Paolo Stefano Giudici : Citation Profile

Università degli Studi di Pavia (50% share)
Università degli Studi di Pavia (50% share)

15

H index

24

i10 index

778

Citations

RESEARCH PRODUCTION:

90

Articles

41

Papers

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   27 years (1998 - 2025). See details.
   Cites by year: 28
   Journals where Paolo Stefano Giudici has often published
   Relations with other researchers
   Recent citing documents: 149.    Total self citations: 64 (7.6 %)

EXPERT IN:

   Neural Networks and Related Topics
   Financial Econometrics

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgi259
   Updated: 2025-12-13    RAS profile: 2025-12-09    
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Relations with other researchers

Works with:

Ahelegbey, Daniel Felix (14)

Agosto, Arianna (7)

Aldasoro, Iñaki (6)

Gambacorta, Leonardo (6)

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

Is cited by:

Ahelegbey, Daniel Felix (26)

Bartolucci, Francesco (10)

Pammolli, Fabio (9)

Fernandez Bariviera, Aurelio (8)

Andrieș, Alin Marius (8)

Pennoni, Fulvia (8)

Corbet, Shaen (7)

Sousa, Ricardo (6)

Maaitah, Ahmad (6)

Ongena, Steven (6)

Costantini, Mauro (6)

Cites to:

Billio, Monica (48)

battiston, stefano (35)

Ahelegbey, Daniel Felix (32)

Diebold, Francis (31)

Lo, Andrew (28)

Pelizzon, Loriana (28)

Acharya, Viral (28)

Engle, Robert (27)

Yilmaz, Kamil (26)

Brownlees, Christian (23)

Casarin, Roberto (20)

Main data

Where Paolo Stefano Giudici has published?

Journals with more than one article published# docs
Risks11
Physica A: Statistical Mechanics and its Applications8
Statistical Methods & Applications7
Finance Research Letters4
Journal of Financial Stability3
Journal of the Operational Research Society3
Applied Stochastic Models in Business and Industry3
Statistics & Probability Letters3
Annals of Operations Research3
Journal of Network Theory in Finance2
Mathematics2
Methodology and Computing in Applied Probability2
Socio-Economic Planning Sciences2
Journal of Operational Risk2
Advances in Data Analysis and Classification2
Computational Statistics & Data Analysis2
Journal of the Royal Statistical Society Series B2
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 Stefano Giudici (2025 and 2024)

YearTitle of citing document
2025Investigating commodity price interdependence with grancer causality networks. (2025). Esposti, Roberto. In: Working Papers. RePEc:anc:wpaper:498.

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2025A Comprehensive Survey on Enterprise Financial Risk Analysis from Big Data Perspective. (2025). Zhao, YU ; Du, Huaming. In: Papers. RePEc:arx:papers:2211.14997.

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2025Modelling Determinants of Cryptocurrency Prices: A Bayesian Network Approach. (2023). Amirzadeh, Rasoul ; Ee, Mong Shan ; Thiruvady, Dhananjay ; Nazari, Asef. In: Papers. RePEc:arx:papers:2303.16148.

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2024Semi-strong Efficient Market of Bitcoin and Twitter: an Analysis of Semantic Vector Spaces of Extracted Keywords and Light Gradient Boosting Machine Models. (2024). Gacesa, Marko ; Wang, Fang. In: Papers. RePEc:arx:papers:2409.15988.

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2024Cyber Risk Taxonomies: Statistical Analysis of Cybersecurity Risk Classifications. (2024). Sofronov, Georgy ; Jang, Jiwook ; Shevchenko, Pavel V ; Treuck, Stefan ; Peters, Gareth W ; Malavasi, Matteo. In: Papers. RePEc:arx:papers:2410.05297.

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2024Economic Integration of Africa in the 21st Century: Complex Network and Panel Regression Analysis. (2024). Rocha, Luis ; Gandica, Yerali ; Abafita, Jemal ; Choramo, Tekilu Tadesse. In: Papers. RePEc:arx:papers:2410.21019.

