12
H index
15
i10 index
525
Citations
Università degli Studi di Pavia | 12 H index 15 i10 index 525 Citations RESEARCH PRODUCTION: 71 Articles 40 Papers 1 Chapters RESEARCH ACTIVITY: 25 years (1998 - 2023). See details. EXPERT IN: Neural Networks and Related Topics MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pgi259 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Paolo Giudici. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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DEM Working Papers Series / University of Pavia, Department of Economics and Management | 28 |
MPRA Paper / University Library of Munich, Germany | 4 |
BIS Working Papers / Bank for International Settlements | 3 |
CEPR Discussion Papers / C.E.P.R. Discussion Papers | 2 |
Year | Title of citing document | |
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2023 | A 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 | |
2023 | Modelling Determinants of Cryptocurrency Prices: A Bayesian Network Approach. (2023). Ee, Mong Shan ; Thiruvady, Dhananjay ; Nazari, Asef ; Amirzadeh, Rasoul. In: Papers. RePEc:arx:papers:2303.16148. Full description at Econpapers || Download paper | |
2023 | A Comprehensive Review on Financial Explainable AI. (2023). Mengaldo, Gianmarco ; Satapathy, Ranjan ; Cambria, Erik ; Mao, Rui ; van der Heever, Wihan ; Yeo, Wei Jie. In: Papers. RePEc:arx:papers:2309.11960. Full description at Econpapers || Download paper | |
2023 | Can I Trust the Explanations? Investigating Explainable Machine Learning Methods for Monotonic Models. (2023). Chen, Dangxing. In: Papers. RePEc:arx:papers:2309.13246. Full description at Econpapers || Download paper | |
2023 | American Option Pricing using Self-Attention GRU and Shapley Value Interpretation. (2023). Shen, Yanhui. In: Papers. RePEc:arx:papers:2310.12500. Full description at Econpapers || Download paper | |
2023 | Interconnectedness and extreme risk: Evidence from dual banking systems. (2023). bouoiyour, jamal ; Addi, Abdelhamid. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s026499932200387x. Full description at Econpapers || Download paper | |
2023 | Exploring the determinants of Fintech Credit: A comprehensive analysis. (2023). Liu, Xueqin ; Xue, Xupeng ; Kyaw, Khine ; Hou, Siyuan ; Wang, Xiaoting. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002341. Full description at Econpapers || Download paper | |
2023 | Cross-border Italian sovereign risk transmission in EMU countries. (2023). Napolitano, Oreste ; Fiorelli, Cristiana ; D'Uva, Marcella ; Capasso, Salvatore. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002365. Full description at Econpapers || Download paper | |
2023 | Do textual risk disclosures reveal corporate risk? Evidence from U.S. fintech corporations. (2023). Jing, Zhongbo ; Deng, Yuqi ; Huang, Jie ; Wei, LU. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002730. Full description at Econpapers || Download paper | |
2023 | Interactions between investors’ fear and greed sentiment and Bitcoin prices. (2023). Schweizer, Denis ; Sahut, Jean-Michel ; Nakhli, Mohamed Sahbi ; Gaies, Brahim. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000475. Full description at Econpapers || Download paper | |
2023 | Countering racial discrimination in algorithmic lending: A case for model-agnostic interpretation methods. (2023). Neelakantan, Parvati ; Muckley, Cal B ; Agarwal, Shivam. In: Economics Letters. RePEc:eee:ecolet:v:226:y:2023:i:c:s0165176523001428. Full description at Econpapers || Download paper | |
2024 | Interpretable 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 | |
2023 | Risk substitution in cryptocurrencies: Evidence from BRICS announcements. (2023). Pisera, Stefano ; Paltrinieri, Andrea ; Dreassi, Alberto ; Chiaramonte, Laura ; Alon, Ilan ; Goodell, John W. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122000553. Full description at Econpapers || Download paper | |
2023 | Determinants of connectedness in financial institutions: Evidence from Taiwan. (2023). Mo, Wan-Shin ; Chiang, Shu-Hen ; Chen, Yu-Lun. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000681. Full description at Econpapers || Download paper | |
2023 | Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies. (2023). Vo, Xuan Vinh ; Zeitun, Rami ; Katsiampa, Paraskevi ; Ur, Mobeen. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000838. Full description at Econpapers || Download paper | |
2023 | How to reduce the default contagion risk of intercorporate credit guarantee networks? Evidence from China. (2023). Xu, Yueling ; Huang, Wenli ; Ben, Shenglin ; Lv, Jiamin. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s156601412200084x. Full description at Econpapers || Download paper | |
2023 | Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model. (2023). Perote, Javier ; Mora-Valencia, Andres ; Jimenez, Ines. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000596. Full description at Econpapers || Download paper | |
