IDEAS home Printed from https://ideas.repec.org/d/dapavit.html

Publications

by members of

Università degli Studi di Pavia → Dipartimento di Ricerche Aziendali

University of Pavia → Department of Business Research

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Books | Chapters |

Working papers

2025

  1. Antonino Castelli & Paolo Giudici & Alessandro Piergallini, 2025, "Building crypto portfolios with agentic AI," Papers, arXiv.org, number 2507.20468, Jul.

2021

  1. A. Agosto & Alexandra Campmas & P. Giudici & A. Renda, 2021, "Monitoring COVID-19 contagion growth," Post-Print, HAL, number hal-03407115, DOI: 10.1002/sim.9020.

2020

  1. Iñaki Aldasoro & Leonardo Gambacorta & Paolo Giudici & Thomas Leach, 2020, "Operational and cyber risks in the financial sector," BIS Working Papers, Bank for International Settlements, number 840, Feb.
  2. Iñaki Aldasoro & Leonardo Gambacorta & Paolo Giudici & Thomas Leach, 2020, "The drivers of cyber risk," BIS Working Papers, Bank for International Settlements, number 865, May.
  3. Daniel Felix Ahelegbey & Paolo Giudici & Shatha Qamhieh Hashem, 2020, "Network VAR models to Measure Financial Contagion," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 178, Jan.
  4. Arianna Agosto & Paolo Giudici & Emanuela Raffinetti, 2020, "A rank graduation accuracy measure," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 179, Jan.
  5. Paolo Giudici & Thomas Leach & Paolo Pagnottoni, 2020, "Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 183, Feb.
  6. Arianna Agosto & Paolo Giudici, 2020, "A Poisson autoregressive model to understand COVID-19 contagion dynamics," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 185, Mar.
  7. Daniel Felix Ahelegbey & Paolo Giudici & Fatemeh Mojtahedi, 2020, "Tail Risk Measurement In Crypto-Asset Markets," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 186, Mar.
  8. Daniel Felix Ahelegbey & Paolo Giudici, 2020, "Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 188, May.
  9. Fatemeh Mojtahedi & Seyed Mojtaba Mojaverian & Daniel Felix Ahelegbey & Paolo Giudici, 2020, "Tail Risk Transmission: A Study of Iran Food Industry," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 189, May.
  10. Daniel Felix Ahelegbey & Paolo Giudici, 2020, "NetVIX - A Network Volatility Index of Financial Markets," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 192, Sep.
  11. Agosto, Arianna & Ahelegbey, Daniel Felix & Giudici, Paolo, 2020, "Tree Networks to assess Financial Contagion," MPRA Paper, University Library of Munich, Germany, number 107066.

2019

  1. Stefan Avdjiev & Paolo Giudici & Alessandro Spelta, 2019, "Measuring contagion risk in international banking," BIS Working Papers, Bank for International Settlements, number 796, Jul.
  2. Ahelegbey, Daniel Felix & Giudici, Paolo & Hadji-Misheva, Branka, 2019, "Factorial Network Models To Improve P2P Credit Risk Management," MPRA Paper, University Library of Munich, Germany, number 92633, Feb.

2018

  1. Ahelegbey, Daniel Felix & Giudici, Paolo & Hadji-Misheva, Branka, 2018, "Latent Factor Models for Credit Scoring in P2P Systems," MPRA Paper, University Library of Munich, Germany, number 92636, Jul, revised 11 Oct 2018.
  2. Paolo Giudici & Bihong Huang & Alessandro Spelta, 2018, "Trade Networks and Economic Fluctuations in Asia," ADBI Working Papers, Asian Development Bank Institute, number 832, Apr.

2017

  1. Pejman Abedifar & Paolo Giudici & Shatha Hashem, 2017, "Heterogeneous Market Structure and Systemic Risk: Evidence from Dual Banking Systems," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 134, Feb.

