitcoin Dynamics: existence of an Upper Bound in Poincaré Recurrence Theorem for Deterministic vs Stochastic Behavior," MPRA Paper 101057, University Library of Munich, Germany.
    2. Grilli, Luca & Santoro, Domenico, 2020. "How Boltzmann Entropy Improves Prediction with LSTM," MPRA Paper 100578, University Library of Munich, Germany.

  2. Grilli, Luca & Santoro, Domenico, 2020. "Generative Adversarial Network for Market Hourly Discrimination," MPRA Paper 99846, University Library of Munich, Germany.

    Cited by:

    1. Grilli, Luca & Santoro, Domenico, 2020. "How Boltzmann Entropy Improves Prediction with LSTM," MPRA Paper 100578, University Library of Munich, Germany.

  3. Bisceglia, Michele & Cellini, Roberto & Grilli, Luca, 2019. "On the optimality of the yardstick regulation in the presence of dynamic interaction," MPRA Paper 94946, University Library of Munich, Germany.

    Cited by:

    1. Michele Bisceglia & Roberto Cellini & Luigi Siciliani & Odd Rune Straume, 2019. "Optimal dynamic volume-based price regulation," NIPE Working Papers 06/2019, NIPE - Universidade do Minho.

  4. Bisceglia, Michele & Cellini, Roberto & Grilli, Luca, 2017. "Regional regulators in healthcare service under quality competition: A game theoretical model," MPRA Paper 80507, University Library of Munich, Germany.

    Cited by:

    1. Berta, Paolo & Guerriero, Carla & Levaggi, Rosella, 2021. "Hospitals’ strategic behaviours and patient mobility: Evidence from Italy," Socio-Economic Planning Sciences, Elsevier, vol. 77(C).
    2. Michele Bisceglia & Roberto Cellini & Luca Grilli, 2019. "Quality Competition in Healthcare Services with Regional Regulators: A Differential Game Approach," Dynamic Games and Applications, Springer, vol. 9(1), pages 1-23, March.
    3. Roberto Cellini & Domenico Lisi, 2020. "Readmission treatment price and product quality in the hospital sector," Health Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 61-71, January.
    4. Chen, Xu & Li, Shanshan & Wang, Xiaojun, 2020. "Evaluating the effects of quality regulations on the pharmaceutical supply chain," International Journal of Production Economics, Elsevier, vol. 230(C).
    5. Cellini, Roberto & Lisi, Domenico, 2019. "Readmission treatment price and product quality in the hospital sector: A note," MPRA Paper 92505, University Library of Munich, Germany.
    6. Bisceglia, Michele & Padilla, Jorge & Piccolo, Salvatore & Sääskilahti, Pekka, 2023. "On the bright side of market concentration in a mixed-oligopoly healthcare industry," Journal of Health Economics, Elsevier, vol. 90(C).
    7. Julio César Arteaga & Daniel Flores, 2022. "Price Regulation and Fraud—with Special Emphasis on Gasoline Retailing," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 60(2), pages 175-192, March.
    8. Xidong Guo, 2024. "An analysis of a rural hospital's investment decision under different payment systems," Health Economics, John Wiley & Sons, Ltd., vol. 33(4), pages 714-747, April.
    9. Niu, Baozhuang & Xu, Haotao & Dai, Zhipeng, 2022. "Check Only Once? Health Information Exchange between Competing Private Hospitals," Omega, Elsevier, vol. 107(C).
    10. Paolo Berta & Carla Guerriero & Rosella Levaggi, 2018. "The dark side of fiscal federalism:evidence from hospital care in Italy," Working papers 72, Società Italiana di Economia Pubblica.

  5. Bisceglia, Michele & Cellini, Roberto & Grilli, Luca, 2017. "Quality competition in healthcare services with regional regulators: A differential game approach," MPRA Paper 81758, University Library of Munich, Germany.

