Publications

PUBLICATIONS 

• Giacinto Angelo Sgarro, Luca Grilli, Domenico Santoro, "Ant Colony Optimization for solving Directed Chinese Postman Problem" accepted for publication in Neural Computing and Applications.

• Giacinto Angelo Sgarro, Luca Grilli, Domenico Santoro, Optimal multivariate mixture: a genetic algorithm approach. Annals of Operations Research (2024). https://doi.org/10.1007/s10479-024-06045-x

• Alfonso Guarino,  Domenico Santoro, Luca Grilli, Mario Balbi, EvoFolio: a portfolio optimization method based on multi-objective evolutionary algorithms. Neural Computing and Applications (2024). https://doi.org/10.1007/s00521-024-09456-w

• Sgarro Giacinto Angelo, Luca Grilli,   Ant Colony Optimization for Chinese Postman Problem. Neural Computing and Applications 36(6),  2024, pp. 2901-2920.  https://doi.org/10.1007/s00521-023-09195-4.

• Giulio Mario Cappelletti, Rossana Caputo, Michela Cariglia, Luca Grilli, Carlo Russo, Domenico Santoro, Giacinto Angelo Sgarro Harnessing the power of blockchain in the agri-food sector: a meta-analysis of current research and best practices, Applied Mathematical Sciences, Vol. 17, 2023, no. 10, 477-501, https://doi.org/10.12988/ams.2023.917473

• Sgarro Giacinto Angelo, Luca Grilli, Anna Antonia Valenzano, Fiorenzo Moscatelli, Domenico Monacis, Giusi Toto, Antonella De Maria, Giovanni Messina, and Rita Polito The Role of BIA Analysis in Osteoporosis Risk Development: Hierarchical Clustering Approach. Diagnostics 2023 (Section Machine Learning and Artificial Intelligence in Diagnostics), 13, 2292. https://doi.org/10.3390/diagnostics13132292

• Alfonso Guarino, Luca Grilli, Domenico Santoro, Francesco Messina, Rocco Zaccagnino On the efficacy of ‘herd behavior’ in the commodities market. A neuro-fuzzy agent ‘herding’ on deep learning traders,  Applied Stochastic Models in Business and Industry, in press (2023) https://doi.org/10.1002/ASMB.2793.

• Giacinto Angelo Sgarro, Luca Grilli, Anna Valenzano, Fiorenzo,  Moscatelli, Domenico Monacis, Giusi Antonia Toto, Antonella De Maria, Giovanni Messina, Rita Polito The role of BIA Analysis in Osteoporosis Risk Develop- ment: Hierarchical clustering approach, Diagnostics (section Machine Learning and Artificial Intelligence), in press (2023).

• Emiliano del Gobbo, Alfonso Guarino, Barbara Cafarelli, Luca Grilli GradeAid: a framework for automatic short answers grading in educational contexts—design, implementation and evaluation,  Knowledge and Information Systems  (2023). https://doi.org/10.1007/s10115-023-01892-9.

• Emiliano del Gobbo, Alfonso Guarino, Barbara Cafarelli, Luca Grilli, Pierpaolo Limone, Automatic evaluation of open-ended questions for online learning. A systematic mapping, Studies in Educational Evaluation, Volume 77, 2023, 101258, ISSN 0191-491X, https://doi.org/10.1016/j.stueduc.2023.101258.

• Cappelletti, Giulio Mario, Luca Grilli, Carlo Russo, and Domenico Santoro "Benchmarking Sustainable Mobility in Higher Education" Sustainability 15, no. 6: 5190.  2023. https://doi.org/10.3390/su15065190

• Giacinto Angelo Sgarro, Luca Grilli Genetic algorithm for optimal multivariate mixture, Applied Mathematical Sciences, Vol. 17, 2023, no. 1, 15-25 https://doi.org/10.12988/ams.2023.917307

• Gür Mazlum, Sümeyye, Süleyman Şenyurt, and Luca Grilli "The Invariants of Dual Parallel Equidistant Ruled Surfaces" Symmetry,  15, no. 1: 206, 2023. https://doi.org/10.3390/sym15010206

• Luca Grilli, Domenico Santoro Forecasting financial time series with Boltzmann entropy through neural networks. Computational Management Science, Volume 19, Issue 4, Pages 665 - 681, October 2022 . https://doi.org/10.1007/s10287-022-00430-2

