Aldo Glielmo

Hi! I am Aldo and I am a research scientist in the Applied Research Team, a research unit within the Directorate General for IT of the Bank of Italy. I am interested in the development of AI methods (typically ML-based) for applications in economics and finance, and I sometime borrow tools and concepts from physics given my education and early research training as a computational physicist. I am also member of the ELLIS Society. You can find a list of (some of) the projects I am working on here.

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selected publications

  1. AI/ML
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    Density Estimation via Binless Multidimensional Integration
    Matteo Carli, Alex Rodriguez, Alessandro Laio, and 1 more author
    Machine Learning Science and Technology, 2025
  2. AI/ML for Econ
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    Chat Bankman-Fried? an Exploration of LLM Alignment in Finance
    Claudia Biancotti, Carolina Camassa, Andrea Coletta, and 2 more authors
    Markets, Infrastructures, Payment Systems, 2025
  3. AI/ML for Econ
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    Agent-based modeling at central banks: Recent developments and new challenges
    András Borsos, Adrian Carro, Aldo Glielmo, and 3 more authors
    Bank of England Staff Working Paper, 2025