    Cited by:

    1. Michele Bisceglia & Roberto Cellini & Luca Grilli, 2022. "On the dynamic optimality of yardstick regulation," Annals of Operations Research, Springer, vol. 315(1), pages 73-92, August.
    2. Ma, Shigui & He, Yong & Gu, Ran & Yeh, Chung-Hsing, 2024. "How to cooperate in a three-tier food delivery service supply chain," Journal of Retailing and Consumer Services, Elsevier, vol. 79(C).
    3. Michele Bisceglia & Roberto Cellini & Luigi Siciliani & Odd Rune Straume, 2019. "Optimal dynamic volume-based price regulation," NIPE Working Papers 06/2019, NIPE - Universidade do Minho.
    4. Bisceglia, Michele & Cellini, Roberto & Grilli, Luca, 2019. "On the optimality of the yardstick regulation in the presence of dynamic interaction," MPRA Paper 94946, University Library of Munich, Germany.
    5. Okuyama, Suzuka, 2021. "Price and quality competition in a mixed duopoly : Differential game approach," MPRA Paper 110148, University Library of Munich, Germany, revised 06 Oct 2021.

  6. Luca Grilli, 2010. "Deregulated Electricity Market and Auctions: the Italian case," Quaderni DSEMS lg_ib_2010, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.

    Cited by:

    1. Kavita Jain & Muhammed Basheer Jasser & Muzaffar Hamzah & Akash Saxena & Ali Wagdy Mohamed, 2022. "Harris Hawk Optimization-Based Deep Neural Networks Architecture for Optimal Bidding in the Electricity Market," Mathematics, MDPI, vol. 10(12), pages 1-19, June.

  7. Luca Grilli & Angelo Sfrecola & Massimo Alfonso Russo, 2010. "Quali-Quantitative Indicators for Decision Making in University Activities Evaluation," Quaderni DSEMS lg_jas_2010, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.

    Cited by:

    1. Luca GRILLI & Massimo Alfonso RUSSO & Roberto GISMONDI, 2012. "Methodological Proposals For A Qualitative Evaluation Of Italian Durum Wheat Varieties," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 7(2(20)/ Su), pages 103-122.

  8. Luca Grilli & Angelo Sfrecola & Massimo Alfonso Russo, 2010. "Financial Time Series and Neural Networks in a Minority Game Context," Quaderni DSEMS lg_maf_2009, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.

    Cited by:

    1. Luca GRILLI & Massimo Alfonso RUSSO & Roberto GISMONDI, 2012. "Methodological Proposals For A Qualitative Evaluation Of Italian Durum Wheat Varieties," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 7(2(20)/ Su), pages 103-122.

  9. Luca Grilli, 2009. "A Stackelberg differential game with overlapping generations for the management of a renewable resource," Quaderni DSEMS lg_ssir_2009, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.

    Cited by:

    1. Luca Grilli & Pasquale Marcello Falcone, 2010. "Quantitative Analysis of the Fishing Activity in the Gulf of Manfredonia (Gargano, South-Italy)," Quaderni DSEMS lg_jep_2010, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.

  10. Luca Grilli & Massimo Alfonso Russo, 2008. "L'ordinamento dei dati multivariati in problemi di scelta: il caso degli incentivi dalla PAC," Quaderni DSEMS lg_mtisd_2006, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.

    Cited by:

    1. Luca GRILLI & Massimo Alfonso RUSSO & Roberto GISMONDI, 2012. "Methodological Proposals For A Qualitative Evaluation Of Italian Durum Wheat Varieties," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 7(2(20)/ Su), pages 103-122.

  11. Luca Grilli, 2008. "Resource extraction activity: an intergenerational approach with asymmetric players," Quaderni DSEMS lg_gta_2008, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.

    Cited by:

    1. Luca Grilli & Pasquale Marcello Falcone, 2010. "Quantitative Analysis of the Fishing Activity in the Gulf of Manfredonia (Gargano, South-Italy)," Quaderni DSEMS lg_jep_2010, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.

