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 5 6 270
A Poisson autoregressive model to understand COVID-19 contagion dynamics 0 0 1 182 2 4 8 515
A rank graduation accuracy measure 0 0 0 13 1 6 8 50
Bail in or Bail out? The Atlante example from a systemic risk perspective 0 0 0 89 1 2 3 158
Bayesian Credit Ratings (new version) 0 0 0 50 0 1 2 82
Bayesian operational risk models 0 2 3 46 0 3 7 123
Big data models of bank risk contagion 0 0 2 284 1 3 13 402
Building crypto portfolios with agentic AI 0 1 12 12 4 10 22 22
CoRisk: measuring systemic risk through default probability contagion 0 0 1 159 4 5 7 527
Conditional graphical models for systemic risk measurement 0 0 0 67 0 1 2 153
Credit risk predictions with Bayesian model averaging 0 0 0 79 1 6 7 229
Estimating bank default with generalised extreme value models 0 1 2 83 0 3 6 225
Factorial Network Models To Improve P2P Credit Risk Management 1 1 1 39 4 5 7 114
Financial big data analysis for the estimation of systemic risks 0 0 0 194 3 4 7 408
Graphical network models for international financial flows 0 0 0 158 2 5 7 367
H Index: A Statistical Proposal 0 0 0 54 3 6 10 303
Heterogeneous Market Structure and Systemic Risk: Evidence from Dual Banking Systems 0 0 0 37 3 8 8 173
Hierarchical Graphical Models, With Application to Systemic Risk 0 0 0 37 2 3 4 118
How to measure the quality of financial tweets 0 0 0 90 2 4 4 247
Latent Factor Models for Credit Scoring in P2P Systems 0 0 0 23 1 2 7 61
Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers 0 0 0 79 0 0 3 436
Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises 1 1 1 19 2 4 8 52
Measuring Bank Contagion in Europe Using Binary Spatial Regression Models 0 0 2 78 0 2 5 149
Measuring contagion risk in international banking 0 0 0 33 0 2 6 74
Measuring risk with ordinal variables 0 0 0 122 1 2 6 419
Modeling Systemic Risk with Correlated Stochastic Processes 0 0 2 102 0 1 3 102
Monetary transmission models for bank interest rates 0 0 0 79 0 2 2 193
Monitoring COVID-19 contagion growth 0 0 0 0 1 2 2 5
NetVIX - A Network Volatility Index of Financial Markets 0 1 1 29 2 8 30 404
Network VAR models to Measure Financial Contagion 0 0 0 84 2 2 11 222
Operational and cyber risks in the financial sector 0 0 0 10 5 9 13 80
Operational and cyber risks in the financial sector 0 0 2 51 9 21 31 225
Systemic risk of Islamic Banks 0 1 1 88 1 5 6 281
Tail Risk Measurement In Crypto-Asset Markets 0 0 2 41 4 9 17 115
Tail Risk Transmission: A Study of Iran Food Industry 0 0 0 11 1 4 6 66
The drivers of cyber risk 0 0 2 57 3 12 24 308
The drivers of cyber risk 0 1 2 26 0 1 7 75
The multivariate nature of systemic risk: direct and common exposures 0 0 0 68 1 1 2 107
Trade Networks and Economic Fluctuations in Asia 0 0 0 26 1 8 10 63
Tree Networks to Assess Financial Contagion 0 0 0 22 2 6 7 63
Tree Networks to assess Financial Contagion 0 0 0 12 0 1 6 32
Total Working Papers 2 9 37 2,781 69 188 350 8,018

