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Paolo Stefano Giudici

Personal Details

First Name:Paolo
Middle Name:Stefano
Last Name:Giudici
Suffix:
RePEc Short-ID:pgi259
http://economia.unipv.it/pagp/pagine_personali/giudici/
Twitter: @stateconomist

Affiliation

Dipartimento di Scienze Economiche e Aziendali
Università degli Studi di Pavia

Pavia, Italy
http://economia.unipv.it/

: +39/0382/506201
+39/0382/304226
Via S. Felice, 5 - 27100 Pavia
RePEc:edi:dppavit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Pejman Abedifar & Paolo Giudici & Shatha Hashem, 2017. "Heterogeneous Market Structure and Systemic Risk: Evidence from Dual Banking Systems," DEM Working Papers Series 134, University of Pavia, Department of Economics and Management.
  2. Paolo Giudici & Laura Parisi, 2016. "CoRisk: measuring systemic risk through default probability contagion," DEM Working Papers Series 116, University of Pavia, Department of Economics and Management.
  3. Paolo Giudici & Peter Sarlin & Alessandro Spelta, 2016. "The multivariate nature of systemic risk: direct and common exposures," DEM Working Papers Series 118, University of Pavia, Department of Economics and Management.
  4. Paolo Giudici & Laura Parisi, 2016. "Bail in or Bail out? The Atlante example from a systemic risk perspective," DEM Working Papers Series 124, University of Pavia, Department of Economics and Management.
  5. Paola Cerchiello & Paolo Giudici & Giancarlo Nicola, 2016. "Big data models of bank risk contagion," DEM Working Papers Series 117, University of Pavia, Department of Economics and Management.
  6. Paola Cerchiello & Paolo Giudici, 2015. "A Bayesian h-index: how to measure research impact," DEM Working Papers Series 102, University of Pavia, Department of Economics and Management.
  7. Laura Parisi & Igor Gianfrancesco & Camillo Gilberto & Paolo Giudici, 2015. "Monetary transmission models for bank interest rates," DEM Working Papers Series 101, University of Pavia, Department of Economics and Management.
  8. Paolo Giudici & Shatha Hashem, 2015. "Systemic risk of Islamic Banks," DEM Working Papers Series 103, University of Pavia, Department of Economics and Management.
  9. Paolo Giudici & Laura Parisi, 2015. "Modeling Systemic Risk with Correlated Stochastic Processes," DEM Working Papers Series 110, University of Pavia, Department of Economics and Management.
  10. Paola Cerchiello & Paolo Giudici, 2014. "Conditional graphical models for systemic risk measurement," DEM Working Papers Series 087, University of Pavia, Department of Economics and Management.
  11. 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.
  12. Raffaella Calabrese & Johan A. Elkink & Paolo Giudici, 2014. "Measuring Bank Contagion in Europe Using Binary Spatial Regression Models," DEM Working Papers Series 096, University of Pavia, Department of Economics and Management.
  13. Daniel Felix Ahelegbey & Paolo Giudici, 2014. "Hierarchical Graphical Models, With Application to Systemic Risk," Working Papers 2014:01, Department of Economics, University of Venice "Ca' Foscari".
  14. Paola Cerchiello & Paolo Giudici, 2014. "Financial big data analysis for the estimation of systemic risks," DEM Working Papers Series 086, University of Pavia, Department of Economics and Management.
  15. Silvia Figini & Lijun Gao & Paolo Giudici, 2013. "Bayesian operational risk models," DEM Working Papers Series 047, University of Pavia, Department of Economics and Management.
  16. 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.
  17. 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.
  18. Paola Cerchiello & Paolo Giudici, 2013. "Bayesian Credit Ratings (new version)," DEM Working Papers Series 030, University of Pavia, Department of Economics and Management.
  19. 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.
  20. Silvia Figini & Paolo Giudici, 2013. "Measuring risk with ordinal variables," DEM Working Papers Series 032, University of Pavia, Department of Economics and Management.
  21. Paola Cerchiello & Paolo Giudici, 2013. "H Index: A Statistical Proposal," DEM Working Papers Series 039, University of Pavia, Department of Economics and Management.