  12. Luca Grilli & Massimo Alfonso Russo & Angelo Sfrecola, 2008. "Indicatori Quali-Quantitativi per il Supporto alle Decisioni nella Valutazione delle Attività Universitarie," Quaderni DSEMS lg_maf_2008, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.

    Cited by:

    1. Luca GRILLI & Massimo Alfonso RUSSO & Roberto GISMONDI, 2012. "Methodological Proposals For A Qualitative Evaluation Of Italian Durum Wheat Varieties," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 7(2(20)/ Su), pages 103-122.

  13. Luca Grilli, 2004. "A Stackelberg Differential Game with Overlapping Generations," Quaderni DSEMS lg_elx_2004, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.

    Cited by:

    1. Luca Grilli & Pasquale Marcello Falcone, 2010. "Quantitative Analysis of the Fishing Activity in the Gulf of Manfredonia (Gargano, South-Italy)," Quaderni DSEMS lg_jep_2010, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.

  14. Luca Grilli, 2004. "A Differential Game for Renewable Resource Extraction Asymmetric Players and Asynchronous Horizons," Quaderni DSEMS lg_cart_2004, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.

    Cited by:

    1. Luca Grilli, 2004. "A Stackelberg Differential Game with Overlapping Generations," Quaderni DSEMS lg_elx_2004, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.

  15. Luca Grilli, 2004. "Long-Term Fixed-Income Market Structure," Quaderni DSEMS lg_physa_2003, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.

    Cited by:

    1. Luca Grilli & Angelo Sfrecola, 2005. "Neural Networks to Predict Financial Time Series in a Minority Game Context," Quaderni DSEMS 14-2005, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.

  16. Luca Grilli, 2003. "Resource extraction activity: an intergenerational approach," Quaderni DSEMS 01-2003, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.

    Cited by:

    1. Luca Grilli, 2004. "A Differential Game for Renewable Resource Extraction Asymmetric Players and Asynchronous Horizons," Quaderni DSEMS lg_cart_2004, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
    2. Marta Biancardi & Lucia Maddalena & Giovanni Villani, 2020. "Groundwater extraction among overlapping generations: a differential game approach," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 43(2), pages 539-556, December.
    3. Luca Grilli, 2004. "A Stackelberg Differential Game with Overlapping Generations," Quaderni DSEMS lg_elx_2004, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.

  17. Luca Grilli, 2003. "Giochi Differenziali con Orizzonti Asincroni e Applicazioni alla Gestione delle Risorse Rinnovabili," Quaderni DSEMS lg_phd_2003, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.

    Cited by:

    1. Luca Grilli, 2004. "A Differential Game for Renewable Resource Extraction Asymmetric Players and Asynchronous Horizons," Quaderni DSEMS lg_cart_2004, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
    2. Luca Grilli, 2004. "A Stackelberg Differential Game with Overlapping Generations," Quaderni DSEMS lg_elx_2004, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.

  18. Massimo Bernaschi & Luca Grilli & Davide Vergni, 2002. "Statistical analysis of fixed income market," Quaderni DSEMS lg_physa_2002, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.

    Cited by:

    1. Luca Grilli, 2004. "Long-Term Fixed-Income Market Structure," Quaderni DSEMS lg_physa_2003, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
    2. Aoki, Masanao & Hawkins, Raymond, 2009. "Macroeconomic Relaxation: Adjustment Processes of Hierarchical Economic Structures," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 3, pages 1-21.
    3. Ioannis Anagnostou & Tiziano Squartini & Drona Kandhai & Diego Garlaschelli, 2020. "Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling," Papers 2006.03014, arXiv.org, revised Apr 2021.
    4. Gautier Marti & Frank Nielsen & Miko{l}aj Bi'nkowski & Philippe Donnat, 2017. "A review of two decades of correlations, hierarchies, networks and clustering in financial markets," Papers 1703.00485, arXiv.org, revised Nov 2020.
    5. Luca Grilli & Angelo Sfrecola, 2009. "A Neural Networks approach to Minority Game," Quaderni DSEMS lg_nca_2009, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
    6. N. C. Suganya & G. A. Vijayalakshmi Pai, 2010. "Pareto‐archived evolutionary wavelet network for financial constrained portfolio optimization," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 17(2), pages 59-90, April.

