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 2 6 12 276
A Poisson autoregressive model to understand COVID-19 contagion dynamics 0 0 0 182 0 7 10 520
A rank graduation accuracy measure 0 0 0 13 0 3 10 52
Bail in or Bail out? The Atlante example from a systemic risk perspective 0 0 0 89 0 4 6 161
Bayesian Credit Ratings (new version) 0 0 0 50 1 2 4 84
Bayesian operational risk models 0 1 4 47 0 2 9 125
Big data models of bank risk contagion 0 0 1 284 1 2 9 403
Building crypto portfolios with agentic AI 0 1 13 13 5 18 36 36
CoRisk: measuring systemic risk through default probability contagion 0 0 1 159 2 10 13 533
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 2 8 230
Estimating bank default with generalised extreme value models 0 0 2 83 1 3 8 228
Factorial Network Models To Improve P2P Credit Risk Management 0 1 1 39 0 6 9 116
Financial big data analysis for the estimation of systemic risks 0 0 0 194 2 5 9 410
Graphical network models for international financial flows 0 1 1 159 4 12 17 377
H Index: A Statistical Proposal 0 0 0 54 0 7 12 307
Heterogeneous Market Structure and Systemic Risk: Evidence from Dual Banking Systems 0 0 0 37 3 7 12 177
Hierarchical Graphical Models, With Application to Systemic Risk 0 0 0 37 1 6 8 122
How to measure the quality of financial tweets 0 0 0 90 2 8 10 253
Latent Factor Models for Credit Scoring in P2P Systems 0 0 0 23 0 3 9 63
Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers 0 0 0 79 0 7 8 443
Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises 0 1 1 19 0 6 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 4 7 12 81
Measuring risk with ordinal variables 0 0 0 122 0 2 4 420
Modeling Systemic Risk with Correlated Stochastic Processes 0 0 2 102 0 2 5 104
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 2 3 6
NetVIX - A Network Volatility Index of Financial Markets 0 0 1 29 1 5 26 407
Network VAR models to Measure Financial Contagion 0 0 0 84 3 7 13 227
Operational and cyber risks in the financial sector 0 0 0 10 0 9 17 84
Operational and cyber risks in the financial sector 0 0 2 51 2 15 34 231
Systemic risk of Islamic Banks 0 0 1 88 0 2 7 282
Tail Risk Measurement In Crypto-Asset Markets 1 1 2 42 5 17 25 128
Tail Risk Transmission: A Study of Iran Food Industry 0 0 0 11 3 6 9 71
The drivers of cyber risk 0 0 0 57 0 10 28 315
The drivers of cyber risk 1 1 2 27 1 3 8 78
The multivariate nature of systemic risk: direct and common exposures 0 0 0 68 0 4 5 110
Trade Networks and Economic Fluctuations in Asia 0 0 0 26 4 7 16 69
Tree Networks to Assess Financial Contagion 0 0 0 22 0 3 7 64
Tree Networks to assess Financial Contagion 0 0 0 12 0 5 11 37
Total Working Papers 2 8 36 2,787 47 250 483 8,199