2016

  1. Paolo Giudici & Laura Parisi, 2016, "CoRisk: measuring systemic risk through default probability contagion," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 116, Feb.
  2. Paola Cerchiello & Paolo Giudici & Giancarlo Nicola, 2016, "Big data models of bank risk contagion," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 117, Feb.
  3. Paolo Giudici & Peter Sarlin & Alessandro Spelta, 2016, "The multivariate nature of systemic risk: direct and common exposures," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 118, Mar.
  4. Paolo Giudici & Laura Parisi, 2016, "Bail in or Bail out? The Atlante example from a systemic risk perspective," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 124, Jun.

2015

  1. Paola Cerchiello & Paolo Giudici, 2015, "A Bayesian h-index: how to measure research impact," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 102, May.
  2. Paolo Giudici & Shatha Hashem, 2015, "Systemic risk of Islamic Banks," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 103, May.
  3. Laura Parisi & Igor Gianfrancesco & Camillo Gilberto & Paolo Giudici, 2015, "Monetary transmission models for bank interest rates," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 101, May.
  4. Paolo Giudici & Laura Parisi, 2015, "Modeling Systemic Risk with Correlated Stochastic Processes," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 110, Nov.

2014

  1. Paola Cerchiello & Paolo Giudici, 2014, "How to measure the quality of financial tweets," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 069, Feb.
  2. Paola Cerchiello & Paolo Giudici, 2014, "Financial big data analysis for the estimation of systemic risks," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 086, Sep.
  3. Paola Cerchiello & Paolo Giudici, 2014, "Conditional graphical models for systemic risk measurement," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 087, Sep.
  4. Raffaella Calabrese & Johan A. Elkink & Paolo Giudici, 2014, "Measuring Bank Contagion in Europe Using Binary Spatial Regression Models," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 096, Nov.
  5. Daniel Felix Ahelegbey & Paolo Giudici, 2014, "Hierarchical Graphical Models, With Application to Systemic Risk," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:01.

2013

  1. Paola Cerchiello & Paolo Giudici, 2013, "Bayesian Credit Ratings (new version)," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 030, Jan.
  2. Silvia Figini & Paolo Giudici, 2013, "Measuring risk with ordinal variables," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 032, Feb.
  3. Silvia Figini & Paolo Giudici, 2013, "Credit risk predictions with Bayesian model averaging," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 034, Feb.
  4. Raffaella Calabrese & Paolo Giudici, 2013, "Estimating bank default with generalised extreme value models," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 035, Mar.
  5. Paola Cerchiello & Paolo Giudici, 2013, "H Index: A Statistical Proposal," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 039, Apr.
  6. Silvia Figini & Lijun Gao & Paolo Giudici, 2013, "Bayesian operational risk models," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 047, Jul.
  7. Paolo Giudici & Alessandro Spelta, 2013, "Graphical network models for international financial flows," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 052, Oct.

Journal articles

2025

  1. Bagheri, Maryamsadat & Giudici, Paolo, 2025, "Accurate, Secure and Explainable bitcoin forecasting," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 678, issue C, DOI: 10.1016/j.physa.2025.130974.
  2. Babaei, Golnoosh & Giudici, Paolo & Neelakantan, Parvati, 2025, "Explainability, fairness and the Simpson’s paradox in credit lending," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 680, issue C, DOI: 10.1016/j.physa.2025.131030.
  3. Amendola, Alessandra & Bernardelli, Adelaide Emma & Giudici, Paolo, 2025, "Measuring inequality in the adoption of ESG scores by small and medium enterprises," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104522.
  4. Phan Tien Dung & Paolo Giudici, 2025, "Sustainability, Accuracy, Fairness, and Explainability (SAFE) Machine Learning in Quantitative Trading," Mathematics, MDPI, volume 13, issue 3, pages 1-35, January.
  5. Adelaide Emma Bernardelli & Paolo Giudici, 2025, "AI Risk Management: A Bibliometric Analysis," Risks, MDPI, volume 13, issue 7, pages 1-15, July.
  6. Golnoosh Babaei & Paolo Giudici, 2025, "Correlation Metrics for Safe Artificial Intelligence," Risks, MDPI, volume 13, issue 9, pages 1-12, September.
  7. Paolo Giudici & Emanuela Raffinetti, 2025, "RGA: a unified measure of predictive accuracy," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), volume 19, issue 1, pages 67-93, March, DOI: 10.1007/s11634-023-00574-2.
  8. Golnoosh Babaei & Paolo Giudici, 2025, "A statistical package for safe artificial intelligence," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 34, issue 3, pages 499-517, July, DOI: 10.1007/s10260-025-00796-y.

