Paolo Giudici : Citation Profile

Università degli Studi di Pavia

14

H index

24

i10 index

708

Citations

RESEARCH PRODUCTION:

71

Articles

40

Papers

1

Chapters

RESEARCH ACTIVITY:

   26 years (1998 - 2024). See details.
   Cites by year: 27
   Journals where Paolo Giudici has often published
   Relations with other researchers
   Recent citing documents: 102.    Total self citations: 60 (7.81 %)

EXPERT IN:

   Neural Networks and Related Topics
   Financial Econometrics

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgi259
   Updated: 2025-04-19    RAS profile: 2025-02-17    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Ahelegbey, Daniel Felix (12)

Agosto, Arianna (7)

Aldasoro, Iñaki (5)

Gambacorta, Leonardo (5)

Authors registered in RePEc who have co-authored more than one work in the last five years with Paolo Giudici.

Is cited by:

Ahelegbey, Daniel Felix (26)

Pammolli, Fabio (9)

Bartolucci, Francesco (9)

Pennoni, Fulvia (8)

Andrieș, Alin Marius (8)

Fernandez Bariviera, Aurelio (8)

Corbet, Shaen (7)

Costantini, Mauro (6)

Maaitah, Ahmad (6)

Ongena, Steven (6)

Mishra, Tapas (6)

Cites to:

Billio, Monica (47)

battiston, stefano (35)

Ahelegbey, Daniel Felix (30)

Diebold, Francis (30)

Lo, Andrew (28)

Acharya, Viral (28)

Pelizzon, Loriana (27)

Yilmaz, Kamil (26)

Engle, Robert (26)

Brownlees, Christian (23)

Casarin, Roberto (20)

Main data

Where Paolo Giudici has published?

Journals with more than one article published# docs
Risks9
Statistical Methods & Applications6
Physica A: Statistical Mechanics and its Applications5
Finance Research Letters4
Journal of the Operational Research Society3
Applied Stochastic Models in Business and Industry3
Statistics & Probability Letters3
Journal of Financial Stability3
FinTech2
Journal of the Royal Statistical Society Series B2
Methodology and Computing in Applied Probability2
Computational Statistics & Data Analysis2
Socio-Economic Planning Sciences2
Annals of Operations Research2

Working Papers Series with more than one paper published# docs
DEM Working Papers Series / University of Pavia, Department of Economics and Management28
MPRA Paper / University Library of Munich, Germany4
BIS Working Papers / Bank for International Settlements3
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Paolo Giudici (2025 and 2024)

YearTitle of citing document
2025A Comprehensive Survey on Enterprise Financial Risk Analysis: Problems, Methods, Spotlights and Applications. (2022). Du, Huaming ; Zhao, YU. In: Papers. RePEc:arx:papers:2211.14997.

Full description at Econpapers || Download paper

2025Developing Cryptocurrency Trading Strategy Based on Autoencoder-CNN-GANs Algorithms. (2025). Zhou, Yining ; Liu, Qianying ; Zheng, Haoran ; Zhang, Zizhou ; Yu, Richard ; Hu, Zhuohuan. In: Papers. RePEc:arx:papers:2412.18202.

Full description at Econpapers || Download paper

2025Implementation of an Asymmetric Adjusted Activation Function for Class Imbalance Credit Scoring. (2025). Li, Xia ; Mao, Mao ; Tao, Kunpeng ; Zheng, Hanghang. In: Papers. RePEc:arx:papers:2501.12285.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024The determinants of systemic risk contagion. (2024). Erden, Lutfi ; Ozkan, Brahim ; Atasoy, Burak Sencer. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x.

Full description at Econpapers || Download paper

2024Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Jeribi, Ahmed ; Bejaoui, Azza ; Fakhfekh, Mohamed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000032.

Full description at Econpapers || Download paper

2024Predicting systemic financial risk with interpretable machine learning. (2024). Lu, Chennuo ; Tang, Tiantian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000123.

Full description at Econpapers || Download paper

2024Interpretable machine learning for imbalanced credit scoring datasets. (2024). Martin-Barragan, Belen ; Calabrese, Raffaella ; Chen, Yujia. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:1:p:357-372.

Full description at Econpapers || Download paper

2024Optimizing credit limit adjustments under adversarial goals using reinforcement learning. (2024). Bravo, Cristian ; Sendova, Kristina P ; Correa-Bahnsen, Alejandro ; Solano, Jesus ; Alfonso-Sanchez, Sherly. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:2:p:802-817.

