Paolo Giudici : Citation Profile


Are you Paolo Giudici?

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.
   Cites by year: 21
   Journals where Paolo Giudici has often published
   Relations with other researchers
   Recent citing documents: 63.    Total self citations: 60 (10.26 %)

EXPERT IN:

   Neural Networks and Related Topics
   Financial Econometrics

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgi259
   Updated: 2024-01-16    RAS profile: 2023-10-08    
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Relations with other researchers


Works with:

Ahelegbey, Daniel Felix (14)

Agosto, Arianna (7)

Aldasoro, Iñaki (5)

Gambacorta, Leonardo (5)

Avdjiev, Stefan (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Paolo Giudici.

Is cited by:

Ahelegbey, Daniel Felix (21)

Bartolucci, Francesco (9)

Pammolli, Fabio (9)

Pennoni, Fulvia (8)

Andrieș, Alin Marius (8)

Corbet, Shaen (7)

Sprincean, Nicu (6)

Chevallier, Julien (6)

Ongena, Steven (6)

Agosto, Arianna (5)

lucey, brian (5)

Cites to:

Billio, Monica (47)

battiston, stefano (35)

Diebold, Francis (30)

Ahelegbey, Daniel Felix (30)

Lo, Andrew (28)

Acharya, Viral (28)

Pelizzon, Loriana (27)

Engle, Robert (26)

Yilmaz, Kamil (26)

Brownlees, Christian (23)

Casarin, Roberto (20)

Main data


Where Paolo Giudici has published?


Journals with more than one article published# docs
Risks9
Statistical Methods & Applications6
Physica A: Statistical Mechanics and its Applications5
Finance Research Letters4
Statistics & Probability Letters3
Journal of Financial Stability3
Applied Stochastic Models in Business and Industry3
Journal of the Operational Research Society3
Methodology and Computing in Applied Probability2
Computational Statistics & Data Analysis2
Annals of Operations Research2
Journal of the Royal Statistical Society Series B2
Socio-Economic Planning Sciences2
FinTech2

Working Papers Series with more than one paper published# docs
DEM Working Papers Series / University of Pavia, Department of Economics and Management28
MPRA Paper / University Library of Munich, Germany4
BIS Working Papers / Bank for International Settlements3
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Paolo Giudici (2024 and 2023)


YearTitle of citing document
2023A Comprehensive Survey on Enterprise Financial Risk Analysis: Problems, Methods, Spotlights and Applications. (2022). Du, Huaming ; Zhao, YU. In: Papers. RePEc:arx:papers:2211.14997.

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2023Modelling 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.

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2023A 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.

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2023Can I Trust the Explanations? Investigating Explainable Machine Learning Methods for Monotonic Models. (2023). Chen, Dangxing. In: Papers. RePEc:arx:papers:2309.13246.

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2023American Option Pricing using Self-Attention GRU and Shapley Value Interpretation. (2023). Shen, Yanhui. In: Papers. RePEc:arx:papers:2310.12500.

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2023Interconnectedness 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.

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2023Exploring 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.

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2023Cross-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.

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2023Do 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.

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2023Interactions 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.

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2023Countering 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.

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2024Interpretable 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.

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2023Risk 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.

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2023Determinants 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.

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2023Conditional 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.

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2023How 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.

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2023Multivariate 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.

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2023Extreme 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.

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2023Where 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.

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2023Multilayer 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.

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2023From 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.

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2023Semi-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.

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2023Asymmetric 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.

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2023Stablecoins: 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.

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2023Systemic 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.

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2023The 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.

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2023Explainable 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.

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2023Forecasting 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.

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2023An 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.

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2023The 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.

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2023Cryptocurrency 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.

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2023Systemic 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.

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2023Global 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.

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2023Comparing 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.

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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.

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2023Identification 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.

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2023Credit 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.

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2023Immunization 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.

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2023Superhighways 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.

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2023Connectedness 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.

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2023Analysing 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.

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2023Interpretable 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.

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2023The 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.

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2023Network 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.

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2023Models 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.

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2023Systemic 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.

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2023The 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.

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2023Performance 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.

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2023Financial 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.

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2023A 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.

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2023Credit 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.

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2023Are 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.

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2023Forecasting 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.

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2023Stock 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.

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2023Forecasting 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.

