Research

Topics of interest: Artificial Intelligence; Econometrics & Statistics; Economics of Science; Finance; Human Capital; Information Economics; Innovation; Knowledge; Macroeconomics. 

Publications in peer reviewed journals

• Pernagallo, G. (2025). Random walks, Hurst exponent, and market efficiency. Quality & Quantity.

• Pernagallo, G. (2024). Crypto network. Physica A: Statistical Mechanics and its Applications, 654, 130128.

• Pernagallo, G. (2024). The student funding dilemma. The Journal of Economic Asymmetries, 30, e00369.

• Pernagallo, G., Punzo, A., Torrisi, B. (2024). Women and insurance pricing policies: a gender-based analysis with GAMLSS on two actuarial datasets. Scientific Reports, 14, Article number: 3239.

• Pernagallo, G. (2023). An entropy-based measure of correlation for time series. Information Sciences, 643, 119272. 

• Pernagallo, G. (2023). Science in the mist: A model of asymmetric information for the research market. Metroeconomica, 74 (2), pp. 390–415.

• Pernagallo, G., Torrisi, B. (2023). Human capital mobility patterns in the European Union and the financial crisis. Quality & Quantity, 57, 1791–1820 .

• Pernagallo, G., Torrisi, B. (2022). A theory of information overload applied to perfectly efficient financial markets. Review of Behavioral Finance, 14 (2), pp. 223–236.

• Torrisi, B., Pernagallo, G. (2022). The relationship between academic well-being and territoriality in Italy. Social Indicators Research, 161, pp. 413–431.

• Caruso, S., Pernagallo, G. (2021). On the efficiency of online soccer betting markets: a new methodology based on symbolic series. Economics Bulletin, 41 (3), pp. 1451–1460. 

• Pernagallo, G., Torrisi, B. (2020). A logit model to assess the transparency of Italian public administration websites. Government Information Quarterly, 37 (4), 101519.

• Torrisi, B., Pernagallo, G. (2020). Investigating the relationship between job satisfaction and academic brain drain: the Italian case. Scientometrics, 124, pp. 925–952.

• Pernagallo, G., Torrisi, B. (2020). Blindfolded monkeys or financial analysts: Who is worth your money? New evidence on informational inefficiencies in the U.S. stock market. Physica A: Statistical Mechanics and its Applications, 539, 122900.  

• Pernagallo, G. Torrisi, B. (2019). An empirical analysis on the degree of Gaussianity and long memory of financial returns in emerging economies. Physica A: Statistical Mechanics and its Applications, 527, 121296. 

• Casabianca, T., Marinelli, E., Pernagallo, G., Torrisi, B. (2019). Radiocarbon Dating of the Turin Shroud: New Evidence from Raw Data. Archaeometry, 61 (5), pp. 1223–1231.

Book Chapters and Conference Proceedings

• Pernagallo, G. (2024). Overcoming asymmetric information: A data-driven approach, in the Elgar Companion to Information Economics, editors Prof. J. Włodarczyk and D. Raban.

• Pernagallo, G., Torrisi, B., Bennato, D. (2021). A classification algorithm to recognize fake news websites. In: Mariani, P., Zenga, M. (eds) Data Science and Social Research II. DSSR 2019. Studies in Classification, Data Analysis, and Knowledge Organization. Springer, Cham. 

• Torrisi B., Mazzeo F., Pernagallo G. (2018). Business data analytics nei processi d'internazionalizzazione delle PMI, in "Percorsi di ricerca sui processi di creazione e diffusione del valore nelle PMI", Capitolo 9, pp. 205-231, Giappichelli Editore, ISBN 9788892117860.

Reports

• Russo, G., Pernagallo, G. (2024). Il risparmio gestito: 40 anni in buona salute e con prospettive, in Indagine sul Risparmio e sulle scelte finanziarie degli italiani 2024, a cura di Giuseppe Russo, pp. 91–132.

• Pernagallo, G. (2024). Patrimonio immobiliare, mobiliare e previdenza, in Indagine sul Risparmio e sulle scelte finanziarie degli italiani 2024, a cura di Giuseppe Russo, pp. 71–89.