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2024Graph Neural Networks for Financial Fraud Detection: A Review. (2024). Jiang, Changjun ; Xiang, Sheng ; Zou, Yao ; Cheng, Dawei. In: Papers. RePEc:arx:papers:2411.05815.

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2025Developing Cryptocurrency Trading Strategy Based on Autoencoder-CNN-GANs Algorithms. (2025). Zhou, Yining ; Liu, Qianying ; Zheng, Haoran ; Zhang, Zizhou ; Yu, Richard ; Hu, Zhuohuan. In: Papers. RePEc:arx:papers:2412.18202.

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2025Implementation of an Asymmetric Adjusted Activation Function for Class Imbalance Credit Scoring. (2025). Li, Xia ; Mao, Mao ; Tao, Kunpeng ; Zheng, Hanghang. In: Papers. RePEc:arx:papers:2501.12285.

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2025Detecting Fraud in Financial Networks: A Semi-Supervised GNN Approach with Granger-Causal Explanations. (2025). Boersma, Marcel ; Acar, Erman ; Nguyen, Linh. In: Papers. RePEc:arx:papers:2507.01980.

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2024Generative artificial intelligence and cyber security in central banking. (2024). Bank for International Settlements, . In: BIS Papers. RePEc:bis:bisbps:145.

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2024Digital innovation and de‐branching in the banking industry: Customer perception and satisfaction. (2024). Valverde, Santiago Carbo ; Cuadrossolas, Pedro J ; Sanchezbejar, Jose Juan ; Rodriguezfernandez, Francisco. In: Global Policy. RePEc:bla:glopol:v:15:y:2024:i:s1:p:8-20.

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2025Heterogeneity, Jumps and Co-Movements in Transmission of Volatility Spillovers Among Cryptocurrencies. (2025). Maria, Tantoula ; Manolis, Tzagarakis ; Konstantinos, Gkillas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:29:y:2025:i:5:p:621-649:n:1002.

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2024Enhancing Operational Risk Management in the Mauritian Banking Sector: A Structured Approach. (2024). Abbana, Sharanam ; Ramdani, Lovena ; Marimuthu, Ferina. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-04-1.

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2025Self-regulation, media pressure, and corporate catastrophes. (2025). Lublóy, Ágnes ; Berlinger, Edina ; Lubly, Gnes ; Keresztri, Judit Lilla. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1337-1356.

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2024The determinants of systemic risk contagion. (2024). Atasoy, Burak ; Erden, Lutfi ; Ozkan, Brahim. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x.

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2024Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Fakhfekh, Mohamed ; Bejaoui, Azza ; Jeribi, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000032.

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2024Predicting systemic financial risk with interpretable machine learning. (2024). Tang, Tiantian ; Lu, Chennuo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000123.

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2024On the anatomy of cyberattacks. (2024). Chang, Jin-Wook ; Jayachandran, Kartik ; Ramirez, Carlos A ; Tintera, Ali. In: Economics Letters. RePEc:eee:ecolet:v:238:y:2024:i:c:s0165176524001599.

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2025On equilibrium cyber risk. (2025). Ramrez, Carlos A. In: Economics Letters. RePEc:eee:ecolet:v:251:y:2025:i:c:s0165176525001442.

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2024Contagion among European financial indices, evidence from a quantile VAR approach. (2024). Tedeschi, Marco ; Palomba, Giulio. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362524000050.

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2024Interpretable machine learning for imbalanced credit scoring datasets. (2024). Chen, Yujia ; Calabrese, Raffaella ; Martin-Barragan, Belen. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:1:p:357-372.

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2024Optimizing credit limit adjustments under adversarial goals using reinforcement learning. (2024). Alfonso-Sanchez, Sherly ; Sendova, Kristina P ; Solano, Jesus ; Bravo, Cristian ; Correa-Bahnsen, Alejandro. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:2:p:802-817.