2023 | Extreme spillover effect of COVID-19 pandemic-related news and cryptocurrencies on green bond markets: A quantile connectedness analysis. (2023). Ghosh, Sudeshna ; Dogan, Buhari ; Mefteh-Wali, Salma ; Khalfaoui, Rabeh. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000121. Full description at Econpapers || Download paper | |
2023 | Where is the distribution tail threshold? A tale on tail and copulas in financial risk measurement. (2023). Nave, Juan M ; Gonzalez-Sanchez, Mariano. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000285. Full description at Econpapers || Download paper | |
2023 | Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries. (2023). Elsayed, Ahmed ; Wang, Gang-Jin ; Uddin, Gazi Salah ; Naifar, Nader. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001187. Full description at Econpapers || Download paper | |
2023 | From BASEL III to BASEL IV and beyond: Expected shortfall and expectile risk measures. (2023). Nedeltchev, Dragomir C ; Zaevski, Tsvetelin S. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001618. Full description at Econpapers || Download paper | |
2023 | Semi-strong efficient market of Bitcoin and Twitter: An analysis of semantic vector spaces of extracted keywords and light gradient boosting machine models. (2023). Gacesa, Marko ; Wang, Fang. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002089. Full description at Econpapers || Download paper | |
2023 | Asymmetric information in peer-to-peer lending: empirical evidence from China. (2023). Li, Rui ; Wang, Jin. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006298. Full description at Econpapers || Download paper | |
2023 | Stablecoins: Does design affect stability?. (2023). Mazzorana, Florie ; Castello, Alessio ; Gadzinski, Gregory. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007875. Full description at Econpapers || Download paper | |
2023 | Systemic risks in the cryptocurrency market: Evidence from the FTX collapse. (2023). Matkovskyy, Roman ; Jalan, Akanksha. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000442. Full description at Econpapers || Download paper | |
2023 | The driving factors of Chinas carbon prices: Evidence from using ICEEMDAN-HC method and quantile regression. (2023). Fang, Yan ; Zhang, Jing Jie ; Liu, Yinglin. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001290. Full description at Econpapers || Download paper | |
2023 | Explainable artificial intelligence and economic panel data: A study on volatility spillover along the supply chains. (2023). Berger, Theo. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001307. Full description at Econpapers || Download paper | |
2023 | Forecasting and backtesting systemic risk in the cryptocurrency market. (2023). Egan, Paul ; Cao, Guangxi ; Fang, Sheng. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001617. Full description at Econpapers || Download paper | |
2023 | An explainable financial risk early warning model based on the DS-XGBoost model. (2023). Hu, Xue ; Zhang, Chao ; Wu, Zihao ; Zhu, Weidong. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004178. Full description at Econpapers || Download paper | |
2023 | The impact of the Bitcoin price on carbon neutrality: Evidence from futures markets. (2023). Ding, Shusheng ; Wu, Xiangling. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005007. Full description at Econpapers || Download paper | |
2023 | Cryptocurrency return dependency and economic policy uncertainty. (2023). Chang, Li-Han ; Nie, Wei-Ying ; Yen, Kuang-Chieh. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005548. Full description at Econpapers || Download paper | |
2023 | Systemic risk and CO2 emissions in the U.S.. (2023). Zervopoulos, Panagiotis ; Molyneux, Philip ; Kanas, Angelos. In: Journal of Financial Stability. RePEc:eee:finsta:v:64:y:2023:i:c:s1572308922001097. Full description at Econpapers || Download paper | |
2023 | Global systemic risk dynamic network connectedness during the COVID-19: Evidence from nonlinear Granger causality. (2023). Sha, Yezhou ; Yin, Shiqi ; Zhang, Ping. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000513. Full description at Econpapers || Download paper | |
2023 | Comparing trained and untrained probabilistic ensemble forecasts of COVID-19 cases and deaths in the United States. (2023). Cramer, Estee Y ; Bracher, Johannes ; Bosse, Nikos I ; Reich, Nicholas G ; Biggerstaff, Matthew ; Tibshirani, Ryan J ; Bien, Jacob ; Zorn, Martha ; Brooks, Logan C ; Wang, Yijin ; Ray, Evan L ; Rumack, Aaron ; Johansson, Michael A ; Gerding, Aaron ; Funk, Sebastian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1366-1383. Full description at Econpapers || Download 2023 | Pirates without borders: The propagation of cyberattacks through firms’ supply chains. (2023). Silva, Andre F ; Macchiavelli, Marco ; Crosignani, Matteo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:432-448. Full description at Econpapers || Download paper |
