Pubblicazioni

Pubblicazioni

FASCIA A - SETTORE STAT-04/A

  1. M. Biancardi, A. Di Bari and G. Villani (2026): "A compound options game model to consider competition, uncertainty and sequential nature in PPP projects valuation", Quality and Quantity, DOI: 10.1007/s11135-026-02580-w
  2. M. Bufalo, A. Di Bari, G. Villani (2026): "Modelling solar energy projects performance through compound exchange options with jump processes", Computational Economics, DOI: 10.1007/s10614-026-11317-8
  3. D. Anyebe, A. Di Bari,  D. Santoro and G. Villani (2025): "A PPP Projects Valuation: Real Options, Competition and Anchoring Bias", Computational Economics, DOI: 10.1007/s10614-025-11109-6
  4. M. Biancardi, Y. Petrohilos-Andrianos, G. Villani (2025): "Environmental policy: The coevolution of pollution and compliance" , Mathematical Social Sciences, N. 102408, DOI:10.1016/j.mathsocsci.2025.102408
  5. M. Biancardi and G. Villani (2025): "Stability of International Environmental Agreements: Effects of Mitigation and Adaptation Policies". Computational  Economics, Online First, DOI: 10.1007/s10614-025-10925-0
  6. A. Di Bari, L. Grilli, D. Santoro and G. Villani (2024): "A new methodology to support wind investment decision: a combination of Natural Language Processing and Monte Carlo option pricing technique", Decisions in Economics and Finance, OnLine First,  DOI: 10.1007/s10203-024-00486-6
  7. M. Biancardi, M. Bufalo, A. Di Bari, G. Villani (2024): "A strategic options game approach to support PPP investment decisions under risk-sharing mechanisms", Annals of Operations Research, DOI: 10.1007/s10479-024-06155-6
  8. M. Biancardi, G. Iannucci, G. Villani (2024): "Water dynamics and environmental social practice in a differential game" Socio-Economic Planning Sciences, Vol 92, N. 101819, DOI:10.1016/j.seps.2024.101819
  9. M. Biancardi, G. Iannucci, G. Villani (2023): "Groundwater management and illegality in a differential-evolutionary framework" Computational Management Science, Vol. 20, DOI:10.1007/s10287-023-00449-z
  10. A. Di Bari, D. Santoro, M. A. Tarrazon-Rodon, G. Villani (2023): "The impact of polarity score on real option valuation for multistage projects",  Quality & Quantity, Vol 58, pp. 57-76, DOI: 10.1007/s11135-023-01635-6
  11. M. Biancardi, M. Bufalo, A. Di Bari, G. Villani (2023): "A valuation of a corn ethanol plant through a compound options model under skew-Brownian motions", Annals of Operations Research, Online First, DOI: 10.1007/s10479-023-05249-x
  12. L. Anzilli and G.Villani (2023): "Cooperative R&D investment decisions: a fuzzy real option approach", Fuzzy Sets and Systems, Vol. 458, pp. 143-164, DOI:10.1016/j.fss.2022.09.007
  13. M. Biancardi, G. Iannucci, G. Villani (2023): "Inter-temporal decisions, optimal taxation and non-compliant behaviors in groundwater management", Communications in Nonlinear Science and Numerical Simulation, Vol. 116, No. 106872, DOI: 10.1016/j.cnsns.2022.106872
  14. M. Biancardi, M. Bufalo, A. Di Bari, G. Villani (2023): "Flexibility to switch project size: a real option application for photovoltaic investment valuation", Communications in Nonlinear Science and Numerical Simulation, Vol. 116, No. 106869, DOI:  10.1016/j.cnsns.2022.106869
  15. A. Di Bari and G. Villani (2022): "An Options Game Approach to Valuate Broadband Projects in a Smart City Context", Quality & Quantity, Vol. 57, pp. 1587-1601, DOI: 10.1007/s11135-022-01428-3