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2024Liquidity risk in FinTech lending: Early impact of the COVID-19 pandemic on the P2P lending market. (2024). Shams, Syed ; Alam, Khorshed ; Nigmonov, Asror. In: Emerging Markets Review. RePEc:eee:ememar:v:58:y:2024:i:c:s1566014123000894.

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2025Systemic risk between banks and firms in dual-layer dynamic networks. (2025). Qian, Shuitu ; You, Hang ; Zhang, Xiaoyuan. In: Emerging Markets Review. RePEc:eee:ememar:v:66:y:2025:i:c:s1566014125000251.

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2024Assessing systemic risk and connectedness among dirty and clean energy markets from the quantile and expectile perspectives. (2024). Syuhada, Khreshna ; Suprijanto, Djoko ; Hakim, Arief. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007594.

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2025A partial correlation-based connectedness approach: Extreme dependence among commodities and portfolio implications. (2025). Karim, Sitara ; Bouri, Elie ; Hussain, Syed Jawad ; Sadorsky, Perry. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325002452.

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2025From green to digital: Exploring the role of ecological footprints on cybersecurity risk. (2025). Lin, Weizheng ; Chen, Jian-Yun ; Wang, Chih-Wei. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003706.

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2025Resilience of international oil trade networks under extreme event shock-recovery simulations. (2025). Zhou, Wei-Xing ; Wei, NA ; Xie, Wen-Jie. In: Energy. RePEc:eee:energy:v:314:y:2025:i:c:s0360544224039525.

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2025Investment decision making for large-scale Peer-to-Peer lending data: A Bayesian Neural Network approach. (2025). Guo, Yanhong ; Zhai, Yonghui ; Jiang, Shuai. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001875.

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2025The digitalisation of the real estate market: New evidence from the most prominent crypto hacker attacks. (2025). Manahov, Viktor ; Li, Mingnan. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002534.

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2024Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Soski, Tomasz ; Kara, Marta ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024.

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2024Bitcoin replication using machine learning. (2024). Rambaccussing, Dooruj ; MAZIBAŞ, MURAT ; Mazibas, Murat. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400139x.

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2024Cross-exchange crypto risk: A high-frequency dynamic network perspective. (2024). Wang, Yifu ; Hardle, Wolfgang Karl ; Lu, Wanbo ; Ren, Rui ; Lin, Min-Bin. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001789.

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2024Chaos, overfitting and equilibrium: To what extent can machine learning beat the financial market?. (2024). Peng, Yaohao ; de Moraes, Joo Gabriel. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400406x.

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2024Dynamic dependence between quantum computing stocks and Bitcoin: Portfolio strategies for a new era of asset classes. (2024). Gözgör, Giray ; ben Jabeur, Sami ; Si, Kamel ; Rezgui, Hichem. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004101.

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2024Structured factor copulas for modeling the systemic risk of European and United States banks. (2024). Nguyen, Hoang ; Galeano, Pedro ; Ausn, Concepcin M ; Virbickait, Audron. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005532.

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2024Do global and local economic policy uncertainties matter for systemic risk in the international banking system. (2024). Deng, Yuanyue ; Li, Sijing. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011248.

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2024Unlocking the power of the topic content in news headlines: BERTopic for predicting Chinese corporate bond defaults. (2024). Zuo, Yuan ; Tang, Wenjin ; Wu, Junjie ; Bu, Hui. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324000928.

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2024Robo-advisors: A systematic literature review. (2024). Chiappini, Helen ; Cardillo, Giovanni. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001491.

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2024Network centrality and credit risk: A comprehensive analysis of peer-to-peer lending dynamics. (2024). Liu, Yiting ; Baals, Lennart John ; Osterrieder, Jorg ; Hadji-Misheva, Branka. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003386.