2023 | Identification and prioritization of the risks in the mass adoption of artificial intelligence-driven stable coins: The quest for optimal resource utilization. (2023). Pereira, Vijay ; Kaur, Sandeepa ; Sindhwani, Rahul ; Behl, Abhishek ; Singh, Simarjeet ; Sood, Kirti. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s030142072200678x. Full description at Econpapers || Download paper | |
2023 | Credit risk contagion and optimal dual control—An SIS/R model. (2023). Fan, Hong ; Chen, Naixi. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:210:y:2023:i:c:p:448-472. Full description at Econpapers || Download paper | |
2023 | Immunization of systemic risk in trade–investment networks. (2023). Li, Shouwei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:611:y:2023:i:c:s0378437122009980. Full description at Econpapers || Download paper | |
2023 | Superhighways and roads of multivariate time series shock transmission: Application to cryptocurrency, carbon emission and energy prices. (2023). Pagnottoni, Paolo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:615:y:2023:i:c:s037843712300136x. Full description at Econpapers || Download paper | |
2023 | Connectedness between emerging stock markets, gold, cryptocurrencies, DeFi and NFT: Some new evidence from wavelet analysis. (2023). Fernandez Bariviera, Aurelio ; Bejaoui, Azza ; Jeribi, Ahmed ; Frikha, Wajdi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:619:y:2023:i:c:s0378437123002753. Full description at Econpapers || Download paper | |
2023 | Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning. (2023). Uddin, Gazi Salah ; Zhu, You ; Wang, Gang-Jin ; Xie, Chi ; Zhou, Yang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s027553192200232x. Full description at Econpapers || Download paper | |
2023 | Interpretable selective learning in credit risk. (2023). Ye, Weicheng ; Chen, Dangxing. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000661. Full description at Econpapers || Download paper | |
2023 | The motifs of risk transmission in multivariate time series: Application to commodity prices. (2023). Spelta, Alessandro ; Pagnottoni, Paolo. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:87:y:2023:i:pb:s0038012122002609. Full description at Econpapers || Download paper | |
2023 | Network models for cyber attacks evaluation. (2023). Tarantola, Claudia ; Osmetti, Silvia Angela ; Facchinetti, Silvia. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:87:y:2023:i:pb:s0038012123000848. Full description at Econpapers || Download paper | |
2023 | Models used to characterise blockchain features. A systematic literature review and bibliometric analysis. (2023). Arguedas-Sanz, Raquel ; Rico-Pea, Juan Jesus ; Lopez-Martin, Carmen. In: Technovation. RePEc:eee:techno:v:123:y:2023:i:c:s0166497223000226. Full description at Econpapers || Download paper | |
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2023 | Systemic Risk with Multi-Channel Risk Contagion in the Interbank Market. (2023). Li, Yutong ; Dong, Ruiting ; Wang, Jie ; Jiang, Shanshan ; Xia, Min. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2727-:d:1055743. Full description at Econpapers || Download paper | |
2023 | The Dynamics of Exchange Traded Funds: a geometrical and topological approach. (2023). Araujo, Tanya ; de Carvalho, Lucas Paiva. In: Working Papers REM. RePEc:ise:remwps:wp03022023. Full description at Econpapers || Download paper | |
2023 | Performance of Different Machine Learning Algorithms in Detecting Financial Fraud. (2023). Salem, Emad ; Saleh, Alhanouf Abdulrahman ; Jilani, Abdul Khader. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10314-x. Full description at Econpapers || Download paper | |
2023 | Financial ratios, corporate governance and bank-firm information: a Bayesian approach to predict SMEs’ default. (2023). Formisano, Vincenzo ; Modina, Michele ; Santullli, Rosalia ; Gallucci, Carmen. In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:27:y:2023:i:3:d:10.1007_s10997-021-09614-5. Full description at Econpapers || Download paper | |
2023 | A General Guide for Harmonizing Data. (2023). Barceló, Joan ; Kubinec, Robert ; Model, Tim ; Grujic, Vanja ; Schenk, Caress ; Bhavikatti, Rohan ; Waldbauer, Marco ; Bravo, Isaac ; Messerschmidt, Luca ; Cheng, Cindy. In: OSF Preprints. RePEc:osf:osfxxx:baf2j. Full description at Econpapers || Download paper | |
2023 | Credit risk linkages in the international banking network, 2000–2019. (2023). Parfenov, Daniil ; Stolbov, Mikhail. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:3:d:10.1057_s41283-023-00126-0. Full description at Econpapers || Download paper | |
2023 | Are DeFi tokens a separate asset class from conventional cryptocurrencies?. (2023). Corbet, Shaen ; Kaskaloglu, Kerem ; Gunay, Samet ; Goodell, John W. In: Annals of Operations Research. RePEc:spr:annopr:v:322:y:2023:i:2:d:10.1007_s10479-022-05150-z. Full description at Econpapers || Download paper | |
