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 3 5 6 270
A Poisson autoregressive model to understand COVID-19 contagion dynamics 0 0 1 182 1 2 6 513
A rank graduation accuracy measure 0 0 0 13 2 5 7 49
Bail in or Bail out? The Atlante example from a systemic risk perspective 0 0 0 89 1 1 3 157
Bayesian Credit Ratings (new version) 0 0 0 50 0 2 2 82
Bayesian operational risk models 2 2 3 46 2 3 8 123
Big data models of bank risk contagion 0 0 2 284 0 3 12 401
CoRisk: measuring systemic risk through default probability contagion 0 0 1 159 1 1 4 523
Conditional graphical models for systemic risk measurement 0 0 0 67 1 1 2 153
Credit risk predictions with Bayesian model averaging 0 0 0 79 4 5 6 228
Estimating bank default with generalised extreme value models 1 1 2 83 2 3 7 225
Factorial Network Models To Improve P2P Credit Risk Management 0 0 0 38 0 1 3 110
Financial big data analysis for the estimation of systemic risks 0 0 0 194 1 1 4 405
Graphical network models for international financial flows 0 0 0 158 2 4 5 365
H Index: A Statistical Proposal 0 0 0 54 2 3 7 300
Heterogeneous Market Structure and Systemic Risk: Evidence from Dual Banking Systems 0 0 0 37 2 5 5 170
Hierarchical Graphical Models, With Application to Systemic Risk 0 0 0 37 0 1 2 116
How to measure the quality of financial tweets 0 0 0 90 2 2 2 245
Latent Factor Models for Credit Scoring in P2P Systems 0 0 0 23 1 1 6 60
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 1 2 6 50
Measuring Bank Contagion in Europe Using Binary Spatial Regression Models 0 1 2 78 1 3 5 149
Measuring contagion risk in international banking 0 0 0 33 1 2 6 74
Measuring risk with ordinal variables 0 0 1 122 1 1 7 418
Modeling Systemic Risk with Correlated Stochastic Processes 0 0 2 102 1 1 4 102
Monetary transmission models for bank interest rates 0 0 0 79 2 2 2 193
Monitoring COVID-19 contagion growth 0 0 0 0 1 1 1 4
NetVIX - A Network Volatility Index of Financial Markets 1 1 1 29 4 7 28 402
Network VAR models to Measure Financial Contagion 0 0 0 84 0 1 9 220
Operational and cyber risks in the financial sector 0 0 0 10 2 7 9 75
Operational and cyber risks in the financial sector 0 0 2 51 6 13 22 216
Systemic risk of Islamic Banks 0 1 1 88 2 4 5 280
Tail Risk Measurement In Crypto-Asset Markets 0 0 2 41 4 5 13 111
Tail Risk Transmission: A Study of Iran Food Industry 0 0 0 11 2 3 5 65
The drivers of cyber risk 1 1 2 26 1 3 8 75
The drivers of cyber risk 0 0 2 57 8 10 22 305
The multivariate nature of systemic risk: direct and common exposures 0 0 0 68 0 0 1 106
Trade Networks and Economic Fluctuations in Asia 0 0 0 26 6 7 9 62
Tree Networks to Assess Financial Contagion 0 0 0 22 2 4 5 61
Tree Networks to assess Financial Contagion 0 0 0 12 0 2 6 32
Total Working Papers 5 7 24 2,767 72 127 274 7,931

