Paolo Giudici
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Giudici |
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Università degli Studi di Pavia
/ Dipartimento di Scienze Economiche e Aziendali
Research profile
author of:
- P2P lending scoring models: Do they predict default? (RePEc:aza:jdb000:y:2018:v:2:i:4:p:353-368)
by Giudici, Paolo & Misheva, Branka Hadji - Measuring contagion risk in international banking (RePEc:bis:biswps:796)
by Stefan Avdjiev & Paolo Giudici & Alessandro Spelta - Operational and cyber risks in the financial sector (RePEc:bis:biswps:840)
by Iñaki Aldasoro & Leonardo Gambacorta & Paolo Giudici & Thomas Leach - The drivers of cyber risk (RePEc:bis:biswps:865)
by Iñaki Aldasoro & Leonardo Gambacorta & Paolo Giudici & Thomas Leach - Likelihood-Ratio Tests for Hidden Markov Models (RePEc:bla:biomet:v:56:y:2000:i:3:p:742-747)
by Paolo Giudici & Tobias Ryden & Pierre Vandekerkhove - Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions (RePEc:bla:jorssb:v:65:y:2003:i:1:p:3-39)
by S. P. Brooks & P. Giudici & G. O. Roberts - Discussion on the paper by Brooks, Giudici and Roberts (RePEc:bla:jorssb:v:65:y:2003:i:1:p:39-55)
by Christian P. Robert & Xiao‐Li Meng & Jesper Møller & Jeffrey S Rosenthal & C Jennison & M. A Hurn & F Al‐Awadhi & Peter McCullagh & Christophe Andrieu & Arnaud Doucet & Petros Dellaportas & Ioulia Pap - Operational and cyber risks in the financial sector (RePEc:cpr:ceprdp:14418)
by Gambacorta, Leonardo & Aldasoro, Inaki & Giudici, Paolo & Leach, Thomas - The drivers of cyber risk (RePEc:cpr:ceprdp:14805)
by Gambacorta, Leonardo & Aldasoro, Inaki & Giudici, Paolo & Leach, Thomas - Data mining of association structures to model consumer behaviour (RePEc:eee:csdana:v:38:y:2002:i:4:p:533-541)
by Giudici, Paolo & Passerone, Gianluca - A Bayesian approach to estimate the marginal loss distributions in operational risk management (RePEc:eee:csdana:v:52:y:2008:i:6:p:3107-3127)
by Dalla Valle, L. & Giudici, P. - Tree networks to assess financial contagion (RePEc:eee:ecmode:v:85:y:2020:i:c:p:349-366)
by Agosto, Arianna & Ahelegbey, Daniel Felix & Giudici, Paolo - Network VAR models to measure financial contagion (RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302059)
by Ahelegbey, Daniel Felix & Giudici, Paolo & Hashem, Shatha Qamhieh - Trade networks and economic fluctuations in Asian countries (RePEc:eee:ecosys:v:43:y:2019:i:2:2)
by Giudici, Paolo & Huang, Bihong & Spelta, Alessandro - Tail risk measurement in crypto-asset markets (RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302477)
by Ahelegbey, Daniel Felix & Giudici, Paolo & Mojtahedi, Fatemeh - What determines bitcoin exchange prices? A network VAR approach (RePEc:eee:finlet:v:28:y:2019:i:c:p:309-318)
by Giudici, Paolo & Abu-Hashish, Iman - Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers (RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001355)
by Giudici, Paolo & Leach, Thomas & Pagnottoni, Paolo - Explainable artificial intelligence for crypto asset allocation (RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322002021)
by Babaei, Golnoosh & Giudici, Paolo & Raffinetti, Emanuela - SAFE Artificial Intelligence in finance (RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004609)