Full description at Econpapers || Download paper

2024Liquidity risk in FinTech lending: Early impact of the COVID-19 pandemic on the P2P lending market. (2024). Alam, Khorshed ; Shams, Syed ; Nigmonov, Asror. In: Emerging Markets Review. RePEc:eee:ememar:v:58:y:2024:i:c:s1566014123000894.

Full description at Econpapers || Download paper

2024Assessing systemic risk and connectedness among dirty and clean energy markets from the quantile and expectile perspectives. (2024). Suprijanto, Djoko ; Hakim, Arief ; Syuhada, Khreshna. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007594.

Full description at Econpapers || Download paper

2024Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Kara, Marta ; Soski, Tomasz ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024.

Full description at Econpapers || Download paper

2024Bitcoin replication using machine learning. (2024). Rambaccussing, Dooruj ; Mazibas, Murat. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400139x.

Full description at Econpapers || Download paper

2024Cross-exchange crypto risk: A high-frequency dynamic network perspective. (2024). Ren, Rui ; Lin, Min-Bin ; Lu, Wanbo ; Wang, Yifu ; Hardle, Wolfgang Karl. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001789.

Full description at Econpapers || Download paper

2024Chaos, overfitting and equilibrium: To what extent can machine learning beat the financial market?. (2024). Peng, Yaohao ; de Moraes, Joo Gabriel. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400406x.

Full description at Econpapers || Download paper

2024Dynamic dependence between quantum computing stocks and Bitcoin: Portfolio strategies for a new era of asset classes. (2024). Gözgör, Giray ; ben Jabeur, Sami ; Si, Kamel ; Rezgui, Hichem. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004101.

Full description at Econpapers || Download paper

2024Structured factor copulas for modeling the systemic risk of European and United States banks. (2024). Nguyen, Hoang ; Galeano, Pedro ; Ausn, Concepcin M ; Virbickait, Audron. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005532.

Full description at Econpapers || Download paper

2024Do global and local economic policy uncertainties matter for systemic risk in the international banking system. (2024). Li, Sijing ; Deng, Yuanyue. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011248.

Full description at Econpapers || Download paper

2024Unlocking the power of the topic content in news headlines: BERTopic for predicting Chinese corporate bond defaults. (2024). Zuo, Yuan ; Bu, Hui ; Tang, Wenjin ; Wu, Junjie. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324000928.

Full description at Econpapers || Download paper

2024Robo-advisors: A systematic literature review. (2024). Chiappini, Helen ; Cardillo, Giovanni. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001491.

Full description at Econpapers || Download paper

2024Network centrality and credit risk: A comprehensive analysis of peer-to-peer lending dynamics. (2024). Osterrieder, Jorg ; Baals, Lennart John ; Liu, Yiting ; Hadji-Misheva, Branka. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003386.

Full description at Econpapers || Download paper

2024Peer effect and funding success: Analyzing friendship networks in online credit markets. (2024). Zhu, Hui ; Gao, Hongming ; Ma, Haiying. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324006810.

Full description at Econpapers || Download paper

2024Population aging and corporate human capital restructuring. (2024). Yang, Juan ; Wang, Jinbo ; Li, Huijun ; Xiao, Fenghua. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008626.

Full description at Econpapers || Download paper

2024Time-varying default risk of Chinese-listed companies: From empirical test to theoretical conjecture. (2024). Fan, Yali ; Wang, Xiaowan ; Andrianarimanana, Mihasina Harinaivo ; Duok, Dhornor Tarir ; Qin, Zhaohui ; Chen, Yijie. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008699.

Full description at Econpapers || Download paper

2024How the Economic Policy Uncertainty (EPU) impacts FinTech: The implication of P2P lending markets. (2024). Chang, Aichih ; Zhou, Fuqin ; Shi, Jim. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324012972.

Full description at Econpapers || Download paper

2024Moderating role of voluntary IFRS adoption on earnings management and credit score of private companies. (2024). Bertoni, Michele ; Candio, Paolo ; Pediroda, Valentino. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013989.

Full description at Econpapers || Download paper

2024From liquidity risk to systemic risk: A use of knowledge graph. (2024). Zhang, Xiaohu ; Chen, Ren-Raw. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000955.