  16. F. Colasanto, L. Grilli, D. Santoro, G. Villani (2022): "BERT's sentiment score for portfolio optimization: a fine-tuned views in Black and Litterman model", Neural Computing and Applications, Vol. 34,   pp. 17507–17521 DOI: 10.1007/s00521-022-07403-1
  17. F. Colasanto, L. Grilli, D. Santoro, G. Villani (2022): "ALBERTino for Stock Price Prediction: a Gibbs Sampling Approach", Information Sciences, Vol. 597, pp. 341-357, DOI: 10.1016/j.ins.2022.03.051
  18. M. Biancardi, G. Iannucci, G. Villani (2022): "Groundwater exploitation and illegal behaviors in a differential game", Dynamic Games and Applications, Vol. 12,  pp. 996–1009, DOI: 10.1007/s13235-022-00436-0
  19. M. Bufalo, A. Di Bari, G. Villani (2021): "Multi-stage real option evaluation with double barrier under stochastic volatility and interest rate", Annals of Finance, Vol. 18, pp. 247–266, DOI: 10.1007/s10436-021-00403-6
  20. M. Biancardi, A. Di Bari, G. Villani (2021): "R&D investment decision on smart cities: energy sustainability and opportunity",  Chaos, Solitons and Fractals, Vol. 153, Issue 2, DOI: 10.1016/j.chaos.2021.111554.
  21. M. Biancardi, G. Iannucci, G. Villani (2021): "An evolutionary game on compliant and non-compliant firms in groundwater exploitation", Annals of Operations Research, Vol. 318, pp. 831–847,  DOI: 10.1007/s10479-021-04297-5.
  22. M. Biancardi, A. Di Liddo, G. Villani (2021): "How do fines and their enforcement on counterfeit products affect social welfare?", Computational Economics, Vol. 60, pp.  1547–1573, DOI: 10.1007/s10614-021-10195-6  
  23. G. Villani (2021): "A Neural Network  approach to value R&D Compound American Exchange option",  Computational Economics, Vol. 60, 305-324, DOI:10.1007/s10614-021-10150-5 
  24. L. Anzilli and G.Villani (2021): "Real R&D Options under fuzzy uncertainty in market share and revealed information", Fuzzy Sets and Systems, Vol. 434, pp. 117-134, DOI: 10.1016/j.fss.2021.07.011.
  25. G. D'Amico and G. Villani (2021): "Valuation of R&D Compound Option using Markov chain approach", Annals of Finance, Vol. 17, pp. 379–404, DOI: 10.1007/s10436-021-00389-1.
  26. M. Biancardi, L. Maddalena, G. Villani (2020): "Groundwater extraction among overlapping generations. A differential game approach", Decisions in Economics and Finance; Vol. 43, 539–556; DOI: 10.1007/s10203-020-00292-w.
  27. M. Biancardi, A. Di Liddo, G. Villani (2019): "Fines Imposed on Counterfeiters and Pocketed by the Genuine Firm. A Differential Game Approach", Dynamic Game and Applications, Vol 10, 58-78; DOI: 10.1007/s13235-019-00310-6.
  28. M. Biancardi, G. Villani (2018): "Sharing R&D investment in International Environmental Agreements with asymmetric countries", Communication in Nonlinear Sciences and Numerical Simulation, Vol. 58, pp. 249-261; ISSN: 1007-5704.  DOI: 10.1016/j.cnsns.2017.06.034
  29. M. Biancardi and G. Villani (2017): "A fuzzy approach for R&D compound option valuation", Fuzzy Sets and Systems, Vol. 310, pp. 108-121, ISSN: 0165-0114, DOI:10.1016/j.fss.2016.10.013
  30. M. Biancardi and G. Villani (2015): “The effects of R&D investments in international environmental agreements with asymmetric countries”, Chaos, Solitons & Fractals, Vol. 79, pp. 30-39, ISSN: 0960-0779, DOI:10.1016/j.chaos.2015.07.026
ALTRE PUBBLICAZIONE SCIENTIFICHE
 