by Giudici, Paolo & Raffinetti, Emanuela - Heterogeneous market structure and systemic risk: Evidence from dual banking systems (RePEc:eee:finsta:v:33:y:2017:i:c:p:96-119)
by Abedifar, Pejman & Giudici, Paolo & Hashem, Shatha Qamhieh - Measuring contagion risk in international banking (RePEc:eee:finsta:v:42:y:2019:i:c:p:36-51)
by Avdjiev, S. & Giudici, P. & Spelta, A. - The drivers of cyber risk (RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000171)
by Aldasoro, Iñaki & Gambacorta, Leonardo & Giudici, Paolo & Leach, Thomas - Explainable FinTech lending (RePEc:eee:jebusi:v:125-126:y:2023:i::s014861952300019x)
by Babaei, Golnoosh & Giudici, Paolo & Raffinetti, Emanuela - Statistical models for operational risk management (RePEc:eee:phsmap:v:338:y:2004:i:1:p:166-172)
by Cornalba, Chiara & Giudici, Paolo - Bayesian Networks for enterprise risk assessment (RePEc:eee:phsmap:v:382:y:2007:i:1:p:22-28)
by Bonafede, C.E. & Giudici, P. - Latent factor models for credit scoring in P2P systems (RePEc:eee:phsmap:v:522:y:2019:i:c:p:112-121)
by Ahelegbey, Daniel Felix & Giudici, Paolo & Hadji-Misheva, Branka - NetVIX — A network volatility index of financial markets (RePEc:eee:phsmap:v:594:y:2022:i:c:s0378437122000917)
by Ahelegbey, Daniel Felix & Giudici, Paolo - Network centrality effects in peer to peer lending (RePEc:eee:phsmap:v:600:y:2022:i:c:s0378437122003818)
by Chen, Xiao & Chong, Zhaohui & Giudici, Paolo & Huang, Bihong - A network based fintech inclusion platform (RePEc:eee:soceps:v:87:y:2023:i:pb:s0038012123000551)
by Ahelegbey, Daniel & Giudici, Paolo & Pediroda, Valentino - Machine Learning Classification Model Comparison (RePEc:eee:soceps:v:87:y:2023:i:pb:s0038012123000605)
by Giudici, Paolo & Gramegna, Alex & Raffinetti, Emanuela - Financial data science (RePEc:eee:stapro:v:136:y:2018:i:c:p:160-164)
by Giudici, Paolo - On the Gini measure decomposition (RePEc:eee:stapro:v:81:y:2011:i:1:p:133-139)
by Giudici, P. & Raffinetti, E. - On the distribution of functionals of discrete ordinal variables (RePEc:eee:stapro:v:82:y:2012:i:11:p:2044-2049)
by Cerchiello, Paola & Giudici, Paolo - Bayesian Selection of Systemic Risk Networks (RePEc:eme:aecozz:s0731-905320140000034007)
by Daniel Felix Ahelegbey & Paolo Giudici - Crypto Asset Portfolio Selection (RePEc:gam:jfinte:v:1:y:2022:i:1:p:5-71:d:754698)
by Daniel Felix Ahelegbey & Paolo Giudici & Fatemeh Mojtahedi - Shapley Feature Selection (RePEc:gam:jfinte:v:1:y:2022:i:1:p:6-80:d:758125)
by Alex Gramegna & Paolo Giudici - A New Interactive Tool to Visualize and Analyze COVID-19 Data: The PERISCOPE Atlas (RePEc:gam:jijerp:v:19:y:2022:i:15:p:9136-:d:872439)
by Daniele Pala & Enea Parimbelli & Cristiana Larizza & Cindy Cheng & Manuel Ottaviano & Andrea Pogliaghi & Goran Đukić & Aleksandar Jovanović & Ognjen Milićević & Vladimir Urošević & Paola Cerchiello & - Credit Scoring for Peer-to-Peer Lending (RePEc:gam:jrisks:v:11:y:2023:i:7:p:123-:d:1188948)
by Daniel Felix Ahelegbey & Paolo Giudici - Cyber Risk Contagion (RePEc:gam:jrisks:v:11:y:2023:i:9:p:165-:d:1242949)
by Arianna Agosto & Paolo Giudici - CoRisk: Credit Risk Contagion with Correlation Network Models (RePEc:gam:jrisks:v:6:y:2018:i:3:p:95-:d:169274)
by Paolo Giudici & Laura Parisi - Bail-In or Bail-Out? Correlation Networks to Measure the Systemic Implications of Bank Resolution (RePEc:gam:jrisks:v:7:y:2019:i:1:p:3-:d:195087)
