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 4 7 10 274
A Poisson autoregressive model to understand COVID-19 contagion dynamics 0 0 0 182 5 8 11 520
A rank graduation accuracy measure 0 0 0 13 2 5 10 52
Bail in or Bail out? The Atlante example from a systemic risk perspective 0 0 0 89 3 5 6 161
Bayesian Credit Ratings (new version) 0 0 0 50 1 1 3 83
Bayesian operational risk models 1 3 4 47 2 4 9 125
Big data models of bank risk contagion 0 0 2 284 0 1 12 402
Building crypto portfolios with agentic AI 1 2 13 13 9 15 31 31
CoRisk: measuring systemic risk through default probability contagion 0 0 1 159 4 9 11 531
Conditional graphical models for systemic risk measurement 1 1 1 68 4 5 5 157
Credit risk predictions with Bayesian model averaging 0 0 0 79 1 6 8 230
Estimating bank default with generalised extreme value models 0 1 2 83 2 4 7 227
Factorial Network Models To Improve P2P Credit Risk Management 0 1 1 39 2 6 9 116
Financial big data analysis for the estimation of systemic risks 0 0 0 194 0 4 7 408
Graphical network models for international financial flows 1 1 1 159 6 10 13 373
H Index: A Statistical Proposal 0 0 0 54 4 9 14 307
Heterogeneous Market Structure and Systemic Risk: Evidence from Dual Banking Systems 0 0 0 37 1 6 9 174
Hierarchical Graphical Models, With Application to Systemic Risk 0 0 0 37 3 5 7 121
How to measure the quality of financial tweets 0 0 0 90 4 8 8 251
Latent Factor Models for Credit Scoring in P2P Systems 0 0 0 23 2 4 9 63
Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers 0 0 0 79 7 7 9 443
Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises 0 1 1 19 4 7 11 56
Measuring Bank Contagion in Europe Using Binary Spatial Regression Models 0 0 2 78 9 10 14 158
Measuring contagion risk in international banking 0 0 0 33 3 4 8 77
Measuring risk with ordinal variables 0 0 0 122 1 3 6 420
Modeling Systemic Risk with Correlated Stochastic Processes 0 0 2 102 2 3 5 104
Monetary transmission models for bank interest rates 0 0 0 79 5 7 7 198
Monitoring COVID-19 contagion growth 0 0 0 0 1 3 3 6
NetVIX - A Network Volatility Index of Financial Markets 0 1 1 29 2 8 27 406
Network VAR models to Measure Financial Contagion 0 0 0 84 2 4 11 224
Operational and cyber risks in the financial sector 0 0 0 10 4 11 17 84
Operational and cyber risks in the financial sector 0 0 2 51 4 19 33 229
Systemic risk of Islamic Banks 0 0 1 88 1 4 7 282
Tail Risk Measurement In Crypto-Asset Markets 0 0 1 41 8 16 21 123
Tail Risk Transmission: A Study of Iran Food Industry 0 0 0 11 2 5 6 68
The drivers of cyber risk 0 0 1 57 7 18 29 315
The drivers of cyber risk 0 1 1 26 2 3 7 77
The multivariate nature of systemic risk: direct and common exposures 0 0 0 68 3 4 5 110
Trade Networks and Economic Fluctuations in Asia 0 0 0 26 2 9 12 65
Tree Networks to Assess Financial Contagion 0 0 0 22 1 5 7 64
Tree Networks to assess Financial Contagion 0 0 0 12 5 5 11 37
Total Working Papers 4 12 37 2,785 134 277 455 8,152

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 1 140 3 7 11 357
A New Interactive Tool to Visualize and Analyze COVID-19 Data: The PERISCOPE Atlas 0 0 1 2 1 4 6 10
A Poisson Autoregressive Model to Understand COVID-19 Contagion Dynamics 0 0 0 13 1 4 7 69
A network based fintech inclusion platform 0 0 3 3 1 2 7 14