• Pernagallo, G. (2023). Il patrimonio, la casa, la previdenza e i rischi nell’epoca dell’inflazione, in Indagine sul Risparmio e sulle scelte finanziarie degli italiani 2023, a cura di Giuseppe Russo con Pier Marco Ferraresi, pp. 69–81.

• Pernagallo, G. (2022). Focus giovani: una tradizione finanziaria all'italiana, in Indagine sul Risparmio e sulle scelte finanziarie degli italiani 2022, a cura di Giuseppe Russo con Pier Marco Ferraresi, pp. 146–167.

Statistical Appendices

• Pernagallo, G. (2024). Appendice statistica, in Indagine sul Risparmio e sulle scelte finanziarie degli italiani 2024, a cura di Giuseppe Russo, pp. 145–163.

• Pernagallo, G. (2023). Appendice statistica, in Indagine sul Risparmio e sulle scelte finanziarie degli italiani 2023, a cura di Giuseppe Russo con Pier Marco Ferraresi, pp. 129–151.

• Pernagallo, G. (2022). Appendice statistica, in Indagine sul Risparmio e sulle scelte finanziarie degli italiani 2022, a cura di Giuseppe Russo con Pier Marco Ferraresi, pp. 177–200.

• Pernagallo, G. (2021). Appendice statistica, Rapporto sul Private Banking in Italia 2021, AIPB.

Working Papers

• Di Caro, P., Pernagallo, G., Rossello, D., Torrisi, B. (2019). Empirical facts characterizing banking crises: an analysis via binary time series. Preprint available on arXiv.

Conference Papers/Presentations

• Pernagallo, G., Quatraro, F. (2025). The green path in the cryptocurrency market. Long-term investors’ trends: theory and practice, Collegio Carlo Alberto and Banca d'Italia, Turin, Italy.

• Pernagallo, G. (2025). Too much science. 2nd edition of the International Conference “Renaissance in Economics. Manifesto for New Economy”. Florence, Italy.

• Ialenti, S., Pernagallo, G. (2025). Thinking Outside the Box: An Alternative Model to the Narrow Corridor. 28th Annual Conference of the European Society for the History of Economic Thought (ESHET), Turin, Italy.

• Pernagallo, G. (2025). Too much science. 28th Annual Conference of the European Society for the History of Economic Thought (ESHET), Turin, Italy.

• Pernagallo, G., Caruso, S. (2025). Baumol meets automation. International Seminar AIMED 2025 (Fifth edition), Economic and Policy Implications of Artificial Intelligence, Economics, Humanities and Law of AI, Università Mediterranea di Reggio Calabria, Italy.

• Pernagallo, G., Caruso, S. (2025). Baumol meets automation. Collegio Carlo Alberto Occasional Seminars, Turin, Italy.

• Pernagallo, G., Caruso, S. (2024). Baumol meets automation: A dynamic two-sector model in an economy with robots replacing workforce. Automation, Trade and Global Value Chains: New Empirical Evidence and Theory Development, Parma, Italy.

• Pernagallo, G. (2024). Too much science. Italian Economic Association (SIE), 65.ma Annual Scientific Conference, Urbino, Italy.

• Pernagallo, G., Vitali, G. (2024). Housing market in peripheral areas: A machine learning approach. Italian Association of Regional Science (AISRe), XLV Annual Scientific Conference, Turin, Italy, 05 September 2024.

• Pernagallo, G., Vitali, G. (2024). Real estate investment decisions in peripheral areas. 63rd European Association of Regional Science Association (ERSA) Congress held from 26-30 August 2024, Terceira Island, Azores, Portugal & Virtual.

• Pernagallo, G., Caruso, S. (2024). An econometric analysis of the efficiency of online soccer betting markets. International Conference on Empirical Economics (ICEE) at PSU-Altoona, August 3, 2024, Pennsylvania State University at Altoona (USA).

• Pernagallo, G., Siviero, L., Torrisi, B. (2022). Insularity and international trade: the case of Sicily. LVIII Riunione scientifica Società Italiana di Economia Demografia e Statistica (The Italian Society of Economic, Demographic and Statistical Studies), “Tra marginalità e sviluppo. La sfida della sostenibilità in una prospettiva mediterranea”, Palermo.