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2024Peer effect and funding success: Analyzing friendship networks in online credit markets. (2024). Zhu, Hui ; Gao, Hongming ; Ma, Haiying. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324006810.

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2024Population aging and corporate human capital restructuring. (2024). Yang, Juan ; Wang, Jinbo ; Li, Huijun ; Xiao, Fenghua. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008626.

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2024Time-varying default risk of Chinese-listed companies: From empirical test to theoretical conjecture. (2024). Qin, Zhaohui ; Chen, Yijie ; Fan, Yali ; Wang, Xiaowan ; Andrianarimanana, Mihasina Harinaivo ; Duok, Dhornor Tarir. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008699.

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2024Does the big data credit platform reduce corporate credit resource mismatch: Evidence from China. (2024). Zhou, Xin ; Fu, Yiting. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011620.

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2024How the Economic Policy Uncertainty (EPU) impacts FinTech: The implication of P2P lending markets. (2024). Chang, Aichih ; Zhou, Fuqin ; Shi, Jim. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324012972.

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2024Moderating role of voluntary IFRS adoption on earnings management and credit score of private companies. (2024). Bertoni, Michele ; Candio, Paolo ; Pediroda, Valentino. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013989.

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2025Airline stock market reaction to CrowdStrike IT outage: An event study analysis. (2025). Martins, Antnio Miguel ; Moutinho, Nuno ; Cr, Susana ; Costa, Joao. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325004088.

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2024From liquidity risk to systemic risk: A use of knowledge graph. (2024). Zhang, Xiaohu ; Chen, Ren-Raw. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000955.

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2024The topological structure of panel variance decomposition networks. (2024). Pagnottoni, Paolo ; Cerchiello, Paola ; Celani, Alessandro. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s157230892400007x.

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2024Unveiling interconnectedness and risk spillover among cryptocurrencies and other asset classes. (2024). Kumar, Dilip ; Narayan, Shivani. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000905.

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2024Estimating probability of default via delinquencies? Evidence from European P2P lending market. (2024). Nigmonov, Asror ; Urbonas, Povilas ; Shams, Syed. In: Global Finance Journal. RePEc:eee:glofin:v:63:y:2024:i:c:s1044028324001224.

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2024A survey on safeguarding critical infrastructures: Attacks, AI security, and future directions. (2024). Vimal, Vrince ; Rathod, Tejal ; Tanwar, Sudeep ; Jadav, Nilesh Kumar ; Yamsani, Nagendar ; Raval, Khushi Jatinkumar. In: International Journal of Critical Infrastructure Protection. RePEc:eee:ijocip:v:44:y:2024:i:c:s1874548223000604.

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2024Bivariate Tail Conditional Co-Expectation for elliptical distributions. (2024). Palestini, Arsen ; Cerqueti, Roy. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:119:y:2024:i:c:p:251-260.

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2025Financial connectivity in cross-border lending and crises: Role of financial and legislative integration. (2025). Nder, Zeynep ; Demir, Mge. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000277.

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2024Trade fragmentation and volatility-of-volatility networks. (2024). JAWADI, Fredj ; BASTIDON, Cécile. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001762.

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2024The nexus of conventional, religious and ethical indexes during crisis. (2024). Ahelegbey, Daniel Felix ; Essanaani, Yassine ; Abdelsalam, Omneya. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:95:y:2024:i:c:s1042443124000933.

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2024Innovating microcredit: how fintechs change the field. (2024). Leite, Rodrigo ; Mendes, Layla ; Camelo, Emmanuel. In: Journal of Economics and Business. RePEc:eee:jebusi:v:128:y:2024:i:c:s0148619523000516.

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2025On a class of finite mixture models that includes hidden Markov models. (2025). Bartolucci, Francesco ; Pandolfi, Silvia ; Pennoni, Fulvia. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:208:y:2025:i:c:s0047259x25000181.

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2025Does ESG rating policy reduce corporate risk-taking? Evidence from China. (2025). Zhou, Fu-You ; Wu, Shilei ; Hao, Jiawei ; Si, Deng-Kui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x24004062.