Full description at Econpapers || Download paper

2024The topological structure of panel variance decomposition networks. (2024). Pagnottoni, Paolo ; Cerchiello, Paola ; Celani, Alessandro. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s157230892400007x.

Full description at Econpapers || Download paper

2024Unveiling interconnectedness and risk spillover among cryptocurrencies and other asset classes. (2024). Kumar, Dilip ; Narayan, Shivani. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000905.

Full description at Econpapers || Download paper

2024A survey on safeguarding critical infrastructures: Attacks, AI security, and future directions. (2024). Yamsani, Nagendar ; Vimal, Vrince ; Tanwar, Sudeep ; Rathod, Tejal ; Jadav, Nilesh Kumar ; Raval, Khushi Jatinkumar. In: International Journal of Critical Infrastructure Protection. RePEc:eee:ijocip:v:44:y:2024:i:c:s1874548223000604.

Full description at Econpapers || Download paper

2024Trade fragmentation and volatility-of-volatility networks. (2024). Jawadi, Fredj ; Bastidon, Cecile. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001762.

Full description at Econpapers || Download paper

2024The nexus of conventional, religious and ethical indexes during crisis. (2024). Ahelegbey, Daniel Felix ; Essanaani, Yassine ; Abdelsalam, Omneya. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:95:y:2024:i:c:s1042443124000933.

Full description at Econpapers || Download paper

2024Properties of the reconciled distributions for Gaussian and count forecasts. (2024). Giudici, Paolo ; Zambon, Lorenzo ; Corani, Giorgio ; Agosto, Arianna. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1438-1448.

Full description at Econpapers || Download paper

2024Innovating microcredit: how fintechs change the field. (2024). Camelo, Emmanuel ; Mendes, Layla ; Leite, Rodrigo. In: Journal of Economics and Business. RePEc:eee:jebusi:v:128:y:2024:i:c:s0148619523000516.

Full description at Econpapers || Download paper

2024Hedging global currency risk: A dynamic machine learning approach. (2024). Pagnottoni, Paolo ; Spelta, Alessandro. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:649:y:2024:i:c:s0378437124004576.

Full description at Econpapers || Download paper

2024Systemic risk and financial networks. (2024). Zhang, Xiaoyuan ; Li, Bingqing. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:25-36.

Full description at Econpapers || Download paper

2024Determinants of the price of bitcoin: An analysis with machine learning and interpretability techniques. (2024). Gorjon, Sergio ; Carbo, Jose Manuel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:123-140.

Full description at Econpapers || Download paper

2024Comparative analysis of responses of risky and safe haven assets to stock market risk before and after the yield curve inversions in the U.S.. (2024). Hammoudeh, Shawkat ; Sokhanvar, Amin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s105905602400368x.

Full description at Econpapers || Download paper

2024Portfolio insurance strategy in the cryptocurrency market. (2024). Lee, Jaewook ; Son, Bumho ; Ko, Hyungjin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002611.

Full description at Econpapers || Download paper

2024Cryptocurrency volatility: A review, synthesis, and research agenda. (2024). Kumar, Satish ; Ahmed, Mohamed Shaker ; Al-Maghyereh, Aktham I ; El-Masry, Ahmed A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002654.

Full description at Econpapers || Download paper

2025Investing during a Fintech revolution: The hedge and safe haven properties of Bitcoin and Ethereum. (2025). Ngoc, Dung Thi ; Quoc, Bao Khac. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003921.

Full description at Econpapers || Download paper

2024Bank failure prediction models: Review and outlook. (2024). Citterio, Alberto. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:92:y:2024:i:c:s003801212400017x.

Full description at Econpapers || Download paper

2024Assessment and spatial effect of urban agglomeration business environments: A case study of two urban agglomerations in China. (2024). Jiao, Liudan ; Fan, Yiwei ; Lu, Hao ; Wu, YA. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:92:y:2024:i:c:s0038012124000260.

Full description at Econpapers || Download paper

2024Measuring the impact of the EU health emergency response authority on the economic sectors and the public sentiment. (2024). Ahelegbey, Daniel Felix ; Cerchiello, Paola ; Celani, Alessandro. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:92:y:2024:i:c:s0038012124000417.

Full description at Econpapers || Download paper

2024Financial constraints prediction to lead socio-economic development: An application of neural networks to the Italian market. (2024). Ippoliti, Roberto ; Falavigna, G ; Calabrese, G G. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124001721.