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 2 5 10 354
A New Interactive Tool to Visualize and Analyze COVID-19 Data: The PERISCOPE Atlas 0 0 1 2 2 4 5 9
A Poisson Autoregressive Model to Understand COVID-19 Contagion Dynamics 0 0 1 13 2 4 7 68
A network based fintech inclusion platform 0 0 3 3 1 1 6 13
A statistical method to optimize the combination of internal and external data in operational risk measurement 0 0 0 0 3 3 5 5
A statistical package for safe artificial intelligence 0 1 2 2 2 4 5 5
A threshold based approach to merge data in financial risk management 0 0 0 38 1 2 4 136
AI Risk Management: A Bibliometric Analysis 0 2 4 4 5 10 16 16
Accurate, Secure and Explainable bitcoin forecasting 1 2 2 2 3 5 5 5
Are ESG Female? The Hidden Benefits of Female Presence on Sustainable Finance 0 0 0 0 1 2 4 4
Bail-In or Bail-Out? Correlation Networks to Measure the Systemic Implications of Bank Resolution 0 0 2 11 0 0 4 57
Bayesian Networks for enterprise risk assessment 0 0 0 8 2 3 7 55
Bayesian data mining, with application to benchmarking and credit scoring 0 1 2 15 2 6 10 44
Bayesian inference for graphical factor analysis models 0 0 0 16 0 1 1 50
COVID-19 contagion and digital finance 0 0 0 20 1 3 5 74
Categorical network models for systemic risk measurement 0 1 1 14 1 4 6 49
CoRisk: Credit Risk Contagion with Correlation Network Models 0 0 0 8 2 3 7 77
Correlation Metrics for Safe Artificial Intelligence 0 0 0 0 0 0 0 0
Credit Scoring for Peer-to-Peer Lending 0 0 0 1 1 3 7 18
Credit risk assessment with Bayesian model averaging 0 0 4 14 2 3 12 24
Crypto Asset Portfolio Selection 0 0 0 7 3 3 6 26
Crypto price discovery through correlation networks 1 1 4 46 2 3 13 114
Cyber Risk Contagion 0 0 0 0 1 3 3 4
Cyber risk measurement with ordinal data 0 2 3 30 1 4 8 96
Cyber risk ordering with rank-based statistical models 0 0 1 4 1 4 9 26
Data mining of association structures to model consumer behaviour 0 0 0 91 1 1 1 225
Discussion on the paper by Brooks, Giudici and Roberts 0 0 0 17 1 1 1 93
Editorial 0 0 0 1 0 0 1 10
Editorial 0 0 0 0 0 1 1 1
Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions 0 0 1 126 0 1 4 343
Estimating bank default with generalised extreme value regression models 0 0 0 9 2 2 2 38
Explainability, fairness and the Simpson’s paradox in credit lending 0 0 0 0 1 2 2 2
Explainable Artificial Intelligence methods for financial time series 0 1 4 4 5 13 28 33
Explainable FinTech lending 0 1 5 11 0 7 25 45
Explainable Machine Learning in Credit Risk Management 1 7 18 63 17 33 76 237
Explainable artificial intelligence for crypto asset allocation 0 2 10 21 0 9 33 69
Financial contagion through space-time point processes 0 0 0 6 1 1 5 30
Financial data science 0 1 4 76 2 4 12 242
Graphical Network Models for International Financial Flows 0 1 4 34 1 3 13 122
Heterogeneous market structure and systemic risk: Evidence from dual banking systems 0 0 0 7 0 8 10 102
High Frequency Price Change Spillovers in Bitcoin Markets 0 0 0 1 0 4 8 41
How to combine ESG scores? A proposal based on credit rating prediction 1 2 2 6 6 10 14 31
Latent factor models for credit scoring in P2P systems 0 0 0 16 2 5 7 116
Lead Behaviour in Bitcoin Markets 0 0 1 10 1 2 5 106
Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers 0 0 2 5 3 5 10 35
Likelihood-Ratio Tests for Hidden Markov Models 0 0 0 5 1 2 2 23
Lorenz Model Selection 0 0 1 8 1 2 5 30
Machine Learning Classification Model Comparison 0 0 6 12 2 7 16 31
Markov Chain Monte Carlo model selection for DAG models 0 0 0 0 1 2 3 14
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 3 6 9 75
Measuring contagion risk in international banking 0 0 0 15 0 3 7 103
Measuring inequality in the adoption of ESG scores by small and medium enterprises 0 1 1 1 1 5 6 6
Modelling Operational Risk Losses with Graphical Models and Copula Functions 0 0 0 0 1 1 1 5
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 3 10 16 17
NetMES: a network based marginal expected shortfall measure 0 0 0 0 1 1 1 1
NetVIX — A network volatility index of financial markets 0 0 1 3 1 3 11 25
Network VAR models to measure financial contagion 0 0 1 13 2 5 11 47
Network centrality effects in peer to peer lending 0 0 3 12 5 8 13 34
Network models to improve robot advisory portfolios 0 0 2 2 2 3 8 20
Non parametric statistical models for on-line text classification 1 1 3 21 3 3 8 107
Nonparametric estimation of survival functions by means of partial exchangeability structures 0 0 0 3 1 2 2 25
On a statistical h index 0 0 0 7 1 1 3 29
On the Gini measure decomposition 0 0 0 58 1 2 3 140
On the distribution of functionals of discrete ordinal variables 0 0 0 8 0 2 4 39
Operational and Cyber Risks in the Financial Sector 1 3 12 16 9 22 59 71
P2P lending scoring models: Do they predict default? 0 2 2 6 0 4 7 17
Paolo Giudici and Silvia Figini: Applied data mining for business and industry (Second Edition) 0 0 1 19 0 1 2 111
Properties of the reconciled distributions for Gaussian and count forecasts 0 0 0 0 2 4 5 5
RGA: a unified measure of predictive accuracy 0 0 0 0 3 3 7 7
SAFE Artificial Intelligence in finance 0 0 3 7 2 6 18 38
Scorecard models for operations management 0 1 1 12 0 1 1 57
Scoring models for roboadvisory platforms: a network approach 0 0 1 1 0 1 10 10
Shapley Feature Selection 0 0 1 4 2 3 6 19
Sovereign risk in the Euro area: a multivariate stochastic process approach 0 0 0 5 1 2 2 24
Statistical merging of rating models 0 0 0 2 1 1 2 5
Statistical models for business continuity management 0 0 2 2 0 0 4 4
Statistical models for e-learning data 0 0 0 17 0 0 0 71
Statistical models for operational risk management 0 0 1 51 3 6 10 202
Sustainability, Accuracy, Fairness, and Explainability (SAFE) Machine Learning in Quantitative Trading 2 2 7 7 7 8 27 27
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 2 6 14 80
The drivers of cyber risk 0 2 7 30 6 21 41 118
The impact of the SARS-CoV-2 pandemic on financial markets: a seismologic approach 0 0 0 0 2 2 4 4
Trade networks and economic fluctuations in Asian countries 0 0 0 0 1 1 3 39
Tree networks to assess financial contagion 0 0 0 9 2 5 10 78
Vector error correction models to measure connectedness of Bitcoin exchange markets 1 1 1 9 1 2 3 32
What determines bitcoin exchange prices? A network VAR approach 0 0 8 127 5 7 25 286
Why to Buy Insurance? An Explainable Artificial Intelligence Approach 0 1 1 9 1 3 4 37
Total Journal Articles 9 39 150 1,446 164 372 818 5,442

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 2 53
Total Chapters 0 0 0 16 1 1 2 53

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Statistics updated 2026-01-09