Articles

  1. Lucie Courteau & Roberto Di Pietra & Paolo Giudici & Andrea Melis, 2017. "The role and effect of controlling shareholders in corporate governance," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 21(3), pages 561-572, September.
  2. Paola Cerchiello & Paolo Giudici, 2017. "Categorical network models for systemic risk measurement," Quality & Quantity: International Journal of Methodology, Springer, vol. 51(4), pages 1593-1609, July.
  3. Paola Cerchiello & Paolo Giudici, 2016. "How to measure the quality of financial tweets," Quality & Quantity: International Journal of Methodology, Springer, vol. 50(4), pages 1695-1713, July.
  4. P. Giudici & A. Spelta, 2016. "Graphical Network Models for International Financial Flows," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(1), pages 128-138, January.
  5. 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, vol. 66(11), pages 1783-1792, November.
  6. Paolo Giudici, 2015. "Scorecard models for operations management," International Journal of Data Science, Inderscience Enterprises Ltd, vol. 1(1), pages 96-101.
  7. Paola Cerchiello & Paolo Giudici, 2014. "On a statistical h index," Scientometrics, Springer;Akadémiai Kiadó, vol. 99(2), pages 299-312, May.
  8. Cerchiello, Paola & Giudici, Paolo, 2012. "On the distribution of functionals of discrete ordinal variables," Statistics & Probability Letters, Elsevier, vol. 82(11), pages 2044-2049.
  9. 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), vol. 6(4), pages 277-288, December.
  10. 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.
  11. Giudici, P. & Raffinetti, E., 2011. "On the Gini measure decomposition," Statistics & Probability Letters, Elsevier, vol. 81(1), pages 133-139, January.
  12. 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.
  13. Silvia Figini & Paolo Giudici, 2009. "Statistical models for e-learning data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 18(2), pages 293-304, July.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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, vol. 65(1), pages 39-55.
  19. 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.
  20. Paolo Giudici & Elena Stanghellini, 2001. "Bayesian inference for graphical factor analysis models," Psychometrika, Springer;The Psychometric Society, vol. 66(4), pages 577-591, December.
  21. Paolo Giudici & Tobias Ryden & Pierre Vandekerkhove, 2000. "Likelihood-Ratio Tests for Hidden Markov Models," Biometrics, The International Biometric Society, vol. 56(3), pages 742-747, September.
  22. Maura Mezzetti & Paolo Giudici, 1999. "Monte Carlo methods for nonparametric survival model determination," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 8(1), pages 49-60, April.
  23. 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, vol. 7(1), pages 111-132, June.
  24. Paolo Giudici, 1998. "Markov chain Monte Carlo methods for probabilistic network model determination," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 7(2), pages 171-183, August.

Chapters

  1. Daniel Felix Ahelegbey & Paolo Giudici, 2014. "Bayesian Selection of Systemic Risk Networks," Advances in Econometrics,in: Bayesian Model Comparison, volume 34, pages 117-153 Emerald Publishing Ltd.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Paolo Giudici & Laura Parisi, 2016. "CoRisk: measuring systemic risk through default probability contagion," DEM Working Papers Series 116, University of Pavia, Department of Economics and Management.

    Cited by:

    1. Paolo Giudici & Laura Parisi, 2016. "Bail in or Bail out? The Atlante example from a systemic risk perspective," DEM Working Papers Series 124, University of Pavia, Department of Economics and Management.

  2. Laura Parisi & Igor Gianfrancesco & Camillo Gilberto & Paolo Giudici, 2015. "Monetary transmission models for bank interest rates," DEM Working Papers Series 101, University of Pavia, Department of Economics and Management.

    Cited by:

    1. Paolo Giudici & Laura Parisi, 2015. "Dynamic models for monetary transmission," DEM Working Papers Series 106, University of Pavia, Department of Economics and Management.

