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 1 1 1 265
A Poisson autoregressive model to understand COVID-19 contagion dynamics 0 0 1 182 0 0 5 511
A rank graduation accuracy measure 0 0 1 13 0 1 4 44
Bail in or Bail out? The Atlante example from a systemic risk perspective 0 0 1 89 0 0 2 155
Bayesian Credit Ratings (new version) 0 0 0 50 0 0 1 80
Bayesian operational risk models 0 0 2 43 0 2 6 118
Big data models of bank risk contagion 0 1 2 284 1 3 14 398
CoRisk: measuring systemic risk through default probability contagion 0 0 1 158 1 1 19 521
Conditional graphical models for systemic risk measurement 0 0 0 67 0 0 2 152
Credit risk predictions with Bayesian model averaging 0 0 0 79 0 1 3 223
Estimating bank default with generalised extreme value models 0 0 1 82 0 1 5 222
Factorial Network Models To Improve P2P Credit Risk Management 0 0 1 38 0 0 2 108
Financial big data analysis for the estimation of systemic risks 0 0 1 194 0 3 7 404
Graphical network models for international financial flows 0 0 0 158 0 0 3 361
H Index: A Statistical Proposal 0 0 0 54 0 0 3 295
Heterogeneous Market Structure and Systemic Risk: Evidence from Dual Banking Systems 0 0 0 37 0 0 1 165
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 2 54
Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers 0 0 0 79 0 1 6 436
Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises 0 0 1 18 0 0 5 47
Measuring Bank Contagion in Europe Using Binary Spatial Regression Models 0 0 1 77 0 0 3 145
Measuring contagion risk in international banking 0 0 1 33 1 1 5 71
Measuring risk with ordinal variables 0 0 1 122 0 1 9 417
Modeling Systemic Risk with Correlated Stochastic Processes 0 0 3 102 0 0 6 101
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 3 6 28 392
Network VAR models to Measure Financial Contagion 0 0 1 84 0 2 9 216
Operational and cyber risks in the financial sector 0 0 1 10 1 1 6 68
Operational and cyber risks in the financial sector 1 2 5 51 1 4 15 202
Systemic risk of Islamic Banks 0 0 0 87 0 0 0 275
Tail Risk Measurement In Crypto-Asset Markets 0 0 2 40 1 1 11 104
Tail Risk Transmission: A Study of Iran Food Industry 0 0 0 11 0 0 4 62
The drivers of cyber risk 0 0 2 25 0 0 4 70
The drivers of cyber risk 0 0 4 57 0 2 17 290
The multivariate nature of systemic risk: direct and common exposures 0 0 0 68 0 0 2 106
Trade Networks and Economic Fluctuations in Asia 0 0 0 26 1 1 2 54
Tree Networks to Assess Financial Contagion 0 0 0 22 0 0 1 57
Tree Networks to assess Financial Contagion 0 0 0 12 0 1 3 29
Total Working Papers 1 3 34 2,757 11 34 220 7,769