2024

  1. Zambon, Lorenzo & Agosto, Arianna & Giudici, Paolo & Corani, Giorgio, 2024, "Properties of the reconciled distributions for Gaussian and count forecasts," International Journal of Forecasting, Elsevier, volume 40, issue 4, pages 1438-1448, DOI: 10.1016/j.ijforecast.2023.12.004.
  2. Giudici, Paolo & Piergallini, Alessandro & Recchioni, Maria Cristina & Raffinetti, Emanuela, 2024, "Explainable Artificial Intelligence methods for financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 655, issue C, DOI: 10.1016/j.physa.2024.130176.
  3. Daniel Felix Ahelegbey & Paolo Giudici, 2024, "Multidimensional Inequality Metrics for Sustainable Business Development," Mathematics, MDPI, volume 12, issue 22, pages 1-22, November.

2023

  1. Giudici, Paolo & Raffinetti, Emanuela, 2023, "SAFE Artificial Intelligence in finance," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104088.
  2. Babaei, Golnoosh & Giudici, Paolo & Raffinetti, Emanuela, 2023, "Explainable FinTech lending," Journal of Economics and Business, Elsevier, volume 125, issue , DOI: 10.1016/j.jeconbus.2023.106126.
  3. Ahelegbey, Daniel & Giudici, Paolo & Pediroda, Valentino, 2023, "A network based fintech inclusion platform," Socio-Economic Planning Sciences, Elsevier, volume 87, issue PB, DOI: 10.1016/j.seps.2023.101555.
  4. Giudici, Paolo & Gramegna, Alex & Raffinetti, Emanuela, 2023, "Machine Learning Classification Model Comparison," Socio-Economic Planning Sciences, Elsevier, volume 87, issue PB, DOI: 10.1016/j.seps.2023.101560.
  5. Daniel Felix Ahelegbey & Paolo Giudici, 2023, "Credit Scoring for Peer-to-Peer Lending," Risks, MDPI, volume 11, issue 7, pages 1-8, July.
  6. Arianna Agosto & Paolo Giudici, 2023, "Cyber Risk Contagion," Risks, MDPI, volume 11, issue 9, pages 1-10, September.
  7. Iñaki Aldasoro & Leonardo Gambacorta & Paolo Giudici & Thomas Leach, 2023, "Operational and Cyber Risks in the Financial Sector," International Journal of Central Banking, International Journal of Central Banking, volume 19, issue 5, pages 340-402, December.
  8. Alessandro Spelta & Nicolò Pecora & Andrea Flori & Paolo Giudici, 2023, "The impact of the SARS-CoV-2 pandemic on financial markets: a seismologic approach," Annals of Operations Research, Springer, volume 330, issue 1, pages 639-664, November, DOI: 10.1007/s10479-021-04115-y.
  9. Arianna Agosto & Paolo Giudici & Alessandra Tanda, 2023, "How to combine ESG scores? A proposal based on credit rating prediction," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, volume 30, issue 6, pages 3222-3230, November, DOI: 10.1002/csr.2548.

