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 5 264
A Poisson autoregressive model to understand COVID-19 contagion dynamics 0 0 2 181 0 0 10 503
A rank graduation accuracy measure 0 0 1 12 0 0 3 35
Bail in or Bail out? The Atlante example from a systemic risk perspective 0 0 0 88 0 0 0 153
Bayesian Credit Ratings (new version) 0 0 1 48 0 3 5 76
Bayesian operational risk models 0 1 3 41 0 1 3 110
Big data models of bank risk contagion 0 1 3 282 0 2 13 382
CoRisk: measuring systemic risk through default probability contagion 0 0 0 154 1 1 5 495
Conditional graphical models for systemic risk measurement 0 0 2 67 0 1 4 149
Credit risk predictions with Bayesian model averaging 1 1 3 79 1 1 6 219
Estimating bank default with generalised extreme value models 0 0 1 80 0 0 1 212
Factorial Network Models To Improve P2P Credit Risk Management 0 0 2 37 1 2 12 103
Financial big data analysis for the estimation of systemic risks 0 0 0 193 0 1 4 396
Graphical network models for international financial flows 0 1 2 155 0 2 8 354
H Index: A Statistical Proposal 0 0 0 54 0 0 0 291
Heterogeneous Market Structure and Systemic Risk: Evidence from Dual Banking Systems 0 0 1 37 0 0 4 160
Hierarchical Graphical Models, With Application to Systemic Risk 0 0 0 37 0 0 3 114
How to measure the quality of financial tweets 1 1 1 90 2 2 3 241
Latent Factor Models for Credit Scoring in P2P Systems 0 0 0 23 0 0 2 51
Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers 0 2 4 79 1 3 10 426
Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises 0 0 1 16 0 2 4 38
Measuring Bank Contagion in Europe Using Binary Spatial Regression Models 0 0 1 75 1 1 4 138
Measuring contagion risk in international banking 0 0 2 32 0 0 4 65
Measuring risk with ordinal variables 0 2 4 120 0 4 9 394
Modeling Systemic Risk with Correlated Stochastic Processes 0 0 0 98 0 0 2 92
Monetary transmission models for bank interest rates 0 0 1 78 0 0 3 188
Monitoring COVID-19 contagion growth 0 0 0 0 0 0 1 3
NetVIX - A Network Volatility Index of Financial Markets 0 0 3 27 4 19 62 340
Network VAR models to Measure Financial Contagion 0 0 6 82 1 2 19 206
Operational and cyber risks in the financial sector 0 2 4 44 1 7 29 181
Operational and cyber risks in the financial sector 0 0 0 8 0 0 1 60
Systemic risk of Islamic Banks 0 1 1 86 0 1 2 271
Tail Risk Measurement In Crypto-Asset Markets 0 0 1 36 1 1 11 86
Tail Risk Transmission: A Study of Iran Food Industry 0 0 0 11 0 0 4 58
The drivers of cyber risk 0 1 6 52 3 5 25 263
The drivers of cyber risk 0 0 1 22 0 0 2 64
The multivariate nature of systemic risk: direct and common exposures 0 0 0 68 0 0 2 104
Trade Networks and Economic Fluctuations in Asia 0 0 1 26 0 0 5 52
Tree Networks to Assess Financial Contagion 0 0 0 22 0 1 2 56
Tree Networks to assess Financial Contagion 0 0 2 12 0 1 3 24
Total Working Papers 2 13 60 2,700 17 63 295 7,417

