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 0 1 13 277
A Poisson autoregressive model to understand COVID-19 contagion dynamics 0 0 0 182 1 6 15 526
A rank graduation accuracy measure 0 1 1 14 1 6 14 58
Bail in or Bail out? The Atlante example from a systemic risk perspective 0 0 0 89 2 4 10 165
Bayesian Credit Ratings (new version) 0 0 0 50 0 2 6 86
Bayesian operational risk models 0 0 4 47 0 3 10 128
Big data models of bank risk contagion 0 1 1 285 1 2 8 405
Building crypto portfolios with agentic AI 0 1 14 14 1 13 49 49
CoRisk: measuring systemic risk through default probability contagion 1 1 2 160 3 8 21 541
Conditional graphical models for systemic risk measurement 0 0 1 68 1 1 6 158
Credit risk predictions with Bayesian model averaging 0 0 0 79 2 4 11 234
Estimating bank default with generalised extreme value models 0 0 1 83 0 1 7 229
Factorial Network Models To Improve P2P Credit Risk Management 1 1 2 40 3 8 16 124
Financial big data analysis for the estimation of systemic risks 0 0 0 194 1 1 7 411
Graphical network models for international financial flows 1 1 2 160 1 7 23 384
H Index: A Statistical Proposal 0 0 0 54 0 0 12 307
Heterogeneous Market Structure and Systemic Risk: Evidence from Dual Banking Systems 0 0 0 37 0 5 17 182
Hierarchical Graphical Models, With Application to Systemic Risk 0 0 0 37 0 1 9 123
How to measure the quality of financial tweets 0 0 0 90 0 6 16 259
Latent Factor Models for Credit Scoring in P2P Systems 0 0 0 23 1 4 13 67
Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers 0 0 0 79 1 7 14 450
Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises 0 0 1 19 0 2 11 58
Measuring Bank Contagion in Europe Using Binary Spatial Regression Models 0 0 1 78 1 3 16 161
Measuring contagion risk in international banking 0 0 0 33 0 4 15 85
Measuring risk with ordinal variables 0 0 0 122 0 1 4 421
Modeling Systemic Risk with Correlated Stochastic Processes 0 0 0 102 0 2 5 106
Monetary transmission models for bank interest rates 0 0 0 79 1 2 9 200
Monitoring COVID-19 contagion growth 0 0 0 0 0 0 3 6
NetVIX - A Network Volatility Index of Financial Markets 0 0 1 29 0 1 19 408
Network VAR models to Measure Financial Contagion 0 0 0 84 0 0 11 227
Operational and cyber risks in the financial sector 0 0 0 10 0 1 18 85
Operational and cyber risks in the financial sector 0 0 1 51 0 5 35 236
Systemic risk of Islamic Banks 0 0 1 88 0 0 7 282
Tail Risk Measurement In Crypto-Asset Markets 0 0 2 42 1 6 31 134
Tail Risk Transmission: A Study of Iran Food Industry 0 0 0 11 0 1 10 72
The drivers of cyber risk 0 2 2 59 0 7 32 322
The drivers of cyber risk 0 0 2 27 2 3 11 81
The multivariate nature of systemic risk: direct and common exposures 0 0 0 68 0 3 7 113
Trade Networks and Economic Fluctuations in Asia 0 0 0 26 0 3 19 72
Tree Networks to Assess Financial Contagion 0 0 0 22 0 3 10 67
Tree Networks to assess Financial Contagion 0 0 0 12 3 6 14 43
Total Working Papers 3 8 39 2,795 27 143 584 8,342


