Luca Grilli

Luca Grilli
Università degli studi di Foggia | UNIFG · Department of Economics Management and Territory

PhD, MSc

About

64
Publications
9,232
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202
Citations
Citations since 2017
34 Research Items
100 Citations
2017201820192020202120222023010203040
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2017201820192020202120222023010203040
2017201820192020202120222023010203040
Introduction
Research Topics: Game Theory and Applications Finance Neural Networks and Applications Sustainability Multicriteria Decision Making Differential Geometry Health Economics Application of AI methods Learning Analytics

Publications

Publications (64)
Article
Full-text available
In this paper, we calculate the Gaussian curvatures of the dual spherical indicatrix curves formed on unit dual sphere by the Blaschke vectors and dual instantaneous Pfaff vectors of dual parallel equidistant ruled surfaces (DPERS) and we give the relationships between these curvatures. In addition to—in cases where the base curves of these DPERS a...
Article
Full-text available
Neural networks have recently been established as state-of-the-art in forecasting financial time series. However, many studies show how one architecture, the Long-Short Term Memory, is the most widespread in financial sectors due to its high performance over time series. Considering some stocks traded in financial markets and a crypto ticker, this...
Preprint
Full-text available
Thanks to the development of increasingly sophisticated machine-learning techniques, it is possible to improve predictions of a particular phenomenon. In this paper, after analyzing data relating to the mobility habits of University of Foggia (UniFG) community members, we apply logistic regression and cross validation to determine the information t...
Article
Full-text available
Thanks to the development of increasingly sophisticated machine-learning techniques, it is possible to improve predictions of a particular phenomenon. In this paper, after analyzing data relating to the mobility habits of University of Foggia (UniFG) community members, we apply logistic regression and cross validation to determine the information t...
Article
Full-text available
This paper proposes a generalization of Shleifer’s (RAND J Econ 16:319–327, 1985) model of yardstick competition to a dynamic framework. In a differential game setting, we show that the yardstick mechanism effectively replicates the first-best solution if players adopt open-loop behaviour rules and are symmetric at the initial time; in the absence...
Chapter
Full-text available
Due to COVID-19, higher education institutions all over the world transitioned to online learning. The sudden and forced transition to this new learning methodology pushed the Universities to rapidly adequate to the needs, upgrading their digital platforms to comply with the new requirements. In the same way, teachers had to adapt their teaching to...
Article
Full-text available
Financial bubbles represent a severe problem for investors. In particular, the cryptocurrency market has witnessed the bursting of different bubbles in the last decade, which in turn have had spillovers on all the markets and real economies of countries. These kinds of markets and their unique characteristics are of great interest to researchers. G...
Article
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In financial markets, sentiment analysis on natural language sentences can improve forecasting. Many investors rely on information extracted from newspapers or their feelings. Therefore, this information is expressed in their language. Sentiment analysis models classify sentences (or entire texts) with their polarity (positive, negative, or neutral...
Article
Full-text available
Nowadays, the information obtainable from the markets are potentially limitless. Economic theory has always supported the possible advantage obtainable from having more information than competitors, however quantifying the advantage that these can give has always been a problem. In particular, in this paper we study the amount of information obtain...
Article
Full-text available
In this study, we examine the dual expression of Valeontis' concept of parallel p-equidistant ruled surfaces well known in Euclidean 3-space, according to the Study mapping. Furthermore, we show that the dual part of the dual angle on the unit dual sphere corresponds to the p-distance. We call these ruled surfaces we obtained "dual parallel equidis...
Article
BERT (Bidirectional Encoder Representations from Transformers) is one of the most popular models in Natural Language Processing (NLP) for Sentiment Analysis. The main goal is to classify sentences (or entire texts) and to obtain a score in relation to their polarity: positive, negative or neutral. Recently, a Transformer-based architecture, the fin...
Chapter
Learning Analytics techniques are widely used to improve students’ performance. Data collected from students’ assessments are helpful to predict their success and questionnaires are extensively adopted to assess students’ knowledge. Several mathematical models studying the correlation between students’ hidden skills and their performance to questio...
Conference Paper
Full-text available
The assessment of students' performances is one of the essential components of teaching activities, and it poses different challenges to teachers and instructors, especially when considering the grading of responses to open-ended questions (i.e., short-answers or essays). Open-ended tasks allow a more in-depth assessment of students' learning level...
Article
Full-text available
Among the 17 Sustainable Development Goals (SDGs) that make up the 2030 Agenda and refer to different areas of social, economic and environmental development, goal 11.2 concerns access to safe, cheap, accessible and sustainable transport systems, increasing road safety particularly through the enhancement of public transport. Universities can also...
Conference Paper
Full-text available
Learning Analytics (LA) is a recent research branch that refers to methods for measuring, collecting, analyzing, and reporting learners' data, in order to better understand and optimize the processes and the environments. Knowledge Tracing (KT) deals with the modeling of the evolution, during the time, of the students' learning process. Particularl...
Conference Paper
Full-text available
In this paper, we consider 2 types of instruments traded on the markets, stocks and cryptocurrencies. In particular, stocks are traded in a market subject to opening hours, while cryptocurrencies are traded in a 24-hour market. What we want to demonstrate through the use of a particular type of generative neural network (GAN) is that the instrument...
Conference Paper
Full-text available
In this paper, we point out an "affinity" between the system of agents trading in cryptocurrencies and statistical mechanics. In particular, we try to extend the concept of entropy in the sense of Boltzmann to a model in which the particles are replaced by N economic subjects (agents), which are completely described by their ability to buy and to s...