• Pernagallo, G. (2021). Overcoming asymmetric information: a data-driven approach. PhD Workshop in Economics of Innovation, Complexity and Knowledge, WICK #9, Collegio Carlo Alberto, Turin.

• Pernagallo, G., Torrisi, B. (2020). A theory of Information overload applied to perfectly efficient financial markets. 2020 International Conference on Modern Management based on Big Data (MMBD2020), Beijing, China.

• Ferrari, E., Caruso, G., Torrisi, B., Puglisi, M., Pernagallo, G. (2019). Does it pay to be good in Italy? Exploring the relationship between CSP and CFP in Italian companies. Tenth Workshop on Financial Reporting, June 2019, Turin.

• Casabianca T., Marinelli E., Pernagallo G., Torrisi B. (2018). Radiocarbon Dating of the Turin Shroud: New Evidence from Raw Data. European Conference on Data Analysis, Paderborn, Germany.        

Other Publications

• Pernagallo, G. (2012). L’eternità morirà prima del mio amore. Libreria Editrice Urso, Araba Fenice, Collana di poesia, EAN 9788896071847.

Media coverage

A brief selection of articles concerning my research.

• https://en.wikipedia.org/wiki/Radiocarbon_dating_of_the_Shroud_of_Turin

• https://en.wikipedia.org/wiki/Fringe_theories_about_the_Shroud_of_Turin

• https://finanza.repubblica.it/News/2022/12/13/_risparmio_e_scelte_finanziarie_degli_italiani_2022_presentata_la_ricerca_di_intesa_sanpaolo_e_centro_einaudi-143/

• https://www.facile.it/mutui/news/casa-di-proprieta-a-rischio-il-primato-dell-italia-in-europa.html

• https://www.affaritaliani.it/economia/notizie-aziende/intesa-sanpaolo-e-centro-einaudi-presentato-il-report-sul-risparmio-830373.html

• https://stream24.ilsole24ore.com/video/italia/risparmio-presentata-indagine-intesa-sanpaolo-centro-einaudi/AEarhuOC

• https://www.lavoce.info/archives/70684/bond-a-impatto-sociale-per-finanziare-la-digitalizzazione-della-pa/

• http://frida.unito.it/wn_pages/contenuti.php/373_economia-finanza-e-management/387_prezzi-alle-stelle-i-cinici-meccanismi-del-mercato-in-tempo-di-pandemia/ 

• https://en.wikipedia.org/wiki/Shroud_of_Turin 

• https://www.blogsicilia.it/catania/quanto-influisce-linsularita-sulleconomia-siciliana-lo-svela-una-ricerca-delluniversita-di-catania/732185/

• https://news.yahoo.com/shroud-turin-declared-fraud-research-100312243.html 

• http://www.thedailybeast.com/the-shroud-of-turin-was-declared-a-fraud-new-research-has-some-asking-for-a-retrial 

• https://townhall.com/columnists/myrakahnadams/2019/11/03/shroud-of-turin-interview-with-researcher-who-debunked-the-1988-medieval-dating-n2555665 

• https://townhall.com/columnists/myrakahnadams/2019/07/21/shroud-of-turin-new-test-concludes-1988-medieval-hoax-dating-was-a-fraud-n2550263 

• https://www.lastampa.it/vatican-insider/it/2019/06/11/news/la-sindone-non-e-di-epoca-medievale-servono-nuovi-studi-per-conoscerne-l-eta-1.36540393 

• https://www.express.co.uk/news/science/1157656/Jesus-Christ-Shroud-of-Turin-face-real-shroud-study-face-of-god-Christianity 

• https://aleteia.org/2019/07/22/new-data-questions-finding-that-shroud-of-turin-was-medieval-hoax/ 

• https://www.repubblica.it/scienze/2019/05/20/news/sindone_nuova_analisi_non_ci_sono_prove_sia_medievale-226734627/ 

• https://www.chemistryworld.com/opinion/how-old-is-the-turin-shroud/3010341.article