2022

  1. Giudici, Paolo & Leach, Thomas & Pagnottoni, Paolo, 2022, "Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102054.
  2. Babaei, Golnoosh & Giudici, Paolo & Raffinetti, Emanuela, 2022, "Explainable artificial intelligence for crypto asset allocation," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102941.
  3. Aldasoro, Iñaki & Gambacorta, Leonardo & Giudici, Paolo & Leach, Thomas, 2022, "The drivers of cyber risk," Journal of Financial Stability, Elsevier, volume 60, issue C, DOI: 10.1016/j.jfs.2022.100989.
  4. Ahelegbey, Daniel Felix & Giudici, Paolo, 2022, "NetVIX — A network volatility index of financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 594, issue C, DOI: 10.1016/j.physa.2022.127017.
  5. Chen, Xiao & Chong, Zhaohui & Giudici, Paolo & Huang, Bihong, 2022, "Network centrality effects in peer to peer lending," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 600, issue C, DOI: 10.1016/j.physa.2022.127546.
  6. Daniel Felix Ahelegbey & Paolo Giudici & Fatemeh Mojtahedi, 2022, "Crypto Asset Portfolio Selection," FinTech, MDPI, volume 1, issue 1, pages 1-9, February.
  7. Alex Gramegna & Paolo Giudici, 2022, "Shapley Feature Selection," FinTech, MDPI, volume 1, issue 1, pages 1-9, February.
  8. Daniele Pala & Enea Parimbelli & Cristiana Larizza & Cindy Cheng & Manuel Ottaviano & Andrea Pogliaghi & Goran Đukić & Aleksandar Jovanović & Ognjen Milićević & Vladimir Urošević & Paola Cerchiello & , 2022, "A New Interactive Tool to Visualize and Analyze COVID-19 Data: The PERISCOPE Atlas," IJERPH, MDPI, volume 19, issue 15, pages 1-16, July.
  9. Costanza Bosone & Stefania Maria Bogliardi & Paolo Giudici, 2022, "Are ESG Female? The Hidden Benefits of Female Presence on Sustainable Finance," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 14, issue 2, pages 253-274, June, DOI: https://doi.org/10.15353/rea.v14i2..
  10. Paolo Giudici & Gloria Polinesi & Alessandro Spelta, 2022, "Network models to improve robot advisory portfolios," Annals of Operations Research, Springer, volume 313, issue 2, pages 965-989, June, DOI: 10.1007/s10479-021-04312-9.

2021

  1. Ahelegbey, Daniel Felix & Giudici, Paolo & Hashem, Shatha Qamhieh, 2021, "Network VAR models to measure financial contagion," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101318.
  2. Ahelegbey, Daniel Felix & Giudici, Paolo & Mojtahedi, Fatemeh, 2021, "Tail risk measurement in crypto-asset markets," International Review of Financial Analysis, Elsevier, volume 73, issue C, DOI: 10.1016/j.irfa.2020.101604.
  3. Niklas Bussmann & Paolo Giudici & Dimitri Marinelli & Jochen Papenbrock, 2021, "Explainable Machine Learning in Credit Risk Management," Computational Economics, Springer;Society for Computational Economics, volume 57, issue 1, pages 203-216, January, DOI: 10.1007/s10614-020-10042-0.
  4. Paolo Giudici & Emanuela Raffinetti, 2021, "Cyber risk ordering with rank-based statistical models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 105, issue 3, pages 469-484, September, DOI: 10.1007/s10182-020-00387-0.
  5. Paolo Giudici & Gloria Polinesi, 2021, "Crypto price discovery through correlation networks," Annals of Operations Research, Springer, volume 299, issue 1, pages 443-457, April, DOI: 10.1007/s10479-019-03282-3.
  6. Giada Adelfio & Arianna Agosto & Marcello Chiodi & Paolo Giudici, 2021, "Financial contagion through space-time point processes," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 30, issue 2, pages 665-688, June, DOI: 10.1007/s10260-020-00538-2.

