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 0 264
A Poisson autoregressive model to understand COVID-19 contagion dynamics 0 0 0 181 0 0 3 506
A rank graduation accuracy measure 0 1 1 13 0 1 6 41
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 2 50 0 0 6 79
Bayesian operational risk models 0 0 1 41 0 0 3 112
Big data models of bank risk contagion 0 0 1 282 0 0 4 384
CoRisk: measuring systemic risk through default probability contagion 0 0 3 157 0 0 8 502
Conditional graphical models for systemic risk measurement 0 0 0 67 0 0 2 150
Credit risk predictions with Bayesian model averaging 0 0 1 79 1 2 4 222
Estimating bank default with generalised extreme value models 0 0 1 81 0 0 5 217
Factorial Network Models To Improve P2P Credit Risk Management 0 1 1 38 0 2 6 107
Financial big data analysis for the estimation of systemic risks 0 0 0 193 0 1 3 398
Graphical network models for international financial flows 0 3 4 158 0 3 6 358
H Index: A Statistical Proposal 0 0 0 54 0 1 2 293
Heterogeneous Market Structure and Systemic Risk: Evidence from Dual Banking Systems 0 0 0 37 0 1 4 164
Hierarchical Graphical Models, With Application to Systemic Risk 0 0 0 37 0 0 0 114
How to measure the quality of financial tweets 0 0 1 90 0 0 3 242
Latent Factor Models for Credit Scoring in P2P Systems 0 0 0 23 0 0 1 52
Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers 0 0 2 79 1 1 8 431
Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises 0 0 1 17 0 0 6 42
Measuring Bank Contagion in Europe Using Binary Spatial Regression Models 0 0 1 76 1 1 6 143
Measuring contagion risk in international banking 0 0 0 32 0 0 1 66
Measuring risk with ordinal variables 0 0 3 121 0 0 18 408
Modeling Systemic Risk with Correlated Stochastic Processes 0 0 1 99 0 0 3 95
Monetary transmission models for bank interest rates 0 0 0 78 0 1 1 189
Monitoring COVID-19 contagion growth 0 0 0 0 0 0 0 3
NetVIX - A Network Volatility Index of Financial Markets 0 0 1 28 1 2 44 365
Network VAR models to Measure Financial Contagion 1 2 2 84 1 2 4 208
Operational and cyber risks in the financial sector 0 0 1 9 1 1 3 63
Operational and cyber risks in the financial sector 0 1 5 47 1 4 17 191
Systemic risk of Islamic Banks 0 0 2 87 0 0 5 275
Tail Risk Measurement In Crypto-Asset Markets 0 1 2 38 1 2 9 94
Tail Risk Transmission: A Study of Iran Food Industry 0 0 0 11 1 1 1 59
The drivers of cyber risk 0 0 2 53 1 3 18 276
The drivers of cyber risk 0 0 1 23 0 0 2 66
The multivariate nature of systemic risk: direct and common exposures 0 0 0 68 0 0 0 104
Trade Networks and Economic Fluctuations in Asia 0 0 0 26 0 1 1 53
Tree Networks to Assess Financial Contagion 0 0 0 22 0 0 1 56
Tree Networks to assess Financial Contagion 0 0 0 12 0 0 3 26
Total Working Papers 1 9 40 2,727 10 30 217 7,571