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 1 1 1 140 1 3 5 349
A New Interactive Tool to Visualize and Analyze COVID-19 Data: The PERISCOPE Atlas 0 1 1 2 0 1 1 5
A Poisson Autoregressive Model to Understand COVID-19 Contagion Dynamics 0 0 1 13 0 0 2 63
A network based fintech inclusion platform 0 0 2 2 0 0 6 9
A statistical method to optimize the combination of internal and external data in operational risk measurement 0 0 0 0 0 1 2 2
A threshold based approach to merge data in financial risk management 0 0 0 38 0 1 2 134
Bail-In or Bail-Out? Correlation Networks to Measure the Systemic Implications of Bank Resolution 0 1 2 11 1 3 5 57
Bayesian Networks for enterprise risk assessment 0 0 0 8 2 2 3 51
Bayesian data mining, with application to benchmarking and credit scoring 0 0 0 13 1 1 5 36
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 0 3 70
Categorical network models for systemic risk measurement 0 0 0 13 0 1 1 44
CoRisk: Credit Risk Contagion with Correlation Network Models 0 0 0 8 1 1 5 73
Credit Scoring for Peer-to-Peer Lending 0 0 1 1 1 1 7 14
Credit risk assessment with Bayesian model averaging 1 1 1 11 3 4 6 18
Crypto Asset Portfolio Selection 0 0 1 7 0 0 7 23
Crypto price discovery through correlation networks 0 1 5 44 2 6 21 110
Cyber Risk Contagion 0 0 0 0 0 0 0 1
Cyber risk measurement with ordinal data 0 1 2 28 0 1 4 91
Cyber risk ordering with rank-based statistical models 0 0 0 3 0 1 4 20
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 1 2 126 0 1 4 341
Estimating bank default with generalised extreme value regression models 0 0 0 9 0 0 0 36
Explainable Artificial Intelligence methods for financial time series 0 1 1 1 2 4 10 10
Explainable FinTech lending 0 2 6 8 2 6 19 28
Explainable Machine Learning in Credit Risk Management 3 7 13 55 8 17 35 187
Explainable artificial intelligence for crypto asset allocation 1 3 10 18 3 7 26 55
Financial contagion through space-time point processes 0 0 0 6 1 2 6 29
Financial data science 0 0 4 75 2 4 9 237
Graphical Network Models for International Financial Flows 0 1 5 32 0 4 11 115
Heterogeneous market structure and systemic risk: Evidence from dual banking systems 0 0 1 7 1 1 3 93
High Frequency Price Change Spillovers in Bitcoin Markets 0 0 0 1 1 1 3 36
How to combine ESG scores? A proposal based on credit rating prediction 0 0 2 4 0 0 9 20
Latent factor models for credit scoring in P2P systems 0 0 0 16 0 0 2 110
Lead Behaviour in Bitcoin Markets 0 0 0 9 1 1 5 102
Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers 1 1 1 4 2 2 6 28
Likelihood-Ratio Tests for Hidden Markov Models 0 0 0 5 0 0 0 21
Lorenz Model Selection 0 0 1 8 1 1 3 28
Machine Learning Classification Model Comparison 1 4 6 10 1 5 12 22
Markov Chain Monte Carlo model selection for DAG models 0 0 0 0 1 1 1 12
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 3 68
Measuring contagion risk in international banking 0 0 1 15 1 1 6 100
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 0 2 21
Multidimensional Inequality Metrics for Sustainable Business Development 0 0 0 0 0 0 5 5
NetMES: a network based marginal expected shortfall measure 0 0 0 0 0 0 0 0
NetVIX — A network volatility index of financial markets 0 0 1 3 0 0 5 18
Network VAR models to measure financial contagion 0 1 1 13 1 3 5 39
Network centrality effects in peer to peer lending 2 3 6 12 2 3 8 25
Network models to improve robot advisory portfolios 0 0 2 2 0 0 6 15
Non parametric statistical models for on-line text classification 0 0 2 20 0 0 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 0 7 0 0 2 27
On the Gini measure decomposition 0 0 0 58 0 1 1 138
On the distribution of functionals of discrete ordinal variables 0 0 0 8 0 0 1 36
Operational and Cyber Risks in the Financial Sector 1 3 9 9 5 15 30 33
P2P lending scoring models: Do they predict default? 0 0 0 4 1 1 2 12
Paolo Giudici and Silvia Figini: Applied data mining for business and industry (Second Edition) 0 0 0 18 0 0 2 109
Properties of the reconciled distributions for Gaussian and count forecasts 0 0 0 0 0 0 1 1
RGA: a unified measure of predictive accuracy 0 0 0 0 1 1 1 1
SAFE Artificial Intelligence in finance 0 2 5 7 1 5 15 28
Scorecard models for operations management 0 0 0 11 0 0 0 56
Scoring models for roboadvisory platforms: a network approach 0 0 0 0 0 0 7 7
Shapley Feature Selection 0 1 2 4 0 1 5 15
Sovereign risk in the Euro area: a multivariate stochastic process approach 0 0 0 5 0 0 0 22
Statistical merging of rating models 0 0 0 2 0 0 0 3
Statistical models for business continuity management 0 1 2 2 0 1 3 3
Statistical models for e-learning data 0 0 0 17 0 0 0 71
Statistical models for operational risk management 0 0 3 50 0 1 6 194
Sustainability, Accuracy, Fairness, and Explainability (SAFE) Machine Learning in Quantitative Trading 1 3 5 5 1 3 17 17
Tail Risk Transmission: A Study of the Iran Food Industry 0 0 1 3 0 0 2 33
Tail risk measurement in crypto-asset markets 0 0 1 16 1 3 5 71
The drivers of cyber risk 2 2 8 27 4 5 26 87
The impact of the SARS-CoV-2 pandemic on financial markets: a seismologic approach 0 0 0 0 0 0 1 1
Trade networks and economic fluctuations in Asian countries 0 0 0 0 0 0 2 37
Tree networks to assess financial contagion 0 0 0 9 1 1 4 71
Vector error correction models to measure connectedness of Bitcoin exchange markets 0 0 1 8 0 0 2 30
What determines bitcoin exchange prices? A network VAR approach 3 5 8 126 5 12 20 275
Why to Buy Insurance? An Explainable Artificial Intelligence Approach 0 0 1 8 0 1 4 34
Total Journal Articles 17 47 128 1,376 62 143 455 4,911

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 1 3 52
Total Chapters 0 0 1 16 0 1 3 52

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Statistics updated 2025-07-04