• Cappelletti, Giulio Mario, Luca Grilli, Carlo Russo, and Domenico Santoro. 2022. "Machine Learning and Sustainable Mobility: The Case of the University of Foggia (Italy)" Applied Sciences 12, no. 17: 8774. https://doi.org/10.3390/app12178774

• Francesco Colasanto, Luca Grilli, Domenico Santoro Directional derivatives in non-Hausdorff TVS: topological filter techniques without metric structures,  Applied Mathematical Sciences, Vol. 16, 2022, no. 5, 251 - 260, https://doi.org/10.12988/ams.2022.916795

• Alfonso Guarino, Luca Grilli, Domenico Santoro, Francesco Messina, Rocco Zaccagnino To learn or not to learn? Evaluating autonomous, adaptive, automated traders in cryptocurrencies financial bubbles, Neural Computing and Applications, Volume 34, Issue 23, Pages 20715 - 20756, December 2022. https://doi.org/10.1007/s00521-022-07543-4.

• Francesco Colasanto, Luca Grilli, Domenico Santoro and Giovanni Villani Neural Network Contribute to Reverse Cryptographic Processes in Bitcoin Systems: attention on SHA256,  Applied Mathematical Sciences, Vol. 16, 2022, no. 4, 215 - 232. https://doi.org/10.12988/ams.2022.916778

• Gür Mazlum, Sümeyye, Süleyman Şenyurt, and Luca Grilli. The Dual Expression of Parallel Equidistant Ruled Surfaces in Euclidean 3-Space, Symmetry 14, no. 5: 1062, 2022. https://doi.org/10.3390/sym14051062

• Luca Grilli, Domenico Santoro, Generative Adversarial Network to evaluate quantity of information in financial markets, Neural Computing and Applications, Volume 34, Issue 20, Pages 17473 - 17490, October 2022. https://doi.org/10.1007/s00521-022-07401-3.

• Luca Grilli, Domenico Santoro, Francesco Colasanto, Giovanni Villani  BERT's sentiment score for portfolio optimization: a fine-tuned views in Black and Litterman model, Neural Computing and Applications, 34(20), pp. 17507-17521 (2022). https://doi.org/10.1007/s00521-022-07403-1.

• Francesco Colasanto, Luca Grilli, Domenico Santoro, Giovanni Villani, AlBERTino for stock price prediction: a Gibbs sampling approach, Information Sciences, Volume 597, 2022, Pages 341-357, ISSN 0020-0255, https://doi.org/10.1016/j.ins.2022.03.051.

• M. Bisceglia, R. Cellini, L. Grilli  “On the Dynamic Optimality of Yardstick Regulation”, Annals of Operations Research, 315(1), pp. 73-92 (2022). https://doi.org/10.1007/s10479-022-04671-x 

• Gabriella Casalino, Luca Grilli, Alfonso Guarino, Daniele Schicchi,  Davide Taibi (2022). Intelligent Knowledge Understanding from Students Questionnaires: A Case Study. In: Casalino G. et al. (eds),  Higher Education Learning Methodologies and Technologies Online. HELMeTO 2021. Communications in Computer and Information Science, vol 1542. Springer, Switzerland. https://doi.org/10.1007/978-3-030-96060-5_6

• del Gobbo E., Guarino A., Cafarelli B., Grilli L., Limone P. (2022). On the perceptions of online learning due to COVID-19 pandemic. Case study: University of Foggia, Italy. In: Limone, P., Di Fuccio, R., Toto, G.A. (eds) Psychology, Learning, Technology. PLT 2022. Communications in Computer and Information Science, vol 1606. Springer, Cham. https://doi.org/10.1007/978-3-031-15845-2_9 

• Casalino G., Cafarelli B., del Gobbo E., Fontanella L., Grilli L., Guarino A., Limone P., Schicchi D., Taibi D. (2021). Framing automatic grading techniques for open-ended questionnaires responses. A short survey.  CEUR Workshop Proceedings, Volume 3025, ISSN 1613-0073.