A statistical method to optimize the combination of internal and external data in operational risk measurement 0 0 0 0 1 4 6 6
A statistical package for safe artificial intelligence 0 1 2 2 0 3 5 5
A threshold based approach to merge data in financial risk management 0 0 0 38 0 1 4 136
AI Risk Management: A Bibliometric Analysis 0 2 4 4 5 12 21 21
Accurate, Secure and Explainable bitcoin forecasting 0 1 2 2 2 6 7 7
Are ESG Female? The Hidden Benefits of Female Presence on Sustainable Finance 0 0 0 0 2 4 6 6
Bail-In or Bail-Out? Correlation Networks to Measure the Systemic Implications of Bank Resolution 0 0 1 11 4 4 7 61
Bayesian Networks for enterprise risk assessment 0 0 0 8 1 4 8 56
Bayesian data mining, with application to benchmarking and credit scoring 0 1 2 15 1 5 10 45
Bayesian inference for graphical factor analysis models 0 0 0 16 1 1 2 51
COVID-19 contagion and digital finance 0 0 0 20 4 5 9 78
Categorical network models for systemic risk measurement 0 0 1 14 2 3 8 51
CoRisk: Credit Risk Contagion with Correlation Network Models 0 0 0 8 4 7 10 81
Correlation Metrics for Safe Artificial Intelligence 0 0 0 0 3 3 3 3
Credit Scoring for Peer-to-Peer Lending 0 0 0 1 2 5 9 20
Credit risk assessment with Bayesian model averaging 0 0 4 14 2 5 14 26
Crypto Asset Portfolio Selection 0 0 0 7 6 9 10 32
Crypto price discovery through correlation networks 0 1 4 46 15 18 27 129
Cyber Risk Contagion 0 0 0 0 1 4 4 5
Cyber risk measurement with ordinal data 0 1 3 30 3 5 10 99
Cyber risk ordering with rank-based statistical models 0 0 1 4 2 4 11 28
Data mining of association structures to model consumer behaviour 0 0 0 91 1 2 2 226
Discussion on the paper by Brooks, Giudici and Roberts 0 0 0 17 2 3 3 95
Editorial 0 0 0 1 1 1 2 11
Editorial 0 0 0 0 0 0 1 1
Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions 0 0 1 126 2 3 6 345
Estimating bank default with generalised extreme value regression models 0 0 0 9 6 8 8 44
Explainability, fairness and the Simpson’s paradox in credit lending 0 0 0 0 3 5 5 5
Explainable Artificial Intelligence methods for financial time series 0 0 4 4 1 11 28 34
Explainable FinTech lending 0 0 5 11 2 5 26 47
Explainable Machine Learning in Credit Risk Management 4 11 20 67 17 45 91 254
Explainable artificial intelligence for crypto asset allocation 0 0 10 21 5 9 35 74
Financial contagion through space-time point processes 0 0 0 6 2 3 7 32
Financial data science 0 1 4 76 2 5 14 244
Graphical Network Models for International Financial Flows 1 2 5 35 1 3 13 123
Heterogeneous market structure and systemic risk: Evidence from dual banking systems 0 0 0 7 2 9 12 104
High Frequency Price Change Spillovers in Bitcoin Markets 1 1 1 2 4 7 11 45
How to combine ESG scores? A proposal based on credit rating prediction 0 2 2 6 0 7 13 31
Latent factor models for credit scoring in P2P systems 0 0 0 16 3 7 10 119
Lead Behaviour in Bitcoin Markets 0 0 1 10 2 3 7 108
Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers 0 0 2 5 3 7 13 38
Likelihood-Ratio Tests for Hidden Markov Models 0 0 0 5 1 2 3 24
Lorenz Model Selection 0 0 1 8 3 4 7 33
Machine Learning Classification Model Comparison 0 0 6 12 1 7 17 32
Markov Chain Monte Carlo model selection for DAG models 0 0 0 0 5 6 8 19
