Access Statistics for Paolo Giudici

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian h-index: how to measure research impact 0 0 0 48 0 0 0 264
A Poisson autoregressive model to understand COVID-19 contagion dynamics 0 1 1 182 1 3 4 510
A rank graduation accuracy measure 0 0 1 13 0 0 5 42
Bail in or Bail out? The Atlante example from a systemic risk perspective 0 0 1 89 0 1 2 155
Bayesian Credit Ratings (new version) 0 0 0 50 0 0 1 80
Bayesian operational risk models 0 0 2 43 0 1 5 116
Big data models of bank risk contagion 1 1 1 283 4 5 11 394
CoRisk: measuring systemic risk through default probability contagion 0 0 2 158 0 1 23 520
Conditional graphical models for systemic risk measurement 0 0 0 67 0 1 2 152
Credit risk predictions with Bayesian model averaging 0 0 0 79 0 0 2 222
Estimating bank default with generalised extreme value models 0 0 0 81 0 2 3 220
Factorial Network Models To Improve P2P Credit Risk Management 0 0 1 38 0 0 2 107
Financial big data analysis for the estimation of systemic risks 0 0 1 194 0 0 4 401
Graphical network models for international financial flows 0 0 3 158 0 0 5 360
H Index: A Statistical Proposal 0 0 0 54 2 2 3 295
Heterogeneous Market Structure and Systemic Risk: Evidence from Dual Banking Systems 0 0 0 37 0 0 3 165
Hierarchical Graphical Models, With Application to Systemic Risk 0 0 0 37 0 0 0 114
How to measure the quality of financial tweets 0 0 0 90 0 0 1 243
Latent Factor Models for Credit Scoring in P2P Systems 0 0 0 23 0 0 3 54
Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers 0 0 0 79 1 3 6 435
Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises 0 0 1 18 2 3 7 47
Measuring Bank Contagion in Europe Using Binary Spatial Regression Models 1 1 2 77 1 1 6 145
Measuring contagion risk in international banking 0 0 1 33 0 1 3 69
Measuring risk with ordinal variables 0 1 1 122 2 5 11 416
Modeling Systemic Risk with Correlated Stochastic Processes 0 0 1 100 0 1 6 99
Monetary transmission models for bank interest rates 0 0 1 79 0 0 3 191
Monitoring COVID-19 contagion growth 0 0 0 0 0 0 0 3
NetVIX - A Network Volatility Index of Financial Markets 0 0 0 28 2 7 27 381
Network VAR models to Measure Financial Contagion 0 0 2 84 1 3 8 214
Operational and cyber risks in the financial sector 0 0 1 10 0 1 5 67
Operational and cyber risks in the financial sector 0 0 3 49 1 3 12 197
Systemic risk of Islamic Banks 0 0 0 87 0 0 0 275
Tail Risk Measurement In Crypto-Asset Markets 0 1 4 40 1 5 12 103
Tail Risk Transmission: A Study of Iran Food Industry 0 0 0 11 0 2 4 62
The drivers of cyber risk 0 1 2 25 0 3 4 70
The drivers of cyber risk 1 2 4 57 1 4 19 287
The multivariate nature of systemic risk: direct and common exposures 0 0 0 68 0 0 1 105
Trade Networks and Economic Fluctuations in Asia 0 0 0 26 0 0 1 53
Tree Networks to Assess Financial Contagion 0 0 0 22 0 1 1 57
Tree Networks to assess Financial Contagion 0 0 0 12 0 0 1 26
Total Working Papers 3 8 36 2,751 19 59 216 7,716