• Grilli Luca, Gabriella Casalino, Pierpaolo Limone, Domenico Santoro, Daniele Schicchi "Deep learning for knowledge tracing in learning analytics: an overview", Proceedings of the First Workshop on Technology Enhanced Learning Environments for Blended Education - The Italian e-Learning Conference 2021, In CEUR WORKSHOP PROCEEDINGS - ISSN:1613-0073, 2021, vol. 2817 (ONLINE: http://ceur-ws.org/Vol-2817/)

• Luca Grilli, Domenico Santoro "A Statistical Ensemble Based Approach for Entropy in Cryptocurrencies Markets" Chaotic Modeling and Simulation,  April 2021 Issue  2: pp. 91-103, 2021 (full text)

• Casalino, Gabriella; Grilli, Luca; Schicchi, Daniele; Taibi, Davide "Intelligent Knowledge understanding from students questionnaires" Book of Abstracts HELMeTO 2021 3rd International Workshop on Higher Education Learning Methodologies and Technologies, 2021, Ed. by Marta Cimitile and Riccardo Pecori,  pp. 66-68, ISBN: 978-88-99978-36-5

• Giulio Maria Cappelletti, Luca Grilli, Carlo Russo, Domenico Santoro "Sustainable mobility in universities: the case of the University of Foggia (Italy)" Environments, 2021, 8, 57. https://doi.org/10.3390/environments8060057

• -  Luca Grilli, Domenico Santoro "Cryptocurrencies Markets and Entropy: A Statistical Ensemble Based Approach" Applied Mathematical Sciences, Vol. 15, 2021, no. 7, 297-320 (https://doi.org/10.12988/ams.2021.914488)

• Luca Grilli, Gabriella Casalino, Pierpaolo Limone, Domenico Santoro, Daniele Schicchi "Deep learning for knowledge tracing in learning analytics: an overview", Proceedings of the First Workshop on Technology Enhanced Learning Environments for Blended Education - The Italian e-Learning Conference 2021, In CEUR WORKSHOP PROCEEDINGS - ISSN:1613-0073, 2021, vol. 2817 (ONLINE: http://ceur-ws.org/Vol-2817/)

• Luca Grilli, Domenico Santoro "Generative Adversarial Network for Market Hourly Discrimination", Proceedings Book of ICMRS 2020 - 3RD INTERNATIONAL CONFERENCE ON MATHEMATICAL AND RELATED SCIENCES: CURRENT TRENDS AND DEVELOPMENTS, Editors ERHAN SET, AHMET OCAK AKDEMİR, ALPER EKİNCİ, 2021, ISBN:  978-625-409-146-9,  pp. 106-113, http://www.ic-mrs.org/files/proceedings.pdf.

• Luca Grilli, Domenico Santoro "A Statistical Ensemble Based Approach for Entropy in Cryptocurrencies Markets", CHAOS 2020 Proceedings 13th Chaotic Modeling and Simulation International Conference, edited by Christos H. Skiadas, 2020, pp. 265-277,  http://www.cmsim.org/images/CHAOS_Proceedings-2020_A-Gr-1-278.pdf.

• Luca Grilli, Michele Gutierrez, Lucia Maddalena, Antonio Piga "Optimal selection and environmental sustainability of innovative storage conditions and packaging technologies in cheesecake production", Applied Mathematical Sciences, Vol. 14, 2020, no. 6, 245-270,    https://doi.org/10.12988/ams.2020.912179

• Suleyman Senyurt, Sumeyye Gur Mazlum, Luca Grilli "Gaussian curvatures of parallel ruled surfaces", Applied Mathematical Sciences, Vol. 14, 2020, no. 4, 171-183,    https://doi.org/10.12988/ams.2020.912175

• M. Bisceglia, L. Grilli,  “A Dynamic Private Property Resource Game with Asymmetric Firms”, Decisions in Economics and Finance, 43, 109–127 (2020). https://doi.org/10.1007/s10203-019-00266-7 (full-text view-only version)

• M. Bisceglia, R. Cellini, L. Grilli  “Quality competition in healthcare services with regional regulators: A differential game approach”, Dynamic Games and Applications, Vol. 9, Issue 1, pp. 1-23 (2019), https://doi.org/10.1007/s13235-018-0245-y (full-text view-only version)

• L. Grilli, M. A. Russo,  “The Management of Human Resources in Health Industries: A Multicriteria Approach”, Journal of Applied Economic Sciences, Vol. XIII, Issue 7 (61), Winter 2018, pp. 1972-1974 (full-text)

• M. Bisceglia, A. G. Caputi, L. Grilli, V. Pacelli  “Internal Balance and International Competitiveness: Sports Leagues Decision Models”, Italian Economic Journal, November 2018, Volume 4, Issue 3, pp 567-578, https://doi.org/10.1007/s40797-018-0079-1 (full-text view-only version)  

