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 6 12 276
A Poisson autoregressive model to understand COVID-19 contagion dynamics 0 0 0 182 1 6 10 521
A rank graduation accuracy measure 0 0 0 13 2 4 11 54
Bail in or Bail out? The Atlante example from a systemic risk perspective 0 0 0 89 1 4 7 162
Bayesian Credit Ratings (new version) 0 0 0 50 1 3 5 85
Bayesian operational risk models 0 1 4 47 2 4 11 127
Big data models of bank risk contagion 0 0 1 284 0 1 8 403
Building crypto portfolios with agentic AI 1 2 14 14 3 17 39 39
CoRisk: measuring systemic risk through default probability contagion 0 0 1 159 3 9 16 536
Conditional graphical models for systemic risk measurement 0 1 1 68 0 4 5 157
Credit risk predictions with Bayesian model averaging 0 0 0 79 0 1 8 230
Estimating bank default with generalised extreme value models 0 0 1 83 1 4 8 229
Factorial Network Models To Improve P2P Credit Risk Management 0 0 1 39 1 3 9 117
Financial big data analysis for the estimation of systemic risks 0 0 0 194 0 2 9 410
Graphical network models for international financial flows 0 1 1 159 1 11 17 378
H Index: A Statistical Proposal 0 0 0 54 0 4 12 307
Heterogeneous Market Structure and Systemic Risk: Evidence from Dual Banking Systems 0 0 0 37 1 5 13 178
Hierarchical Graphical Models, With Application to Systemic Risk 0 0 0 37 0 4 8 122
How to measure the quality of financial tweets 0 0 0 90 2 8 12 255
Latent Factor Models for Credit Scoring in P2P Systems 0 0 0 23 2 4 11 65
Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers 0 0 0 79 3 10 11 446
Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises 0 0 1 19 0 4 9 56
Measuring Bank Contagion in Europe Using Binary Spatial Regression Models 0 0 1 78 0 9 13 158
Measuring contagion risk in international banking 0 0 0 33 2 9 13 83
Measuring risk with ordinal variables 0 0 0 122 0 1 4 420
Modeling Systemic Risk with Correlated Stochastic Processes 0 0 0 102 1 3 4 105
Monetary transmission models for bank interest rates 0 0 0 79 0 5 7 198
Monitoring COVID-19 contagion growth 0 0 0 0 0 1 3 6
NetVIX - A Network Volatility Index of Financial Markets 0 0 1 29 0 3 21 407
Network VAR models to Measure Financial Contagion 0 0 0 84 0 5 13 227
Operational and cyber risks in the financial sector 0 0 0 10 0 4 17 84
Operational and cyber risks in the financial sector 0 0 2 51 1 7 34 232
Systemic risk of Islamic Banks 0 0 1 88 0 1 7 282
Tail Risk Measurement In Crypto-Asset Markets 0 1 2 42 1 14 26 129
Tail Risk Transmission: A Study of Iran Food Industry 0 0 0 11 0 5 9 71
The drivers of cyber risk 0 0 0 57 3 10 30 318
The drivers of cyber risk 0 1 2 27 0 3 8 78
The multivariate nature of systemic risk: direct and common exposures 0 0 0 68 1 4 5 111
Trade Networks and Economic Fluctuations in Asia 0 0 0 26 2 8 18 71
Tree Networks to Assess Financial Contagion 0 0 0 22 0 1 7 64
Tree Networks to assess Financial Contagion 0 0 0 12 0 5 9 37
Total Working Papers 1 7 34 2,788 35 216 499 8,234