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2023Bayesian 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.

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2023Crisis 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.

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Works by Paolo Giudici:


YearTitleTypeCited
In: .
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article0
2019Measuring contagion risk in international banking In: BIS Working Papers.
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paper22
2019Measuring contagion risk in international banking.(2019) In: Journal of Financial Stability.
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This paper has nother version. Agregated cites: 22
article
2020Operational and cyber risks in the financial sector In: BIS Working Papers.
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paper9
2020Operational and cyber risks in the financial sector.(2020) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 9
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2020The drivers of cyber risk In: BIS Working Papers.
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paper25
2020The drivers of cyber risk.(2020) In: CEPR Discussion Papers.
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paper
2022The drivers of cyber risk.(2022) In: Journal of Financial Stability.
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article
2000Likelihood-Ratio Tests for Hidden Markov Models In: Biometrics.
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article7
2003Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions In: Journal of the Royal Statistical Society Series B.
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article34
2003Discussion on the paper by Brooks, Giudici and Roberts In: Journal of the Royal Statistical Society Series B.
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article0
2002Data mining of association structures to model consumer behaviour In: Computational Statistics & Data Analysis.
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article3
2008A Bayesian approach to estimate the marginal loss distributions in operational risk management In: Computational Statistics & Data Analysis.
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article11
2020Tree networks to assess financial contagion In: Economic Modelling.
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article10
2020Tree Networks to assess Financial Contagion.(2020) In: MPRA Paper.
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2019Tree Networks to Assess Financial Contagion.(2019) In: MPRA Paper.
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2021Network VAR models to measure financial contagion In: The North American Journal of Economics and Finance.
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article7
2020Network VAR models to Measure Financial Contagion.(2020) In: DEM Working Papers Series.
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2019Trade networks and economic fluctuations in Asian countries In: Economic Systems.
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article5
2021Tail risk measurement in crypto-asset markets In: International Review of Financial Analysis.
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article12
2020Tail Risk Measurement In Crypto-Asset Markets.(2020) In: DEM Working Papers Series.
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2019What determines bitcoin exchange prices? A network VAR approach In: Finance Research Letters.
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article58
2022Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers In: Finance Research Letters.
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article7
2020Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers.(2020) In: DEM Working Papers Series.
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2022Explainable artificial intelligence for crypto asset allocation In: Finance Research Letters.
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article3
2023SAFE Artificial Intelligence in finance In: Finance Research Letters.
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article0
2017Heterogeneous market structure and systemic risk: Evidence from dual banking systems In: Journal of Financial Stability.
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article27
2017Heterogeneous Market Structure and Systemic Risk: Evidence from Dual Banking Systems.(2017) In: DEM Working Papers Series.
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2023Explainable FinTech lending In: Journal of Economics and Business.
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article0
2004Statistical models for operational risk management In: Physica A: Statistical Mechanics and its Applications.
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article8
2007Bayesian Networks for enterprise risk assessment In: Physica A: Statistical Mechanics and its Applications.
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article3
2019Latent factor models for credit scoring in P2P systems In: Physica A: Statistical Mechanics and its Applications.
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article2
2018Latent Factor Models for Credit Scoring in P2P Systems.(2018) In: MPRA Paper.
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2022NetVIX — A network volatility index of financial markets In: Physica A: Statistical Mechanics and its Applications.
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article4
2020NetVIX - A Network Volatility Index of Financial Markets.(2020) In: DEM Working Papers Series.
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2022Network centrality effects in peer to peer lending In: Physica A: Statistical Mechanics and its Applications.
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article1
2023A network based fintech inclusion platform In: Socio-Economic Planning Sciences.
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article0
2023Machine Learning Classification Model Comparison In: Socio-Economic Planning Sciences.
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article0
2018Financial data science In: Statistics & Probability Letters.
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article2
2011On the Gini measure decomposition In: Statistics & Probability Letters.
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article0
2012On the distribution of functionals of discrete ordinal variables In: Statistics & Probability Letters.
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article1
2014Bayesian Selection of Systemic Risk Networks In: Advances in Econometrics.
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2023Credit Scoring for Peer-to-Peer Lending In: Risks.
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article0
2023Cyber Risk Contagion In: Risks.
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2018CoRisk: Credit Risk Contagion with Correlation Network Models In: Risks.
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