by Paolo Giudici & Laura Parisi - High Frequency Price Change Spillovers in Bitcoin Markets (RePEc:gam:jrisks:v:7:y:2019:i:4:p:111-:d:282751)
by Paolo Giudici & Paolo Pagnottoni - Lead Behaviour in Bitcoin Markets (RePEc:gam:jrisks:v:8:y:2020:i:1:p:4-:d:305277)
by Ying Chen & Paolo Giudici & Branka Hadji Misheva & Simon Trimborn - A Poisson Autoregressive Model to Understand COVID-19 Contagion Dynamics (RePEc:gam:jrisks:v:8:y:2020:i:3:p:77-:d:385126)
by Arianna Agosto & Paolo Giudici - Tail Risk Transmission: A Study of the Iran Food Industry (RePEc:gam:jrisks:v:8:y:2020:i:3:p:78-:d:387092)
by Fatemeh Mojtahedi & Seyed Mojtaba Mojaverian & Daniel F. Ahelegbey & Paolo Giudici - Why to Buy Insurance? An Explainable Artificial Intelligence Approach (RePEc:gam:jrisks:v:8:y:2020:i:4:p:137-:d:461564)
by Alex Gramegna & Paolo Giudici - Monitoring COVID-19 contagion growth (RePEc:hal:journl:hal-03407115)
by A. Agosto & Alexandra Campmas & P. Giudici & A. Renda - Scorecard models for operations management (RePEc:ids:ijdsci:v:1:y:2015:i:1:p:96-101)
by Paolo Giudici - Explainable Machine Learning in Credit Risk Management (RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10042-0)
by Niklas Bussmann & Paolo Giudici & Dimitri Marinelli & Jochen Papenbrock - Statistical merging of rating models (RePEc:pal:jorsoc:v:62:y:2011:i:6:d:10.1057_jors.2010.41)
by S Figini & P Giudici - Estimating bank default with generalised extreme value regression models (RePEc:pal:jorsoc:v:66:y:2015:i:11:p:1783-1792)
by Raffaella Calabrese & Paolo Giudici - Measuring bank contagion in Europe using binary spatial regression models (RePEc:pal:jorsoc:v:68:y:2017:i:12:d:10.1057_s41274-017-0189-4)
by Raffaella Calabrese & Johan A. Elkink & Paolo S. Giudici - Bayesian Credit Ratings (new version) (RePEc:pav:demwpp:030)
by Paola Cerchiello & Paolo Giudici - Measuring risk with ordinal variables (RePEc:pav:demwpp:032)
by Silvia Figini & Paolo Giudici - Credit risk predictions with Bayesian model averaging (RePEc:pav:demwpp:034)
by Silvia Figini & Paolo Giudici - Estimating bank default with generalised extreme value models (RePEc:pav:demwpp:035)
by Raffaella Calabrese & Paolo Giudici - H Index: A Statistical Proposal (RePEc:pav:demwpp:039)
by Paola Cerchiello & Paolo Giudici - How to measure the quality of financial tweets (RePEc:pav:demwpp:069)
by Paola Cerchiello & Paolo Giudici - Financial big data analysis for the estimation of systemic risks (RePEc:pav:demwpp:086)
by Paola Cerchiello & Paolo Giudici - Conditional graphical models for systemic risk measurement (RePEc:pav:demwpp:087)
by Paola Cerchiello & Paolo Giudici - A Bayesian h-index: how to measure research impact (RePEc:pav:demwpp:102)
by Paola Cerchiello & Paolo Giudici - Systemic risk of Islamic Banks (RePEc:pav:demwpp:103)
by Paolo Giudici & Shatha Hashem - Bayesian operational risk models (RePEc:pav:demwpp:demwp0047)
by Silvia Figini & Lijun Gao & Paolo Giudici - Graphical network models for international financial flows (RePEc:pav:demwpp:demwp0052)
by Paolo Giudici & Alessandro Spelta - Measuring Bank Contagion in Europe Using Binary Spatial Regression Models (RePEc:pav:demwpp:demwp0096)
by Raffaella Calabrese & Johan A. Elkink & Paolo Giudici - Monetary transmission models for bank interest rates (RePEc:pav:demwpp:demwp0101)