  3. Paola Cerchiello & Paolo Giudici, 2014. "Conditional graphical models for systemic risk measurement," DEM Working Papers Series 087, University of Pavia, Department of Economics and Management.

    Cited by:

    1. 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, vol. 68(12), pages 1503-1511, December.

  4. 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.

    Cited by:

    1. Paola Cerchiello & Giancarlo Nicola, 2017. "Assessing News Contagion in Finance," DEM Working Papers Series 139, University of Pavia, Department of Economics and Management.
    2. Paola Cerchiello & Paolo Giudici, 2014. "Financial big data analysis for the estimation of systemic risks," DEM Working Papers Series 086, University of Pavia, Department of Economics and Management.
    3. Paola Cerchiello & Giancarlo Nicola, 2018. "Assessing News Contagion in Finance," Econometrics, MDPI, Open Access Journal, vol. 6(1), pages 1-19, February.

  5. Daniel Felix Ahelegbey & Paolo Giudici, 2014. "Hierarchical Graphical Models, With Application to Systemic Risk," Working Papers 2014:01, Department of Economics, University of Venice "Ca' Foscari".

    Cited by:

    1. Carota, Cinzia & Durio, Alessandra & Guerzoni, Marco, 2014. "An Application of Graphical Models to the Innobarometer Survey: A Map of Firms’ Innovative Behaviour," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201444, University of Turin.

  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.

    Cited by:

    1. Paolo Giudici, 2015. "Scorecard models for operations management," International Journal of Data Science, Inderscience Enterprises Ltd, vol. 1(1), pages 96-101.

  7. 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.

    Cited by:

    1. Rui Faustino, 2016. "Portuguese National Accounts: a network approach," Working Papers Department of Economics 2016/18, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
    2. Pejman Abedifar & Paolo Giudici & Shatha Hashem, 2017. "Heterogeneous Market Structure and Systemic Risk: Evidence from Dual Banking Systems," DEM Working Papers Series 134, University of Pavia, Department of Economics and Management.
    3. Khai X. Chiong & Hyungsik Roger Moon, 2017. "Estimation of Graphical Models using the $L_{1,2}$ Norm," Papers 1709.10038, arXiv.org, revised Oct 2017.
    4. Paolo Giudici & Laura Parisi, 2016. "CoRisk: measuring systemic risk through default probability contagion," DEM Working Papers Series 116, University of Pavia, Department of Economics and Management.
    5. Abedifar, Pejman & Giudici, Paolo & Hashem, Shatha Qamhieh, 2017. "Heterogeneous market structure and systemic risk: Evidence from dual banking systems," Journal of Financial Stability, Elsevier, vol. 33(C), pages 96-119.
    6. Paolo Giudici & Shatha Hashem, 2015. "Systemic risk of Islamic Banks," DEM Working Papers Series 103, University of Pavia, Department of Economics and Management.
    7. Tanya Ara'ujo & Rui Faustino, 2016. "The Topology of Inter-industry Relations from the Portuguese National Accounts," Papers 1612.06291, arXiv.org.
    8. Paolo Giudici & Laura Parisi, 2015. "Modeling Systemic Risk with Correlated Stochastic Processes," DEM Working Papers Series 110, University of Pavia, Department of Economics and Management.
    9. Frank Emmert-Streib & Aliyu Musa & Kestutis Baltakys & Juho Kanniainen & Shailesh Tripathi & Olli Yli-Harja & Herbert Jodlbauer & Matthias Dehmer, 2017. "Computational Analysis of the structural properties of Economic and Financial Networks," Papers 1710.04455, arXiv.org.
    10. Paola Cerchiello & Paolo Giudici, 2017. "Categorical network models for systemic risk measurement," Quality & Quantity: International Journal of Methodology, Springer, vol. 51(4), pages 1593-1609, July.
    11. Paolo Giudici & Peter Sarlin & Alessandro Spelta, 2016. "The multivariate nature of systemic risk: direct and common exposures," DEM Working Papers Series 118, University of Pavia, Department of Economics and Management.

