Bank of Italy

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Collaboration Analysis

Publications from 2021 to 2026

Latest Publications

Showing 10 of 691 papers

Research Article
10.1016/j.euroecorev.2026.105265

Quasi-fiscal policies in times of crisis: A high-frequency data analysis

Apr 01, 2026
European Economic Review
Luisa Corrado + 2 more +2

Research Article
10.1142/s242478632650012x

Long short-term memory network for high-frequency trading: A critical analysis based on an Italian case study

Mar 11, 2026
International Journal of Financial Engineering
Jacopo Chiapparino + 1 more +1

Deep Learning technologies have proven to be capable of making predictions in High-Frequency Trading, often reaching better results compared to other techniques traditionally used for this purpose. A Long Short-Term Memory (LSTM) architecture has been implemented because, despite noise, nonlinearity, nonstationarity and complexities in high-frequency data, this Recurrent Neural Network (RNN) deep learning technique allows for the discovery of interesting patterns, due to its peculiar features. Unlike traditional RNNs, which struggle to retain information over extended sequences, LSTM cells are able to selectively store and retrieve significant information from the past values. The goal of this paper is to study and implement a robust process for the fine-tuning of these nonlinear autoregressive models, analyze the results with the proper metrics, and evaluate the overall performance. A market case study based on an Italian stock has been analyzed to complement our discussion and we show how to improve the network performance using the technical indicator Williams %R as an exogenous variable related to volumes.

Research Article
10.1016/j.ejpoleco.2026.102809

Is local opposition taking the wind out of the energy transition?

Jan 07, 2026
European Journal of Political Economy
Federica Daniele + 2 more +2

Research Article
10.2139/ssrn.6217438

The Impact on Economic Activity and Housing Market of the 2023 Emilia-Romagna Floods

Jan 01, 2026
SSRN Electronic Journal
Elena Gentili

Research Article
10.2139/ssrn.6202039

Mafia Infiltrations in Times of Crisis: Evidence from the Covid-19 Shock

Jan 01, 2026
SSRN Electronic Journal
Marco Castelluccio + 1 more +1

Research Article
10.2139/ssrn.6173486

An Examination of the Domestic Macroeconomic Consequences of the United States’ Trade Policies

Jan 01, 2026
SSRN Electronic Journal
Luisa Carpinelli + 1 more +1

Research Article
10.2139/ssrn.6173658

How do Immigrants Affect Local Public Finances? Evidence from Italian Municipalities

Jan 01, 2026
SSRN Electronic Journal
Rama Dasi Mariani + 3 more +3

Research Article
10.2139/ssrn.6168654

Euro-Area Physical Risk Indicators for Climate-Related Financial Stability Analyses

Jan 01, 2026
SSRN Electronic Journal
Francesco Cusano + 3 more +3

Research Article
10.2139/ssrn.6219858

Uncertainty, Data Dependence and Interest Rate Volatility

Jan 01, 2026
SSRN Electronic Journal
Vincenzo Cuciniello + 3 more +3

Research Article
10.2139/ssrn.6225438

Italian Households' Investments in Sovereign Securities in the Post-Pandemic Period

Jan 01, 2026
SSRN Electronic Journal
Andrea Colabella + 2 more +2