  1. M. Biancardi, A. Di Bari e G. Villani (2025): "Quantification of Operational Flexibility in Wastewater Treatment Projects", in New Perspectives in Mathematical and Statistical Methods for Actuarial Sciences and Finance,  M. La Rocca, M. Menzietti e M. Perna Cira and Sibillo (eds), Springer Nature Switzerland, 2025, pp. 1–11, isbn: 978-3-032 05550-7.  doi 10.1007/978-3-032-05551-4_5.
  2. Santoro, D., Grilli, L., Sgarro, G.A., Colasanto, F., Villani, G. (2025): "MCMC Approach for Stock Price Forecasting Using an Italian-BERT Model". In: Pollice, A., Mariani, P. (eds) Methodological and Applied Statistics and Demography II. SIS 2024. Italian Statistical Society Series on Advances in Statistics. Springer, Cham. https://doi.org/10.1007/978-3-031-64350-7_96
  3. M. Biancardi, M.  Bufalo,  A. Di Bari, G. Villani (2024):  "Wind Farm Evaluation Under Real Options Approach. In: Corazza, M., Gannon, F., Legros, F., Pizzi, C., Touzé, V. (eds) Mathematical and Statistical Methods for Actuarial Sciences and Finance. MAF 2024. Springer, Cham. https://doi.org/10.1007/978-3-031-64273-9_10
  4. A. Di Bari, L. Grilli, D. Santoro, G. Villani (2024): "A Combination of NLP and Monte Carlo Technique to Improve Wind Investment Decisions". In: Corazza, M., Gannon, F., Legros, F., Pizzi, C., Touzé, V. (eds) Mathematical and Statistical Methods for Actuarial Sciences and Finance. MAF 2024. Springer, Cham. https://doi.org/10.1007/978-3-031-64273-9_20
  5. M. Biancardi, L. Maddalena, G. Villani (2024):"Regulation and enforcement in the exploitation of the groundwater resource", Nonlinear Dynamics, Psychology, and Life Sciences, Vol. 28, no. 2,215-230,ISSN: 1090-0578.
  6. M. Bufalo, A. Di Bari, G. Villani (2023): "A compound Up-and-In call like option for wind option pricing", Risks, Vol.11, no. 5,90, DOI: 10.3390/risks11050090
  7. F. Colasanto, L. Grilli, D. Santoro, G. Villani (2022): "A Neural Network Contribute to Reverse Cryptographic Processes in Bitcoin Systems: attention on SHA256",  Applied Mathematical Sciences, Vol. 16,  no. 4, 215 - 232, ISSN: 1314-7552,  DOI: 10.12988/ams.2022.916778
  8. Santoro, D., Villani, G. (2022): "Real R&D Options Under Sentimental Information Analysis". In: Corazza, M., Perna, C., Pizzi, C., Sibillo, M. (eds) Mathematical and Statistical Methods for Actuarial Sciences and Finance. MAF 2022. Springer, Cham. https://doi.org/10.1007/978-3-030-99638-3_67
  9. M. Biancardi, L. Maddalena, G. Villani (2022): "Social norms for the stability of international environmental agreements", Discrete and Continuous Dynamical Systems Series S, Vol. 15, Issue 12, pp. 3541-3555,  DOI: 10.3934/dcdss.2022046
  10. M. Biancardi, L. Maddalena, G. Villani (2020): "Water Taxes and Fines imposed on legal and illegal firms exploiting Groundwater", Discrete and Continuous Dynamical Systems Series B; Vol. 26, Issue 11, pp.  5787-5806, DOI: 10.3934/dcdsb.2021008
  11. M. Biancardi, G. Villani (2020): "Competition and Strategic Alliance in R&D Investments: a real option game approach with multiple experiments", Journal of Economic Interaction and Coordination, Vol. 17, pp.  63–86, DOI: 10.1007/s11403-020-00304-3 (FASCIA A SSD 13/A1-13/A5)
  12. M. Biancardi, G. Villani (2019): "An evolutionary game to study banks-firms relationship: monitoring intensity and loan rate", Computational Economics,  DOI: 10.1007/s10614-019-09937-4  (FASCIA A SSD 13/A1-13/A5)
  13. M. Biancardi, G. Villani (2019):  "An Evolutionary Game Approach in International Environmental Agreements with R&D Investment", Computational Economics,  Vol. 54, issue 3, pp. 1027-1042, DOI: 10.1007/s10614-018-9860-3  (FASCIA A SSD 13/A1-13/A5)
  14. M. Biancardi, G. Villani (2017): "Robust Monte Carlo Method for R&D Real Options Valuation", Computational Economics; Vol.  49, Issue 3, pp.  481-498,  DOI:  10.1007/s10614-016-9578-z.