2023 | Forecasting bitcoin volatility: exploring the potential of deep learning. (2023). Rubio, Lihki ; Ramos, Filipe R ; Pratas, Tiago E. In: Eurasian Economic Review. RePEc:spr:eurase:v:13:y:2023:i:2:d:10.1007_s40822-023-00232-0. Full description at Econpapers || Download paper | |
2023 | Stock profiling using time–frequency-varying systematic risk measure. (2023). Mestre, Roman. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00457-7. Full description at Econpapers || Download paper | |
2023 | Forecasting returns volatility of cryptocurrency by applying various deep learning algorithms. (2023). Shaikh, Parvez Ahmed ; Khan, Faridoon. In: Future Business Journal. RePEc:spr:futbus:v:9:y:2023:i:1:d:10.1186_s43093-023-00200-9. Full description at Econpapers || Download paper | |
2023 | Bayesian Inference for an Unknown Number of Attributes in Restricted Latent Class Models. (2023). Chen, Yuguo ; Culpepper, Steven Andrew. In: Psychometrika. RePEc:spr:psycho:v:88:y:2023:i:2:d:10.1007_s11336-022-09900-7. Full description at Econpapers || Download paper | |
2023 | Crisis transmission degree measurement under crisis propagation model. (2023). Jilani, Faouzi ; Hallara, Slaheddine ; Bedoui-Belghith, Imen. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00361-9. Full description at Econpapers || Download paper | |
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Year | Title | Type | Cited |
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In: . [Full Text][Citation analysis] | article | 0 | |
2019 | Measuring contagion risk in international banking In: BIS Working Papers. [Full Text][Citation analysis] | paper | 22 |
2019 | Measuring contagion risk in international banking.(2019) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
2020 | Operational and cyber risks in the financial sector In: BIS Working Papers. [Full Text][Citation analysis] | paper | 9 |
2020 | Operational and cyber risks in the financial sector.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2020 | The drivers of cyber risk In: BIS Working Papers. [Full Text][Citation analysis] | paper | 25 |
2020 | The drivers of cyber risk.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2022 | The drivers of cyber risk.(2022) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
2000 | Likelihood-Ratio Tests for Hidden Markov Models In: Biometrics. [Full Text][Citation analysis] | article | 7 |
2003 | Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 34 |
2003 | Discussion on the paper by Brooks, Giudici and Roberts In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 0 |
2002 | Data mining of association structures to model consumer behaviour In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 3 |
2008 | A Bayesian approach to estimate the marginal loss distributions in operational risk management In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 11 |
2020 | Tree networks to assess financial contagion In: Economic Modelling. [Full Text][Citation analysis] | article | 10 |
2020 | Tree Networks to assess Financial Contagion.(2020) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2019 | Tree Networks to Assess Financial Contagion.(2019) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2021 | Network VAR models to measure financial contagion In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 7 |
2020 | Network VAR models to Measure Financial Contagion.(2020) In: DEM Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2019 | Trade networks and economic fluctuations in Asian countries In: Economic Systems. [Full Text][Citation analysis] | article | 5 |
2021 | Tail risk measurement in crypto-asset markets In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 12 |
2020 | Tail Risk Measurement In Crypto-Asset Markets.(2020) In: DEM Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2019 | What determines bitcoin exchange prices? A network VAR approach In: Finance Research Letters. [Full Text][Citation analysis] | article | 58 |
2022 | Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers In: Finance Research Letters. [Full Text][Citation analysis] | article | 7 |
2020 | Libra 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: 7 | paper | |
2022 | Explainable artificial intelligence for crypto asset allocation In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
2023 | SAFE Artificial Intelligence in finance In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2017 | Heterogeneous market structure and systemic risk: Evidence from dual banking systems In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 27 |
2017 | Heterogeneous 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: 27 | paper | |
2023 | Explainable FinTech lending In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 0 |
2004 | Statistical models for operational risk management In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 8 |
