Davide Radi

corpopresentazione

Davide Radi joined the School of Economics and Management at the end of 2015. He received his Ph.D. in Applied Mathematics and Operational Research from the University of Bergamo in 2014.

 

His research interests include Evolutionary Game Theory, Nonlinear Dynamical Systems and Credit Risk Modeling. In these fields of study he has around 15 publications on prestigious international journals and he has participated to projects financed by public agencies such as the Italian government and the European Union.

 

Currently, he is member of European COST Action IS1104 "The EU in the new complex geography of economic systems: models, tools and policy evaluation".

 

Selected Publications

Refereed Journal Publications:

  • Ballestra V. L., Pacelli G. and Radi D. 2017, 'Valuing investment projects under interest rate risk: Empirical evidence from European firms', Applied Economics incorporating Applied Financial Economics, available online since 12 May 2017, doi: 10.1080/00036846.2017.1327120.
  • Bashkirtseva I., Radi D., Ryashko L., Ryazanova T. 2017, 'On the stochastic sensitivity and noised-induced transitions of a Kaldor-type business cycle model', Computational Economics, available online since 25 November 2016, doi: 10.1007/s10614-016-9634-8.
  • Ballestra V. L., Pacelli G. and Radi D. 2017, 'Computing the survival probability in the Madan-Unal credit risk model: Application to the CDS market', Quantitative Finance, vol. 17(2), pp. 299–313.
  • Ballestra V. L., Pacelli G. and Radi D. 2016, 'A note on Fergusson and Platen, "Application of maximum likelihood estimation to stochastic short rate models"', Annals of Financial Economics, vol. 11(4), 1650018 (7 pages).
  • Ballestra V. L., Pacelli G. and Radi D. 2016, 'A very efficient approach to compute the first-passage probability density function in a time-changed Brownian model: Applications in finance', Physica A: Statistical Mechanics and its Applications, vol. 463, pp. 330–344.
  • Ballestra V. L., Pacelli G. and Radi D. 2016, 'A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion', Chaos, Solitons & Fractals, vol. 87, pp. 240–248.
  • Lamantia F., Cerboni Baiardi L. and Radi D. 2015, 'Evolutionary competition between boundedly rational behavioral rules in oligopoly games', Chaos, Solitons & Fractals, vol. 79, pp. 204–225.
  • Radi D. and Gardini L. 2015, 'Entry limitations and heterogeneous tolerances in a Schelling-like Segregation Model', Chaos, Solitons & Fractals, vol. 79, pp. 130–144.
  • Bischi G. I., Cerboni Baiardi L. and Radi D. 2015, 'On a discrete-time model with replicator dynamics in renewable resource exploitation', Journal of Difference Equations and Applications, vol. 21(10), pp. 954–973.
  • Bischi G. I., Lamantia F. and Radi D. 2015, 'An evolutionary Cournot model with limited market knowledge', Journal of Economic Behavior & Organization, vol. 116, pp. 219–238.
  • Yahia M., Radi D., Gardini L. and Freschi V. 2015,'Use of Chebyshev Polynomial Kalman Filter for pseudo-blind demodulation of CD3S signals', International Journal of Control, Automation, and Systems, vol. 13(5), pp. 1193–1200.
  • Lamantia F. and Radi D. 2015, 'Exploitation of renewable resources with differentiated technologies: An evolutionary analysis', Mathematics and Computers in Simulation, vol. 108, pp. 155–174.
  • Ballestra V. L., Pacelli G. and Radi D. 2015, 'The impact of the interest rate volatility on the valuation of investment strategies', International Journal of Management Cases, vol. 17(4), pp. 35–44.
  • Radi D., Gardini L. and Avrutin V. 2014, 'The Role of Constraints in a Segregation Model: The Asymmetric Case', Discrete Dynamics in Nature and Society, vol. 2014, Article ID 569296, 17 pages.
  • Radi D., Gardini L. and Avrutin V. 2014, 'The Role of Constraints in a Segregation Model: The Symmetric Case', Chaos, Solitons & Fractals, vol. 66, pp. 103–119.
  • Merlone U. and Radi D. 2014, 'Reaching consensus on rumors', Physica A: Statistical Mechanics and its Applications, vol. 406, pp. 260–271.
  • Bischi G. I., Lamantia F. and Radi D. 2013, 'A prey-predator fishery model with endogenous switching of harvesting strategy', Applied Mathematics and Computation, vol. 219(20), pp. 10123–10142.
  • Bischi G. I., Lamantia F. and Radi D. 2013, 'Multispecies exploitation with evolutionary switching of harvesting strategies',Natural Resource Modeling, vol. 26(4), pp. 546–571.
  • Bischi G. I. and Radi D. 2012, 'An extension of the Antoci-Dei-Galeotti evolutionary model for environment protection through financial instruments', Nonlinear Analysis: Real World Applications, vol. 13(1),  pp. 432–440.
  • A. Antoci and M. Galeotti, and Radi D. 2011, 'Financial Tools for the Abatement of Traffic Congestion: A Dynamical Analysis', Computational Economics, vol. 38(3), pp. 389–405.