  15. M. Biancardi, G. Villani (2014): “International Environmental Agreements with Developed and Developing Countries in a Dynamic Approach”,  Natural Resource Modeling, Vol. 27, Issue 3, pp. 338-359,  ISSN: 1939-7445, DOI:10.1111/nrm.12037.

  16. M. Biancardi, G.Villani (2014): “A Robustness Analysis of Least-Squares Monte Carlo for R&D Real Options Valuation” in: Mathematical and Statistical Methods for Actuarial Sciences and Finance;  C. Perna, M. Sibillo (eds.)  pp. 27-30, Springer, ISBN: 978-3-319-05013-3.

  17. G. Villani (2014): “Valuation of R&D Investment Opportunties using the Least-Square Monte Carlo method” in: Mathematical and Statistical Methods for Actuarial Sciences and Finance; M. Corazza, C. Pizzi (eds.) pp. 287-299,  Springer, ISBN: 9783319024981.

  18. G.Villani (2012): “Valuation of R&D Investment Opportunities with the Threat of Competitors Entry in Real Option Analysis”, Computational Economics, Vol. 43, Issue 3, pp. 331-355, ISSN: 0927-7099 (Print) 1572-9974 (Online).

  19. G. Villani, F. Cortelezzi (2012): “Strategic R&D Investment under Information Revelation”, The Engineering Economist, Vol. 57, Issue 1, pp. 20-40, ISSN: 0013-791X (Print), 1547-2701 (Online).

  20. G. Villani (2011): “Generalization of stratified variance reduction methods for monte carlo exchang options pricing”  in: Mathematica and Statistical Methods for Actuarial Sciences and Finance; C. Perna, M. Sibillo (eds.)  pp. 379-387, Springer, ISBN: 9788847023413.

  21. M. Biancardi, G. Villani (2011): “Largest Consistent Set in International Environmental Agreements”, Computational Economics, Vol. 38, Issue 3, p. 407-423, ISSN: 0927-7099 (Print) 1572-9974 (Online).

  22. G. Villani (2010): “A Monte Carlo approach to value exchange options using a single stochastic factor” in: Mathematical and Statistical Methods for Actuarial Sciences and Finance; M. Corazza, C. Pizzi (eds.)  pp. 265-274, Springer, ISBN: 9788847014800.

  23. G. Villani (2010): “R&D Cooperation in Real Option Game Analysis” in:  Nonlinear Dynamics in Economics, Finance and Social Sciences; G.I. Bischi, C. Chiarella e L. Gardini (eds.) pp. 95-115, Springer, ISBN: 9783642040221.

  24. M. Biancardi, G. Villani (2010): “International Environmental Agreements with Asymmetric Countries”,  Computational Economics, Vol. 36,  Issue 1, pp. 69-92, ISSN: 0927-7099 (Print) 1572-9974 (Online).

  25. F. Cortelezzi, G. Villani (2009): “Valuation of R&D Sequential Exchange Options Using Monte Carlo  Approach”, Computational Economics, Vol. 33, Issue 3, pp. 209-236, ISSN: 0927-7099 (Print) 1572-9974 (Online).

  26. G. Villani (2008): “An R&D Investment Game under Uncertainty in Real Option Analysis” Computational Economics, Vol. 32, Issue 1-2, pp. 199-219, ISSN: 0927-7099 (Print) 1572-9974 (Online).

pubblicato il 25/01/2016 — ultima modifica 03/02/2026

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