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Paolo Stefano Giudici

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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:
Location: Pavia, Italy
Homepage: http://economia.unipv.it/
Email:
Phone: +39/0382/506208
Fax: +39/0382/304226
Postal: Via S. Felice, 5 - 27100 Pavia
Handle: RePEc:edi:dppavit (more details at EDIRC)
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  1. 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.
  2. Laura Parisi & Igor Gianfrancesco & Camillo Gilberto & Paolo Giudici, 2015. "Monetary transmission models for bank interest rates," DEM Working Papers Series 0101, University of Pavia, Department of Economics and Management.
  3. Paolo Giudici & Shatha Hashem, 2015. "Systemic risk of Islamic Banks," DEM Working Papers Series 103, University of Pavia, Department of Economics and Management.
  4. 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.
  5. 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.
  6. 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".
  7. 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.
  8. 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.
  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, 2013. "Bayesian Credit Ratings (new version)," DEM Working Papers Series 030, University of Pavia, Department of Economics and Management.
  11. Silvia Figini & Lijun Gao & Paolo Giudici, 2013. "Bayesian operational risk models," DEM Working Papers Series 047, University of Pavia, Department of Economics and Management.
  12. Paola Cerchiello & Paolo Giudici, 2013. "H Index: A Statistical Proposal," DEM Working Papers Series 039, University of Pavia, Department of Economics and Management.
  13. 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.
  14. Silvia Figini & Paolo Giudici, 2013. "Measuring risk with ordinal variables," DEM Working Papers Series 032, University of Pavia, Department of Economics and Management.
  15. 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.
  1. 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.
  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 & Enzo Rocca, 2012. "Credit rating models: merging quantitative variables and qualitative information," BANCARIA, Bancaria Editrice, vol. 11, pages 42-50, November.
  4. 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.
  5. Giudici, P. & Raffinetti, E., 2011. "On the Gini measure decomposition," Statistics & Probability Letters, Elsevier, vol. 81(1), pages 133-139, January.
  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. Silvia Figini & Paolo Giudici, 2009. "Statistical models for e-learning data," Statistical Methods and Applications, Springer, vol. 18(2), pages 293-304, July.
  8. 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.
  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. 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.
  14. 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.
  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. 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, 09.
  18. 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.
  19. 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.
  20. 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.
13 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ARA: MENA - Middle East & North Africa (1) 2015-06-05
  2. NEP-BAN: Banking (3) 2013-02-16 2013-03-16 2014-12-13
  3. NEP-CBA: Central Banking (3) 2013-03-16 2014-09-25 2015-05-22
  4. NEP-ECM: Econometrics (7) 2013-02-03 2013-02-16 2013-04-27 2013-10-25 2014-03-01 2014-10-03 2015-06-05. Author is listed
  5. NEP-EEC: European Economics (1) 2014-12-13
  6. NEP-FOR: Forecasting (2) 2013-02-16 2014-03-01
  7. NEP-HME: Heterodox Microeconomics (1) 2014-10-03
  8. NEP-IFN: International Finance (1) 2013-10-25
  9. NEP-MAC: Macroeconomics (1) 2015-05-22
  10. NEP-MON: Monetary Economics (1) 2015-05-22
  11. NEP-NET: Network Economics (2) 2013-10-25 2015-06-05
  12. NEP-RMG: Risk Management (8) 2013-02-03 2013-02-16 2013-02-16 2013-03-16 2013-10-25 2014-09-25 2014-10-03 2015-06-05. Author is listed
  13. NEP-SOG: Sociology of Economics (2) 2013-04-27 2015-06-05
  14. NEP-URE: Urban & Real Estate Economics (1) 2014-12-13
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