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 2 2 3 267
A Poisson autoregressive model to understand COVID-19 contagion dynamics 0 0 1 182 1 1 6 512
A rank graduation accuracy measure 0 0 0 13 3 3 6 47
Bail in or Bail out? The Atlante example from a systemic risk perspective 0 0 0 89 0 1 2 156
Bayesian Credit Ratings (new version) 0 0 0 50 1 2 2 82
Bayesian operational risk models 0 0 1 44 1 2 7 121
Big data models of bank risk contagion 0 0 2 284 2 3 12 401
CoRisk: measuring systemic risk through default probability contagion 0 0 2 159 0 0 6 522
Conditional graphical models for systemic risk measurement 0 0 0 67 0 0 2 152
Credit risk predictions with Bayesian model averaging 0 0 0 79 1 1 2 224
Estimating bank default with generalised extreme value models 0 0 1 82 1 1 6 223
Factorial Network Models To Improve P2P Credit Risk Management 0 0 0 38 1 1 3 110
Financial big data analysis for the estimation of systemic risks 0 0 0 194 0 0 5 404
Graphical network models for international financial flows 0 0 0 158 1 2 5 363
H Index: A Statistical Proposal 0 0 0 54 1 1 5 298
Heterogeneous Market Structure and Systemic Risk: Evidence from Dual Banking Systems 0 0 0 37 3 3 3 168
Hierarchical Graphical Models, With Application to Systemic Risk 0 0 0 37 1 1 2 116
How to measure the quality of financial tweets 0 0 0 90 0 0 1 243
Latent Factor Models for Credit Scoring in P2P Systems 0 0 0 23 0 4 6 59
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 49
Measuring Bank Contagion in Europe Using Binary Spatial Regression Models 0 1 2 78 1 3 4 148
Measuring contagion risk in international banking 0 0 0 33 1 1 5 73
Measuring risk with ordinal variables 0 0 1 122 0 0 7 417
Modeling Systemic Risk with Correlated Stochastic Processes 0 0 2 102 0 0 3 101
Monetary transmission models for bank interest rates 0 0 0 79 0 0 0 191
Monitoring COVID-19 contagion growth 0 0 0 0 0 0 0 3
NetVIX - A Network Volatility Index of Financial Markets 0 0 0 28 2 4 25 398
Network VAR models to Measure Financial Contagion 0 0 0 84 0 1 11 220
Operational and cyber risks in the financial sector 0 0 1 10 2 5 9 73
Operational and cyber risks in the financial sector 0 0 3 51 6 8 17 210
Systemic risk of Islamic Banks 1 1 1 88 2 3 3 278
Tail Risk Measurement In Crypto-Asset Markets 0 1 2 41 1 2 9 107
Tail Risk Transmission: A Study of Iran Food Industry 0 0 0 11 1 1 3 63
The drivers of cyber risk 0 0 1 25 0 3 7 74
The drivers of cyber risk 0 0 3 57 1 5 16 297
The multivariate nature of systemic risk: direct and common exposures 0 0 0 68 0 0 2 106
Trade Networks and Economic Fluctuations in Asia 0 0 0 26 1 2 3 56
Tree Networks to Assess Financial Contagion 0 0 0 22 2 2 3 59
Tree Networks to assess Financial Contagion 0 0 0 12 1 3 6 32
Total Working Papers 1 3 23 2,762 41 73 227 7,859

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 1 1 6 350
A New Interactive Tool to Visualize and Analyze COVID-19 Data: The PERISCOPE Atlas 0 0 1 2 1 1 2 6
A Poisson Autoregressive Model to Understand COVID-19 Contagion Dynamics 0 0 1 13 1 2 4 65
A network based fintech inclusion platform 0 1 3 3 0 3 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 1 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 0 0 4 52
Bayesian data mining, with application to benchmarking and credit scoring 0 0 1 14 2 2 7 40
Bayesian inference for graphical factor analysis models 0 0 0 16 1 1 1 50
COVID-19 contagion and digital finance 0 0 0 20 2 3 5 73
Categorical network models for systemic risk measurement 1 1 1 14 3 3 5 48
CoRisk: Credit Risk Contagion with Correlation Network Models 0 0 0 8 0 1 4 74
Credit Scoring for Peer-to-Peer Lending 0 0 0 1 0 1 4 15
Credit risk assessment with Bayesian model averaging 0 3 4 14 0 3 9 21
Crypto Asset Portfolio Selection 0 0 1 7 0 0 6 23