Full description at Econpapers || Download paper

2024Sample selection bias in non-traditional lending: A copula-based approach for imbalanced data. (2024). Zanin, Luca ; Osmetti, Silvia Angela ; Calabrese, Raffaella. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124002441.

Full description at Econpapers || Download paper

2024An emoji feature-incorporated multi-view deep learning for explainable sentiment classification of social media reviews. (2024). Chang, Victor ; Jayne, Chrisina ; Xu, Qianwen Ariel. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:202:y:2024:i:c:s0040162524001227.

Full description at Econpapers || Download paper

2025Business Distress Prediction in Albania: An Analysis of Classification Methods. (2025). Prendi, Xhorxhina ; Zibri, Arben ; Gjei, Ardit ; Dhamo, Zhaklina. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:3:p:118-:d:1598107.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2025Configurational Pathways for Fintech-Empowered Sustainable Innovation in SRDIEs Under Financing Constraints. (2025). Wu, Junlin ; Ji, Fang ; Li, Yiran. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:6:p:2397-:d:1608479.

Full description at Econpapers || Download paper

2024Combining Feature Selection and Classification Using LASSO-Based MCO Classifier for Credit Risk Evaluation. (2024). Li, Lingyun ; Zhang, Zhiwang ; Pan, Hui. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-023-10535-8.

Full description at Econpapers || Download paper

2024Seismic shocks and financial systems: a topological perspective on Borsa Istanbul after the earthquake. (2024). Balci, Mehmet Ali ; Batrancea, Larissa M ; Rus, Mircea-Iosif ; Nichita, Anca ; Akgller, Mer. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-04115-w.

Full description at Econpapers || Download paper

2024Measuring cryptocurrency moment convergence using distance analysis. (2024). Dao, Thong ; Su, Haozhe ; Cheah, Jeremy Eng-Tuck. In: Annals of Operations Research. RePEc:spr:annopr:v:332:y:2024:i:1:d:10.1007_s10479-023-05573-2.

Full description at Econpapers || Download paper

2024The great crypto crash in September 2018: why did the cryptocurrency market collapse?. (2024). Manahov, Viktor. In: Annals of Operations Research. RePEc:spr:annopr:v:332:y:2024:i:1:d:10.1007_s10479-023-05575-0.

Full description at Econpapers || Download paper

2024Cryptocurrency market microstructure: a systematic literature review. (2024). Gonçalves, Tiago ; Almeida, Jos ; Gonalves, Tiago Cruz. In: Annals of Operations Research. RePEc:spr:annopr:v:332:y:2024:i:1:d:10.1007_s10479-023-05627-5.

Full description at Econpapers || Download paper

2024The nexus between black and digital gold: evidence from US markets. (2024). Shahbaz, Muhammad ; Nasir, Muhammad Ali ; Ahmed, Rizwan ; Duc, Toan Luu ; Anh, Ngoc Quang. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-021-04192-z.

Full description at Econpapers || Download paper

2025A Two-Stage Analysis of Interaction Between Stock and Exchange Rate Markets: Evidence from Turkey. (2025). Faisal, Muhammad Ali ; Donduran, Murat. In: Annals of Data Science. RePEc:spr:aodasc:v:12:y:2025:i:1:d:10.1007_s40745-024-00547-y.

Full description at Econpapers || Download paper

2024Bootstrapping binary GEV regressions for imbalanced datasets. (2024). Rocca, Michele ; Niglio, Marcella ; Restaino, Marialuisa. In: Computational Statistics. RePEc:spr:compst:v:39:y:2024:i:1:d:10.1007_s00180-023-01330-y.

Full description at Econpapers || Download paper

2024Intraday spillovers in high-order moments among main cryptocurrency markets: the role of uncertainty indexes. (2024). Kang, Sang Hoon ; Ko, Hee-Un ; Kumar, Anoop S ; Mensi, Walid. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:2:d:10.1007_s40822-024-00263-1.

Full description at Econpapers || Download paper

2024Heterogeneity in the volatility spillover of cryptocurrencies and exchanges. (2024). Wu, Meiyu ; Wang, LI ; Yang, Haijun. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00585-0.

Full description at Econpapers || Download paper

2024The use of high-frequency data in cryptocurrency research: a meta-review of literature with bibliometric analysis. (2024). Yarovaya, Larisa ; Shahzad, Syed Jawad Hussain ; Anas, Muhammad. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00595-y.