• M. Bisceglia, R. Cellini, L. Grilli  “Regional regulators in healthcare service under quality competition: A game theoretical model”, Health Economics, Volume27, Issue11, November 2018, Pages 1821-1842; https://doi.org/10.1002/hec.3805

• L. Grilli, F. La Manna, V. Pacelli  “Financial markets, shocks and Omori-Utsu law”, Journal of Applied Economic Sciences, Vol. XIII, Issue 1 (55), Spring 2018, pp. 24-33 (full-text)

• L. Grilli, M. A. Russo,  “Optimal Allocation of Human Resources in the Emergency Ambulance Service”, Applied Mathematical Sciences,  Vol. 11, 2017, no. 63, 3121 - 3128, https://doi.org/10.12988/ams.2017.712353.

• M. Bisceglia, L. Grilli,  “A Differential Game in a Duopoly with Instantaneous Incentives”, Decisions in Economics and Finance, Vol. 40, Issue 1-2, pp. 317-333 (2017),  (https://doi.org/10.1007/s10203-017-0189-5) (full-text view-only version)

• G. M. Cappelletti; L. Grilli, G. M.  Nicoletti, C. Russo  “Innovations in the Olive Oil Sector: a Fuzzy Multicriteria Approach”, Journal of Cleaner Production, 159, 2017, pp. 95-105 (https://doi.org/10.1016/j.jclepro.2017.05.039).

• M. Bisceglia, L. Grilli,  “A Duopoly with Common Renewable Resource and Incentives”, International Game Theory Review, Vol. 19, No. 4 (2017), 1750018 (20 pages), https://doi.org/10.1142/S0219198917500189.

• L. Grilli, S. Șenyurt “Spherical Indicatrix Curves of Spatial Quaternionic Curves”, Applied Mathematical Sciences, Vol. 9, 2015, no. 90, 4469-4477, (http://dx.doi.org/10.12988/ams.2015.53279). 

• L. Grilli, A. Sfrecola “A Qualitative Interpretation of the Sampling Theorem in the Time Domain”  Global Journal of Pure and  Applied Mathematics, Vol. 10, Number 6, 2014, pp. 917-928.

• L. Grilli, A. Sfrecola “Financial/Technical Analysis about Italian “IV Conto Energia” for Photovoltaic Energy: a Case Study”, Journal of Applied Economic Sciences, Vol. VIII, Issue 1 (23), spring 2013, pp. 44-51 (full-text).

•  L. Grilli “A Critical Review on Strong Interpolation Theorem for Way Below Relation” Advances in Algebra, Vol. 5, Number 1, pp. 1-5, 2012.

• L. Grilli, R. Cardillo “Mathematics and evolution of human history: a cross-disciplinary approach” International Journal of Mathematical Education, Vol. 2, Number 1, pp. 7-22, 2012.

• L. Grilli, M. A. Russo, R. Gismondi “Methodological Proposals for a Qualitative Evaluation of Italian Durum Wheat Varieties”, Journal of Applied Economic Sciences, Vol. 7, Issue 2 (20), summer 2012, pp. 103-122 (full-text)

• L. Grilli, M. A. Russo, A. Sfrecola ``Quali-Quantitative Indicators for Decision Making in University Activities Evaluation'' Journal of Applied Sciences, Volume 11, Number 4, pp. 713-718, 2011.

• L. Grilli,  M. A. Russo, A. Sfrecola  “A Cluster Analysis of the Italian Electricity Day-Ahead-Market” International Journal of Statistics and Economics, formerly known as the “Bulletin of Statistics & Economics”, Volume 7, Number A11, pp. 1-9, 2011.

• L. Grilli, M. A. Russo, A. Sfrecola "Financial Time Series and Neural Networks in a Minority Game Context", in Mathematical and Statistical Methods for Actuarial Sciences and Finance, Corazza, Marco; Claudio, Pizzi (Eds.), ISBN: 978-88-470-1480-0, Springer, 2010 (https://doi.org/10.1007/978-88-470-1481-7_16)

• L. Grilli, P. M. Falcone``Quantitative Analysis of the Fishing Activity in the Gulf of Manfredonia (Gargano, South-Italy)'' Journal of Environmental Protection, Vol.1, n.2, pp.117-120, June 2010.

• L. Grilli, "Deregulated Electricity Market and Auctions: the Italian case" iBusiness, Volume 2, Number 3, pp. 238-242, Sep. 2010 (full-text)

• L. Grilli,  A. Sfrecola  “A Game Theoretical Study of the Wheat Market in Southern-Italy” International Journal of Computational and Applied Mathematics, Volume 5, Number 6 (2010), pp. 763–768.