  8. 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.

    Cited by:

    1. Raffaella Calabrese & Johan A. Elkink & Paolo Giudici, 2014. "Measuring Bank Contagion in Europe Using Binary Spatial Regression Models," DEM Working Papers Series 096, University of Pavia, Department of Economics and Management.
    2. Prosper Senyo Koto, 2017. "Is Social Capital Important In Formal-Informal Sector Linkages?," Journal of Developmental Entrepreneurship (JDE), World Scientific Publishing Co. Pte. Ltd., vol. 22(02), pages 1-16, June.
    3. Raffaella Calabrese & Silvia Osmetti, 2014. "Modelling cross-border systemic risk in the European banking sector: a copula approach," Papers 1411.1348, arXiv.org.

  9. Silvia Figini & Paolo Giudici, 2013. "Measuring risk with ordinal variables," DEM Working Papers Series 032, University of Pavia, Department of Economics and Management.

    Cited by:

    1. Lee, Byung Kwon & Zhou, Rong & de Souza, Robert & Park, Jaehun, 2016. "Data-driven risk measurement of firm-to-firm relationships in a supply chain," International Journal of Production Economics, Elsevier, vol. 180(C), pages 148-157.

Articles

  1. Paola Cerchiello & Paolo Giudici, 2016. "How to measure the quality of financial tweets," Quality & Quantity: International Journal of Methodology, Springer, vol. 50(4), pages 1695-1713, July.
    See citations under working paper version above.
  2. P. Giudici & A. Spelta, 2016. "Graphical Network Models for International Financial Flows," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(1), pages 128-138, January.
    See citations under working paper version above.
  3. 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, vol. 66(11), pages 1783-1792, November.

    Cited by:

    1. Calabrese, Raffaella & Degl’Innocenti, Marta & Osmetti, Silvia Angela, 2017. "The effectiveness of TARP-CPP on the US banking industry: A new copula-based approach," European Journal of Operational Research, Elsevier, vol. 256(3), pages 1029-1037.
    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, vol. 68(12), pages 1503-1511, December.

  4. Cerchiello, Paola & Giudici, Paolo, 2012. "On the distribution of functionals of discrete ordinal variables," Statistics & Probability Letters, Elsevier, vol. 82(11), pages 2044-2049.

    Cited by:

    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. Paola Cerchiello & Paolo Giudici, 2013. "Bayesian Credit Ratings (new version)," DEM Working Papers Series 030, University of Pavia, Department of Economics and Management.
    3. Paola Cerchiello & Paolo Giudici, 2013. "H Index: A Statistical Proposal," DEM Working Papers Series 039, University of Pavia, Department of Economics and Management.
    4. Paola Cerchiello & Paolo Giudici, 2014. "On a statistical h index," Scientometrics, Springer;Akadémiai Kiadó, vol. 99(2), pages 299-312, May.
    5. Donata Marasini & Piero Quatto, 2014. "A characterization of linear satisfaction measures," METRON, Springer;Sapienza Università di Roma, vol. 72(1), pages 17-23, April.
    6. Paola Cerchiello & Paolo Giudici, 2015. "A Bayesian h-index: how to measure research impact," DEM Working Papers Series 102, University of Pavia, Department of Economics and Management.

  5. 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.

    Cited by:

    1. Silvia Figini & Ron Kenett & SILVIA SALINI, 2010. "Integrating Operational and Financial Risk Assessments," UNIMI - Research Papers in Economics, Business, and Statistics unimi-1099, Universitá degli Studi di Milano.
    2. Tyrone Lin & Chia-Chi Lee & Yu-Chuan Kuan, 2013. "The optimal operational risk capital requirement by applying the advanced measurement approach," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 21(1), pages 85-101, January.

  6. 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.