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 1 12 1 7 9 76
Measuring contagion risk in international banking 0 0 0 15 2 4 8 105
Measuring inequality in the adoption of ESG scores by small and medium enterprises 0 1 1 1 6 9 12 12
Modelling Operational Risk Losses with Graphical Models and Copula Functions 0 0 0 0 6 7 7 11
Monte Carlo methods for nonparametric survival model determination 0 0 0 3 2 2 2 23
Multidimensional Inequality Metrics for Sustainable Business Development 0 0 0 0 2 12 17 19
NetMES: a network based marginal expected shortfall measure 0 0 0 0 5 6 6 6
NetVIX — A network volatility index of financial markets 0 0 1 3 2 5 12 27
Network VAR models to measure financial contagion 0 0 1 13 5 10 16 52
Network centrality effects in peer to peer lending 0 0 3 12 4 11 17 38
Network models to improve robot advisory portfolios 0 0 1 2 2 5 9 22
Non parametric statistical models for on-line text classification 0 1 2 21 0 3 7 107
Nonparametric estimation of survival functions by means of partial exchangeability structures 0 0 0 3 1 2 3 26
On a statistical h index 0 0 0 7 3 4 6 32
On the Gini measure decomposition 0 0 0 58 4 6 7 144
On the distribution of functionals of discrete ordinal variables 0 0 0 8 2 2 6 41
Operational and Cyber Risks in the Financial Sector 1 3 12 17 10 28 68 81
P2P lending scoring models: Do they predict default? 0 1 2 6 0 2 6 17
Paolo Giudici and Silvia Figini: Applied data mining for business and industry (Second Edition) 0 0 1 19 3 4 5 114
Properties of the reconciled distributions for Gaussian and count forecasts 0 0 0 0 0 4 5 5
RGA: a unified measure of predictive accuracy 0 0 0 0 7 10 14 14
SAFE Artificial Intelligence in finance 0 0 2 7 2 8 19 40
Scorecard models for operations management 1 1 2 13 3 3 4 60
Scoring models for roboadvisory platforms: a network approach 0 0 1 1 5 5 11 15
Shapley Feature Selection 0 0 1 4 1 3 6 20
Sovereign risk in the Euro area: a multivariate stochastic process approach 0 0 0 5 2 4 4 26
Statistical merging of rating models 0 0 0 2 1 2 3 6
Statistical models for business continuity management 0 0 2 2 3 3 7 7
Statistical models for e-learning data 0 0 0 17 1 1 1 72
Statistical models for operational risk management 0 0 1 51 2 7 12 204
Sustainability, Accuracy, Fairness, and Explainability (SAFE) Machine Learning in Quantitative Trading 1 3 8 8 4 12 27 31
Tail Risk Transmission: A Study of the Iran Food Industry 0 0 0 3 2 2 2 35
Tail risk measurement in crypto-asset markets 0 0 0 16 4 7 17 84
The drivers of cyber risk 0 1 7 30 4 21 44 122
The impact of the SARS-CoV-2 pandemic on financial markets: a seismologic approach 0 0 0 0 3 5 7 7
Trade networks and economic fluctuations in Asian countries 0 0 0 0 1 2 4 40
Tree networks to assess financial contagion 0 0 0 9 0 4 9 78
Vector error correction models to measure connectedness of Bitcoin exchange markets 0 1 1 9 1 2 4 33
What determines bitcoin exchange prices? A network VAR approach 0 0 6 127 5 10 28 291
Why to Buy Insurance? An Explainable Artificial Intelligence Approach 0 1 1 9 2 4 6 39
Total Journal Articles 9 37 148 1,455 249 539 1,021 5,691

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 2 3 4 55
Total Chapters 0 0 0 16 2 3 4 55

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Statistics updated 2026-02-12