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 5 11 357
A New Interactive Tool to Visualize and Analyze COVID-19 Data: The PERISCOPE Atlas 0 0 1 2 1 4 7 11
A Poisson Autoregressive Model to Understand COVID-19 Contagion Dynamics 0 0 0 13 1 4 8 70
A network based fintech inclusion platform 0 0 2 3 0 2 6 14
A statistical method to optimize the combination of internal and external data in operational risk measurement 0 0 0 0 0 4 5 6
A statistical package for safe artificial intelligence 0 0 2 2 0 2 5 5
A threshold based approach to merge data in financial risk management 0 0 0 38 0 1 3 136
AI Risk Management: A Bibliometric Analysis 0 0 4 4 2 12 23 23
Accurate, Secure and Explainable bitcoin forecasting 0 1 2 2 0 5 7 7
Are ESG Female? The Hidden Benefits of Female Presence on Sustainable Finance 0 0 0 0 3 6 9 9
Bail-In or Bail-Out? Correlation Networks to Measure the Systemic Implications of Bank Resolution 0 0 1 11 2 6 9 63
Bayesian Networks for enterprise risk assessment 0 0 0 8 0 3 7 56
Bayesian data mining, with application to benchmarking and credit scoring 0 0 2 15 0 3 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 2 7 11 80
Categorical network models for systemic risk measurement 0 0 1 14 2 5 10 53
CoRisk: Credit Risk Contagion with Correlation Network Models 0 0 0 8 0 6 9 81
Correlation Metrics for Safe Artificial Intelligence 0 0 0 0 2 5 5 5
Credit Scoring for Peer-to-Peer Lending 0 0 0 1 1 4 8 21
Credit risk assessment with Bayesian model averaging 0 0 4 14 1 5 15 27
Crypto Asset Portfolio Selection 0 0 0 7 0 9 10 32
Crypto price discovery through correlation networks 0 1 3 46 5 22 30 134
Cyber Risk Contagion 0 0 0 0 0 2 4 5
Cyber risk measurement with ordinal data 0 0 3 30 1 5 10 100
Cyber risk ordering with rank-based statistical models 0 0 1 4 0 3 11 28
Data mining of association structures to model consumer behaviour 0 0 0 91 0 2 2 226
Discussion on the paper by Brooks, Giudici and Roberts 0 0 0 17 1 4 4 96
Editorial 0 0 0 0 0 0 1 1
Editorial 0 0 0 1 0 1 2 11
Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions 0 0 1 126 0 2 6 345
Estimating bank default with generalised extreme value regression models 0 0 0 9 4 12 12 48
Explainability, fairness and the Simpson’s paradox in credit lending 0 0 0 0 2 6 7 7
Explainable Artificial Intelligence methods for financial time series 0 0 4 4 1 7 29 35
Explainable FinTech lending 0 0 5 11 3 5 29 50
Explainable Machine Learning in Credit Risk Management 2 7 21 69 18 52 105 272
Explainable artificial intelligence for crypto asset allocation 0 0 9 21 13 18 46 87
Financial contagion through space-time point processes 0 0 0 6 1 4 8 33
Financial data science 0 0 3 76 2 6 15 246
Graphical Network Models for International Financial Flows 1 2 5 36 1 3 13 124
Heterogeneous market structure and systemic risk: Evidence from dual banking systems 0 0 0 7 1 3 13 105
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 1 2 6 0 6 12 31
Latent factor models for credit scoring in P2P systems 0 0 0 16 0 5 9 119
Lead Behaviour in Bitcoin Markets 0 0 1 10 1 4 8 109
Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers 0 0 2 5 5 11 17 43
Likelihood-Ratio Tests for Hidden Markov Models 0 0 0 5 0 2 3 24
Lorenz Model Selection 0 0 1 8 1 5 8 34
Machine Learning Classification Model Comparison 0 0 6 12 3 6 19 35
Markov Chain Monte Carlo model selection for DAG models 0 0 0 0 0 6 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 1 5 10 77
Measuring contagion risk in international banking 0 0 0 15 1 3 9 106
Measuring inequality in the adoption of ESG scores by small and medium enterprises 0 0 1 1 2 9 14 14
Modelling Operational Risk Losses with Graphical Models and Copula Functions 0 0 0 0 0 7 7 11
Monte Carlo methods for nonparametric survival model determination 0 0 0 3 2 4 4 25
Multidimensional Inequality Metrics for Sustainable Business Development 0 0 0 0 3 8 18 22
NetMES: a network based marginal expected shortfall measure 0 0 0 0 0 6 6 6
NetVIX — A network volatility index of financial markets 0 0 0 3 0 3 9 27
Network VAR models to measure financial contagion 0 0 1 13 3 10 19 55
Network centrality effects in peer to peer lending 0 0 3 12 1 10 18 39
Network models to improve robot advisory portfolios 0 0 0 2 1 5 9 23
Non parametric statistical models for on-line text classification 0 1 1 21 0 3 5 107
Nonparametric estimation of survival functions by means of partial exchangeability structures 0 0 0 3 0 2 3 26
On a statistical h index 0 0 0 7 0 4 6 32
On the Gini measure decomposition 0 0 0 58 0 5 7 144
On the distribution of functionals of discrete ordinal variables 0 0 0 8 1 3 7 42
Operational and Cyber Risks in the Financial Sector 1 3 12 18 4 23 68 85
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 1 3 5 6
RGA: a unified measure of predictive accuracy 0 0 0 0 1 11 15 15
SAFE Artificial Intelligence in finance 0 0 2 7 5 9 23 45
Scorecard models for operations management 1 2 3 14 1 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 0 3 6 20
Sovereign risk in the Euro area: a multivariate stochastic process approach 0 0 0 5 0 3 4 26
Statistical merging of rating models 0 0 0 2 0 2 3 6
Statistical models for business continuity management 0 0 1 2 0 3 6 7
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 5 11 204
Sustainability, Accuracy, Fairness, and Explainability (SAFE) Machine Learning in Quantitative Trading 0 3 7 8 2 13 21 33
Tail Risk Transmission: A Study of the Iran Food Industry 0 0 0 3 1 3 3 36
Tail risk measurement in crypto-asset markets 0 0 0 16 1 7 18 85
The drivers of cyber risk 0 0 5 30 2 12 43 124
The impact of the SARS-CoV-2 pandemic on financial markets: a seismologic approach 0 0 0 0 0 5 6 7
Trade networks and economic fluctuations in Asian countries 1 1 1 1 2 4 6 42
Tree networks to assess financial contagion 0 0 0 9 2 4 11 80
Vector error correction models to measure connectedness of Bitcoin exchange markets 0 1 1 9 2 4 5 35
What determines bitcoin exchange prices? A network VAR approach 0 0 6 127 2 12 30 293
Why to Buy Insurance? An Explainable Artificial Intelligence Approach 0 0 1 9 1 4 7 40
Total Journal Articles 6 24 140 1,461 122 535 1,088 5,813


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 3 4 55
Total Chapters 0 0 0 16 0 3 4 55


Statistics updated 2026-03-04