2007 | Bayesian Networks for enterprise risk assessment In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 3 |
2019 | Latent factor models for credit scoring in P2P systems In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
2018 | Latent Factor Models for Credit Scoring in P2P Systems.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2022 | NetVIX — A network volatility index of financial markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 4 |
2020 | NetVIX - A Network Volatility Index of Financial Markets.(2020) In: DEM Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2022 | Network centrality effects in peer to peer lending In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
2023 | A network based fintech inclusion platform In: Socio-Economic Planning Sciences. [Full Text][Citation analysis] | article | 0 |
2023 | Machine Learning Classification Model Comparison In: Socio-Economic Planning Sciences. [Full Text][Citation analysis] | article | 0 |
2018 | Financial data science In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 2 |
2011 | On the Gini measure decomposition In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
2012 | On the distribution of functionals of discrete ordinal variables In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 1 |
2014 | Bayesian Selection of Systemic Risk Networks In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 5 |
In: . [Full Text][Citation analysis] | article | 0 | |
In: . [Full Text][Citation analysis] | article | 0 | |
In: . [Full Text][Citation analysis] | article | 4 | |
2023 | Credit Scoring for Peer-to-Peer Lending In: Risks. [Full Text][Citation analysis] | article | 0 |
2023 | Cyber Risk Contagion In: Risks. [Full Text][Citation analysis] | article | 0 |
2018 | CoRisk: Credit Risk Contagion with Correlation Network Models In: Risks. [Full Text][Citation analysis] | article | 11 |
2019 | Bail-In or Bail-Out? Correlation Networks to Measure the Systemic Implications of Bank Resolution In: Risks. [Full Text][Citation analysis] | article | 2 |
2019 | High Frequency Price Change Spillovers in Bitcoin Markets In: Risks. [Full Text][Citation analysis] | article | 25 |
2020 | Lead Behaviour in Bitcoin Markets In: Risks. [Full Text][Citation analysis] | article | 3 |
2020 | A Poisson Autoregressive Model to Understand COVID-19 Contagion Dynamics In: Risks. [Full Text][Citation analysis] | article | 5 |
2020 | A 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: 5 | paper | |
2020 | Tail Risk Transmission: A Study of the Iran Food Industry In: Risks. [Full Text][Citation analysis] | article | 1 |
2020 | Tail 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 | |
2020 | Why to Buy Insurance? An Explainable Artificial Intelligence Approach In: Risks. [Full Text][Citation analysis] | article | 5 |
2021 | Monitoring COVID-19 contagion growth In: Post-Print. [Citation analysis] | paper | 3 |
2015 | Scorecard models for operations management In: International Journal of Data Science. [Full Text][Citation analysis] | article | 0 |
2021 | Explainable Machine Learning in Credit Risk Management In: Computational Economics. [Full Text][Citation analysis] | article | 19 |
2011 | Statistical merging of rating models In: Journal of the Operational Research Society. [Full Text][Citation analysis] | article | 9 |
2015 | Estimating bank default with generalised extreme value regression models In: Journal of the Operational Research Society. [Full Text][Citation analysis] | article | 12 |
2017 | Measuring bank contagion in Europe using binary spatial regression models In: Journal of the Operational Research Society. [Full Text][Citation analysis] | article | 8 |
2014 | Measuring 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: 8 | paper | |
2013 | Bayesian Credit Ratings (new version) In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2013 | Measuring risk with ordinal variables In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 2 |
2013 | Credit risk predictions with Bayesian model averaging In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2013 | Estimating bank default with generalised extreme value models In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 3 |
2013 | H Index: A Statistical Proposal In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2014 | How to measure the quality of financial tweets In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 7 |
2014 | Financial big data analysis for the estimation of systemic risks In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2014 | Conditional graphical models for systemic risk measurement In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 4 |
2015 | A Bayesian h-index: how to measure research impact In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2015 | Systemic risk of Islamic Banks In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2013 | Bayesian operational risk models In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2013 | Graphical network models for international financial flows In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 44 |
