Access Statistics for Paolo Stefano 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 3 3 15 280
A Poisson autoregressive model to understand COVID-19 contagion dynamics 0 0 0 182 0 0 15 526
A rank graduation accuracy measure 0 0 1 14 0 0 14 58
Bail in or Bail out? The Atlante example from a systemic risk perspective 0 0 0 89 0 0 9 165
Bayesian Credit Ratings (new version) 0 0 0 50 0 0 6 86
Bayesian operational risk models 0 0 3 47 1 2 10 130
Big data models of bank risk contagion 0 0 1 285 0 0 7 405
Building crypto portfolios with agentic AI 0 0 12 14 1 1 47 50
CoRisk: measuring systemic risk through default probability contagion 0 0 1 160 2 2 21 543
Conditional graphical models for systemic risk measurement 0 0 1 68 0 0 6 158
Credit risk predictions with Bayesian model averaging 0 0 0 79 0 1 12 235
Estimating bank default with generalised extreme value models 0 0 1 83 0 0 7 229
Factorial Network Models To Improve P2P Credit Risk Management 0 0 2 40 0 2 17 126
Financial big data analysis for the estimation of systemic risks 0 0 0 194 0 0 7 411
Graphical network models for international financial flows 0 0 2 160 2 5 28 389
H Index: A Statistical Proposal 0 0 0 54 0 0 10 307
Heterogeneous Market Structure and Systemic Risk: Evidence from Dual Banking Systems 0 0 0 37 0 0 17 182
Hierarchical Graphical Models, With Application to Systemic Risk 0 0 0 37 0 0 8 123
How to measure the quality of financial tweets 0 0 0 90 0 0 16 259
Latent Factor Models for Credit Scoring in P2P Systems 0 0 0 23 1 1 9 68
Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers 0 0 0 79 1 1 15 451
Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises 0 0 1 19 1 1 11 59
Measuring Bank Contagion in Europe Using Binary Spatial Regression Models 0 0 1 78 1 1 16 162
Measuring contagion risk in international banking 0 0 0 33 2 3 16 88
Measuring risk with ordinal variables 0 0 0 122 1 2 6 423
Modeling Systemic Risk with Correlated Stochastic Processes 0 0 0 102 0 0 5 106
Monetary transmission models for bank interest rates 0 0 0 79 0 1 10 201
Monitoring COVID-19 contagion growth 0 0 0 0 0 1 4 7
NetVIX - A Network Volatility Index of Financial Markets 0 0 1 29 0 2 15 410
Network VAR models to Measure Financial Contagion 0 0 0 84 1 1 9 228
Operational and cyber risks in the financial sector 0 0 0 10 1 3 20 88
Operational and cyber risks in the financial sector 0 1 1 52 2 5 38 241
Systemic risk of Islamic Banks 0 0 1 88 0 1 7 283
Tail Risk Measurement In Crypto-Asset Markets 0 1 2 43 0 1 29 135
Tail Risk Transmission: A Study of Iran Food Industry 0 0 0 11 1 1 11 73
The drivers of cyber risk 1 1 3 60 1 3 30 325
The drivers of cyber risk 0 1 3 28 1 13 22 94
The multivariate nature of systemic risk: direct and common exposures 0 0 0 68 1 1 8 114
Trade Networks and Economic Fluctuations in Asia 0 0 0 26 1 1 18 73
Tree Networks to Assess Financial Contagion 0 0 0 22 0 0 10 67
Tree Networks to assess Financial Contagion 0 0 0 12 0 0 13 43
Total Working Papers 1 4 37 2,799 25 59 594 8,401


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 1 141 1 3 21 370
A New Interactive Tool to Visualize and Analyze COVID-19 Data: The PERISCOPE Atlas 0 0 0 2 0 0 11 16
A Poisson Autoregressive Model to Understand COVID-19 Contagion Dynamics 0 0 0 13 0 0 11 75
A network based fintech inclusion platform 0 0 1 3 0 2 11 21