• L. Grilli, A. Sfrecola "A Neural Networks approach to Minority Game" Neural Computing and Applications, Vol. 18, n. 2, pp. 109-113, Feb. 2009, (https://doi.org/10.1007/s00521-007-0163-1).

• L. Grilli “A Stackelberg differential game with overlapping generations for the management of a renewable resource” Statistical Science and Interdisciplinary Research - Vol. 6, pp. 221-235, April 2009 (https://doi.org/10.1142/9789814273510_0014).

• L. Grilli "Resource extraction activity: an intergenerational approach with asymmetric players" Game Theory and Applications, vol.13, pp. 45-55, 2008,  New York: Nova Science Publishers, ISBN: 978-1-60456-297-2.

• L. Grilli, M.A. Russo “Decision Making in Financial Markets by Means of a Multivariate Ordering Procedure” in Mathematical and Statistical Methods for Insurance and Finance, Perna, Cira; Sibillo, Marilena (Eds.),  ISBN: 978-88-470-0703-1, Springer, 2008, (https://doi.org/10.1007/978-88-470-0704-8_18).

• L. Grilli, M.A. Russo “L’ordinamento dei dati multivariati in problemi di scelta: il caso degli incentivi dalla PAC” in Metodi, Modelli, e Tecnologie dell'Informazione a Supporto delle Decisioni, parte seconda: Applicazioni, eds A. Di Maio, M.Gallo, B.Simonetti, ISBN 978-88- 464-8381-2, 2008.

• L. Grilli, M. A. Russo, A. Sfrecola “Indicatori Quali-Quantitativi per il Supporto alle Decisioni nella Valutazione delle Attività Universitarie", Methods, Models and Information Technologies for Decision Support Systems (ISBN 978-88-8305-061-9), Univ. del Salento, pp. 253-256, 2008.

• F. Ciardiello, L. Grilli “Un approccio econofisico alla distribuzione della ricchezza”, Econofisica, Metodi per l’Economia (a cura di Decio Cocolicchio, Luca Grilli e Lucia Maddalena), Collana Interdipartimentale di Studi Economici, vol.11, pp. 49-62, 2006 (isbn: 88-495-1325-9), Edizioni Scientifiche Italiane, Napoli.

• L. Grilli “Un approccio metrico per lo studio dei dati finanziari”, Metodi Matematici per l'Economia e la Finanza (a cura di Lucia Maddalena), Collana Interdipartimentale di Studi Economici, Volume 4, 2005  ( ISBN: 88-495-1012-8), Edizioni Scientifiche Italiane, Napoli.

• L. Grilli “Long-Term Fixed-Income Market Structure” Physica A: Statistical Mechanics and its Applications, 332, 1 (feb. 2004),  pp.441-447, (https://doi.org/10.1016/j.physa.2003.10.019).

• L. Grilli "Boltzmann-type equation in anelastic case: a convergence result" Letters in Mathematical Physics, Volume 64, issue 2, 2003, pp. 119-127, (https://doi.org/10.1023/A:1025716119825).

• L. Grilli "Giochi Differenziali con Orizzonti Asincroni e Applicazioni alla Gestione delle Risorse Rinnovabili" Phd Thesis, Università di Napoli "Federico II", November 2003.

• M. Bernaschi, L. Grilli,  D. Vergni "Statistical analysis of fixed income market" Physica A: Statistical Mechanics and its Applications, 308 (1-4), 2002, pp. 381-390, (https://doi.org/10.1016/S0378-4371(02)00590-3).

BOOKS:

• L. Grilli, M. Bisceglia (2016) “Informatica di Base”, 94 pag., Lulu, Inc, ISBN: 978-1-326-55046-2.

• L. Grilli (2016) "Pillole per un Precorso di Matematica: Terapia Intensiva su Equazioni e Disequazioni", 117 pag., Lulu Press, Inc, ISBN: 978-1-326-55550-4

• L. Grilli, M. Bisceglia (2016) "I Numeri Complessi", 70 pag-, Lulu Press, Inc ISBN: 978-1-326-62890-1

• L. Grilli, M. Bisceglia (2016) "Lezioni di Matematica per l'Economia e la Finanza", 225 pag., Lulu Press, Inc - Raleigh, NC, ISBN: 978-1-326-75505-8

PREPRINTS:

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

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

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

  • 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.