    Cited by:

    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. Fantazzini, Dean, 2008. "Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 11(3), pages 87-122.
    3. Paola Cerchiello & Paolo Giudici, 2013. "H Index: A Statistical Proposal," DEM Working Papers Series 039, University of Pavia, Department of Economics and Management.
    4. Paola Cerchiello & Paolo Giudici, 2014. "On a statistical h index," Scientometrics, Springer;Akadémiai Kiadó, vol. 99(2), pages 299-312, May.
    5. Paolo Giudici, 2015. "Scorecard models for operations management," International Journal of Data Science, Inderscience Enterprises Ltd, vol. 1(1), pages 96-101.
    6. E. Otranto, 2008. "Clustering Heteroskedastic Time Series by Model-Based Procedures," Working Paper CRENoS 200801, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    7. Silvia Figini & Lijun Gao & Paolo Giudici, 2013. "Bayesian operational risk models," DEM Working Papers Series 047, University of Pavia, Department of Economics and Management.
    8. Lu, Zhaoyang, 2011. "Modeling the yearly Value-at-Risk for operational risk in Chinese commercial banks," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 82(4), pages 604-616.
    9. Paola Cerchiello & Paolo Giudici, 2015. "A Bayesian h-index: how to measure research impact," DEM Working Papers Series 102, University of Pavia, Department of Economics and Management.

  7. 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.

    Cited by:

    1. Mkrtchyan, L. & Podofillini, L. & Dang, V.N., 2015. "Bayesian belief networks for human reliability analysis: A review of applications and gaps," Reliability Engineering and System Safety, Elsevier, vol. 139(C), pages 1-16.
    2. Silvia Figini & Lijun Gao & Paolo Giudici, 2013. "Bayesian operational risk models," DEM Working Papers Series 047, University of Pavia, Department of Economics and Management.

  8. 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.

    Cited by:

    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, vol. 52(6), pages 3107-3127, February.
    2. Marco Bardoscia & Roberto Bellotti, 2012. "A Dynamical Approach to Operational Risk Measurement," Papers 1202.2532, arXiv.org.
    3. Paola Cerchiello & Paolo Giudici, 2013. "Bayesian Credit Ratings (new version)," DEM Working Papers Series 030, University of Pavia, Department of Economics and Management.
    4. Paolo Giudici, 2015. "Scorecard models for operations management," International Journal of Data Science, Inderscience Enterprises Ltd, vol. 1(1), pages 96-101.
    5. Silvia Figini & Lijun Gao & Paolo Giudici, 2013. "Bayesian operational risk models," DEM Working Papers Series 047, University of Pavia, Department of Economics and Management.
    6. Lu, Zhaoyang, 2011. "Modeling the yearly Value-at-Risk for operational risk in Chinese commercial banks," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 82(4), pages 604-616.
    7. Mizgier, Kamil J. & Hora, Manpreet & Wagner, Stephan M. & Jüttner, Matthias P., 2015. "Managing operational disruptions through capital adequacy and process improvement," European Journal of Operational Research, Elsevier, vol. 245(1), pages 320-332.
    8. Paola Cerchiello & Paolo Giudici, 2012. "Bayesian Credit Rating Assessment," DEM Working Papers Series 019, University of Pavia, Department of Economics and Management.
    9. Borunda, Mónica & Jaramillo, O.A. & Reyes, Alberto & Ibargüengoytia, Pablo H., 2016. "Bayesian networks in renewable energy systems: A bibliographical survey," Renewable and Sustainable Energy Reviews, Elsevier, vol. 62(C), pages 32-45.

  9. 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.