Refereed Conference Proceedings:

  • Radi D. and Stefanini L. 2015 'Fuzzy differential equations by fuzzy-transform', Fuzzy Information Processing Society (NAFIPS) held jointly with 2015 5th World Conference on Soft Computing (WConSC), 2015 Annual Conference of the North American.
  • Merlone U., Radi D., Romano A. 2015, 'Minority influence in opinion spreading', 2015 Winter Simulation Conference (WSC), IEEE, pp. 3997 - 4008, DOI:10.1109/WSC.2015.7408554.
  • Ballestra V. L., Pacelli G. and Radi D. 2015, 'Does the volatility of interest rates affect the value of investment projects? A real option investigation', In: Referred Proceedings of the 13th International Conference of the Society for Global Business and Economic Development Managing the “Intangibles”: Business and Entrepreneurship Perspectives in a Global Context. Ancona 16-18 July 2014 Università Politecnica delle Marche Pag.137-146 ISBN:978-88-907795-7-2.

Articles in Edited Volumes:

  • Bischi G.I., Kopel M., Lamantia F., Radi D., 2017 'Knowledge spillovers, congestion effects, and long run location patterns' in The Economy as a Complex Spatial System, edited by P. Commendatore, M. Kopel, I. Kubin, S. Bougheas, A. Kirman, M. Kopel and G. I. Bischi, Springer Proceedings in Complexity, 2017, forthcoming.
  • Bischi G.I., Lamantia F., Radi D., 2017 'Evolutionary oligopoly games with heterogeneous adaptive players' in Handbook of Game Theory and Industrial Organization, edited by Luis Corchón and Marco Marini, London, United Kingdom: Edward Elgar, 2017, forthcoming.
  • Bischi G.I., Lamantia F., Radi D., 2016 'Lecture notes on Dynamical Systems in Economics and Finance' in Qualitative Theory of Dynamical Systems, Tools and Applications for Economic Modelling, edited by Bischi G.I., Panchuck A. and Radi D., Berlin, Germany: Springer, 2016, 183-194.
  • Lamantia F., Radi D. and Sbragia L., 2016 'Dynamic Modeling in Renewable Resource Exploitation' in Qualitative Theory of Dynamical Systems, Tools and Applications for Economic Modelling, edited by Bischi G.I., Panchuck A. and Radi D., Berlin, Germany: Springer, 2016, 183-194.
  • Merlone U., Radi D. and Romano A., 2016 'Opinion dynamics on networks' in Complex Networks and dynamics: Social and economics interactions, edited by Commendatore, P., Matilla-Garcia, M., Varela, L.M., Cánovas, J.S., Berlin, Germany: Springer, 2016, 183-194.

Affiliations

Professional Affiliations: Italian Society for Industrial and Applied Mathematics (S.I.M.A.I.), Italian Association of Mathematics Applied to Economic and Social Sciences (A.M.A.S.E.S.), Italian Society for Chaos and Complexity (S.I.C.C.), Society for Computational Economics.

Honors

Journal Referee:  Journal of Economic Behavior & Organization; Journal of Economic Dynamics and Control; Journal of Evolutionary Economics; Computational Economics; Water Resources Management; IMA Journal of Management Mathematics;  Applied Mathematics and Computation; Physica A: Statistical Mechanics and its Applications; Mathematics and Computers in Simulation; Chaos, Solitons & Fractals; Chaos; Fuzzy Sets and Systems.
 
 
 
 
 
 
 
Co-Editor:  Qualitative Theory of Dynamical Systems, Tools and Applications for Economic Modelling. Lectures given at the COST Training School on New Economic Complex Geography at Urbino, Italy, 17-19 September 2015. Springer Proceedings in Complexity