2020

  1. Agosto, Arianna & Ahelegbey, Daniel Felix & Giudici, Paolo, 2020, "Tree networks to assess financial contagion," Economic Modelling, Elsevier, volume 85, issue C, pages 349-366, DOI: 10.1016/j.econmod.2019.11.005.
  2. Ying Chen & Paolo Giudici & Branka Hadji Misheva & Simon Trimborn, 2020, "Lead Behaviour in Bitcoin Markets," Risks, MDPI, volume 8, issue 1, pages 1-14, January.
  3. Arianna Agosto & Paolo Giudici, 2020, "A Poisson Autoregressive Model to Understand COVID-19 Contagion Dynamics," Risks, MDPI, volume 8, issue 3, pages 1-8, July.
  4. Fatemeh Mojtahedi & Seyed Mojtaba Mojaverian & Daniel F. Ahelegbey & Paolo Giudici, 2020, "Tail Risk Transmission: A Study of the Iran Food Industry," Risks, MDPI, volume 8, issue 3, pages 1-17, July.
  5. Alex Gramegna & Paolo Giudici, 2020, "Why to Buy Insurance? An Explainable Artificial Intelligence Approach," Risks, MDPI, volume 8, issue 4, pages 1-9, December.
  6. Arianna Agosto & Paolo Giudici, 2020, "COVID-19 contagion and digital finance," Digital Finance, Springer, volume 2, issue 1, pages 159-167, September, DOI: 10.1007/s42521-020-00021-3.
  7. Paolo Giudici & Emanuela Raffinetti, 2020, "Lorenz Model Selection," Journal of Classification, Springer;The Classification Society, volume 37, issue 3, pages 754-768, October, DOI: 10.1007/s00357-019-09358-w.
  8. Silvia Facchinetti & Paolo Giudici & Silvia Angela Osmetti, 2020, "Cyber risk measurement with ordinal data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 29, issue 1, pages 173-185, March, DOI: 10.1007/s10260-019-00470-0.
  9. Paolo Giudici & Paolo Pagnottoni, 2020, "Vector error correction models to measure connectedness of Bitcoin exchange markets," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 36, issue 1, pages 95-109, January, DOI: 10.1002/asmb.2478.

2019

  1. Giudici, Paolo & Huang, Bihong & Spelta, Alessandro, 2019, "Trade networks and economic fluctuations in Asian countries," Economic Systems, Elsevier, volume 43, issue 2, pages 1-1, DOI: 10.1016/j.ecosys.2019.100695.
  2. Giudici, Paolo & Abu-Hashish, Iman, 2019, "What determines bitcoin exchange prices? A network VAR approach," Finance Research Letters, Elsevier, volume 28, issue C, pages 309-318, DOI: 10.1016/j.frl.2018.05.013.
  3. Avdjiev, S. & Giudici, P. & Spelta, A., 2019, "Measuring contagion risk in international banking," Journal of Financial Stability, Elsevier, volume 42, issue C, pages 36-51, DOI: 10.1016/j.jfs.2019.05.014.
  4. Ahelegbey, Daniel Felix & Giudici, Paolo & Hadji-Misheva, Branka, 2019, "Latent factor models for credit scoring in P2P systems," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 522, issue C, pages 112-121, DOI: 10.1016/j.physa.2019.01.130.
  5. Paolo Giudici & Laura Parisi, 2019, "Bail-In or Bail-Out? Correlation Networks to Measure the Systemic Implications of Bank Resolution," Risks, MDPI, volume 7, issue 1, pages 1-25, January.
  6. Paolo Giudici & Paolo Pagnottoni, 2019, "High Frequency Price Change Spillovers in Bitcoin Markets," Risks, MDPI, volume 7, issue 4, pages 1-18, November.

2018

  1. Giudici, Paolo & Misheva, Branka Hadji, 2018, "P2P lending scoring models: Do they predict default?," Journal of Digital Banking, Henry Stewart Publications, volume 2, issue 4, pages 353-368, May.
  2. Giudici, Paolo, 2018, "Financial data science," Statistics & Probability Letters, Elsevier, volume 136, issue C, pages 160-164, DOI: 10.1016/j.spl.2018.02.024.
  3. Paolo Giudici & Laura Parisi, 2018, "CoRisk: Credit Risk Contagion with Correlation Network Models," Risks, MDPI, volume 6, issue 3, pages 1-19, September.