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 2 139 0 0 6 344
A New Interactive Tool to Visualize and Analyze COVID-19 Data: The PERISCOPE Atlas 0 0 1 1 0 0 3 4
A Poisson Autoregressive Model to Understand COVID-19 Contagion Dynamics 0 1 1 12 0 1 4 61
A network based fintech inclusion platform 0 0 0 0 0 1 1 3
A threshold based approach to merge data in financial risk management 0 0 0 38 0 0 2 132
Bail-In or Bail-Out? Correlation Networks to Measure the Systemic Implications of Bank Resolution 0 0 0 9 0 0 0 52
Bayesian Networks for enterprise risk assessment 0 0 0 8 0 0 1 48
Bayesian data mining, with application to benchmarking and credit scoring 0 0 0 13 0 1 2 32
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 0 1 2 68
Categorical network models for systemic risk measurement 0 0 0 13 0 0 2 43
CoRisk: Credit Risk Contagion with Correlation Network Models 0 0 0 8 0 0 1 68
Credit Scoring for Peer-to-Peer Lending 0 0 0 0 0 2 6 7
Credit risk assessment with Bayesian model averaging 0 0 1 10 0 0 1 12
Crypto Asset Portfolio Selection 0 0 2 6 0 1 5 16
Crypto price discovery through correlation networks 1 2 11 41 3 9 29 95
Cyber Risk Contagion 0 0 0 0 0 0 1 1
Cyber risk measurement with ordinal data 0 0 0 26 0 1 3 87
Cyber risk ordering with rank-based statistical models 0 0 2 3 0 0 4 16
Data mining of association structures to model consumer behaviour 0 0 0 91 0 0 1 224
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 0 0 1 1 0 0 2 9
Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions 0 1 1 125 0 1 3 338
Estimating bank default with generalised extreme value regression models 0 1 2 9 0 1 3 36
Explainable FinTech lending 2 3 5 5 3 7 15 15
Explainable Machine Learning in Credit Risk Management 0 1 6 43 3 4 28 156
Explainable artificial intelligence for crypto asset allocation 1 1 4 9 1 1 13 30
Financial contagion through space-time point processes 0 0 0 6 1 1 8 24
Financial data science 1 2 5 72 2 3 10 230
Graphical Network Models for International Financial Flows 0 0 3 27 0 2 18 104
Heterogeneous market structure and systemic risk: Evidence from dual banking systems 0 0 1 6 0 0 5 90
High Frequency Price Change Spillovers in Bitcoin Markets 0 0 0 1 0 0 0 33
Latent factor models for credit scoring in P2P systems 0 0 0 16 1 1 4 109
Lead Behaviour in Bitcoin Markets 0 0 2 9 1 4 13 101
Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers 0 0 1 3 0 2 8 24
Likelihood-Ratio Tests for Hidden Markov Models 0 0 1 5 0 0 1 21
Lorenz Model Selection 0 0 5 7 0 0 10 25
Machine Learning Classification Model Comparison 1 1 2 5 1 2 7 11
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 0 1 11 1 1 4 66
Measuring contagion risk in international banking 0 0 0 14 0 0 1 94
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 19
NetVIX — A network volatility index of financial markets 0 0 0 2 0 0 2 13
Network VAR models to measure financial contagion 0 0 2 12 1 2 10 36
Network centrality effects in peer to peer lending 0 1 3 7 0 3 7 18
Network models to improve robot advisory portfolios 0 0 0 0 0 1 4 10
Non parametric statistical models for on-line text classification 0 0 0 18 0 0 1 99
Nonparametric estimation of survival functions by means of partial exchangeability structures 0 0 0 3 0 0 1 23
On a statistical h index 0 0 1 7 0 1 4 26
On the Gini measure decomposition 0 0 1 58 0 0 5 137
On the distribution of functionals of discrete ordinal variables 0 0 0 8 0 0 1 35
P2P lending scoring models: Do they predict default? 0 0 2 4 0 0 4 10
Paolo Giudici and Silvia Figini: Applied data mining for business and industry (Second Edition) 0 0 0 18 0 2 7 109
SAFE Artificial Intelligence in finance 1 1 3 3 1 6 15 15
Scorecard models for operations management 0 0 3 11 0 0 10 56
Shapley Feature Selection 0 0 1 2 0 0 3 10
Sovereign risk in the Euro area: a multivariate stochastic process approach 0 0 0 5 0 0 2 22
Statistical merging of rating models 0 0 1 2 0 0 2 3
Statistical models for e-learning data 0 0 0 17 0 0 0 71
Statistical models for operational risk management 0 0 1 47 0 1 10 189
Tail Risk Transmission: A Study of the Iran Food Industry 0 0 0 2 0 0 1 31
Tail risk measurement in crypto-asset markets 0 1 1 15 0 1 4 66
The drivers of cyber risk 0 2 5 21 1 7 19 67
Trade networks and economic fluctuations in Asian countries 0 0 0 0 0 0 1 35
Tree networks to assess financial contagion 0 0 1 9 0 1 4 67
Vector error correction models to measure connectedness of Bitcoin exchange markets 0 1 5 8 0 1 5 29
What determines bitcoin exchange prices? A network VAR approach 0 0 9 118 1 3 17 257
Why to Buy Insurance? An Explainable Artificial Intelligence Approach 0 0 2 7 0 0 4 30
Total Journal Articles 7 19 101 1,261 21 76 371 4,493

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 1 1 1 16 1 1 2 50
Total Chapters 1 1 1 16 1 1 2 50

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Statistics updated 2024-09-04