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 3 15 280
A Poisson autoregressive model to understand COVID-19 contagion dynamics 0 0 0 182 0 0 15 526
A rank graduation accuracy measure 0 0 1 14 0 0 14 58
Bail in or Bail out? The Atlante example from a systemic risk perspective 0 0 0 89 0 0 9 165
Bayesian Credit Ratings (new version) 0 0 0 50 1 1 6 87
Bayesian operational risk models 0 0 3 47 0 1 10 130
Big data models of bank risk contagion 0 0 1 285 0 0 6 405
Building crypto portfolios with agentic AI 0 0 3 14 2 3 40 52
CoRisk: measuring systemic risk through default probability contagion 0 0 1 160 1 3 22 544
Conditional graphical models for systemic risk measurement 0 0 1 68 1 1 7 159
Credit risk predictions with Bayesian model averaging 0 0 0 79 1 2 13 236
Estimating bank default with generalised extreme value models 0 0 1 83 0 0 7 229
Factorial Network Models To Improve P2P Credit Risk Management 0 0 2 40 0 0 17 126
Financial big data analysis for the estimation of systemic risks 0 0 0 194 0 0 7 411
Graphical network models for international financial flows 0 0 2 160 0 4 27 389
H Index: A Statistical Proposal 0 0 0 54 2 2 12 309
Heterogeneous Market Structure and Systemic Risk: Evidence from Dual Banking Systems 0 0 0 37 2 2 19 184
Hierarchical Graphical Models, With Application to Systemic Risk 0 0 0 37 0 0 8 123
How to measure the quality of financial tweets 0 0 0 90 2 2 18 261
Latent Factor Models for Credit Scoring in P2P Systems 0 0 0 23 0 1 9 68
Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers 0 0 0 79 0 1 15 451
Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises 0 0 1 19 0 1 11 59
Measuring Bank Contagion in Europe Using Binary Spatial Regression Models 0 0 0 78 2 3 17 164
Measuring contagion risk in international banking 0 0 0 33 1 3 17 89
Measuring risk with ordinal variables 0 0 0 122 0 2 6 423
Modeling Systemic Risk with Correlated Stochastic Processes 0 0 0 102 0 0 5 106
Monetary transmission models for bank interest rates 0 0 0 79 0 0 10 201
Monitoring COVID-19 contagion growth 0 0 0 0 0 1 4 7
NetVIX - A Network Volatility Index of Financial Markets 0 0 1 29 0 1 14 410
Network VAR models to Measure Financial Contagion 0 0 0 84 0 1 8 228
Operational and cyber risks in the financial sector 0 0 0 10 0 3 17 88
Operational and cyber risks in the financial sector 0 0 1 52 2 4 39 243
Systemic risk of Islamic Banks 0 0 1 88 0 1 7 283
Tail Risk Measurement In Crypto-Asset Markets 0 1 2 43 0 1 29 135
Tail Risk Transmission: A Study of Iran Food Industry 0 0 0 11 1 2 12 74
The drivers of cyber risk 1 2 4 61 1 2 30 326
The drivers of cyber risk 0 1 3 28 0 13 20 94
The multivariate nature of systemic risk: direct and common exposures 0 0 0 68 0 1 8 114
Trade Networks and Economic Fluctuations in Asia 0 0 0 26 0 1 18 73
Tree Networks to Assess Financial Contagion 0 0 0 22 0 0 10 67
Tree Networks to assess Financial Contagion 0 0 0 12 1 1 13 44
Total Working Papers 1 4 28 2,800 20 67 591 8,421


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 1 141 1 3 22 371
A New Interactive Tool to Visualize and Analyze COVID-19 Data: The PERISCOPE Atlas 0 0 0 2 0 0 11 16
A Poisson Autoregressive Model to Understand COVID-19 Contagion Dynamics 0 0 0 13 1 1 12 76
A network based fintech inclusion platform 0 0 0 3 0 1 9 21
