Fuzzy weighted local approximation for financial time series modelling and forecasting. - Paolo Pellizzari; Claudio Pizzi (CIFEr, 1997)

Hierarchical Clustering by Means of Model Grouping. - Claudio Agostinelli; Paolo Pellizzari (GfKl, 2005)

Static hedging of multivariate derivatives by simulation. - Paolo Pellizzari (Eur. J. Oper. Res., 2005)

In Whose Best Interest? An Agent-Based Model of High Frequency Trading. - Paolo Pellizzari (PAAMS (Special Sessions), 2015)

Optimal Policies in two-Step Binary Games under Social pressure and Limited Resources. - Paolo Pellizzari; Elena Sartori; Marco Tolotti (Adv. Complex Syst., 2015)

An Agent-Based Model of Labor Market Participation with Health Shocks. - Alessandro Moro; Paolo Pellizzari (PAAMS, 2016)

Optimality of a Two-Tier Rate Structure for a Transaction Tax in an Artificial Market. - Danilo Liuzzi; Paolo Pellizzari; Marco Tolotti (PAAMS (Workshops), 2017)

Unemployment Expectations in an Agent-Based Model with Education. - Luca Gerotto; Paolo Pellizzari (PAAMS, 2018)

Generating Unemployment Expectations of the "Man in the Street". - Luca Gerotto; Paolo Pellizzari (PAAMS, 2018)

A computational model of labor market participation with health shocks and bounded rationality. - Alessandro Moro; Paolo Pellizzari (Knowl. Inf. Syst., 2018)

Asymmetric Information and Learning by Imitation in Agent-Based Financial Markets. - Luca Gerotto; Paolo Pellizzari; Marco Tolotti (PAAMS (Workshops), 2019)

The Equity Premium Puzzle: An Application of an Agent-Based Evolutionary Model. - Luca Gerotto; Paolo Pellizzari; Marco Tolotti (ESSA, 2022)

Learning Whether to be Informed in an Agent-Based Evolutionary Market Model. - Paolo Pellizzari (WIVACE, 2023)