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Paolo Stefano Giudici

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This is information that was supplied by Paolo Giudici in registering through RePEc. If you are Paolo Stefano Giudici , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Paolo
Middle Name: Stefano
Last Name: Giudici
Suffix:

RePEc Short-ID: pgi259

Email:
Homepage: http://economia.unipv.it/pagp/pagine_personali/giudici/
Postal Address:
Phone:

Affiliation

(50%) Dipartimento di Scienze Economiche e Aziendali
Facoltà di Economia
Università degli Studi di Pavia
Location: Pavia, Italy
Homepage: http://epmq.unipv.eu/
Email:
Phone: +39/0382/506208
Fax: +39/0382/304226
Postal: Via S. Felice, 5 - 27100 Pavia
Handle: RePEc:edi:dppavit (more details at EDIRC)
(45%) Facoltà di Economia
Università degli Studi di Pavia
Location: Pavia, Italy
Homepage: http://economia.unipv.it/
Email:
Phone:
Fax:
Postal:
Handle: RePEc:edi:fepavit (more details at EDIRC)
(5%) Università di Pavia (University of Pavia)
Homepage: http://www.unipv.it
Location: Pavia, Italy

Works

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Working papers

  1. Paola Cerchiello & Paolo Giudici, 2014. "How to measure the quality of financial tweets," DEM Working Papers Series 069, University of Pavia, Department of Economics and Management.
  2. Daniel Felix Ahelegbey & Paolo Giudici, 2014. "Hierarchical Graphical Models, With Application To Systemic Risk," DEM Working Papers Series 063, University of Pavia, Department of Economics and Management.
  3. Silvia Figini & Paolo Giudici, 2013. "Credit risk predictions with Bayesian model averaging," DEM Working Papers Series 034, University of Pavia, Department of Economics and Management.
  4. Paola Cerchiello & Paolo Giudici, 2013. "Bayesian Credit Ratings (new version)," DEM Working Papers Series 030, University of Pavia, Department of Economics and Management.
  5. Paolo Giudici & Alessandro Spelta, 2013. "Graphical network models for international financial flows," DEM Working Papers Series 052, University of Pavia, Department of Economics and Management.
  6. Silvia Figini & Lijun Gao & Paolo Giudici, 2013. "Bayesian operational risk models," DEM Working Papers Series 047, University of Pavia, Department of Economics and Management.
  7. Paola Cerchiello & Paolo Giudici, 2013. "H Index: A Statistical Proposal," DEM Working Papers Series 039, University of Pavia, Department of Economics and Management.
  8. Silvia Figini & Paolo Giudici, 2013. "Measuring risk with ordinal variables," DEM Working Papers Series 032, University of Pavia, Department of Economics and Management.
  9. Raffaella Calabrese & Paolo Giudici, 2013. "Estimating bank default with generalised extreme value models," DEM Working Papers Series 035, University of Pavia, Department of Economics and Management.
  10. Paola Cerchiello & Paolo Giudici, 2012. "Bayesian Credit Rating Assessment," DEM Working Papers Series 019, University of Pavia, Department of Economics and Management.

Articles

  1. Paola Cerchiello & Paolo Giudici & Enzo Rocca, 2012. "Credit rating models: merging quantitative variables and qualitative information," BANCARIA, Bancaria Editrice, vol. 11, pages 42-50, November.
  2. Cerchiello, Paola & Giudici, Paolo, 2012. "On the distribution of functionals of discrete ordinal variables," Statistics & Probability Letters, Elsevier, vol. 82(11), pages 2044-2049.
  3. Paola Cerchiello & Paolo Giudici, 2012. "Non parametric statistical models for on-line text classification," Advances in Data Analysis and Classification, Springer, vol. 6(4), pages 277-288, December.
  4. Giudici, P. & Raffinetti, E., 2011. "On the Gini measure decomposition," Statistics & Probability Letters, Elsevier, vol. 81(1), pages 133-139, January.
  5. J. Pardo, 2011. "Paolo Giudici and Silvia Figini: Applied data mining for business and industry (Second Edition)," Statistical Papers, Springer, vol. 52(3), pages 739-740, August.
  6. Silvia Figini & Paolo Giudici & Pierpaolo Uberti, 2010. "A threshold based approach to merge data in financial risk management," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(11), pages 1815-1824.
  7. Fantazzini, Dean & DeGiuli, Maria Elena & Figini, Silvia & Giudici, Paolo, 2009. "Enhanced credit default models for heterogeneous SME segments," Journal of Financial Transformation, Capco Institute, vol. 25, pages 31-39.
  8. Silvia Figini & Paolo Giudici, 2009. "Statistical models for e-learning data," Statistical Methods and Applications, Springer, vol. 18(2), pages 293-304, July.
  9. Dalla Valle, L. & Giudici, P., 2008. "A Bayesian approach to estimate the marginal loss distributions in operational risk management," Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 3107-3127, February.
  10. Bonafede, C.E. & Giudici, P., 2007. "Bayesian Networks for enterprise risk assessment," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 382(1), pages 22-28.
  11. Cleary, Richard J., 2006. "Applied Data Mining: Statistical Methods for Business and Industry. Paolo Giudici," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1317-1318, September.
  12. Cornalba, Chiara & Giudici, Paolo, 2004. "Statistical models for operational risk management," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 338(1), pages 166-172.
  13. S. P. Brooks & P. Giudici & G. O. Roberts, 2003. "Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(1), pages 3-39.
  14. 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 Pa, 2003. "Discussion on the paper by Brooks, Giudici and Roberts," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(1), pages 39-55.
  15. Giudici, Paolo & Passerone, Gianluca, 2002. "Data mining of association structures to model consumer behaviour," Computational Statistics & Data Analysis, Elsevier, vol. 38(4), pages 533-541, February.
  16. Paolo Giudici & Elena Stanghellini, 2001. "Bayesian inference for graphical factor analysis models," Psychometrika, Springer, vol. 66(4), pages 577-591, December.
  17. Maura Mezzetti & Paolo Giudici, 1999. "Monte Carlo methods for nonparametric survival model determination," Statistical Methods and Applications, Springer, vol. 8(1), pages 49-60, April.
  18. Paolo Giudici & Maura Mezzetti, 1998. "Nonparametric estimation of survival functions by means of partial exchangeability structures," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 7(1), pages 111-132, June.
  19. Paolo Giudici, 1998. "Markov chain Monte Carlo methods for probabilistic network model determination," Statistical Methods and Applications, Springer, vol. 7(2), pages 171-183, August.

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (3) 2013-02-16 2013-03-16 2014-01-17. Author is listed
  2. NEP-CBA: Central Banking (1) 2013-03-16
  3. NEP-ECM: Econometrics (7) 2012-11-24 2013-02-03 2013-02-16 2013-04-27 2013-10-25 2014-01-17 2014-03-01. Author is listed
  4. NEP-FOR: Forecasting (2) 2013-02-16 2014-03-01
  5. NEP-IFN: International Finance (1) 2013-10-25
  6. NEP-NET: Network Economics (1) 2013-10-25
  7. NEP-RMG: Risk Management (7) 2012-11-24 2013-02-03 2013-02-16 2013-02-16 2013-03-16 2013-10-25 2014-01-17. Author is listed
  8. NEP-SOG: Sociology of Economics (1) 2013-04-27

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