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 2 137 1 1 3 339
A New Interactive Tool to Visualize and Analyze COVID-19 Data: The PERISCOPE Atlas 0 0 0 0 0 1 1 2
A Poisson Autoregressive Model to Understand COVID-19 Contagion Dynamics 0 0 2 11 0 1 5 58
A network based fintech inclusion platform 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 0 130
Bail-In or Bail-Out? Correlation Networks to Measure the Systemic Implications of Bank Resolution 0 0 0 9 0 0 1 52
Bayesian Networks for enterprise risk assessment 0 0 0 8 0 0 2 47
Bayesian data mining, with application to benchmarking and credit scoring 0 0 0 13 1 1 5 31
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 1 67
Categorical network models for systemic risk measurement 0 0 1 13 0 0 1 41
CoRisk: Credit Risk Contagion with Correlation Network Models 0 0 1 8 0 0 4 67
Credit Scoring for Peer-to-Peer Lending 0 0 0 0 0 2 3 3
Credit risk assessment with Bayesian model averaging 0 1 3 10 0 1 3 12
Crypto Asset Portfolio Selection 0 0 3 4 0 1 8 12
Crypto price discovery through correlation networks 3 5 14 35 5 10 27 76
Cyber Risk Contagion 0 0 0 0 1 1 1 1
Cyber risk measurement with ordinal data 0 0 4 26 0 0 7 84
Cyber risk ordering with rank-based statistical models 0 0 0 1 0 0 1 12
Data mining of association structures to model consumer behaviour 0 0 0 91 1 1 4 224
Discussion on the paper by Brooks, Giudici and Roberts 0 0 0 17 0 0 0 92
Editorial 0 0 0 0 0 0 0 0
Editorial 1 1 1 1 1 1 2 8
Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions 0 0 0 124 0 1 3 336
Estimating bank default with generalised extreme value regression models 1 1 1 8 1 1 2 34
Explainable FinTech lending 0 1 1 1 0 1 1 1
Explainable Machine Learning in Credit Risk Management 0 0 9 37 4 10 41 138
Explainable artificial intelligence for crypto asset allocation 2 2 4 7 2 4 15 21
Financial contagion through space-time point processes 0 0 6 6 1 2 9 18
Financial data science 0 1 4 68 0 2 10 222
Graphical Network Models for International Financial Flows 1 2 4 26 2 5 14 91
Heterogeneous market structure and systemic risk: Evidence from dual banking systems 1 1 1 6 1 4 7 89
High Frequency Price Change Spillovers in Bitcoin Markets 0 0 0 1 0 0 1 33
Latent factor models for credit scoring in P2P systems 0 0 3 16 1 1 10 106
Lead Behaviour in Bitcoin Markets 0 0 1 7 0 5 8 93
Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers 0 1 2 3 0 1 6 17
Likelihood-Ratio Tests for Hidden Markov Models 0 0 0 4 0 0 1 20
Lorenz Model Selection 0 1 2 3 0 1 7 16
Machine Learning Classification Model Comparison 0 0 3 3 0 2 6 6
Markov Chain Monte Carlo model selection for DAG models 0 0 0 0 0 0 0 11
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 11 1 2 4 64
Measuring contagion risk in international banking 0 0 1 14 0 1 5 94
Modelling Operational Risk Losses with Graphical Models and Copula Functions 0 0 0 0 0 0 1 4
Monte Carlo methods for nonparametric survival model determination 0 0 0 3 0 1 1 19
NetVIX — A network volatility index of financial markets 0 0 0 2 0 1 6 12
Network VAR models to measure financial contagion 0 0 5 10 0 3 12 29
Network centrality effects in peer to peer lending 0 1 4 5 0 2 10 13
Network models to improve robot advisory portfolios 0 0 0 0 0 0 3 6
Non parametric statistical models for on-line text classification 0 0 0 18 0 1 1 99
Nonparametric estimation of survival functions by means of partial exchangeability structures 0 0 0 3 0 1 1 23
On a statistical h index 0 0 0 6 0 0 0 22
On the Gini measure decomposition 0 0 0 57 0 0 0 132
On the distribution of functionals of discrete ordinal variables 0 0 1 8 0 1 3 35
P2P lending scoring models: Do they predict default? 0 0 2 2 0 1 7 7
Paolo Giudici and Silvia Figini: Applied data mining for business and industry (Second Edition) 0 0 0 18 1 2 5 104
SAFE Artificial Intelligence in finance 0 1 1 1 2 7 7 7
Scorecard models for operations management 0 2 3 10 1 6 23 52
Shapley Feature Selection 0 0 0 1 0 0 3 7
Sovereign risk in the Euro area: a multivariate stochastic process approach 0 0 0 5 0 0 0 20
Statistical merging of rating models 0 1 2 2 0 1 2 2
Statistical models for e-learning data 0 0 0 17 0 0 0 71
Statistical models for operational risk management 0 0 4 46 0 2 18 181
Tail Risk Transmission: A Study of the Iran Food Industry 0 0 0 2 0 0 2 30
Tail risk measurement in crypto-asset markets 0 0 3 14 1 3 17 65
The drivers of cyber risk 0 1 11 17 1 5 29 53
Trade networks and economic fluctuations in Asian countries 0 0 0 0 0 0 2 34
Tree networks to assess financial contagion 0 0 1 8 0 2 6 65
Vector error correction models to measure connectedness of Bitcoin exchange markets 0 1 3 4 0 1 6 25
What determines bitcoin exchange prices? A network VAR approach 1 4 17 113 1 5 33 245
Why to Buy Insurance? An Explainable Artificial Intelligence Approach 0 2 4 7 2 4 8 30
Total Journal Articles 10 31 135 1,191 33 114 437 4,236

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 1 15 0 1 2 49
Total Chapters 0 0 1 15 0 1 2 49

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Statistics updated 2023-12-04