2016 | Graphical Network Models for International Financial Flows.(2016) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | article | |
2015 | Monetary transmission models for bank interest rates In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2015 | Modeling Systemic Risk with Correlated Stochastic Processes In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2016 | CoRisk: measuring systemic risk through default probability contagion In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 2 |
2016 | Big data models of bank risk contagion In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 2 |
2016 | The multivariate nature of systemic risk: direct and common exposures In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2016 | Bail in or Bail out? The Atlante example from a systemic risk perspective In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2020 | A rank graduation accuracy measure In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2020 | Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2019 | Factorial Network Models To Improve P2P Credit Risk Management In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
2018 | Trade Networks and Economic Fluctuations in Asia In: ADBI Working Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | Non parametric statistical models for on-line text classification In: Advances in Data Analysis and Classification. [Full Text][Citation analysis] | article | 2 |
2021 | Cyber risk ordering with rank-based statistical models In: AStA Advances in Statistical Analysis. [Full Text][Citation analysis] | article | 1 |
2021 | Crypto price discovery through correlation networks In: Annals of Operations Research. [Full Text][Citation analysis] | article | 23 |
2022 | Network models to improve robot advisory portfolios In: Annals of Operations Research. [Full Text][Citation analysis] | article | 1 |
2020 | COVID-19 contagion and digital finance In: Digital Finance. [Full Text][Citation analysis] | article | 1 |
2020 | Lorenz Model Selection In: Journal of Classification. [Full Text][Citation analysis] | article | 1 |
2009 | Modelling Operational Risk Losses with Graphical Models and Copula Functions In: Methodology and Computing in Applied Probability. [Full Text][Citation analysis] | article | 2 |
2009 | Editorial In: Methodology and Computing in Applied Probability. [Full Text][Citation analysis] | article | 0 |
2001 | Bayesian inference for graphical factor analysis models In: Psychometrika. [Full Text][Citation analysis] | article | 2 |
2017 | Categorical network models for systemic risk measurement In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 0 |
2014 | On a statistical h index In: Scientometrics. [Full Text][Citation analysis] | article | 1 |
2004 | Markov Chain Monte Carlo model selection for DAG models In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 7 |
2009 | Statistical models for e-learning data In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 0 |
2020 | Cyber risk measurement with ordinal data In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 0 |
2021 | Financial contagion through space-time point processes In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 2 |
1998 | Markov chain Monte Carlo methods for probabilistic network model determination In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 0 |
1999 | Monte Carlo methods for nonparametric survival model determination In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 1 |
2011 | Paolo Giudici and Silvia Figini: Applied data mining for business and industry (Second Edition) In: Statistical Papers. [Full Text][Citation analysis] | article | 0 |
1998 | Nonparametric 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] | article | 0 |
2010 | A threshold based approach to merge data in financial risk management In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 3 |
2017 | Credit risk assessment with Bayesian model averaging In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] | article | 2 |
2017 | Sovereign risk in the Euro area: a multivariate stochastic process approach In: Quantitative Finance. [Full Text][Citation analysis] | article | 3 |
2014 | Hierarchical Graphical Models, With Application to Systemic Risk In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2001 | Editorial In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 0 |
2001 | Bayesian data mining, with application to benchmarking and credit scoring In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 3 |
2020 | Vector error correction models to measure connectedness of Bitcoin exchange markets In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 23 |
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