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2024Hedging global currency risk: A dynamic machine learning approach. (2024). Pagnottoni, Paolo ; Spelta, Alessandro. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:649:y:2024:i:c:s0378437124004576.

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2024Systemic risk and financial networks. (2024). Zhang, Xiaoyuan ; Li, Bingqing. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:25-36.

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2024Determinants of the price of bitcoin: An analysis with machine learning and interpretability techniques. (2024). Gorjon, Sergio ; Carbo, Jose Manuel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:123-140.

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2024Competition, regulation, and systemic risk in dual banking systems. (2024). ben Salah, Ines ; Ernaningsih, Indria ; Smaoui, Houcem. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1087-1103.

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2024Comparative analysis of responses of risky and safe haven assets to stock market risk before and after the yield curve inversions in the U.S.. (2024). Hammoudeh, Shawkat ; Sokhanvar, Amin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s105905602400368x.

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2024Harbor in the storm: How Bitcoin navigates challenges of climate change and global uncertainties. (2024). Luo, Fangyuan ; Guo, Lili ; Li, Houjian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s105905602400666x.

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2025Interconnected bank networks: Shock amplifiers or absorbers in the financial system?. (2025). Tang, LE ; Ren, Jing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s105905602500142x.

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2024Portfolio insurance strategy in the cryptocurrency market. (2024). Lee, Jaewook ; Ko, Hyungjin ; Son, Bumho. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002611.

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2024Cryptocurrency volatility: A review, synthesis, and research agenda. (2024). Kumar, Satish ; Ahmed, Mohamed Shaker ; Al-Maghyereh, Aktham I ; El-Masry, Ahmed A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002654.

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2025Investing during a Fintech revolution: The hedge and safe haven properties of Bitcoin and Ethereum. (2025). Ngoc, Dung Thi ; Quoc, Bao Khac. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003921.

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2025Crossroads of volatility spillover: Interactions between Islamic and conventional financial systems. (2025). Foglia, Matteo ; Addi, Abdelhamid ; Miglietta, Federica ; Wang, Gang-Jin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004938.

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2025Class imbalance Bayesian model averaging for consumer loan default prediction: The role of soft credit information. (2025). Abedin, Mohammad Zoynul ; Zhu, Miao ; Weng, Futian ; Hajek, Petr ; Buckle, Mike. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924005154.

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2024Bank failure prediction models: Review and outlook. (2024). Citterio, Alberto. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:92:y:2024:i:c:s003801212400017x.

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2024Assessment and spatial effect of urban agglomeration business environments: A case study of two urban agglomerations in China. (2024). Fan, Yiwei ; Wu, YA ; Jiao, Liudan ; Lu, Hao. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:92:y:2024:i:c:s0038012124000260.

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2024Measuring the impact of the EU health emergency response authority on the economic sectors and the public sentiment. (2024). Ahelegbey, Daniel Felix ; Cerchiello, Paola ; Celani, Alessandro. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:92:y:2024:i:c:s0038012124000417.

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2024Financial constraints prediction to lead socio-economic development: An application of neural networks to the Italian market. (2024). Ippoliti, Roberto ; Falavigna, G ; Calabrese, G G. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124001721.

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2024Sample selection bias in non-traditional lending: A copula-based approach for imbalanced data. (2024). Zanin, Luca ; Osmetti, Silvia Angela ; Calabrese, Raffaella. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124002441.

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2024An emoji feature-incorporated multi-view deep learning for explainable sentiment classification of social media reviews. (2024). Chang, Victor ; Xu, Qianwen Ariel ; Jayne, Chrisina. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:202:y:2024:i:c:s0040162524001227.

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2024Who gets the money? A qualitative analysis of fintech lending and credit scoring through the adoption of AI and alternative data. (2024). Mestwerdt, Sonke ; Tschirner, Sebastian ; Mauer, Rene ; Tigges, Maximilian. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:205:y:2024:i:c:s0040162524002877.