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian approach to estimate the marginal loss distributions in operational risk management 0 0 0 139 0 2 2 346
A New Interactive Tool to Visualize and Analyze COVID-19 Data: The PERISCOPE Atlas 0 0 1 1 0 0 1 4
A Poisson Autoregressive Model to Understand COVID-19 Contagion Dynamics 0 1 2 13 0 1 2 62
A network based fintech inclusion platform 1 1 1 1 1 1 6 8
A threshold based approach to merge data in financial risk management 0 0 0 38 1 1 1 133
Bail-In or Bail-Out? Correlation Networks to Measure the Systemic Implications of Bank Resolution 0 1 1 10 0 2 2 54
Bayesian Networks for enterprise risk assessment 0 0 0 8 1 1 1 49
Bayesian data mining, with application to benchmarking and credit scoring 0 0 0 13 0 1 4 35
Bayesian inference for graphical factor analysis models 0 0 0 16 0 0 0 49
COVID-19 contagion and digital finance 0 0 0 20 0 1 2 69
Categorical network models for systemic risk measurement 0 0 0 13 0 0 0 43
CoRisk: Credit Risk Contagion with Correlation Network Models 0 0 0 8 1 2 5 72
Credit Scoring for Peer-to-Peer Lending 0 0 1 1 2 2 9 13
Credit risk assessment with Bayesian model averaging 0 0 0 10 0 0 0 12
Crypto Asset Portfolio Selection 0 1 2 7 0 4 9 22
Crypto price discovery through correlation networks 1 1 7 43 2 4 24 104
Cyber Risk Contagion 0 0 0 0 0 0 0 1
Cyber risk measurement with ordinal data 0 0 1 27 1 2 4 90
Cyber risk ordering with rank-based statistical models 0 0 2 3 0 0 4 17
Data mining of association structures to model consumer behaviour 0 0 0 91 0 0 0 224
Discussion on the paper by Brooks, Giudici and Roberts 0 0 0 17 0 0 0 92
Editorial 0 0 0 1 0 0 0 9
Editorial 0 0 0 0 0 0 0 0
Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions 0 0 1 125 0 0 2 339
Estimating bank default with generalised extreme value regression models 0 0 1 9 0 0 1 36
Explainable FinTech lending 0 1 4 6 0 4 19 21
Explainable Machine Learning in Credit Risk Management 1 4 7 48 4 8 22 167
Explainable artificial intelligence for crypto asset allocation 1 2 5 12 2 6 17 41
Financial contagion through space-time point processes 0 0 0 6 0 0 6 25
Financial data science 1 1 5 73 1 1 7 231
Graphical Network Models for International Financial Flows 1 1 5 31 1 3 15 111
Heterogeneous market structure and systemic risk: Evidence from dual banking systems 0 0 1 7 0 0 3 92
High Frequency Price Change Spillovers in Bitcoin Markets 0 0 0 1 1 2 2 35
Latent factor models for credit scoring in P2P systems 0 0 0 16 1 1 3 110
Lead Behaviour in Bitcoin Markets 0 0 2 9 0 0 8 101
Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers 0 0 0 3 1 1 7 26
Likelihood-Ratio Tests for Hidden Markov Models 0 0 0 5 0 0 0 21
Lorenz Model Selection 0 0 3 7 0 1 8 26
Machine Learning Classification Model Comparison 0 0 3 6 1 1 9 16
Markov Chain Monte Carlo model selection for DAG models 0 0 0 0 0 0 0 11
Markov chain Monte Carlo methods for probabilistic network model determination 0 0 0 9 0 0 0 25
Measuring bank contagion in Europe using binary spatial regression models 0 0 0 11 0 1 2 67
Measuring contagion risk in international banking 0 0 1 15 0 1 3 97
Modelling Operational Risk Losses with Graphical Models and Copula Functions 0 0 0 0 0 0 0 4
Monte Carlo methods for nonparametric survival model determination 0 0 0 3 0 1 2 21
NetVIX — A network volatility index of financial markets 1 1 1 3 3 5 6 18
Network VAR models to measure financial contagion 0 0 1 12 0 0 4 36
Network centrality effects in peer to peer lending 0 0 3 9 0 0 7 21
Network models to improve robot advisory portfolios 1 2 2 2 1 4 5 14
Non parametric statistical models for on-line text classification 1 2 2 20 2 3 3 102
Nonparametric estimation of survival functions by means of partial exchangeability structures 0 0 0 3 0 0 0 23
On a statistical h index 0 0 1 7 0 0 2 26
On the Gini measure decomposition 0 0 1 58 0 0 3 137
On the distribution of functionals of discrete ordinal variables 0 0 0 8 0 0 0 35
P2P lending scoring models: Do they predict default? 0 0 1 4 0 1 3 11
Paolo Giudici and Silvia Figini: Applied data mining for business and industry (Second Edition) 0 0 0 18 0 0 3 109
SAFE Artificial Intelligence in finance 0 1 3 5 1 2 13 22
Scorecard models for operations management 0 0 1 11 0 0 2 56
Shapley Feature Selection 0 0 1 3 0 1 4 14
Sovereign risk in the Euro area: a multivariate stochastic process approach 0 0 0 5 0 0 2 22
Statistical merging of rating models 0 0 0 2 0 0 0 3
Statistical models for e-learning data 0 0 0 17 0 0 0 71
Statistical models for operational risk management 0 1 3 50 1 2 8 193
Tail Risk Transmission: A Study of the Iran Food Industry 0 0 1 3 0 1 2 33
Tail risk measurement in crypto-asset markets 0 1 2 16 0 1 2 67
The drivers of cyber risk 2 2 7 25 3 7 23 81
Trade networks and economic fluctuations in Asian countries 0 0 0 0 0 0 2 36
Tree networks to assess financial contagion 0 0 0 9 0 1 3 69
Vector error correction models to measure connectedness of Bitcoin exchange markets 0 0 4 8 1 1 5 30
What determines bitcoin exchange prices? A network VAR approach 0 2 8 121 0 3 15 263
Why to Buy Insurance? An Explainable Artificial Intelligence Approach 0 0 1 8 0 0 3 33
Total Journal Articles 11 26 99 1,309 33 87 332 4,656

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Selection of Systemic Risk Networks 0 0 1 16 0 0 2 51
Total Chapters 0 0 1 16 0 0 2 51

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Statistics updated 2025-03-03