Crypto price discovery through correlation networks 0 0 3 45 0 0 12 111
Cyber Risk Contagion 0 0 0 0 0 0 0 1
Cyber risk measurement with ordinal data 1 1 3 29 2 2 7 94
Cyber risk ordering with rank-based statistical models 0 0 1 4 2 3 7 24
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 1 1 1 1
Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions 0 0 1 126 0 1 4 342
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 1 2 4 4 3 11 23 23
Explainable FinTech lending 1 3 6 11 4 12 25 42
Explainable Machine Learning in Credit Risk Management 0 1 12 56 5 15 51 209
Explainable artificial intelligence for crypto asset allocation 2 2 11 21 5 8 30 65
Financial contagion through space-time point processes 0 0 0 6 0 0 4 29
Financial data science 0 0 3 75 1 2 9 239
Graphical Network Models for International Financial Flows 0 1 4 33 1 3 13 120
Heterogeneous market structure and systemic risk: Evidence from dual banking systems 0 0 0 7 1 2 3 95
High Frequency Price Change Spillovers in Bitcoin Markets 0 0 0 1 1 1 5 38
How to combine ESG scores? A proposal based on credit rating prediction 0 0 1 4 3 4 9 24
Latent factor models for credit scoring in P2P systems 0 0 0 16 1 1 3 112
Lead Behaviour in Bitcoin Markets 0 1 1 10 1 2 4 105
Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers 0 1 2 5 1 3 6 31
Likelihood-Ratio Tests for Hidden Markov Models 0 0 0 5 1 1 1 22
Lorenz Model Selection 0 0 1 8 1 1 4 29
Machine Learning Classification Model Comparison 0 1 6 12 1 2 11 25
Markov Chain Monte Carlo model selection for DAG models 0 0 0 0 1 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 0 1 3 69
Measuring contagion risk in international banking 0 0 0 15 1 1 5 101
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 0 1 7 7
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 0 3 9 22
Network VAR models to measure financial contagion 0 0 1 13 0 2 6 42
Network centrality effects in peer to peer lending 0 0 3 12 1 1 6 27
Network models to improve robot advisory portfolios 0 0 2 2 0 2 7 17
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 1 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 0 0 1 138
On the distribution of functionals of discrete ordinal variables 0 0 0 8 2 3 4 39
Operational and Cyber Risks in the Financial Sector 1 3 11 14 4 15 45 53
P2P lending scoring models: Do they predict default? 1 1 1 5 2 3 5 15
Paolo Giudici and Silvia Figini: Applied data mining for business and industry (Second Edition) 0 1 1 19 0 1 1 110
Properties of the reconciled distributions for Gaussian and count forecasts 0 0 0 0 0 0 1 1
RGA: a unified measure of predictive accuracy 0 0 0 0 0 3 4 4
SAFE Artificial Intelligence in finance 0 0 3 7 0 2 12 32
Scorecard models for operations management 1 1 1 12 1 1 1 57
Scoring models for roboadvisory platforms: a network approach 0 1 1 1 1 3 10 10
Shapley Feature Selection 0 0 1 4 1 2 5 17
Sovereign risk in the Euro area: a multivariate stochastic process approach 0 0 0 5 0 0 0 22
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 3 51 1 1 7 197
Sustainability, Accuracy, Fairness, and Explainability (SAFE) Machine Learning in Quantitative Trading 0 0 5 5 0 1 19 19
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 3 5 11 77
The drivers of cyber risk 1 2 7 29 4 10 28 101
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 1 2 7 74
Vector error correction models to measure connectedness of Bitcoin exchange markets 0 0 0 8 1 1 2 31
What determines bitcoin exchange prices? A network VAR approach 0 0 8 127 2 3 22 281
Why to Buy Insurance? An Explainable Artificial Intelligence Approach 0 0 0 8 1 1 3 35
Total Journal Articles 10 28 129 1,414 75 171 557 5,135

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 2025-11-08