Full description at Econpapers || Download paper

2024Volatility contagion between cryptocurrencies, gold and stock markets pre-and-during COVID-19: evidence using DCC-GARCH and cascade-correlation network. (2024). Alasker, Thamir H ; Elamer, Ahmed A ; Ibrahim, Bassam A ; Mohamed, Marwa A ; Abdou, Hussein A. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00605-z.

Full description at Econpapers || Download paper

2024Estimation of default and pricing for invoice trading (P2B) on crowdlending platforms. (2024). Santomil, Pablo Durn ; Otero, Luis Alberto ; Corrales, Cristian Marques. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00632-4.

Full description at Econpapers || Download paper

2024When you need them, they are not there: hedge capacities of cryptocurrencies disappear in downtrend markets. (2024). Bossman, Ahmed ; Gubareva, Mariya ; Vo, Xuan Vinh ; Agyei, Samuel Kwaku. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00638-y.

Full description at Econpapers || Download paper

2025Resilience vs. survival: same song, new melody?. (2025). Schtz, Enrico. In: Future Business Journal. RePEc:spr:futbus:v:11:y:2025:i:1:d:10.1186_s43093-025-00427-8.

Full description at Econpapers || Download paper

2024Integrating structure time series forecasting and multicriteria decision analysis for adaptive operational risk assessment: an empirical study using real-time data. (2024). Markeset, Tore ; Bang, Knut Erik ; Abrahamsen, Eirik Bjorheim ; Selvik, Jon Tmmers ; Peng, Guicang. In: International Journal of System Assurance Engineering and Management. RePEc:spr:ijsaem:v:15:y:2024:i:7:d:10.1007_s13198-024-02322-x.

Full description at Econpapers || Download paper

2024Financial networks of cryptocurrency prices in time-frequency domains. (2024). Fam, Angelo ; Pagnottoni, Paolo ; Kim, Jong-Min. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:2:d:10.1007_s11135-023-01704-w.

Full description at Econpapers || Download paper

2024An empirical comparison of correlation-based systemic risk measures. (2024). Uberti, Pierpaolo ; Pastorino, Caterina. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:3:d:10.1007_s11135-023-01746-0.

Full description at Econpapers || Download paper

2025Employee turnover in multinational corporations: a supervised machine learning approach. (2025). Veglio, Valerio ; Pedersen, Torben ; Romanello, Rubina. In: Review of Managerial Science. RePEc:spr:rvmgts:v:19:y:2025:i:3:d:10.1007_s11846-024-00769-7.

Full description at Econpapers || Download paper

2024Specifications tests for count time series models with covariates. (2024). Hukov, Marie ; Hudecov, Rka ; Meintanis, Simos G. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:33:y:2024:i:4:d:10.1007_s11749-024-00933-x.

Full description at Econpapers || Download paper

Works by Paolo Giudici:

YearTitleTypeCited
In: .
[Full Text][Citation analysis]		article0
2019Measuring contagion risk in international banking In: BIS Working Papers.
[Full Text][Citation analysis]		paper29
2019Measuring contagion risk in international banking.(2019) In: Journal of Financial Stability.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		article
2020Operational and cyber risks in the financial sector In: BIS Working Papers.
[Full Text][Citation analysis]		paper11
2020Operational and cyber risks in the financial sector.(2020) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2020The drivers of cyber risk In: BIS Working Papers.
[Full Text][Citation analysis]		paper33
2020The drivers of cyber risk.(2020) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2022The drivers of cyber risk.(2022) In: Journal of Financial Stability.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		article
2000Likelihood-Ratio Tests for Hidden Markov Models In: Biometrics.
[Full Text][Citation analysis]		article7
2003Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article34
2003Discussion on the paper by Brooks, Giudici and Roberts In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article0
2002Data mining of association structures to model consumer behaviour In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article3
2008A Bayesian approach to estimate the marginal loss distributions in operational risk management In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article13
2020Tree networks to assess financial contagion In: Economic Modelling.
[Full Text][Citation analysis]		article17
2020Tree Networks to assess Financial Contagion.(2020) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2019Tree Networks to Assess Financial Contagion.(2019) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2021Network VAR models to measure financial contagion In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article12
2020Network VAR models to Measure Financial Contagion.(2020) In: DEM Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2019Trade networks and economic fluctuations in Asian countries In: Economic Systems.
[Full Text][Citation analysis]		article6
2021Tail risk measurement in crypto-asset markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article20
2020Tail Risk Measurement In Crypto-Asset Markets.(2020) In: DEM Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2019What determines bitcoin exchange prices? A network VAR approach In: Finance Research Letters.
[Full Text][Citation analysis]		article72
2022Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers In: Finance Research Letters.
[Full Text][Citation analysis]		article14
2020Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers.(2020) In: DEM Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2022Explainable artificial intelligence for crypto asset allocation In: Finance Research Letters.
[Full Text][Citation analysis]		article13
2023SAFE Artificial Intelligence in finance In: Finance Research Letters.
[Full Text][Citation analysis]		article3
2017Heterogeneous market structure and systemic risk: Evidence from dual banking systems In: Journal of Financial Stability.
[Full Text][Citation analysis]		article31
2017Heterogeneous Market Structure and Systemic Risk: Evidence from Dual Banking Systems.(2017) In: DEM Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2023Explainable FinTech lending In: Journal of Economics and Business.
[Full Text][Citation analysis]		article4
2004Statistical models for operational risk management In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article11
2007Bayesian Networks for enterprise risk assessment In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article3
2019Latent factor models for credit scoring in P2P systems In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article10
2018Latent Factor Models for Credit Scoring in P2P Systems.(2018) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2022NetVIX — A network volatility index of financial markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article8
2020NetVIX - A Network Volatility Index of Financial Markets.(2020) In: DEM Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2022Network centrality effects in peer to peer lending In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article10
2023A network based fintech inclusion platform In: Socio-Economic Planning Sciences.
[Full Text][Citation analysis]		article2
2023Machine Learning Classification Model Comparison In: Socio-Economic Planning Sciences.
[Full Text][Citation analysis]		article1
2018Financial data science In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article3
2011On the Gini measure decomposition In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article1
2012On the distribution of functionals of discrete ordinal variables In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article1
2014Bayesian Selection of Systemic Risk Networks In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter5
In: .
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article5
2023Credit Scoring for Peer-to-Peer Lending In: Risks.
[Full Text][Citation analysis]		article0
2023Cyber Risk Contagion In: Risks.
[Full Text][Citation analysis]		article0
2018CoRisk: Credit Risk Contagion with Correlation Network Models In: Risks.
[Full Text][Citation analysis]		article13
2019Bail-In or Bail-Out? Correlation Networks to Measure the Systemic Implications of Bank Resolution In: Risks.
[Full Text][Citation analysis]		article3
2019High Frequency Price Change Spillovers in Bitcoin Markets In: Risks.
[Full Text][Citation analysis]		article31
2020Lead Behaviour in Bitcoin Markets In: Risks.
[Full Text][Citation analysis]		article3
2020A Poisson Autoregressive Model to Understand COVID-19 Contagion Dynamics In: Risks.
[Full Text][Citation analysis]		article7
2020A Poisson autoregressive model to understand COVID-19 contagion dynamics.(2020) In: DEM Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2020Tail Risk Transmission: A Study of the Iran Food Industry In: Risks.
[Full Text][Citation analysis]		article1
2020Tail Risk Transmission: A Study of Iran Food Industry.(2020) In: DEM Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2020Why to Buy Insurance? An Explainable Artificial Intelligence Approach In: Risks.
[Full Text][Citation analysis]		article6
2021Monitoring COVID-19 contagion growth In: Post-Print.
[Citation analysis]		paper3
2015Scorecard models for operations management In: International Journal of Data Science.
[Full Text][Citation analysis]		article0
2021Explainable Machine Learning in Credit Risk Management In: Computational Economics.
[Full Text][Citation analysis]		article42
2011Statistical merging of rating models In: Journal of the Operational Research Society.
[Full Text][Citation analysis]		article11