A statistical method to optimize the combination of internal and external data in operational risk measurement 0 0 0 0 0 3 8 10
A statistical package for safe artificial intelligence 0 0 1 2 0 1 7 8
A threshold based approach to merge data in financial risk management 0 0 0 38 0 2 5 139
AI Risk Management: A Bibliometric Analysis 0 1 6 8 2 4 30 36
Accurate, Secure and Explainable bitcoin forecasting 0 0 3 3 1 4 15 15
Are ESG Female? The Hidden Benefits of Female Presence on Sustainable Finance 0 0 0 0 0 1 13 15
Bail-In or Bail-Out? Correlation Networks to Measure the Systemic Implications of Bank Resolution 0 0 1 12 0 0 15 72
Bayesian Networks for enterprise risk assessment 0 1 1 9 0 1 7 59
Bayesian data mining, with application to benchmarking and credit scoring 0 0 1 15 0 2 12 50
Bayesian inference for graphical factor analysis models 0 0 0 16 0 1 6 55
COVID-19 contagion and digital finance 0 0 0 20 1 1 13 84
Categorical network models for systemic risk measurement 1 1 2 15 1 1 11 56
CoRisk: Credit Risk Contagion with Correlation Network Models 0 0 1 9 3 9 28 102
Correlation Metrics for Safe Artificial Intelligence 0 0 0 0 0 1 10 10
Credit Scoring for Peer-to-Peer Lending 0 0 0 1 1 1 11 26
Credit risk assessment with Bayesian model averaging 0 0 0 14 1 2 13 34
Crypto Asset Portfolio Selection 0 0 0 7 0 1 17 40
Crypto price discovery through correlation networks 0 0 3 48 1 5 33 144
Cyber Risk Contagion 0 0 0 0 0 1 6 7
Cyber risk measurement with ordinal data 0 0 3 31 0 1 12 104
Cyber risk ordering with rank-based statistical models 0 0 2 6 1 2 12 34
Data mining of association structures to model consumer behaviour 0 0 0 91 0 0 4 228
Discussion on the paper by Brooks, Giudici and Roberts 0 0 0 17 0 2 7 99
Editorial 0 0 0 0 0 0 3 3
Editorial 0 0 0 1 0 1 2 12
Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions 0 0 0 126 0 1 6 348
Estimating bank default with generalised extreme value regression models 0 0 0 9 0 0 14 50
Explainability, fairness and the Simpson’s paradox in credit lending 0 0 0 0 1 4 17 17
Explainable Artificial Intelligence methods for financial time series 0 0 3 6 1 2 27 47
Explainable FinTech lending 1 1 4 14 3 5 32 70
Explainable Machine Learning in Credit Risk Management 3 6 26 82 12 27 148 352
Explainable artificial intelligence for crypto asset allocation 2 3 6 25 4 5 45 105
Financial contagion through space-time point processes 0 0 1 7 1 1 6 35
Financial data science 0 0 2 77 0 1 17 255
Graphical Network Models for International Financial Flows 0 1 4 37 1 3 14 133
Heterogeneous market structure and systemic risk: Evidence from dual banking systems 0 0 0 7 0 2 18 112
High Frequency Price Change Spillovers in Bitcoin Markets 0 0 1 2 0 2 17 54
How to combine ESG scores? A proposal based on credit rating prediction 0 0 2 6 2 4 21 42
Latent factor models for credit scoring in P2P systems 0 1 1 17 2 5 15 126
Lead Behaviour in Bitcoin Markets 0 0 0 10 1 1 7 111
Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers 0 0 0 5 1 2 22 52
Likelihood-Ratio Tests for Hidden Markov Models 0 0 0 5 0 0 4 25
Lorenz Model Selection 0 0 0 8 0 0 8 36
Machine Learning Classification Model Comparison 0 0 0 12 0 1 24 48
Markov Chain Monte Carlo model selection for DAG models 0 0 0 0 0 1 10 22
Markov chain Monte Carlo methods for probabilistic network model determination 0 0 0 9 1 1 3 28