Article
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In this study, the Gaussian curvatures of closed parallel ruled surfaces are calculated. We consider parallel ruled surfaces from indicatrix curves associated to Frenet vectors of the curve created on the unit dual sphere.
Article
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In this paper, we consider a non-cooperative differential game, in which each of the two competing firms (privately) holds and manages a renewable natural resource in order to produce a homogeneous good. We suppose that each firm’s resource stock grows at a different rate, depending on environmental factors or on firms’ technical experience and ski...
Preprint
Full-text available
This paper proposes a generalization of Shleifer's (RAND, 1985) model of yardstick competition, to a dynamic framework. Specifically, we consider a differential game and we show that the yardstick mechanism is effective to replicate the first-best solution if players adopt open-loop behaviour rules and they are symmetric at the initial time; in the...
Article
Full-text available
This article proposes a differential game model, in order to analyze markets in which regional regulation is operative and competition is based on quality. The case we have in mind is healthcare public service, where consumers (patients) choose the provider mainly basing on the providers’ location and the quality of services, while prices play a mo...
Article
In this paper we consider the problem of optimal management of human resources in a very peculiar framework that is Health Industry. Starting from a case study we consider a general problem of optimal mobility between employees that offer their services in a multidimensional Health Industry in a wide regional area. The case we have in mind is the p...
Article
Full-text available
In this paper, we consider the sports industry and in particular we focus our study on the European Football. In this market, the more the league is balanced with good teams and the more it becomes profitable. However, empirical data suggest that the top teams involved in more balanced national championships have less probability to win the interna...
Article
In several countries, health care services are provided by public and/or private subjects, and they are reimbursed by the government, on the basis of regulated prices (in most countries, diagnosis‐related group). Providers take prices as given and compete on quality to attract patients. In some countries, regulated prices differ across regions. Thi...
Article
Full-text available
A lot of physicists and economists have contributed to studies showing analogies between physical complex systems and economic and financial markets. In this paper we have compared the complex system of earthquakes with Internet, social media and finance. In particular, we have observed as Omori’s law conforms in both to the evolution of the tweets...
Article
In this paper, we study a duopoly model in which two symmetric firms exploit the same public renewable resource as an input for the production of a homogeneous good. We consider the case where the firms are provided with public incentives in order to prevent the resource exhaustion in a finite time horizon which coincides with the harvesting-licens...
Article
In recent years many technological innovations have been introduced into the olive oil sector, both into the farming system (high and super high density olive orchard) and into oil extraction techniques. As a result players in the sector have to consider different scenarios and have to evaluate many alternatives considering a number of economical,...
Article
Full-text available
In this paper, we study a differential game in which two competing firms exploit a public renewable resource that is relevant from a landscape point of view. We consider a policy maker that provides an instantaneous incentive to the firms in order to prevent the resource exhaustion during the whole extraction period, which coincides with the harves...
Book
L'esigenza di organizzare in maniera sistematica alcuni contenuti pre-corsistici, come le equazioni e disequazioni di primo e secondo grado, è maturata negli anni di insegnamento nei corsi di Matematica Generale tenuti presso il Dipartimento di Economia. La lettura attenta e attiva del testo garantisce di raggiungere un duplice risultato: da un lat...
Book
In questo libro vengono presentate le definizioni principali e le operazioni sui numeri complessi, presentando per ogni caso numerosi esempi ed esercizi. Nella seconda parte del libro si affronta il tema delle applicazioni dei numeri complessi all'algebra dei polinomi. Il libro si chiude con un'appendice che presenta spunti di riflessione per ulter...
Book
Questo volume presenta i principali strumenti matematici necessari nelle applicazioni economiche e finanziarie. In particolare vengono trattati elementi di algebra lineare, calcolo in più variabili e ottimizzazione libera e vincolata. Ogni capitolo è corredato da appendici che illustrano le principali applicazioni economiche e finanziarie degli arg...
Book
Il presente manuale di Informatica di base è rivolto agli studenti dei Corsi di Laurea di Facoltà o Dipartimenti non scientifici che prevedono la verifica di competenze informatiche. Esso cerca di rispondere all'esigenza, maturata negli ultimi anni, di estendere le competenze informatiche anche al di fuori dei Corsi di Laurea ad orientamento spicca...
Article
Full-text available
In this paper, the spherical indicatrix curves drawn by quaternionic frenet vectors are computed. Also the quaternionic geodesic curvatures of the spherical indicatrix curves to E3 and S2 are found.
Article
The signals coming from the real world around us are analog and, in order to treat these quantities with a computer, it is necessary to perform a conversion from analog to digital signals. In this paper we show how the analog signals can be processed digitally. In order to achieve such result we introduce the main definitions necessary for a more c...
Article
Full-text available
In this paper the authors analyse the Italian "IV Conto Energia" for the Photovoltaic in the light of the Ministerial Decree of 05th may 2011. In the first part of the paper the technical aspects of"Conto Energia" are dealt with, highlighting the major changes with respect to the past. The second part of the paper shows a financial analysis of an i...
Article
Full-text available
In the complex frame of the EU agriculture politics, a particular relevant aspect is given by the new regulation on durum wheat production and diffusion incentives. These subsidies are assigned according to a particular indicator (Quality Global Index - QGI), built up through a weighted mean of four qualitative parameters. However, as we are going...
Article
Full-text available
The new Italian regulation for the distribution of the Ordinary Financing “public” Fund (FFO) is included in the framework of the reformation of the University System financing politics. A part of the FFO is bound by a specific merit rating performed by the C.N.V.S.U. (forthcoming A.N.V.U.R.) for the competent Ministry. Such an evaluation results i...
