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 0 0 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 0 13 0 0 3 44
Bail in or Bail out? The Atlante example from a systemic risk perspective 0 0 0 89 0 1 2 156
Bayesian Credit Ratings (new version) 0 0 0 50 1 1 1 81
Bayesian operational risk models 0 1 2 44 0 2 7 120
Big data models of bank risk contagion 0 0 2 284 1 1 13 399
CoRisk: measuring systemic risk through default probability contagion 0 1 2 159 0 1 6 522
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 0 1 223
Estimating bank default with generalised extreme value models 0 0 1 82 0 0 5 222
Factorial Network Models To Improve P2P Credit Risk Management 0 0 0 38 0 1 2 109
Financial big data analysis for the estimation of systemic risks 0 0 1 194 0 0 6 404
Graphical network models for international financial flows 0 0 0 158 1 1 4 362
H Index: A Statistical Proposal 0 0 0 54 0 2 4 297
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 1 1 115
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 5 6 59
Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers 0 0 0 79 0 0 4 436
Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises 0 0 0 18 0 1 5 48
Measuring Bank Contagion in Europe Using Binary Spatial Regression Models 1 1 2 78 1 2 4 147
Measuring contagion risk in international banking 0 0 0 33 0 1 5 72
Measuring risk with ordinal variables 0 0 1 122 0 0 9 417
Modeling Systemic Risk with Correlated Stochastic Processes 0 0 3 102 0 0 5 101
Monetary transmission models for bank interest rates 0 0 0 79 0 0 0 191
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 1 4 29 396
Network VAR models to Measure Financial Contagion 0 0 0 84 1 4 12 220
Operational and cyber risks in the financial sector 0 0 4 51 1 2 12 204
Operational and cyber risks in the financial sector 0 0 1 10 3 3 7 71
Systemic risk of Islamic Banks 0 0 0 87 0 1 1 276
Tail Risk Measurement In Crypto-Asset Markets 0 1 3 41 0 2 12 106
Tail Risk Transmission: A Study of Iran Food Industry 0 0 0 11 0 0 3 62
The drivers of cyber risk 0 0 1 25 2 4 7 74
The drivers of cyber risk 0 0 3 57 1 6 16 296
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 0 1 2 55
Tree Networks to Assess Financial Contagion 0 0 0 22 0 0 1 57
Tree Networks to assess Financial Contagion 0 0 0 12 1 2 5 31
Total Working Papers 1 4 27 2,761 14 49 212 7,818