2017

  1. Abedifar, Pejman & Giudici, Paolo & Hashem, Shatha Qamhieh, 2017, "Heterogeneous market structure and systemic risk: Evidence from dual banking systems," Journal of Financial Stability, Elsevier, volume 33, issue C, pages 96-119, DOI: 10.1016/j.jfs.2017.11.002.
  2. Raffaella Calabrese & Johan A. Elkink & Paolo S. Giudici, 2017, "Measuring bank contagion in Europe using binary spatial regression models," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, volume 68, issue 12, pages 1503-1511, December, DOI: 10.1057/s41274-017-0189-4.
  3. Paola Cerchiello & Paolo Giudici, 2017, "Categorical network models for systemic risk measurement," Quality & Quantity: International Journal of Methodology, Springer, volume 51, issue 4, pages 1593-1609, July, DOI: 10.1007/s11135-016-0354-x.
  4. Silvia Figini & Paolo Giudici, 2017, "Credit risk assessment with Bayesian model averaging," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, volume 46, issue 19, pages 9507-9517, October, DOI: 10.1080/03610926.2016.1212070.
  5. Paolo Giudici & Laura Parisi, 2017, "Sovereign risk in the Euro area: a multivariate stochastic process approach," Quantitative Finance, Taylor & Francis Journals, volume 17, issue 12, pages 1995-2008, December, DOI: 10.1080/14697688.2017.1357968.

2016

  1. P. Giudici & A. Spelta, 2016, "Graphical Network Models for International Financial Flows," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 34, issue 1, pages 128-138, January, DOI: 10.1080/07350015.2015.1017643.

2015

  1. Paolo Giudici, 2015, "Scorecard models for operations management," International Journal of Data Science, Inderscience Enterprises Ltd, volume 1, issue 1, pages 96-101.
  2. Raffaella Calabrese & Paolo Giudici, 2015, "Estimating bank default with generalised extreme value regression models," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, volume 66, issue 11, pages 1783-1792, November.

2014

  1. Paola Cerchiello & Paolo Giudici, 2014, "On a statistical h index," Scientometrics, Springer;Akadémiai Kiadó, volume 99, issue 2, pages 299-312, May, DOI: 10.1007/s11192-013-1194-2.

2012

  1. Cerchiello, Paola & Giudici, Paolo, 2012, "On the distribution of functionals of discrete ordinal variables," Statistics & Probability Letters, Elsevier, volume 82, issue 11, pages 2044-2049, DOI: 10.1016/j.spl.2012.07.002.
  2. Paola Cerchiello & Paolo Giudici, 2012, "Non parametric statistical models for on-line text classification," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), volume 6, issue 4, pages 277-288, December, DOI: 10.1007/s11634-012-0122-2.

2011

  1. Giudici, P. & Raffinetti, E., 2011, "On the Gini measure decomposition," Statistics & Probability Letters, Elsevier, volume 81, issue 1, pages 133-139, January.
  2. S Figini & P Giudici, 2011, "Statistical merging of rating models," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, volume 62, issue 6, pages 1067-1074, June, DOI: 10.1057/jors.2010.41.
  3. J. Pardo, 2011, "Paolo Giudici and Silvia Figini: Applied data mining for business and industry (Second Edition)," Statistical Papers, Springer, volume 52, issue 3, pages 739-740, August, DOI: 10.1007/s00362-010-0310-0.

2010

  1. 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, volume 37, issue 11, pages 1815-1824, DOI: 10.1080/02664760903164921.

