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 1 3 13 277
A Poisson autoregressive model to understand COVID-19 contagion dynamics 0 0 0 182 4 5 14 525
A rank graduation accuracy measure 1 1 1 14 3 5 14 57
Bail in or Bail out? The Atlante example from a systemic risk perspective 0 0 0 89 1 2 8 163
Bayesian Credit Ratings (new version) 0 0 0 50 1 3 6 86
Bayesian operational risk models 0 0 4 47 1 3 11 128
Big data models of bank risk contagion 1 1 2 285 1 2 8 404
Building crypto portfolios with agentic AI 0 1 14 14 9 17 48 48
CoRisk: measuring systemic risk through default probability contagion 0 0 1 159 2 7 18 538
Conditional graphical models for systemic risk measurement 0 0 1 68 0 0 5 157
Credit risk predictions with Bayesian model averaging 0 0 0 79 2 2 10 232
Estimating bank default with generalised extreme value models 0 0 1 83 0 2 7 229
Factorial Network Models To Improve P2P Credit Risk Management 0 0 1 39 4 5 13 121
Financial big data analysis for the estimation of systemic risks 0 0 0 194 0 2 7 410
Graphical network models for international financial flows 0 0 1 159 5 10 22 383
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 4 8 17 182
Hierarchical Graphical Models, With Application to Systemic Risk 0 0 0 37 1 2 9 123
How to measure the quality of financial tweets 0 0 0 90 4 8 16 259
Latent Factor Models for Credit Scoring in P2P Systems 0 0 0 23 1 3 12 66
Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers 0 0 0 79 3 6 13 449
Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises 0 0 1 19 2 2 11 58
Measuring Bank Contagion in Europe Using Binary Spatial Regression Models 0 0 1 78 2 2 15 160
Measuring contagion risk in international banking 0 0 0 33 2 8 15 85
Measuring risk with ordinal variables 0 0 0 122 1 1 5 421
Modeling Systemic Risk with Correlated Stochastic Processes 0 0 0 102 1 2 5 106
Monetary transmission models for bank interest rates 0 0 0 79 1 1 8 199
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 1 2 22 408
Network VAR models to Measure Financial Contagion 0 0 0 84 0 3 12 227
Operational and cyber risks in the financial sector 0 0 0 10 1 1 18 85
Operational and cyber risks in the financial sector 0 0 2 51 4 7 37 236
Systemic risk of Islamic Banks 0 0 1 88 0 0 7 282
Tail Risk Measurement In Crypto-Asset Markets 0 1 2 42 4 10 30 133
Tail Risk Transmission: A Study of Iran Food Industry 0 0 0 11 1 4 10 72
The drivers of cyber risk 2 2 2 59 4 7 33 322
The drivers of cyber risk 0 1 2 27 1 2 9 79
The multivariate nature of systemic risk: direct and common exposures 0 0 0 68 2 3 7 113
Trade Networks and Economic Fluctuations in Asia 0 0 0 26 1 7 19 72
Tree Networks to Assess Financial Contagion 0 0 0 22 3 3 10 67
Tree Networks to assess Financial Contagion 0 0 0 12 3 3 12 40
Total Working Papers 4 7 38 2,792 81 163 571 8,315

