Sergio Pastorello
Adjunct Professor
About
Sergio Pastorello is Adjunct Professor at SAIS Europe and Professor of Econometrics at the Department of Economics, University of Bologna, His research interests are in the fields of Econometrics, Causal Inference, Machine Learning, Artificial Intelligence, and Industrial Organization. His most recent work focuses on the effects of Artificial Intelligence on market outcomes, specifically the possibility that pricing algorithms driven by AI might lead to forms of tacit collusion, and the effects on market concentration and consumers’ welfare of Recommender Systems. He holds a PhD in Economics from the University of Bologna and a DEA in Economie Mathematique et Econometrie at the Université des Sciences Sociales of Toulouse. For a recent curriculum vitae including a full list of publications, see his personal webpage.
- Protecting consumers from collusive prices due to AI, with E. Calvano, G. Calzolari, V. Denicolò and J. Harrington, in Science 370:6520 (2020)
- Artificial Intelligence, Algorithmic Pricing and Collusion, with E. Calvano, G. Calzolari and V. Denicolò, in American Economic Review 110:10 (2020)
- European Spreads at the Interest Rate Lower Bound, with L. Coroneo, in Journal of Economic Dynamics & Control 119 (2020)
- Return Expectations and Risk Aversion Heterogeneity in Household Portfolios, with A. Bucciol and R. Miniaci, in Journal of Empirical Finance 40 (2017)
- Maximization by Parts in Extremum Estimation, with Y. Fan and E. Renault, in Econometrics Journal 18:2 (2015)
- Estimating and Testing Non-Affine Option Pricing Models with a Large Unbalanced Panel of Options, with F. Ferriani, in Econometrics Journal 15:2 (2012)