  19. M. Bernaschi & L. Grilli & L. Marangio & S. Succi & D. Vergni, 2000. "Statistical characterization of the fixed income market efficiency," Papers cond-mat/0003025, arXiv.org.

    Cited by:

    1. Tiziana Di Matteo & Tomaso Aste, 2002. "How Does The Eurodollar Interest Rate Behave?," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 5(01), pages 107-122.
    2. Gautier Marti & Frank Nielsen & Miko{l}aj Bi'nkowski & Philippe Donnat, 2017. "A review of two decades of correlations, hierarchies, networks and clustering in financial markets," Papers 1703.00485, arXiv.org, revised Nov 2020.
    3. Bershadskii, A., 2001. "Invasion–percolation and statistics of US Treasury bonds," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 300(3), pages 539-550.

Articles

  1. Giulio Mario Cappelletti & Luca Grilli & Carlo Russo & Domenico Santoro, 2023. "Benchmarking Sustainable Mobility in Higher Education," Sustainability, MDPI, vol. 15(6), pages 1-12, March.

    Cited by:

    1. Xiaotang Xia & Hong Yan & Yuting Qin & Tingyang Li, 2024. "The Optimization of a Slow-Walking System in a Higher Education Campus—Taking the Huangjiahu Campus of Wuhan University of Science and Technology as an Example," Sustainability, MDPI, vol. 16(19), pages 1-22, October.
    2. Odysseas Christou & Dimitra B. Manou & Stefano Armenia & Eduardo Franco & Anastasia Blouchoutzi & Jason Papathanasiou, 2024. "Fostering a Whole-Institution Approach to Sustainability through Systems Thinking: An Analysis of the State-of-the-Art in Sustainability Integration in Higher Education Institutions," Sustainability, MDPI, vol. 16(6), pages 1-22, March.
    3. Najihath Basheer & Vian Ahmed & Zied Bahroun & Chiraz Anane, 2024. "Exploring Sustainability Assessment Practices in Higher Education: A Comprehensive Review through Content and Bibliometric Analyses," Sustainability, MDPI, vol. 16(13), pages 1-32, July.

  2. Michele Bisceglia & Roberto Cellini & Luca Grilli, 2022. "On the dynamic optimality of yardstick regulation," Annals of Operations Research, Springer, vol. 315(1), pages 73-92, August.

    Cited by:

    1. Albert Argilaga & Jijian Fan, 2022. "Optimal Policymaking under Yardstick Vote: An Experimental Study," Games, MDPI, vol. 13(3), pages 1-24, May.

  3. Michele Bisceglia & Roberto Cellini & Luca Grilli, 2019. "Quality Competition in Healthcare Services with Regional Regulators: A Differential Game Approach," Dynamic Games and Applications, Springer, vol. 9(1), pages 1-23, March.
    See citations under working paper version above.
  4. Michele Bisceglia & Roberto Cellini & Luca Grilli, 2018. "Regional regulators in health care service under quality competition: A game theoretical model," Health Economics, John Wiley & Sons, Ltd., vol. 27(11), pages 1821-1842, November.
    See citations under working paper version above.
  5. Luca Grilli & Michele Bisceglia, 2017. "A Duopoly with Common Renewable Resource and Incentives," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 19(04), pages 1-20, December.

