Davide Radi

Davide Radi joined the Depertment of Economics and Management at the end of 2017. He received his PhD in Applied Mathematics and Operational Research from the University of Bergamo in 2014. Before joining the University of Pisa, he had been Research Fellow at the LIUC - Cattaneo University, Adjunct Professor at the University of Insubra, Post-Doc at the Politechnic University of Marche, Teaching Assistent at the Bocconi University, Visiting Researcher at the University of Technology Sydney, Visiting Researcher and Visiting Lecturer at the University of Bielefeld, Visiting Researcher at the University of Graz.



His current teachning activity at the University of Pisa includes Financial Mathematics (mandatory course for undergraduate students in Banking), Mathematical Methods for Financial Markets (elective course for graduated students attending the Master of Science in Economics) and Financial Mathematics - Derivatives (elective course for graduated students attending the Master in Banking). His past teaching experiences include Mathematics for Economics (University of Insubria, LIUC - Cattaneo University and Bocconi University), Games Theory (University of Insubria), Games and Decisions (University of Insubria) and Calculus I and II (School of Industrial Engineering, LIUC - Cattaneo University).



His research interests include Credit Risk Modeling, Nonlinear Economic Dynamics (with special emphasis on Evolutionary Dynamics) and Robust Game Theory.

RECENT SELECTED PUBLICATIONS:

- Offshoring, reshoring, unemployment, and wage dynamics in a two-country evolutionary model, with G.I. Bischi and F. Lamantia, Macroeconomic Dynamics, 2021, 25(3), 705-732.

- Residential segregation: The role of inequality and housing subsidies, with P. Harting, Journal of Economic Behavior and Organization, 2020, 178, 801–819.

- Chaos, border collisions and stylized empirical facts in an asset pricing model with heterogeneous agents, with M. Anufriev and L. Gardini, Nonlinear Dynamics, 2020, 102(2), 993–1017.

- Hybrid evolutionary oligopolies and the dynamics of corporate social responsibility, with T. Tichý and F. Lamantia, Journal of Economic Interaction and Coordination, 2020.

- Modeling CDS spreads: A comparison of some hybrid approaches, with L.V. Ballestra and G. Pacelli, Journal of Empirical Finance, 2020, 57, 107–124.

- On the stochastic sensitivity and noised-induced transitions of a Kaldor-type business cycle model, with I. Bashkirtseva, L. Ryashko and T. Ryazanova, Computational Economics, 2018, 51(3), 699–718.

- Knowledge spillovers, congestion effects, and long run location patterns, with G. I. Bischi, M. Kopel and F. Lamantia. In: P. Commendatore, I. Kubin, S. Bougheas, A. Kirman, M. Kopel, G. Bischi (eds) 'The Economy as a Complex Spatial System. Springer Proceedings in Complexity'. Springer, Cham, 2018, pp. 192-215.

- Walrasian versus Cournot behavior in an oligopoly of boundedly rational firms. Journal of Evolutionary Economics, 2017, 27(5), 933–961.

- Robust games: Theory and application to a Cournot duopoly model, with P. G. Crespi and M. Rocca, Decisions in Economics and Finance, 2017, 40(1-2), 177–198.

- Computing the survival probability in the Madan-Unal credit risk model: Application to the CDS market, with L. V. Ballestra and G. Pacelli, Quantitative Finance, 2017, 17(2), 299–313.

- A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion, with L. V. Ballestra and G. Pacelli. Chaos, Solitons & Fractals, 2016, 87, 240–248.

- An evolutionary Cournot model with limited market knowledge, with G.I. Bischi and F. Lamantia. Journal of Economic Behavior & Organization, 2015, 116, 219–238.

- Entry limitations and heterogeneous tolerances in a Schelling-like Segregation Model, with L. Gardini. Chaos, Solitons & Fractals, vol. 79, pp. 130–144.

- An extension of the Antoci–Dei–Galeotti evolutionary model for environm