by Laura Parisi & Igor Gianfrancesco & Camillo Gilberto & Paolo Giudici - Modeling Systemic Risk with Correlated Stochastic Processes (RePEc:pav:demwpp:demwp0110)
by Paolo Giudici & Laura Parisi - CoRisk: measuring systemic risk through default probability contagion (RePEc:pav:demwpp:demwp0116)
by Paolo Giudici & Laura Parisi - Big data models of bank risk contagion (RePEc:pav:demwpp:demwp0117)
by Paola Cerchiello & Paolo Giudici & Giancarlo Nicola - The multivariate nature of systemic risk: direct and common exposures (RePEc:pav:demwpp:demwp0118)
by Paolo Giudici & Peter Sarlin & Alessandro Spelta - Bail in or Bail out? The Atlante example from a systemic risk perspective (RePEc:pav:demwpp:demwp0124)
by Paolo Giudici & Laura Parisi - Heterogeneous Market Structure and Systemic Risk: Evidence from Dual Banking Systems (RePEc:pav:demwpp:demwp0134)
by Pejman Abedifar & Paolo Giudici & Shatha Hashem - Network VAR models to Measure Financial Contagion (RePEc:pav:demwpp:demwp0178)
by Daniel Felix Ahelegbey & Paolo Giudici & Shatha Qamhieh Hashem - A rank graduation accuracy measure (RePEc:pav:demwpp:demwp0179)
by Arianna Agosto & Paolo Giudici & Emanuela Raffinetti - Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers (RePEc:pav:demwpp:demwp0183)
by Paolo Giudici & Thomas Leach & Paolo Pagnottoni - A Poisson autoregressive model to understand COVID-19 contagion dynamics (RePEc:pav:demwpp:demwp0185)
by Arianna Agosto & Paolo Giudici - Tail Risk Measurement In Crypto-Asset Markets (RePEc:pav:demwpp:demwp0186)
by Daniel Felix Ahelegbey & Paolo Giudici & Fatemeh Mojtahedi - Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises (RePEc:pav:demwpp:demwp0188)
by Daniel Felix Ahelegbey & Paolo Giudici - Tail Risk Transmission: A Study of Iran Food Industry (RePEc:pav:demwpp:demwp0189)
by Fatemeh Mojtahedi & Seyed Mojtaba Mojaverian & Daniel Felix Ahelegbey & Paolo Giudici - NetVIX - A Network Volatility Index of Financial Markets (RePEc:pav:demwpp:demwp0192)
by Daniel Felix Ahelegbey & Paolo Giudici - Tree Networks to assess Financial Contagion (RePEc:pra:mprapa:107066)
by Agosto, Arianna & Ahelegbey, Daniel Felix & Giudici, Paolo - Tree Networks to Assess Financial Contagion (RePEc:pra:mprapa:92632)
by Ahelegbey, Daniel Felix & Giudici, Paolo - Factorial Network Models To Improve P2P Credit Risk Management (RePEc:pra:mprapa:92633)
by Ahelegbey, Daniel Felix & Giudici, Paolo & Hadji-Misheva, Branka - Latent Factor Models for Credit Scoring in P2P Systems (RePEc:pra:mprapa:92636)
by Ahelegbey, Daniel Felix & Giudici, Paolo & Hadji-Misheva, Branka - Trade Networks and Economic Fluctuations in Asia (RePEc:ris:adbiwp:0832)
by Giudici, Paolo & Huang, Bihong & Spelta, Alessandro - Non parametric statistical models for on-line text classification (RePEc:spr:advdac:v:6:y:2012:i:4:p:277-288)
by Paola Cerchiello & Paolo Giudici - Cyber risk ordering with rank-based statistical models (RePEc:spr:alstar:v:105:y:2021:i:3:d:10.1007_s10182-020-00387-0)
by Paolo Giudici & Emanuela Raffinetti - Crypto price discovery through correlation networks (RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03282-3)
by Paolo Giudici & Gloria Polinesi - Network models to improve robot advisory portfolios (RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-021-04312-9)