Measuring bank contagion in Europe using binary spatial regression models 0 0 0 12 0 0 10 79
Measuring contagion risk in international banking 0 0 0 15 0 0 11 111
Measuring inequality in the adoption of ESG scores by small and medium enterprises 0 0 1 1 0 0 22 23
Modelling Operational Risk Losses with Graphical Models and Copula Functions 0 0 0 0 1 2 10 14
Monte Carlo methods for nonparametric survival model determination 0 0 0 3 0 1 5 26
Multidimensional Inequality Metrics for Sustainable Business Development 0 0 0 0 0 0 21 28
NetMES: a network based marginal expected shortfall measure 0 0 0 0 0 1 8 8
NetVIX — A network volatility index of financial markets 0 0 0 3 1 2 13 35
Network VAR models to measure financial contagion 0 1 1 14 0 2 26 68
Network centrality effects in peer to peer lending 0 0 0 12 0 0 16 42
Network models to improve robot advisory portfolios 0 0 0 2 0 2 15 32
Non parametric statistical models for on-line text classification 0 0 1 21 0 1 6 110
Nonparametric estimation of survival functions by means of partial exchangeability structures 0 0 0 3 0 0 3 26
On a statistical h index 0 0 0 7 0 3 11 39
On the Gini measure decomposition 0 0 2 60 0 0 11 149
On the distribution of functionals of discrete ordinal variables 0 0 0 8 0 1 10 47
Operational and Cyber Risks in the Financial Sector 0 0 14 27 1 12 84 133
P2P lending scoring models: Do they predict default? 0 0 3 7 0 2 9 22
Paolo Giudici and Silvia Figini: Applied data mining for business and industry (Second Edition) 0 0 0 19 0 0 4 114
Properties of the reconciled distributions for Gaussian and count forecasts 0 0 0 0 0 1 10 11
RGA: a unified measure of predictive accuracy 0 0 0 0 0 1 15 19
SAFE Artificial Intelligence in finance 0 0 2 9 2 2 28 60
Scorecard models for operations management 0 0 3 14 0 3 9 65
Scoring models for roboadvisory platforms: a network approach 0 0 0 1 0 2 8 17
Shapley Feature Selection 0 1 1 5 3 5 11 27
Sovereign risk in the Euro area: a multivariate stochastic process approach 0 0 0 5 0 3 10 32
Statistical merging of rating models 0 0 0 2 0 0 4 8
Statistical models for business continuity management 0 0 0 2 0 1 6 10
Statistical models for e-learning data 0 0 0 17 0 0 4 75
Statistical models for operational risk management 0 0 0 51 2 3 12 208
Sustainability, Accuracy, Fairness, and Explainability (SAFE) Machine Learning in Quantitative Trading 0 0 5 10 1 1 21 40
Tail Risk Transmission: A Study of the Iran Food Industry 0 0 0 3 0 1 6 39
Tail risk measurement in crypto-asset markets 0 0 1 17 0 1 28 102
The drivers of cyber risk 1 6 12 40 4 17 59 156
The impact of the SARS-CoV-2 pandemic on financial markets: a seismologic approach 0 0 0 0 0 1 10 12
Trade networks and economic fluctuations in Asian countries 0 0 3 3 0 0 11 49
Tree networks to assess financial contagion 0 0 1 10 0 2 15 88
Vector error correction models to measure connectedness of Bitcoin exchange markets 0 0 2 10 1 1 14 44
What determines bitcoin exchange prices? A network VAR approach 0 1 2 129 0 4 36 315
Why to Buy Insurance? An Explainable Artificial Intelligence Approach 0 0 2 10 0 0 9 43
Total Journal Articles 8 24 131 1,538 60 198 1,450 6,520


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 4 56
Total Chapters 0 0 0 16 0 0 4 56


Statistics updated 2026-10-11