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2025The contagion effect of artificial intelligence across innovative industries: From blockchain and metaverse to cleantech and beyond. (2025). Arfaoui, Nadia ; Yarovaya, Larisa ; Naeem, Muhammad Abubakr. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:210:y:2025:i:c:s0040162524006206.

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2025Bitcoin trade volume in decentralized markets: International evidence. (2025). Giménez Roche, Gabriel ; Gimnez, Gabriel A ; Nol, Antoine ; Sauce, Loc. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:214:y:2025:i:c:s004016252500085x.

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2025Algorithmic trust and regulation: Governance, ethics, legal, and social implications blueprint for Indonesias central banking. (2025). Quadrianto, Novi ; Arifin, Saru ; Perdana, Arif. In: Technology in Society. RePEc:eee:teinso:v:81:y:2025:i:c:s0160791x25000284.

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2025Machine Learning for Applied Economic Analysis: Gaining Practical Insights. (2025). Alvarez, Francisco ; Smith, Matthew. In: Working Papers. RePEc:fda:fdaddt:2025-03.

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2025Geopolitical Risk and Its Influence on Egyptian Non-Financial Firms’ Performance: The Moderating Role of FinTech. (2025). Khalaf, Bashar Abu ; Al-Naimi, Maryam Saad ; Alqahtani, Munirah Sarhan ; Mardini, Meya. In: FinTech. RePEc:gam:jfinte:v:4:y:2025:i:3:p:30-:d:1704404.

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2025Spillovers Between Euronext Stock Indices: The COVID-19 Effect. (2025). Pereira, Cludia ; Lopes, Cristina ; Gomes, Lus ; Carneiro, Luana. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:2:p:66-:d:1634995.

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2024Risk Analysis of Conglomerates with Debt and Equity Links. (2024). Roman, Rodrigo ; Cifuentes, Arturo. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:9:p:426-:d:1483705.

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2025Business Distress Prediction in Albania: An Analysis of Classification Methods. (2025). Prendi, Xhorxhina ; Zibri, Arben ; Gjei, Ardit ; Dhamo, Zhaklina. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:3:p:118-:d:1598107.

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2025Mapping Systemic Tail Risk in Crypto Markets: DeFi, Stablecoins, and Infrastructure Tokens. (2025). Naifar, Nader. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:6:p:329-:d:1680249.

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2024Designing an Intelligent Scoring System for Crediting Manufacturers and Importers of Goods in Industry 4.0. (2024). Kabievna, Uskenbayeva Raissa ; Ryskhan, Satybaldiyeva ; Ali, Mohsin ; Zhuldyz, Kalpeyeva ; Yoo, Joon ; Kassymova, Aizhan ; Moldagulova, Aiman ; Razaque, Abdul. In: Logistics. RePEc:gam:jlogis:v:8:y:2024:i:1:p:33-:d:1360081.

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2024A Marginal Maximum Likelihood Approach for Hierarchical Simultaneous Autoregressive Models with Missing Data. (2024). Suesse, Thomas ; Gunawan, David ; Wijayawardhana, Anjana. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:23:p:3870-:d:1539921.

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2024Enhanced Genetic-Algorithm-Driven Triple Barrier Labeling Method and Machine Learning Approach for Pair Trading Strategy in Cryptocurrency Markets. (2024). Kim, Suntae ; Fu, Ning ; Kang, Mingu ; Hong, Joongi. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:5:p:780-:d:1352114.

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2024Beyond Boundaries: The AHP-DEA Model for Holistic Cross-Banking Operational Risk Assessment. (2024). Hong, Yuan ; Qu, Shaojian. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:7:p:968-:d:1363319.

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2024News Sentiment and Liquidity Risk Forecasting: Insights from Iranian Banks. (2024). Mirashk, Hamed ; Albadvi, Amir ; Kargari, Mehrdad ; Rastegar, Mohammad Ali. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:11:p:171-:d:1509771.

