4
H index
1
i10 index
46
Citations
Giudici : Citation Profile
Università degli Studi di Pavia | RESEARCH PRODUCTION: 22 Articles 21 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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19 years (1998 - 2017). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Giudici. | Is cited by:
| Cites to:
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Main data
Where Giudici has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| DEM Working Papers Series / University of Pavia, Department of Economics and Management | 20 |
Recent works citing Giudici (2017 and 2016)
| Year | Title of citing document |
|---|---|
| 2016 | The Topology of Inter-industry Relations from the Portuguese National Accounts. (2016). Faustino, Rui ; Ara, Tanya . In: Papers. RePEc:arx:papers:1612.06291. Full description at Econpapers || Download paper |
| 2016 | General framework and model building in the class of Hidden Mixture Transition Distribution models. (2016). Bolano, Danilo ; Berchtold, Andre . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:93:y:2016:i:c:p:131-145. Full description at Econpapers || Download paper |
| 2016 | Using hierarchical centering to facilitate a reversible jump MCMC algorithm for random effects models. (2016). Oedekoven, C S ; King, R ; Burger, L W ; Evans, K O ; MacKenzie, M L ; Buckland, S T. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:98:y:2016:i:c:p:79-90. Full description at Econpapers || Download paper |
| 2017 | The effectiveness of TARP-CPP on the US banking industry: A new copula-based approach. (2017). Calabrese, Raffaella ; Osmetti, Silvia Angela ; Deglinnocenti, Marta . In: European Journal of Operational Research. RePEc:eee:ejores:v:256:y:2017:i:3:p:1029-1037. Full description at Econpapers || Download paper |
| 2017 | An analysis of the literature on systemic financial risk: A survey. (2017). Silva, Walmir ; Sobreiro, Vinicius Amorim ; Kimura, Herbert . In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114. Full description at Econpapers || Download paper |
| 2016 | Data-driven risk measurement of firm-to-firm relationships in a supply chain. (2016). Lee, Byung Kwon ; Park, Jaehun ; de Souza, Robert ; Zhou, Rong . In: International Journal of Production Economics. RePEc:eee:proeco:v:180:y:2016:i:c:p:148-157. Full description at Econpapers || Download paper |
| 2016 | Bayesian networks in renewable energy systems: A bibliographical survey. (2016). Ibarguengoytia, Pablo H ; Jaramillo, O A ; Borunda, Monica ; Reyes, Alberto . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:62:y:2016:i:c:p:32-45. Full description at Econpapers || Download paper |
| 2016 | Portuguese National Accounts: a network approach. (2016). Faustino, Rui . In: Working Papers Department of Economics. RePEc:ise:isegwp:wp182016. Full description at Econpapers || Download paper |
| 2017 | Assessing News Contagion in Finance. (2017). Cerchiello, Paola ; Nicola, Giancarlo . In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0139. Full description at Econpapers || Download paper |
Works by Giudici:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2000 | Likelihood-Ratio Tests for Hidden Markov Models In: Biometrics. [Full Text][Citation analysis] | article | 4 |
| 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 | 20 |
| 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 | 0 |
| 2008 | A Bayesian approach to estimate the marginal loss distributions in operational risk management In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 5 |
| 2004 | Statistical models for operational risk management In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 5 |
| 2007 | Bayesian Networks for enterprise risk assessment In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
| 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 | 2 |
| 2015 | Scorecard models for operations management In: International Journal of Data Science. [Full Text][Citation analysis] | article | 0 |
| 2015 | Estimating bank default with generalised extreme value regression models In: Journal of the Operational Research Society. [Full Text][Citation analysis] | article | 1 |
| 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 | 1 |
| 2013 | Credit risk predictions with Bayesian model averaging In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Estimating bank default with generalised extreme value models In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
| 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 | 2 |
| 2016 | How to measure the quality of financial tweets.(2016) In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 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 | 0 |
| 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 | 0 |
| 2013 | Graphical network models for international financial flows In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 2 |
| 2014 | Measuring Bank Contagion in Europe Using Binary Spatial Regression Models In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 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 | 0 |
| 2016 | Big data models of bank risk contagion In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2016 | The multivariate nature of systemic risk: direct and common exposures In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Bail in or Bail out? The Atlante example from a systemic risk perspective In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Heterogeneous Market Structure and Systemic Risk: Evidence from Dual Banking Systems In: DEM Working Papers Series. [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 | 0 |
| 2001 | Bayesian inference for graphical factor analysis models In: Psychometrika. [Full Text][Citation analysis] | article | 0 |
| 2017 | Categorical network models for systemic risk measurement In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 0 |
| 2009 | Statistical models for e-learning data In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 0 |
| 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 | 0 |
| 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 | 1 |
| 2016 | Graphical Network Models for International Financial Flows In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
| In: . [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated September, 5 2017. Contact: CitEc Team