by Paolo Giudici & Gloria Polinesi & Alessandro Spelta - COVID-19 contagion and digital finance (RePEc:spr:digfin:v:2:y:2020:i:1:d:10.1007_s42521-020-00021-3)
by Arianna Agosto & Paolo Giudici - Lorenz Model Selection (RePEc:spr:jclass:v:37:y:2020:i:3:d:10.1007_s00357-019-09358-w)
by Paolo Giudici & Emanuela Raffinetti - Modelling Operational Risk Losses with Graphical Models and Copula Functions (RePEc:spr:metcap:v:11:y:2009:i:1:d:10.1007_s11009-008-9083-5)
by Danae Politou & Paolo Giudici - Editorial (RePEc:spr:metcap:v:11:y:2009:i:1:d:10.1007_s11009-008-9091-5)
by Paolo Giudici & Henry Wynn - Bayesian inference for graphical factor analysis models (RePEc:spr:psycho:v:66:y:2001:i:4:p:577-591)
by Paolo Giudici & Elena Stanghellini - Categorical network models for systemic risk measurement (RePEc:spr:qualqt:v:51:y:2017:i:4:d:10.1007_s11135-016-0354-x)
by Paola Cerchiello & Paolo Giudici - On a statistical h index (RePEc:spr:scient:v:99:y:2014:i:2:d:10.1007_s11192-013-1194-2)
by Paola Cerchiello & Paolo Giudici - Markov Chain Monte Carlo model selection for DAG models (RePEc:spr:stmapp:v:13:y:2004:i:3:d:10.1007_s10260-004-0097-z)
by Eva-Maria Fronk & Paolo Giudici - Statistical models for e-learning data (RePEc:spr:stmapp:v:18:y:2009:i:2:p:293-304)
by Silvia Figini & Paolo Giudici - Cyber risk measurement with ordinal data (RePEc:spr:stmapp:v:29:y:2020:i:1:d:10.1007_s10260-019-00470-0)
by Silvia Facchinetti & Paolo Giudici & Silvia Angela Osmetti - Financial contagion through space-time point processes (RePEc:spr:stmapp:v:30:y:2021:i:2:d:10.1007_s10260-020-00538-2)
by Giada Adelfio & Arianna Agosto & Marcello Chiodi & Paolo Giudici - Markov chain Monte Carlo methods for probabilistic network model determination (RePEc:spr:stmapp:v:7:y:1998:i:2:p:171-183)
by Paolo Giudici - Monte Carlo methods for nonparametric survival model determination (RePEc:spr:stmapp:v:8:y:1999:i:1:p:49-60)
by Maura Mezzetti & Paolo Giudici - Paolo Giudici and Silvia Figini: Applied data mining for business and industry (Second Edition) (RePEc:spr:stpapr:v:52:y:2011:i:3:p:739-740)
by J. Pardo - Nonparametric estimation of survival functions by means of partial exchangeability structures (RePEc:spr:testjl:v:7:y:1998:i:1:p:111-132)
by Paolo Giudici & Maura Mezzetti - A threshold based approach to merge data in financial risk management (RePEc:taf:japsta:v:37:y:2010:i:11:p:1815-1824)
by Silvia Figini & Paolo Giudici & Pierpaolo Uberti - Graphical Network Models for International Financial Flows (RePEc:taf:jnlbes:v:34:y:2016:i:1:p:128-138)
by P. Giudici & A. Spelta - Credit risk assessment with Bayesian model averaging (RePEc:taf:lstaxx:v:46:y:2017:i:19:p:9507-9517)
by Silvia Figini & Paolo Giudici - Sovereign risk in the Euro area: a multivariate stochastic process approach (RePEc:taf:quantf:v:17:y:2017:i:12:p:1995-2008)
by Paolo Giudici & Laura Parisi - Hierarchical Graphical Models, With Application to Systemic Risk (RePEc:ven:wpaper:2014:01)
by Daniel Felix Ahelegbey & Paolo Giudici - Editorial (RePEc:wly:apsmbi:v:17:y:2001:i:1:p:1-3)
by Paolo Giudici & Wolfgang Polasek - Bayesian data mining, with application to benchmarking and credit scoring (RePEc:wly:apsmbi:v:17:y:2001:i:1:p:69-81)
by Paolo Giudici - Vector error correction models to measure connectedness of Bitcoin exchange markets (RePEc:wly:apsmbi:v:36:y:2020:i:1:p:95-109)
by Paolo Giudici & Paolo Pagnottoni