    Cited by:

    1. Rongwei Fu & Dipak K. Dey & Kent E. Holsinger, 2011. "A Beta-Mixture Model for Assessing Genetic Population Structure," Biometrics, The International Biometric Society, vol. 67(3), pages 1073-1082, September.
    2. David I. Hastie & Peter J. Green, 2012. "Model choice using reversible jump Markov chain Monte Carlo," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 66(3), pages 309-338, August.
    3. Ho, Remus K.W. & Hu, Inchi, 2008. "Flexible modelling of random effects in linear mixed models--A Bayesian approach," Computational Statistics & Data Analysis, Elsevier, vol. 52(3), pages 1347-1361, January.
    4. D. Fouskakis & I. Ntzoufras & D. Draper, 2009. "Population-based reversible jump Markov chain Monte Carlo methods for Bayesian variable selection and evaluation under cost limit restrictions," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 58(3), pages 383-403.
    5. Sridhar Narayanan, 2013. "Bayesian estimation of discrete games of complete information," Quantitative Marketing and Economics (QME), Springer, vol. 11(1), pages 39-81, March.
    6. Pandolfi, Silvia & Bartolucci, Francesco & Friel, Nial, 2014. "A generalized multiple-try version of the Reversible Jump algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 72(C), pages 298-314.
    7. Azari Soufiani, Hossein & Diao, Hansheng & Lai, Zhenyu & Parkes, David C., 2013. "Generalized Random Utility Models with Multiple Types," Scholarly Articles 12363923, Harvard University Department of Economics.
    8. Griffin, Jim & Steel, Mark F.J., 2008. "Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes," MPRA Paper 11071, University Library of Munich, Germany.
    9. Overstall, Antony M. & King, Ruth, 2014. "conting: An R Package for Bayesian Analysis of Complete and Incomplete Contingency Tables," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 58(i07).
    10. Helen Armstrong & Christopher K. Carter & Kevin K. F. Wong & Robert Kohn, 2007. "Bayesian Covariance Matrix Estimation using a Mixture of Decomposable Graphical Models," Discussion Papers 2007-13, School of Economics, The University of New South Wales.
    11. Oedekoven, C.S. & King, R. & Buckland, S.T. & Mackenzie, M.L. & Evans, K.O. & Burger, L.W., 2016. "Using hierarchical centering to facilitate a reversible jump MCMC algorithm for random effects models," Computational Statistics & Data Analysis, Elsevier, vol. 98(C), pages 79-90.
    12. Tsung-I Lin & Hsiu Ho & Pao Shen, 2009. "Computationally efficient learning of multivariate t mixture models with missing information," Computational Statistics, Springer, vol. 24(3), pages 375-392, August.
    13. Víctor Enciso-Mora & Peter Neal & T. Subba Rao, 2009. "Efficient order selection algorithms for integer-valued ARMA processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(1), pages 1-18, January.
    14. Liqun Wang & James Fu, 2007. "A practical sampling approach for a Bayesian mixture model with unknown number of components," Statistical Papers, Springer, vol. 48(4), pages 631-653, October.
    15. Kobayashi, Genya, 2014. "A transdimensional approximate Bayesian computation using the pseudo-marginal approach for model choice," Computational Statistics & Data Analysis, Elsevier, vol. 80(C), pages 167-183.
    16. N. Friel & A. N. Pettitt, 2008. "Marginal likelihood estimation via power posteriors," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(3), pages 589-607.
    17. Ronald W. Butler & Marc S. Paolella, 2017. "Autoregressive Lag—Order Selection Using Conditional Saddlepoint Approximations," Econometrics, MDPI, Open Access Journal, vol. 5(3), pages 1-33, September.
    18. McVinish, R. & Mengersen, K., 2008. "Semiparametric Bayesian circular statistics," Computational Statistics & Data Analysis, Elsevier, vol. 52(10), pages 4722-4730, June.
    19. Streftaris, George & Worton, Bruce J., 2008. "Efficient and accurate approximate Bayesian inference with an application to insurance data," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2604-2622, January.
    20. Rigat, F. & Mira, A., 2012. "Parallel hierarchical sampling: A general-purpose interacting Markov chains Monte Carlo algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1450-1467.
    21. Chigozie E. Utazi, 2017. "Bayesian Single Changepoint Estimation in a Parameter-driven Model," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 44(3), pages 765-779, September.
    22. Chen, Langnan & Luo, Jiawen & Liu, Hao, 2013. "The determinants of liquidity with G-RJMCMC-VS model: Evidence from China," Economic Modelling, Elsevier, vol. 35(C), pages 192-198.
    23. Alexander Meyer-Gohde & Daniel Neuhoff, 2015. "Generalized Exogenous Processes in DSGE: A Bayesian Approach," SFB 649 Discussion Papers SFB649DP2015-014, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