2009

  1. Danae Politou & Paolo Giudici, 2009, "Modelling Operational Risk Losses with Graphical Models and Copula Functions," Methodology and Computing in Applied Probability, Springer, volume 11, issue 1, pages 65-93, March, DOI: 10.1007/s11009-008-9083-5.
  2. Paolo Giudici & Henry Wynn, 2009, "Editorial," Methodology and Computing in Applied Probability, Springer, volume 11, issue 1, pages 1-2, March, DOI: 10.1007/s11009-008-9091-5.
  3. Silvia Figini & Paolo Giudici, 2009, "Statistical models for e-learning data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 18, issue 2, pages 293-304, July, DOI: 10.1007/s10260-008-0098-4.

2008

  1. Dalla Valle, L. & Giudici, P., 2008, "A Bayesian approach to estimate the marginal loss distributions in operational risk management," Computational Statistics & Data Analysis, Elsevier, volume 52, issue 6, pages 3107-3127, February.

2007

  1. Bonafede, C.E. & Giudici, P., 2007, "Bayesian Networks for enterprise risk assessment," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 382, issue 1, pages 22-28, DOI: 10.1016/j.physa.2007.02.065.

2004

  1. Cornalba, Chiara & Giudici, Paolo, 2004, "Statistical models for operational risk management," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 338, issue 1, pages 166-172, DOI: 10.1016/j.physa.2004.02.039.
  2. Eva-Maria Fronk & Paolo Giudici, 2004, "Markov Chain Monte Carlo model selection for DAG models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 13, issue 3, pages 259-273, December, DOI: 10.1007/s10260-004-0097-z.

2003

  1. 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, volume 65, issue 1, pages 3-39, January, DOI: 10.1111/1467-9868.03711.
  2. 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, 2003, "Discussion on the paper by Brooks, Giudici and Roberts," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 65, issue 1, pages 39-55, January, DOI: 10.1111/1467-9868.03712.

2002

  1. Giudici, Paolo & Passerone, Gianluca, 2002, "Data mining of association structures to model consumer behaviour," Computational Statistics & Data Analysis, Elsevier, volume 38, issue 4, pages 533-541, February.

2001

  1. Paolo Giudici & Elena Stanghellini, 2001, "Bayesian inference for graphical factor analysis models," Psychometrika, Springer;The Psychometric Society, volume 66, issue 4, pages 577-591, December, DOI: 10.1007/BF02296197.
  2. Paolo Giudici & Wolfgang Polasek, 2001, "Editorial," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 17, issue 1, pages 1-3, January, DOI: 10.1002/asmb.429.
  3. Paolo Giudici, 2001, "Bayesian data mining, with application to benchmarking and credit scoring," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 17, issue 1, pages 69-81, January, DOI: 10.1002/asmb.425.

2000

  1. Paolo Giudici & Tobias Ryden & Pierre Vandekerkhove, 2000, "Likelihood-Ratio Tests for Hidden Markov Models," Biometrics, The International Biometric Society, volume 56, issue 3, pages 742-747, September.

1999

  1. Maura Mezzetti & Paolo Giudici, 1999, "Monte Carlo methods for nonparametric survival model determination," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 8, issue 1, pages 49-60, April, DOI: 10.1007/BF03178940.

1998

  1. Paolo Giudici, 1998, "Markov chain Monte Carlo methods for probabilistic network model determination," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 7, issue 2, pages 171-183, August, DOI: 10.1007/BF03178927.
  2. 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;Sociedad de Estadística e Investigación Operativa, volume 7, issue 1, pages 111-132, June, DOI: 10.1007/BF02565105.

Books

2025

  1. Paolo Giudici & Joseph A. McCahery (ed.), 2025, "Research Handbook on EU Securities Law," Books, Edward Elgar Publishing, number 20209, ISBN: ARRAY(0x99273758).

Chapters

2014

  1. Daniel Felix Ahelegbey & Paolo Giudici, 2014, "Bayesian Selection of Systemic Risk Networks," Advances in Econometrics, Emerald Group Publishing Limited, "Bayesian Model Comparison", DOI: 10.1108/S0731-905320140000034007.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.