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 1 2 141 4 10 19 367
A New Interactive Tool to Visualize and Analyze COVID-19 Data: The PERISCOPE Atlas 0 0 0 2 0 5 11 16
A Poisson Autoregressive Model to Understand COVID-19 Contagion Dynamics 0 0 0 13 1 5 12 75
A network based fintech inclusion platform 0 0 1 3 2 5 10 19
A statistical method to optimize the combination of internal and external data in operational risk measurement 0 0 0 0 0 1 5 7
A statistical package for safe artificial intelligence 0 0 2 2 0 2 7 7
A threshold based approach to merge data in financial risk management 0 0 0 38 0 1 3 137
AI Risk Management: A Bibliometric Analysis 1 3 7 7 1 8 31 31
Accurate, Secure and Explainable bitcoin forecasting 1 1 3 3 1 3 10 10
Are ESG Female? The Hidden Benefits of Female Presence on Sustainable Finance 0 0 0 0 1 5 14 14
Bail-In or Bail-Out? Correlation Networks to Measure the Systemic Implications of Bank Resolution 0 1 1 12 1 8 15 71
Bayesian Networks for enterprise risk assessment 0 0 0 8 0 2 9 58
Bayesian data mining, with application to benchmarking and credit scoring 0 0 2 15 0 3 13 48
Bayesian inference for graphical factor analysis models 0 0 0 16 0 3 5 54
COVID-19 contagion and digital finance 0 0 0 20 0 2 12 82
Categorical network models for systemic risk measurement 0 0 1 14 0 2 11 55
CoRisk: Credit Risk Contagion with Correlation Network Models 0 0 0 8 1 9 18 90
Correlation Metrics for Safe Artificial Intelligence 0 0 0 0 1 4 9 9
Credit Scoring for Peer-to-Peer Lending 0 0 0 1 0 4 12 25
Credit risk assessment with Bayesian model averaging 0 0 4 14 1 5 17 32
Crypto Asset Portfolio Selection 0 0 0 7 1 6 15 38
Crypto price discovery through correlation networks 1 1 3 47 2 4 30 138
Cyber Risk Contagion 0 0 0 0 0 1 5 6
Cyber risk measurement with ordinal data 0 1 3 31 0 3 12 103
Cyber risk ordering with rank-based statistical models 0 1 2 5 2 3 11 31
Data mining of association structures to model consumer behaviour 0 0 0 91 0 2 4 228
Discussion on the paper by Brooks, Giudici and Roberts 0 0 0 17 0 1 5 97
Editorial 0 0 0 1 0 0 2 11
Editorial 0 0 0 0 1 2 3 3
Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions 0 0 0 126 1 2 6 347
Estimating bank default with generalised extreme value regression models 0 0 0 9 1 2 14 50
Explainability, fairness and the Simpson’s paradox in credit lending 0 0 0 0 1 6 13 13
Explainable Artificial Intelligence methods for financial time series 0 2 5 6 3 9 36 44
Explainable FinTech lending 2 2 5 13 7 14 38 64
Explainable Machine Learning in Credit Risk Management 1 3 20 72 14 39 132 311
Explainable artificial intelligence for crypto asset allocation 0 0 4 21 3 12 47 99
Financial contagion through space-time point processes 0 1 1 7 0 1 6 34
Financial data science 0 0 1 76 3 7 18 253
Graphical Network Models for International Financial Flows 0 0 4 36 1 4 13 128
Heterogeneous market structure and systemic risk: Evidence from dual banking systems 0 0 0 7 1 5 18 110
High Frequency Price Change Spillovers in Bitcoin Markets 0 0 1 2 1 6 16 51
How to combine ESG scores? A proposal based on credit rating prediction 0 0 2 6 1 7 18 38
Latent factor models for credit scoring in P2P systems 0 0 0 16 0 2 11 121
Lead Behaviour in Bitcoin Markets 0 0 1 10 1 1 9 110
Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers 0 0 2 5 1 7 24 50
Likelihood-Ratio Tests for Hidden Markov Models 0 0 0 5 1 1 4 25
Lorenz Model Selection 0 0 0 8 0 2 9 36
Machine Learning Classification Model Comparison 0 0 3 12 1 11 25 46
Markov Chain Monte Carlo model selection for DAG models 0 0 0 0 0 2 10 21
Markov chain Monte Carlo methods for probabilistic network model determination 0 0 0 9 0 2 2 27
Measuring bank contagion in Europe using binary spatial regression models 0 0 1 12 0 1 10 78
Measuring contagion risk in international banking 0 0 0 15 0 3 10 109
Measuring inequality in the adoption of ESG scores by small and medium enterprises 0 0 1 1 2 7 21 21
Modelling Operational Risk Losses with Graphical Models and Copula Functions 0 0 0 0 0 1 8 12
Monte Carlo methods for nonparametric survival model determination 0 0 0 3 0 0 4 25
Multidimensional Inequality Metrics for Sustainable Business Development 0 0 0 0 2 5 22 27
NetMES: a network based marginal expected shortfall measure 0 0 0 0 0 1 7 7
NetVIX — A network volatility index of financial markets 0 0 0 3 1 6 15 33
Network VAR models to measure financial contagion 0 0 0 13 0 10 27 65
Network centrality effects in peer to peer lending 0 0 2 12 2 2 18 41
Network models to improve robot advisory portfolios 0 0 0 2 4 7 15 30
Non parametric statistical models for on-line text classification 0 0 1 21 0 2 7 109
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 1 4 9 36
On the Gini measure decomposition 0 2 2 60 1 3 9 147
On the distribution of functionals of discrete ordinal variables 0 0 0 8 0 3 9 45
Operational and Cyber Risks in the Financial Sector 1 7 17 25 8 27 84 112
P2P lending scoring models: Do they predict default? 0 1 3 7 1 3 9 20
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 3 8 9
RGA: a unified measure of predictive accuracy 0 0 0 0 0 3 18 18
SAFE Artificial Intelligence in finance 1 2 2 9 1 12 30 57
Scorecard models for operations management 0 0 3 14 0 1 6 62
Scoring models for roboadvisory platforms: a network approach 0 0 1 1 0 0 8 15
Shapley Feature Selection 0 0 0 4 0 2 7 22
Sovereign risk in the Euro area: a multivariate stochastic process approach 0 0 0 5 0 3 7 29
Statistical merging of rating models 0 0 0 2 0 2 5 8
Statistical models for business continuity management 0 0 0 2 0 2 6 9
Statistical models for e-learning data 0 0 0 17 0 2 3 74
Statistical models for operational risk management 0 0 1 51 0 1 11 205
Sustainability, Accuracy, Fairness, and Explainability (SAFE) Machine Learning in Quantitative Trading 1 1 5 9 1 4 21 37
Tail Risk Transmission: A Study of the Iran Food Industry 0 0 0 3 0 2 5 38
Tail risk measurement in crypto-asset markets 0 1 1 17 1 12 27 97
The drivers of cyber risk 0 3 8 33 3 11 52 135
The impact of the SARS-CoV-2 pandemic on financial markets: a seismologic approach 0 0 0 0 1 4 10 11
Trade networks and economic fluctuations in Asian countries 0 2 3 3 0 6 11 48
Tree networks to assess financial contagion 0 1 1 10 0 6 16 86
Vector error correction models to measure connectedness of Bitcoin exchange markets 0 1 2 10 1 5 10 40
What determines bitcoin exchange prices? A network VAR approach 0 1 5 128 2 10 33 303
Why to Buy Insurance? An Explainable Artificial Intelligence Approach 0 1 2 10 0 2 8 42
Total Journal Articles 9 40 142 1,501 93 429 1,393 6,242


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 1 1 4 56
Total Chapters 0 0 0 16 1 1 4 56


Statistics updated 2026-06-04