  10. Paolo Giudici & Elena Stanghellini, 2001. "Bayesian inference for graphical factor analysis models," Psychometrika, Springer;The Psychometric Society, vol. 66(4), pages 577-591, December.

    Cited by:

    1. Claudia Tarantola & Paola Vicard, 2002. "Spanning trees and identifiability of a single-factor model," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 11(2), pages 139-152, June.

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

    Cited by:

    1. Roberto Colombi & Sabrina Giordano, 2011. "Testing lumpability for marginal discrete hidden Markov models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 95(3), pages 293-311, September.
    2. Bolano, Danilo & Berchtold, André, 2016. "General framework and model building in the class of Hidden Mixture Transition Distribution models," Computational Statistics & Data Analysis, Elsevier, vol. 93(C), pages 131-145.
    3. Jörn Dannemann & Hajo Holzmann, 2008. "Likelihood Ratio Testing for Hidden Markov Models Under Non-standard Conditions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 35(2), pages 309-321.

Chapters

  1. Daniel Felix Ahelegbey & Paolo Giudici, 2014. "Bayesian Selection of Systemic Risk Networks," Advances in Econometrics,in: Bayesian Model Comparison, volume 34, pages 117-153 Emerald Publishing Ltd.

    Cited by:

    1. Roberto Casarin & Daniel Felix Ahelegbey & Monica Billio, 2014. "Sparse Graphical Vector Autoregression: A Bayesian Approach," Working Papers 2014:29, Department of Economics, University of Venice "Ca' Foscari".
    2. Daniel Felix Ahelegbey, 2015. "The Econometrics of Networks: A Review," Working Papers 2015:13, Department of Economics, University of Venice "Ca' Foscari".

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 19 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (14) 2013-02-03 2013-02-16 2013-02-16 2013-03-16 2013-10-25 2014-09-25 2014-10-03 2015-06-05 2015-11-21 2016-02-23 2016-03-17 2016-04-04 2016-07-02 2017-02-19. Author is listed
  2. NEP-ECM: Econometrics (8) 2013-02-03 2013-02-16 2013-04-27 2013-10-25 2014-03-01 2014-10-03 2015-06-05 2016-03-17. Author is listed
  3. NEP-CBA: Central Banking (7) 2013-03-16 2014-09-25 2015-05-22 2015-11-21 2016-02-23 2016-04-04 2016-07-02. Author is listed
  4. NEP-BAN: Banking (4) 2013-02-16 2013-03-16 2014-12-13 2016-02-23
  5. NEP-EEC: European Economics (3) 2014-12-13 2015-11-21 2016-02-23
  6. NEP-NET: Network Economics (3) 2013-10-25 2015-06-05 2016-04-04
  7. NEP-FOR: Forecasting (2) 2013-02-16 2014-03-01
  8. NEP-HME: Heterodox Microeconomics (2) 2014-10-03 2016-04-04
  9. NEP-SOG: Sociology of Economics (2) 2013-04-27 2015-06-05
  10. NEP-ARA: MENA - Middle East & North Africa (1) 2015-06-05
  11. NEP-CFN: Corporate Finance (1) 2017-02-19
  12. NEP-IFN: International Finance (1) 2013-10-25
  13. NEP-MAC: Macroeconomics (1) 2015-05-22
  14. NEP-MON: Monetary Economics (1) 2015-05-22
  15. NEP-URE: Urban & Real Estate Economics (1) 2014-12-13

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