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 3 8 352
A New Interactive Tool to Visualize and Analyze COVID-19 Data: The PERISCOPE Atlas 0 0 1 2 1 2 3 7
A Poisson Autoregressive Model to Understand COVID-19 Contagion Dynamics 0 0 1 13 1 2 5 66
A network based fintech inclusion platform 0 1 3 3 0 2 5 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 1 3 135
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 1 1 5 53
Bayesian data mining, with application to benchmarking and credit scoring 1 1 2 15 2 4 8 42
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 0 3 5 73
Categorical network models for systemic risk measurement 0 1 1 14 0 3 5 48
CoRisk: Credit Risk Contagion with Correlation Network Models 0 0 0 8 1 2 5 75
Credit Scoring for Peer-to-Peer Lending 0 0 0 1 2 2 6 17
Credit risk assessment with Bayesian model averaging 0 2 4 14 1 3 10 22
Crypto Asset Portfolio Selection 0 0 1 7 0 0 5 23
Crypto price discovery through correlation networks 0 0 3 45 1 1 12 112
Cyber Risk Contagion 0 0 0 0 2 2 2 3
Cyber risk measurement with ordinal data 1 2 3 30 1 3 7 95
Cyber risk ordering with rank-based statistical models 0 0 1 4 1 3 8 25
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 0 1 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 1 1 4 343
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 0 2 4 4 5 10 28 28
Explainable FinTech lending 0 1 6 11 3 12 28 45
Explainable Machine Learning in Credit Risk Management 6 7 18 62 11 20 61 220
Explainable artificial intelligence for crypto asset allocation 0 2 11 21 4 11 34 69
Financial contagion through space-time point processes 0 0 0 6 0 0 4 29
Financial data science 1 1 4 76 1 2 10 240
Graphical Network Models for International Financial Flows 1 1 4 34 1 3 13 121
Heterogeneous market structure and systemic risk: Evidence from dual banking systems 0 0 0 7 7 8 10 102
High Frequency Price Change Spillovers in Bitcoin Markets 0 0 0 1 3 4 8 41
How to combine ESG scores? A proposal based on credit rating prediction 1 1 1 5 1 5 8 25
Latent factor models for credit scoring in P2P systems 0 0 0 16 2 3 5 114
Lead Behaviour in Bitcoin Markets 0 0 1 10 0 1 4 105
Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers 0 0 2 5 1 3 7 32
Likelihood-Ratio Tests for Hidden Markov Models 0 0 0 5 0 1 1 22
Lorenz Model Selection 0 0 1 8 0 1 4 29
Machine Learning Classification Model Comparison 0 0 6 12 4 5 14 29
Markov Chain Monte Carlo model selection for DAG models 0 0 0 0 0 1 2 13
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 1 1 12 3 4 6 72
Measuring contagion risk in international banking 0 0 0 15 2 3 7 103
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 7 8 14 14
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 11 24
Network VAR models to measure financial contagion 0 0 1 13 3 4 9 45
Network centrality effects in peer to peer lending 0 0 3 12 2 3 8 29
Network models to improve robot advisory portfolios 0 0 2 2 1 2 8 18
Non parametric statistical models for on-line text classification 0 0 2 20 0 1 5 104
Nonparametric estimation of survival functions by means of partial exchangeability structures 0 0 0 3 0 1 1 24
On a statistical h index 0 0 0 7 0 0 2 28
On the Gini measure decomposition 0 0 0 58 1 1 2 139
On the distribution of functionals of discrete ordinal variables 0 0 0 8 0 3 4 39
Operational and Cyber Risks in the Financial Sector 1 3 11 15 9 19 52 62
P2P lending scoring models: Do they predict default? 1 2 2 6 2 5 7 17
Paolo Giudici and Silvia Figini: Applied data mining for business and industry (Second Edition) 0 1 1 19 1 2 2 111
Properties of the reconciled distributions for Gaussian and count forecasts 0 0 0 0 2 2 3 3
RGA: a unified measure of predictive accuracy 0 0 0 0 0 2 4 4
SAFE Artificial Intelligence in finance 0 0 3 7 4 6 16 36
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 0 1 4 17
Sovereign risk in the Euro area: a multivariate stochastic process approach 0 0 0 5 1 1 1 23
Statistical merging of rating models 0 0 0 2 0 1 1 4
Statistical models for business continuity management 0 0 2 2 0 1 4 4
Statistical models for e-learning data 0 0 0 17 0 0 0 71
Statistical models for operational risk management 0 0 2 51 2 3 8 199
Sustainability, Accuracy, Fairness, and Explainability (SAFE) Machine Learning in Quantitative Trading 0 0 5 5 1 2 20 20
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 5 12 78
The drivers of cyber risk 1 3 7 30 11 19 38 112
The impact of the SARS-CoV-2 pandemic on financial markets: a seismologic approach 0 0 0 0 0 0 2 2
Trade networks and economic fluctuations in Asian countries 0 0 0 0 0 0 2 38
Tree networks to assess financial contagion 0 0 0 9 2 4 8 76
Vector error correction models to measure connectedness of Bitcoin exchange markets 0 0 0 8 0 1 2 31
What determines bitcoin exchange prices? A network VAR approach 0 0 8 127 0 2 21 281
Why to Buy Insurance? An Explainable Artificial Intelligence Approach 1 1 1 9 1 2 3 36
Total Journal Articles 15 34 138 1,429 118 245 657 5,253

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 1 52
Total Chapters 0 0 0 16 0 0 1 52

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Statistics updated 2025-12-06