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 2 141 4 6 17 363
A New Interactive Tool to Visualize and Analyze COVID-19 Data: The PERISCOPE Atlas 0 0 0 2 4 6 11 16
A Poisson Autoregressive Model to Understand COVID-19 Contagion Dynamics 0 0 0 13 4 5 11 74
A network based fintech inclusion platform 0 0 1 3 2 3 8 17
A statistical method to optimize the combination of internal and external data in operational risk measurement 0 0 0 0 1 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 2 6 6 5 9 30 30
Accurate, Secure and Explainable bitcoin forecasting 0 0 2 2 2 2 9 9
Are ESG Female? The Hidden Benefits of Female Presence on Sustainable Finance 0 0 0 0 3 7 13 13
Bail-In or Bail-Out? Correlation Networks to Measure the Systemic Implications of Bank Resolution 0 1 1 12 4 9 15 70
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 3 3 13 48
Bayesian inference for graphical factor analysis models 0 0 0 16 3 3 5 54
COVID-19 contagion and digital finance 0 0 0 20 2 4 12 82
Categorical network models for systemic risk measurement 0 0 1 14 2 4 11 55
CoRisk: Credit Risk Contagion with Correlation Network Models 0 0 0 8 8 8 17 89
Correlation Metrics for Safe Artificial Intelligence 0 0 0 0 1 5 8 8
Credit Scoring for Peer-to-Peer Lending 0 0 0 1 2 5 12 25
Credit risk assessment with Bayesian model averaging 0 0 4 14 4 5 16 31
Crypto Asset Portfolio Selection 0 0 0 7 5 5 14 37
Crypto price discovery through correlation networks 0 0 2 46 1 7 31 136
Cyber Risk Contagion 0 0 0 0 1 1 5 6
Cyber risk measurement with ordinal data 0 1 3 31 1 4 12 103
Cyber risk ordering with rank-based statistical models 0 1 2 5 0 1 9 29
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 1 2 5 97
Editorial 0 0 0 1 0 0 2 11
Editorial 0 0 0 0 1 1 2 2
Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions 0 0 1 126 1 1 6 346
Estimating bank default with generalised extreme value regression models 0 0 0 9 1 5 13 49
Explainability, fairness and the Simpson’s paradox in credit lending 0 0 0 0 4 7 12 12
Explainable Artificial Intelligence methods for financial time series 0 2 5 6 3 7 34 41
Explainable FinTech lending 0 0 5 11 5 10 34 57
Explainable Machine Learning in Credit Risk Management 1 4 20 71 11 43 122 297
Explainable artificial intelligence for crypto asset allocation 0 0 6 21 6 22 47 96
Financial contagion through space-time point processes 1 1 1 7 1 2 7 34
Financial data science 0 0 1 76 3 6 15 250
Graphical Network Models for International Financial Flows 0 1 4 36 3 4 15 127
Heterogeneous market structure and systemic risk: Evidence from dual banking systems 0 0 0 7 3 5 17 109
High Frequency Price Change Spillovers in Bitcoin Markets 0 0 1 2 5 5 15 50
How to combine ESG scores? A proposal based on credit rating prediction 0 0 2 6 6 6 17 37
Latent factor models for credit scoring in P2P systems 0 0 0 16 2 2 11 121
Lead Behaviour in Bitcoin Markets 0 0 1 10 0 1 8 109
Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers 0 0 2 5 5 11 23 49
Likelihood-Ratio Tests for Hidden Markov Models 0 0 0 5 0 0 3 24
Lorenz Model Selection 0 0 0 8 1 3 9 36
Machine Learning Classification Model Comparison 0 0 5 12 7 13 26 45
Markov Chain Monte Carlo model selection for DAG models 0 0 0 0 2 2 10 21
Markov chain Monte Carlo methods for probabilistic network model determination 0 0 0 9 2 2 2 27
Measuring bank contagion in Europe using binary spatial regression models 0 0 1 12 1 2 10 78
Measuring contagion risk in international banking 0 0 0 15 3 4 10 109
Measuring inequality in the adoption of ESG scores by small and medium enterprises 0 0 1 1 4 7 19 19
Modelling Operational Risk Losses with Graphical Models and Copula Functions 0 0 0 0 1 1 8 12
Monte Carlo methods for nonparametric survival model determination 0 0 0 3 0 2 4 25
Multidimensional Inequality Metrics for Sustainable Business Development 0 0 0 0 3 6 20 25
NetMES: a network based marginal expected shortfall measure 0 0 0 0 1 1 7 7
NetVIX — A network volatility index of financial markets 0 0 0 3 3 5 14 32
Network VAR models to measure financial contagion 0 0 1 13 5 13 29 65
Network centrality effects in peer to peer lending 0 0 3 12 0 1 17 39
Network models to improve robot advisory portfolios 0 0 0 2 2 4 11 26
Non parametric statistical models for on-line text classification 0 0 1 21 2 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 3 3 8 35
On the Gini measure decomposition 2 2 2 60 2 2 8 146
On the distribution of functionals of discrete ordinal variables 0 0 0 8 2 4 9 45
Operational and Cyber Risks in the Financial Sector 5 7 18 24 13 23 81 104
P2P lending scoring models: Do they predict default? 1 1 3 7 2 2 8 19
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 1 4 8 9
RGA: a unified measure of predictive accuracy 0 0 0 0 1 4 18 18
SAFE Artificial Intelligence in finance 0 1 1 8 3 16 29 56
Scorecard models for operations management 0 1 3 14 1 2 6 62
Scoring models for roboadvisory platforms: a network approach 0 0 1 1 0 0 8 15
Shapley Feature Selection 0 0 1 4 1 2 8 22
Sovereign risk in the Euro area: a multivariate stochastic process approach 0 0 0 5 3 3 7 29
Statistical merging of rating models 0 0 0 2 1 2 5 8
Statistical models for business continuity management 0 0 1 2 1 2 7 9
Statistical models for e-learning data 0 0 0 17 2 2 3 74
Statistical models for operational risk management 0 0 1 51 1 1 12 205
Sustainability, Accuracy, Fairness, and Explainability (SAFE) Machine Learning in Quantitative Trading 0 0 5 8 3 5 21 36
Tail Risk Transmission: A Study of the Iran Food Industry 0 0 0 3 2 3 5 38
Tail risk measurement in crypto-asset markets 1 1 1 17 9 12 26 96
The drivers of cyber risk 1 3 8 33 5 10 49 132
The impact of the SARS-CoV-2 pandemic on financial markets: a seismologic approach 0 0 0 0 2 3 9 10
Trade networks and economic fluctuations in Asian countries 1 3 3 3 3 8 11 48
Tree networks to assess financial contagion 1 1 1 10 5 8 16 86
Vector error correction models to measure connectedness of Bitcoin exchange markets 1 1 2 10 4 6 9 39
What determines bitcoin exchange prices? A network VAR approach 0 1 6 128 7 10 34 301
Why to Buy Insurance? An Explainable Artificial Intelligence Approach 1 1 2 10 2 3 8 42
Total Journal Articles 18 37 149 1,492 239 458 1,339 6,149

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 3 55
Total Chapters 0 0 0 16 0 0 3 55

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06