Article
Full-text available
The Manfredonia City Marine is the third in Italy both for its size and for its nation-wide importance, in the last decade a considerable crisis has been registered in this economic sector as shown by the always decreas-ing number of fishing boats registered in the Harbour-Office. As a result of such a reduction in the number of fishing boats, a re...
Article
Full-text available
In this paper we consider financial time series from U.S. Fixed Income Market, S&P500, DJ Eurostoxx 50, Dow Jones,Mibtel and Nikkei 225. It is well known that financial time series reveal some anomalies regarding the EfficientMarketHypothesis and some scaling behaviour, such as fat tails and clustered volatility, is evident. This suggests that fina...
Article
In this paper we study a differential game, for the extraction activity of a renewable good, in which players are overlapping generations. The framework of overlapping generations allows us to consider intragenerational (players in the same generation) and intergenerational (players in different generations) game equilibria. We consider the case in...
Article
The minority game (MG) comes from the so-called “El Farol bar” problem by W.B. Arthur. The underlying idea is competition for limited resources and it can be applied to different fields such as: stock markets, alternative roads between two locations and in general problems in which the players in the “minority” win. Players in this game use a windo...
Article
Full-text available
Nell’ambito della complessa riforma delle politiche di finanziamento del sistema universitario nazionale, si inserisce anche la nuova regolamentazione della ripartizione del Fondo di Finanziamento Ordinario (FFO), che vincola parte della stessa ad una specifica valutazione (ex-post) effettuata dal C.N.V.S.U. (tra breve A.N.V.U.R.) per conto del Min...
Article
In this paper we study a di�erential game, for resource extraction of a renewable good, in which players are overlapping generations of extractors. The framework of overlapping generations allows us to consider intragenerational (players in the same generation) and inter- generational (players in di�erent generations) game equilibrium. We consider...
Article
Full-text available
One of the main problems in managing multidimensional data for decision making is that it is impossible to define a complete ordering on multidimensional Euclidean spaces. In order to solve this problem the scientific community has devolped more and more sofisticated tecniques belonging to the wide framework of Multivariate Statistics. Recently som...
Article
In questo lavoro si considera il problema dello scambio commerciale tra diversi agenti economici utilizzando dei modelli propri della fisica e in particolare della teoria cinetica di un gas rarefatto. La struttura microscopica di un gas � caratterizzata da una miriade di molecole libere di muoversi in un spazio chiuso e di collidere tra loro. In qu...
Article
In this paper we consider financial time series from U.S. Fixed Income Market, S&P500, Exchange Market and Oil Market. It is well known that financial time series reveal some anomalies as regards the Efficient Market Hypotesis and some scaling behavior is evident such as fat tails and clustered volatility. This suggests to consider financial time s...
Article
We study a differential game, for the extraction of a renewable resource, in which players are overlapping generations of extractors. The framework of overlapping generation allows us to consider both intragenerational (players in the same generation) and intergenerational (players in different generations) competition. Since we consider overlappin...
Article
In this paper we study a differential game, for resource extraction of a renewable good, in which players are overlapping generations of extractors. The framework of overlapping generation allows us to consider intragenerational (players in the same generation) and intergenerational (players in different generations) game equilibrium. We consider t...
Article
The long-term fixed income market securities which have a strong positive correlation in daily returns are discussed. The ways to show a more complex structure which depends strictly on the maturity date by using a metrical approach and considering 'modified' time series are shown. It is found that there are essentially three distinct clusters, one...
Article
Combinare insieme piu' mezzi espressivi e' divenuto sempre pi semplice grazie agli sviluppi dell'informatica. I segnali del mondo che ci circonda sono grandezze analogiche, per poter trattare queste grandezze con un elaboratore elettronico e' necessario dapprima convertirle da analogico in digitale. Il presente quaderno trae i suoi contenuti da un...
Article
In this paper I present a time series analysis based on a metrical approach. I use a definition of distance which depends on the sample correlation coefficient among bonds. The dataset consists on daily returns of US treasury bonds. By mean of a Linkage-Algorithm bonds are classified according to the distance which show the cluster structure. It is...
Article
Questo lavoro, attraverso lo studio di modelli per la gestione delle risorse rinnovabili, studia giochi differenziali con orizzonti asincroni e in particolare in presenza di giocatori non perfettamente simmetrici.
Article
The problem of resource extraction (both renewable and nonrenewable) can be studied by considering two important aspects: competition among extractors and intergenerational equity. In resource extraction activity actions of present generations influence the choices of future generation in an obvious way. In order to capture these features we consid...
Article
In this paper a convergence result for the BBGKY hierarchy to a Boltzmann-like equation, in the case of anelastic collision, is shown. Boltzmann-like equations are often used to model dissipative dynamical systems such as granular media. This convergence result aims to make a contribution towards a mathematical foundation to these applications.
Article
The present paper aims to introduce the principal definitions and proof of fundamental properties of the so called "Way Below" relation. We introduce an alternative proof, with respect to \cite{Scott}, of the strong interpolation theorem. The strong interpolation theorem is the theoretical result which provide computational consistency to way below...
Article
We present cross and time series analysis of price fluctuations in the US Treasury fixed income market. Bonds have been classified according to a suitable metric based on the correlation among them. The classification shows how the correlation among fixed income securities depends strongly on their maturity. We study also the structure of price flu...
Article
Full-text available
We present cross and time series analysis of price fluctuations in the U.S. Treasury fixed income market. By means of techniques borrowed from statistical physics we show that the correlation among bonds depends strongly on the maturity and bonds' price increments do not fulfill the random walk hyphoteses.