2015Estimating bank default with generalised extreme value regression models In: Journal of the Operational Research Society.
[Full Text][Citation analysis]		article19
2017Measuring bank contagion in Europe using binary spatial regression models In: Journal of the Operational Research Society.
[Full Text][Citation analysis]		article10
2014Measuring Bank Contagion in Europe Using Binary Spatial Regression Models.(2014) In: DEM Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2013Bayesian Credit Ratings (new version) In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper0
2013Measuring risk with ordinal variables In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper2
2013Credit risk predictions with Bayesian model averaging In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper1
2013Estimating bank default with generalised extreme value models In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper3
2013H Index: A Statistical Proposal In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper0
2014How to measure the quality of financial tweets In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper7
2014Financial big data analysis for the estimation of systemic risks In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper0
2014Conditional graphical models for systemic risk measurement In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper4
2015A Bayesian h-index: how to measure research impact In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper0
2015Systemic risk of Islamic Banks In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper0
2013Bayesian operational risk models In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper1
2013Graphical network models for international financial flows In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper48
2016Graphical Network Models for International Financial Flows.(2016) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48		article
2015Monetary transmission models for bank interest rates In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper1
2015Modeling Systemic Risk with Correlated Stochastic Processes In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper0
2016CoRisk: measuring systemic risk through default probability contagion In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper3
2016Big data models of bank risk contagion In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper2
2016The multivariate nature of systemic risk: direct and common exposures In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper1
2016Bail in or Bail out? The Atlante example from a systemic risk perspective In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper1
2020A rank graduation accuracy measure In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper0
2020Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper1
2019Factorial Network Models To Improve P2P Credit Risk Management In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2018Trade Networks and Economic Fluctuations in Asia In: ADBI Working Papers.
[Full Text][Citation analysis]		paper1
2012Non parametric statistical models for on-line text classification In: Advances in Data Analysis and Classification.
[Full Text][Citation analysis]		article3
2021Cyber risk ordering with rank-based statistical models In: AStA Advances in Statistical Analysis.
[Full Text][Citation analysis]		article2
2021Crypto price discovery through correlation networks In: Annals of Operations Research.
[Full Text][Citation analysis]		article34
2022Network models to improve robot advisory portfolios In: Annals of Operations Research.
[Full Text][Citation analysis]		article1
2020COVID-19 contagion and digital finance In: Digital Finance.
[Full Text][Citation analysis]		article1
2020Lorenz Model Selection In: Journal of Classification.
[Full Text][Citation analysis]		article2
2009Modelling Operational Risk Losses with Graphical Models and Copula Functions In: Methodology and Computing in Applied Probability.
[Full Text][Citation analysis]		article2
2009Editorial In: Methodology and Computing in Applied Probability.
[Full Text][Citation analysis]		article0
2001Bayesian inference for graphical factor analysis models In: Psychometrika.
[Full Text][Citation analysis]		article2
2017Categorical network models for systemic risk measurement In: Quality & Quantity: International Journal of Methodology.
[Full Text][Citation analysis]		article1
2014On a statistical h index In: Scientometrics.
[Full Text][Citation analysis]		article1
2004Markov Chain Monte Carlo model selection for DAG models In: Statistical Methods & Applications.
[Full Text][Citation analysis]		article7
2009Statistical models for e-learning data In: Statistical Methods & Applications.
[Full Text][Citation analysis]		article0
2020Cyber risk measurement with ordinal data In: Statistical Methods & Applications.
[Full Text][Citation analysis]		article0
2021Financial contagion through space-time point processes In: Statistical Methods & Applications.
[Full Text][Citation analysis]		article2
1998Markov chain Monte Carlo methods for probabilistic network model determination In: Statistical Methods & Applications.
[Full Text][Citation analysis]		article0
1999Monte Carlo methods for nonparametric survival model determination In: Statistical Methods & Applications.
[Full Text][Citation analysis]		article1
2011Paolo Giudici and Silvia Figini: Applied data mining for business and industry (Second Edition) In: Statistical Papers.
[Full Text][Citation analysis]		article0
1998Nonparametric estimation of survival functions by means of partial exchangeability structures In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
[Full Text][Citation analysis]		article0
2010A threshold based approach to merge data in financial risk management In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article3
2017Credit risk assessment with Bayesian model averaging In: Communications in Statistics - Theory and Methods.
[Full Text][Citation analysis]		article2
2017Sovereign risk in the Euro area: a multivariate stochastic process approach In: Quantitative Finance.
[Full Text][Citation analysis]		article3
2014Hierarchical Graphical Models, With Application to Systemic Risk In: Working Papers.
[Full Text][Citation analysis]		paper1
2001Editorial In: Applied Stochastic Models in Business and Industry.
[Full Text][Citation analysis]		article0
2001Bayesian data mining, with application to benchmarking and credit scoring In: Applied Stochastic Models in Business and Industry.
[Full Text][Citation analysis]		article4
2020Vector error correction models to measure connectedness of Bitcoin exchange markets In: Applied Stochastic Models in Business and Industry.
[Full Text][Citation analysis]		article26

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team