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 13 359
A New Interactive Tool to Visualize and Analyze COVID-19 Data: The PERISCOPE Atlas 0 0 1 2 1 3 8 12
A Poisson Autoregressive Model to Understand COVID-19 Contagion Dynamics 0 0 0 13 0 2 7 70
A network based fintech inclusion platform 0 0 1 3 1 2 6 15
A statistical method to optimize the combination of internal and external data in operational risk measurement 0 0 0 0 0 1 5 6
A statistical package for safe artificial intelligence 0 0 2 2 2 2 7 7
A threshold based approach to merge data in financial risk management 0 0 0 38 1 1 4 137
AI Risk Management: A Bibliometric Analysis 1 1 5 5 2 9 25 25
Accurate, Secure and Explainable bitcoin forecasting 0 0 2 2 0 2 7 7
Are ESG Female? The Hidden Benefits of Female Presence on Sustainable Finance 0 0 0 0 1 6 10 10
Bail-In or Bail-Out? Correlation Networks to Measure the Systemic Implications of Bank Resolution 1 1 2 12 3 9 12 66
Bayesian Networks for enterprise risk assessment 0 0 0 8 2 3 9 58
Bayesian data mining, with application to benchmarking and credit scoring 0 0 2 15 0 1 10 45
Bayesian inference for graphical factor analysis models 0 0 0 16 0 1 2 51
COVID-19 contagion and digital finance 0 0 0 20 0 6 10 80
Categorical network models for systemic risk measurement 0 0 1 14 0 4 10 53
CoRisk: Credit Risk Contagion with Correlation Network Models 0 0 0 8 0 4 9 81
Correlation Metrics for Safe Artificial Intelligence 0 0 0 0 2 7 7 7
Credit Scoring for Peer-to-Peer Lending 0 0 0 1 2 5 10 23
Credit risk assessment with Bayesian model averaging 0 0 4 14 0 3 13 27
Crypto Asset Portfolio Selection 0 0 0 7 0 6 9 32
Crypto price discovery through correlation networks 0 0 3 46 1 21 31 135
Cyber Risk Contagion 0 0 0 0 0 1 4 5
Cyber risk measurement with ordinal data 1 1 4 31 2 6 12 102
Cyber risk ordering with rank-based statistical models 1 1 2 5 1 3 10 29
Data mining of association structures to model consumer behaviour 0 0 0 91 2 3 4 228
Discussion on the paper by Brooks, Giudici and Roberts 0 0 0 17 0 3 4 96
Editorial 0 0 0 1 0 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 0 2 5 345
Estimating bank default with generalised extreme value regression models 0 0 0 9 0 10 12 48
Explainability, fairness and the Simpson’s paradox in credit lending 0 0 0 0 1 6 8 8
Explainable Artificial Intelligence methods for financial time series 2 2 6 6 3 5 32 38
Explainable FinTech lending 0 0 5 11 2 7 30 52
Explainable Machine Learning in Credit Risk Management 1 7 22 70 14 49 116 286
Explainable artificial intelligence for crypto asset allocation 0 0 6 21 3 21 42 90
Financial contagion through space-time point processes 0 0 0 6 0 3 6 33
Financial data science 0 0 1 76 1 5 14 247
Graphical Network Models for International Financial Flows 0 2 5 36 0 2 13 124
Heterogeneous market structure and systemic risk: Evidence from dual banking systems 0 0 0 7 1 4 14 106
High Frequency Price Change Spillovers in Bitcoin Markets 0 1 1 2 0 4 10 45
How to combine ESG scores? A proposal based on credit rating prediction 0 0 2 6 0 0 11 31
Latent factor models for credit scoring in P2P systems 0 0 0 16 0 3 9 119
Lead Behaviour in Bitcoin Markets 0 0 1 10 0 3 8 109
Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers 0 0 2 5 1 9 18 44
Likelihood-Ratio Tests for Hidden Markov Models 0 0 0 5 0 1 3 24
Lorenz Model Selection 0 0 0 8 1 5 8 35
Machine Learning Classification Model Comparison 0 0 6 12 3 7 21 38
Markov Chain Monte Carlo model selection for DAG models 0 0 0 0 0 5 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 0 2 10 77
Measuring contagion risk in international banking 0 0 0 15 0 3 7 106
Measuring inequality in the adoption of ESG scores by small and medium enterprises 0 0 1 1 1 9 15 15
Modelling Operational Risk Losses with Graphical Models and Copula Functions 0 0 0 0 0 6 7 11
Monte Carlo methods for nonparametric survival model determination 0 0 0 3 0 4 4 25
Multidimensional Inequality Metrics for Sustainable Business Development 0 0 0 0 0 5 17 22
NetMES: a network based marginal expected shortfall measure 0 0 0 0 0 5 6 6
NetVIX — A network volatility index of financial markets 0 0 0 3 2 4 11 29
Network VAR models to measure financial contagion 0 0 1 13 5 13 24 60
Network centrality effects in peer to peer lending 0 0 3 12 0 5 17 39
Network models to improve robot advisory portfolios 0 0 0 2 1 4 9 24
Non parametric statistical models for on-line text classification 0 0 1 21 0 0 5 107
Nonparametric estimation of survival functions by means of partial exchangeability structures 0 0 0 3 0 1 3 26
On a statistical h index 0 0 0 7 0 3 5 32
On the Gini measure decomposition 0 0 0 58 0 4 7 144
On the distribution of functionals of discrete ordinal variables 0 0 0 8 1 4 7 43
Operational and Cyber Risks in the Financial Sector 1 3 13 19 6 20 73 91
P2P lending scoring models: Do they predict default? 0 0 2 6 0 0 6 17
Paolo Giudici and Silvia Figini: Applied data mining for business and industry (Second Edition) 0 0 1 19 0 3 5 114
Properties of the reconciled distributions for Gaussian and count forecasts 0 0 0 0 2 3 7 8
RGA: a unified measure of predictive accuracy 0 0 0 0 2 10 17 17
SAFE Artificial Intelligence in finance 1 1 3 8 8 15 30 53
Scorecard models for operations management 0 2 3 14 0 4 5 61
Scoring models for roboadvisory platforms: a network approach 0 0 1 1 0 5 8 15
Shapley Feature Selection 0 0 1 4 1 2 7 21
Sovereign risk in the Euro area: a multivariate stochastic process approach 0 0 0 5 0 2 4 26
Statistical merging of rating models 0 0 0 2 1 2 4 7
Statistical models for business continuity management 0 0 1 2 1 4 6 8
Statistical models for e-learning data 0 0 0 17 0 1 1 72
Statistical models for operational risk management 0 0 1 51 0 2 11 204
Sustainability, Accuracy, Fairness, and Explainability (SAFE) Machine Learning in Quantitative Trading 0 1 6 8 0 6 19 33
Tail Risk Transmission: A Study of the Iran Food Industry 0 0 0 3 0 3 3 36
Tail risk measurement in crypto-asset markets 0 0 0 16 2 7 19 87
The drivers of cyber risk 2 2 7 32 3 9 45 127
The impact of the SARS-CoV-2 pandemic on financial markets: a seismologic approach 0 0 0 0 1 4 7 8
Trade networks and economic fluctuations in Asian countries 1 2 2 2 3 6 8 45
Tree networks to assess financial contagion 0 0 0 9 1 3 11 81
Vector error correction models to measure connectedness of Bitcoin exchange markets 0 0 1 9 0 3 5 35
What determines bitcoin exchange prices? A network VAR approach 1 1 7 128 1 8 31 294
Why to Buy Insurance? An Explainable Artificial Intelligence Approach 0 0 1 9 0 3 7 40
Total Journal Articles 13 28 145 1,474 97 468 1,142 5,910


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


Statistics updated 2026-04-09