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Projects

Projects (2)
Project
Artificial Intelligence & Innovative technologies for measuring, collecting, analyzing, and reporting of data about learners and their contexts.. The project aims at understanding and optimizing learning and the environments in which it occurs.
Project
The Technical Secretariat (TS) of the olive oil pilot, consisting or representatives from industry, academia, governments and NGOs, is responsible for the design and drafting of the PEFCR. The first task of the TS was to define the scope of the PEFCR and the representative product that describes the average product consumed in the European markets. A public consultation for the scope and representative product of olive oil was organised in October-November 2014, and the SC approved the documents in February 2015. The second phase involved carrying out a screening study in order to identify the most contributing life cycle stages, processes, environmental impact categories and elementary flows of the representative product defined in the scope document. The screening report was submitted to the reviewers appointed by the EC, and after the revising phase, it was approved in November 2015. The results of the full screening study were used as a basis for the draft PEFCR for olive oil, which went through a public stakeholder consultation in November-December 2015, and was approved by the EF SC in January 2016. Successively, the draft PEFCR are in testing in supporting studies, which are applying the PEFCR for real products. During the supporting studies, various ways of communicating the environmental footprint results to consumers and businesses will be tested, including a SME tool based on ICT (application on smartphone). The PEFCR will be revised based on the lessons learned from the supporting studies, after which the stakeholders have another opportunity to provide comments on the PEFCR. Before final approval of the PEFCR by the EF SC, the PEFCR will be reviewed by external reviewers. The final PEFCRs are scheduled to be released by beginning of 2017. https://webgate.ec.europa.eu/fpfis/wikis/display/EUENVFP/PEFCR+Pilot%3A+Olive+oil