A statistical method to optimize the combination of internal and external data in operational risk measurement 0 0 0 0 1 3 8 10
A statistical package for safe artificial intelligence 0 0 2 2 0 1 8 8
A threshold based approach to merge data in financial risk management 0 0 0 38 1 2 5 139
AI Risk Management: A Bibliometric Analysis 0 1 6 8 0 3 31 34
Accurate, Secure and Explainable bitcoin forecasting 0 0 3 3 3 4 14 14
Are ESG Female? The Hidden Benefits of Female Presence on Sustainable Finance 0 0 0 0 1 1 13 15
Bail-In or Bail-Out? Correlation Networks to Measure the Systemic Implications of Bank Resolution 0 0 1 12 0 1 15 72
Bayesian Networks for enterprise risk assessment 0 1 1 9 0 1 7 59
Bayesian data mining, with application to benchmarking and credit scoring 0 0 1 15 1 2 12 50
Bayesian inference for graphical factor analysis models 0 0 0 16 0 1 6 55
COVID-19 contagion and digital finance 0 0 0 20 0 1 13 83
Categorical network models for systemic risk measurement 0 0 1 14 0 0 10 55
CoRisk: Credit Risk Contagion with Correlation Network Models 0 1 1 9 5 9 26 99
Correlation Metrics for Safe Artificial Intelligence 0 0 0 0 0 1 10 10
Credit Scoring for Peer-to-Peer Lending 0 0 0 1 0 0 10 25
Credit risk assessment with Bayesian model averaging 0 0 2 14 0 1 14 33
Crypto Asset Portfolio Selection 0 0 0 7 1 2 17 40
Crypto price discovery through correlation networks 0 1 3 48 0 5 32 143
Cyber Risk Contagion 0 0 0 0 0 1 6 7
Cyber risk measurement with ordinal data 0 0 3 31 0 1 12 104
Cyber risk ordering with rank-based statistical models 0 1 2 6 1 2 11 33
Data mining of association structures to model consumer behaviour 0 0 0 91 0 0 4 228
Discussion on the paper by Brooks, Giudici and Roberts 0 0 0 17 0 2 7 99
Editorial 0 0 0 1 1 1 3 12
Editorial 0 0 0 0 0 0 3 3
Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions 0 0 0 126 0 1 6 348
Estimating bank default with generalised extreme value regression models 0 0 0 9 0 0 14 50
Explainability, fairness and the Simpson’s paradox in credit lending 0 0 0 0 1 3 16 16
Explainable Artificial Intelligence methods for financial time series 0 0 4 6 0 2 28 46
Explainable FinTech lending 0 0 3 13 0 3 34 67
Explainable Machine Learning in Credit Risk Management 2 7 24 79 9 29 140 340
Explainable artificial intelligence for crypto asset allocation 0 2 4 23 0 2 43 101
Financial contagion through space-time point processes 0 0 1 7 0 0 5 34
Financial data science 0 1 2 77 0 2 17 255
Graphical Network Models for International Financial Flows 1 1 4 37 2 4 14 132
Heterogeneous market structure and systemic risk: Evidence from dual banking systems 0 0 0 7 2 2 18 112
High Frequency Price Change Spillovers in Bitcoin Markets 0 0 1 2 0 3 17 54
How to combine ESG scores? A proposal based on credit rating prediction 0 0 2 6 1 2 20 40
Latent factor models for credit scoring in P2P systems 1 1 1 17 3 3 13 124
Lead Behaviour in Bitcoin Markets 0 0 0 10 0 0 6 110
Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers 0 0 0 5 1 1 22 51
Likelihood-Ratio Tests for Hidden Markov Models 0 0 0 5 0 0 4 25
Lorenz Model Selection 0 0 0 8 0 0 8 36
Machine Learning Classification Model Comparison 0 0 0 12 0 2 24 48
Markov Chain Monte Carlo model selection for DAG models 0 0 0 0 0 1 10 22
Markov chain Monte Carlo methods for probabilistic network model determination 0 0 0 9 0 0 2 27