    Cited by:

    1. Hassan Benchekroun & Amrita Ray Chaudhuri & Dina Tasneem, 2019. "On the Impact of Trade in a Common Property Renewable Resource Oligopoly," Cahiers de recherche 07-2019, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    2. Koji Okuguchi & Takeshi Yamazaki, 2018. "Existence of Unique Equilibrium in Cournot Mixed Oligopoly," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 20(03), pages 1-13, September.
    3. Luca Grilli & Michele Bisceglia, 2020. "A dynamic private property resource game with asymmetric firms," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 43(1), pages 109-127, June.
    4. N. Baris Vardar & Georges Zaccour, 2020. "Exploitation of a Productive Asset in the Presence of Strategic Behavior and Pollution Externalities," Mathematics, MDPI, vol. 8(10), pages 1-28, October.
    5. Michele Bisceglia, 2020. "Optimal taxation in a common resource oligopoly game," Journal of Economics, Springer, vol. 129(1), pages 1-31, January.

  6. Luca Grilli & Michele Bisceglia, 2017. "A differential game in a duopoly with instantaneous incentives," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 40(1), pages 317-333, November.

    Cited by:

    1. Luca Grilli & Michele Bisceglia, 2020. "A dynamic private property resource game with asymmetric firms," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 43(1), pages 109-127, June.
    2. Michele Bisceglia, 2020. "Optimal taxation in a common resource oligopoly game," Journal of Economics, Springer, vol. 129(1), pages 1-31, January.

  7. Grilli, Luca, 2004. "Long-term fixed income market structure," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 332(C), pages 441-447.
    See citations under working paper version above.
  8. Bernaschi, Massimo & Grilli, Luca & Vergni, Davide, 2002. "Statistical analysis of fixed income market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 308(1), pages 381-390.
    See citations under working paper version above.

Chapters

  1. Luca Grilli & Massimo Alfonso Russo, 2008. "Decision Making in Financial Markets Through Multivariate Ordering Procedure," Springer Books, in: Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods in Insurance and Finance, pages 139-147, Springer.

    Cited by:

    1. Luca GRILLI & Massimo Alfonso RUSSO & Roberto GISMONDI, 2012. "Methodological Proposals For A Qualitative Evaluation Of Italian Durum Wheat Varieties," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 7(2(20)/ Su), pages 103-122.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ORE: Operations Research (5) 2019-07-15 2020-04-27 2020-05-04 2020-06-22 2020-07-13. Author is listed
  2. NEP-CMP: Computational Economics (4) 2005-06-14 2005-06-14 2020-05-04 2020-06-22
  3. NEP-GTH: Game Theory (4) 2005-06-14 2005-06-14 2017-10-08 2019-07-15
  4. NEP-MAC: Macroeconomics (4) 2020-04-27 2020-05-04 2020-06-22 2020-07-13
  5. NEP-COM: Industrial Competition (3) 2004-08-02 2017-08-27 2017-10-08
  6. NEP-HEA: Health Economics (2) 2017-08-27 2017-10-08
  7. NEP-MON: Monetary Economics (2) 2020-04-27 2020-07-13
  8. NEP-PAY: Payment Systems and Financial Technology (2) 2020-04-27 2020-07-13
  9. NEP-AGR: Agricultural Economics (1) 2003-11-23
  10. NEP-BIG: Big Data (1) 2020-06-22
  11. NEP-ENE: Energy Economics (1) 2004-04-25
  12. NEP-ETS: Econometric Time Series (1) 2005-06-14
  13. NEP-FIN: Finance (1) 2005-06-14
  14. NEP-FOR: Forecasting (1) 2020-04-27
  15. NEP-GEO: Economic Geography (1) 2017-08-27
  16. NEP-IND: Industrial Organization (1) 2017-10-08
  17. NEP-MIC: Microeconomics (1) 2019-07-15
  18. NEP-REG: Regulation (1) 2017-08-27
  19. NEP-RES: Resource Economics (1) 2003-11-16
  20. NEP-RMG: Risk Management (1) 2003-11-23

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