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 0 0 5 349
A New Interactive Tool to Visualize and Analyze COVID-19 Data: The PERISCOPE Atlas 0 0 1 2 0 0 1 5
A Poisson Autoregressive Model to Understand COVID-19 Contagion Dynamics 0 0 1 13 0 1 3 64
A network based fintech inclusion platform 1 1 3 3 2 3 9 12
A statistical method to optimize the combination of internal and external data in operational risk measurement 0 0 0 0 0 0 2 2
A threshold based approach to merge data in financial risk management 0 0 0 38 0 0 2 134
Bail-In or Bail-Out? Correlation Networks to Measure the Systemic Implications of Bank Resolution 0 0 2 11 0 0 5 57
Bayesian Networks for enterprise risk assessment 0 0 0 8 0 1 4 52
Bayesian data mining, with application to benchmarking and credit scoring 0 1 1 14 0 2 5 38
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 1 1 3 71
Categorical network models for systemic risk measurement 0 0 0 13 0 1 2 45
CoRisk: Credit Risk Contagion with Correlation Network Models 0 0 0 8 1 1 5 74
Credit Scoring for Peer-to-Peer Lending 0 0 1 1 0 1 7 15
Credit risk assessment with Bayesian model averaging 2 3 4 14 2 3 9 21
Crypto Asset Portfolio Selection 0 0 1 7 0 0 6 23
Crypto price discovery through correlation networks 0 1 4 45 0 1 15 111
Cyber Risk Contagion 0 0 0 0 0 0 0 1
Cyber risk measurement with ordinal data 0 0 2 28 0 1 5 92
Cyber risk ordering with rank-based statistical models 0 1 1 4 0 2 6 22
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 1 1 1 10
Editorial 0 0 0 0 0 0 0 0
Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions 0 0 1 126 0 1 4 342
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 1 2 3 3 2 10 20 20
Explainable FinTech lending 0 2 5 10 5 10 21 38
Explainable Machine Learning in Credit Risk Management 1 1 12 56 4 17 46 204
Explainable artificial intelligence for crypto asset allocation 0 1 9 19 2 5 28 60
Financial contagion through space-time point processes 0 0 0 6 0 0 5 29
Financial data science 0 0 3 75 0 1 8 238
Graphical Network Models for International Financial Flows 0 1 5 33 1 4 13 119
Heterogeneous market structure and systemic risk: Evidence from dual banking systems 0 0 1 7 0 1 3 94
High Frequency Price Change Spillovers in Bitcoin Markets 0 0 0 1 0 1 4 37
How to combine ESG scores? A proposal based on credit rating prediction 0 0 1 4 1 1 7 21
Latent factor models for credit scoring in P2P systems 0 0 0 16 0 1 2 111
Lead Behaviour in Bitcoin Markets 0 1 1 10 0 2 3 104
Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers 0 1 2 5 1 2 6 30
Likelihood-Ratio Tests for Hidden Markov Models 0 0 0 5 0 0 0 21
Lorenz Model Selection 0 0 1 8 0 0 3 28
Machine Learning Classification Model Comparison 0 2 6 12 0 2 11 24
Markov Chain Monte Carlo model selection for DAG models 0 0 0 0 0 0 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 1 1 1 12 1 1 3 69
Measuring contagion risk in international banking 0 0 0 15 0 0 4 100
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 1 21
Multidimensional Inequality Metrics for Sustainable Business Development 0 0 0 0 1 2 7 7
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 2 4 9 22
Network VAR models to measure financial contagion 0 0 1 13 1 3 6 42
Network centrality effects in peer to peer lending 0 0 3 12 0 1 5 26
Network models to improve robot advisory portfolios 0 0 2 2 1 2 7 17
Non parametric statistical models for on-line text classification 0 0 2 20 1 2 5 104
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 1 2 28
On the Gini measure decomposition 0 0 0 58 0 0 1 138
On the distribution of functionals of discrete ordinal variables 0 0 0 8 1 1 2 37
Operational and Cyber Risks in the Financial Sector 1 4 11 13 6 16 43 49
P2P lending scoring models: Do they predict default? 0 0 0 4 1 1 3 13
Paolo Giudici and Silvia Figini: Applied data mining for business and industry (Second Edition) 1 1 1 19 1 1 1 110
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 2 3 4 4
SAFE Artificial Intelligence in finance 0 0 3 7 2 4 14 32
Scorecard models for operations management 0 0 0 11 0 0 0 56
Scoring models for roboadvisory platforms: a network approach 0 1 1 1 0 2 9 9
Shapley Feature Selection 0 0 2 4 0 1 5 16
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 1 1 1 4
Statistical models for business continuity management 0 0 2 2 1 1 4 4
Statistical models for e-learning data 0 0 0 17 0 0 0 71
Statistical models for operational risk management 0 1 3 51 0 2 6 196
Sustainability, Accuracy, Fairness, and Explainability (SAFE) Machine Learning in Quantitative Trading 0 0 5 5 1 2 19 19
Tail Risk Transmission: A Study of the Iran Food Industry 0 0 0 3 0 0 1 33
Tail risk measurement in crypto-asset markets 0 0 1 16 1 3 8 74
The drivers of cyber risk 1 1 6 28 4 10 25 97
The impact of the SARS-CoV-2 pandemic on financial markets: a seismologic approach 0 0 0 0 0 1 2 2
Trade networks and economic fluctuations in Asian countries 0 0 0 0 0 1 3 38
Tree networks to assess financial contagion 0 0 0 9 1 2 6 73
Vector error correction models to measure connectedness of Bitcoin exchange markets 0 0 0 8 0 0 1 30
What determines bitcoin exchange prices? A network VAR approach 0 1 9 127 0 4 22 279
Why to Buy Insurance? An Explainable Artificial Intelligence Approach 0 0 1 8 0 0 4 34
Total Journal Articles 9 28 127 1,404 52 149 514 5,060

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 2 52
Total Chapters 0 0 0 16 0 0 2 52

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Statistics updated 2025-10-06