Measuring bank contagion in Europe using binary spatial regression models 0 0 1 12 0 1 11 79
Measuring contagion risk in international banking 0 0 0 15 0 2 11 111
Measuring inequality in the adoption of ESG scores by small and medium enterprises 0 0 1 1 0 2 23 23
Modelling Operational Risk Losses with Graphical Models and Copula Functions 0 0 0 0 0 1 9 13
Monte Carlo methods for nonparametric survival model determination 0 0 0 3 0 1 5 26
Multidimensional Inequality Metrics for Sustainable Business Development 0 0 0 0 0 1 22 28
NetMES: a network based marginal expected shortfall measure 0 0 0 0 0 1 8 8
NetVIX — A network volatility index of financial markets 0 0 0 3 0 1 14 34
Network VAR models to measure financial contagion 0 1 1 14 0 3 27 68
Network centrality effects in peer to peer lending 0 0 0 12 0 1 16 42
Network models to improve robot advisory portfolios 0 0 0 2 2 2 16 32
Non parametric statistical models for on-line text classification 0 0 1 21 1 1 7 110
Nonparametric estimation of survival functions by means of partial exchangeability structures 0 0 0 3 0 0 3 26
On a statistical h index 0 0 0 7 3 3 11 39
On the Gini measure decomposition 0 0 2 60 0 2 11 149
On the distribution of functionals of discrete ordinal variables 0 0 0 8 0 2 11 47
Operational and Cyber Risks in the Financial Sector 0 2 15 27 4 20 89 132
P2P lending scoring models: Do they predict default? 0 0 3 7 1 2 10 22
Paolo Giudici and Silvia Figini: Applied data mining for business and industry (Second Edition) 0 0 1 19 0 0 5 114
Properties of the reconciled distributions for Gaussian and count forecasts 0 0 0 0 0 2 10 11
RGA: a unified measure of predictive accuracy 0 0 0 0 1 1 17 19
SAFE Artificial Intelligence in finance 0 0 2 9 0 1 28 58
Scorecard models for operations management 0 0 3 14 1 3 9 65
Scoring models for roboadvisory platforms: a network approach 0 0 0 1 1 2 8 17
Shapley Feature Selection 0 1 1 5 1 2 8 24
Sovereign risk in the Euro area: a multivariate stochastic process approach 0 0 0 5 2 3 10 32
Statistical merging of rating models 0 0 0 2 0 0 5 8
Statistical models for business continuity management 0 0 0 2 1 1 7 10
Statistical models for e-learning data 0 0 0 17 0 1 4 75
Statistical models for operational risk management 0 0 0 51 0 1 10 206
Sustainability, Accuracy, Fairness, and Explainability (SAFE) Machine Learning in Quantitative Trading 0 1 5 10 0 2 21 39
Tail Risk Transmission: A Study of the Iran Food Industry 0 0 0 3 0 1 6 39
Tail risk measurement in crypto-asset markets 0 0 1 17 0 5 29 102
The drivers of cyber risk 3 6 12 39 7 17 59 152
The impact of the SARS-CoV-2 pandemic on financial markets: a seismologic approach 0 0 0 0 1 1 10 12
Trade networks and economic fluctuations in Asian countries 0 0 3 3 0 1 11 49
Tree networks to assess financial contagion 0 0 1 10 1 2 16 88
Vector error correction models to measure connectedness of Bitcoin exchange markets 0 0 2 10 0 3 13 43
What determines bitcoin exchange prices? A network VAR approach 0 1 2 129 1 12 36 315
Why to Buy Insurance? An Explainable Artificial Intelligence Approach 0 0 2 10 0 1 9 43
Total Journal Articles 7 29 133 1,530 63 218 1,447 6,460


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 0 16 0 0 4 56
Total Chapters 0 0 0 16 0 0 4 56


Statistics updated 2026-09-10