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2025A Mixture Integer GARCH Model with Application to Modeling and Forecasting COVID-19 Counts. (2025). Ong, Seng Huat ; Khoo, Wooi Chen ; Srivastava, Hari M ; Ming, Victor Jian. In: Stats. RePEc:gam:jstats:v:8:y:2025:i:3:p:73-:d:1723882.

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2025Configurational Pathways for Fintech-Empowered Sustainable Innovation in SRDIEs Under Financing Constraints. (2025). Wu, Junlin ; Ji, Fang ; Li, Yiran. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:6:p:2397-:d:1608479.

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2024Basel IV and the structural relationship between SA and IMA. (2024). Rossignolo, Adrin F. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:19:y:2024:i:2:a:1.

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2025Gender in Top Management and Capital Structure in Chilean Companies. (2025). Vsquez, Francisco Javier ; Larre, Hernn Pape. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:20:y:2025:i:2:a:3.

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2024Modeling the Paths of China’s Systemic Financial Risk Contagion: A Ripple Network Perspective Analysis. (2024). Xu, Fuwei. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:1:d:10.1007_s10614-022-10329-4.

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2024Understanding Dividend Puzzle Using Machine Learning. (2024). Ivacu, Codru-Florin. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:1:d:10.1007_s10614-023-10439-7.

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2024Systematic Research on Multi-dimensional and Multiple Correlation Contagion Networks of Extreme Risk in China’s Banking Industry. (2024). Song, Yuping ; Wang, Zhouwei ; Zhao, Qicheng. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:2:d:10.1007_s10614-023-10474-4.

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2024Performance Assessment of Logistic Regression (LR), Artificial Neural Network (ANN), Fuzzy Inference System (FIS) and Adaptive Neuro-Fuzzy System (ANFIS) in Predicting Default Probability: The Case of a Tunisian Islamic Bank. (2024). Bougatef, Khemaies ; Ayed, Nadia. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:3:d:10.1007_s10614-023-10496-y.

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More than 100 citations found, this list is not complete...

Paolo Stefano Giudici has edited the books:

YearTitleTypeCited

Works by Paolo Stefano Giudici:

YearTitleTypeCited
2025Building crypto portfolios with agentic AI In: Papers.
[Full Text][Citation analysis]		paper0
2018P2P lending scoring models: Do they predict default? In: Journal of Digital Banking.
[Full Text][Citation analysis]		article0
2019Measuring contagion risk in international banking In: BIS Working Papers.
[Full Text][Citation analysis]		paper31
2019Measuring contagion risk in international banking.(2019) In: Journal of Financial Stability.
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2020Operational and cyber risks in the financial sector In: BIS Working Papers.
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2020Operational and cyber risks in the financial sector.(2020) In: CEPR Discussion Papers.
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2023Operational and Cyber Risks in the Financial Sector.(2023) In: International Journal of Central Banking.
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2020The drivers of cyber risk In: BIS Working Papers.
[Full Text][Citation analysis]		paper38
2020The drivers of cyber risk.(2020) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 38		paper
2022The drivers of cyber risk.(2022) In: Journal of Financial Stability.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		article
2000Likelihood-Ratio Tests for Hidden Markov Models In: Biometrics.
[Full Text][Citation analysis]		article8
2003Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article34
2003Discussion on the paper by Brooks, Giudici and Roberts In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article0
2002Data mining of association structures to model consumer behaviour In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article3
2008A Bayesian approach to estimate the marginal loss distributions in operational risk management In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article13
2020Tree networks to assess financial contagion In: Economic Modelling.
[Full Text][Citation analysis]		article17
2020Tree Networks to assess Financial Contagion.(2020) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2019Tree Networks to Assess Financial Contagion.(2019) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2021Network VAR models to measure financial contagion In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article14
2020Network VAR models to Measure Financial Contagion.(2020) In: DEM Working Papers Series.
[Full Text][Citation analysis]
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2019Trade networks and economic fluctuations in Asian countries In: Economic Systems.
[Full Text][Citation analysis]		article7
2021Tail risk measurement in crypto-asset markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article27
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.
[Full Text][Citation analysis]		article76
2022Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers In: Finance Research Letters.
[Full Text][Citation analysis]		article16
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.
[Full Text][Citation analysis]		article16
2023SAFE Artificial Intelligence in finance In: Finance Research Letters.
[Full Text][Citation analysis]		article6
2017Heterogeneous market structure and systemic risk: Evidence from dual banking systems In: Journal of Financial Stability.
[Full Text][Citation analysis]		article33
2017Heterogeneous Market Structure and Systemic Risk: Evidence from Dual Banking Systems.(2017) In: DEM Working Papers Series.
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This paper has nother version. Agregated cites: 33		paper
2024Properties of the reconciled distributions for Gaussian and count forecasts In: International Journal of Forecasting.
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2023Explainable FinTech lending In: Journal of Economics and Business.
[Full Text][Citation analysis]		article9
2004Statistical models for operational risk management In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article12
2007Bayesian Networks for enterprise risk assessment In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article3
2019Latent factor models for credit scoring in P2P systems In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article12
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.
[Full Text][Citation analysis]		article8
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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2024Explainable Artificial Intelligence methods for financial time series In: Physica A: Statistical Mechanics and its Applications.
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2025Accurate, Secure and Explainable bitcoin forecasting In: Physica A: Statistical Mechanics and its Applications.
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2025Explainability, fairness and the Simpson’s paradox in credit lending In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article0
2025Measuring inequality in the adoption of ESG scores by small and medium enterprises In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article0
2023A network based fintech inclusion platform In: Socio-Economic Planning Sciences.
[Full Text][Citation analysis]		article3
2023Machine Learning Classification Model Comparison In: Socio-Economic Planning Sciences.
[Full Text][Citation analysis]		article2
2018Financial data science In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article6
2011On the Gini measure decomposition In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article1
2012On the distribution of functionals of discrete ordinal variables In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article1
2014Bayesian Selection of Systemic Risk Networks In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter5
2022Crypto Asset Portfolio Selection In: FinTech.
[Full Text][Citation analysis]		article0
2022Shapley Feature Selection In: FinTech.
[Full Text][Citation analysis]		article0
2022A New Interactive Tool to Visualize and Analyze COVID-19 Data: The PERISCOPE Atlas In: IJERPH.
[Full Text][Citation analysis]		article5
2024Multidimensional Inequality Metrics for Sustainable Business Development In: Mathematics.
[Full Text][Citation analysis]		article0
2025Sustainability, Accuracy, Fairness, and Explainability (SAFE) Machine Learning in Quantitative Trading In: Mathematics.
[Full Text][Citation analysis]		article0
2023Credit Scoring for Peer-to-Peer Lending In: Risks.
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2023Cyber Risk Contagion In: Risks.
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2025AI Risk Management: A Bibliometric Analysis In: Risks.
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2025Correlation Metrics for Safe Artificial Intelligence In: Risks.
[Full Text][Citation analysis]		article0
2018CoRisk: Credit Risk Contagion with Correlation Network Models In: Risks.
[Full Text][Citation analysis]		article13
2019Bail-In or Bail-Out? Correlation Networks to Measure the Systemic Implications of Bank Resolution In: Risks.
[Full Text][Citation analysis]		article3
2019High Frequency Price Change Spillovers in Bitcoin Markets In: Risks.
[Full Text][Citation analysis]		article32
2020Lead Behaviour in Bitcoin Markets In: Risks.
[Full Text][Citation analysis]		article3
2020A Poisson Autoregressive Model to Understand COVID-19 Contagion Dynamics In: Risks.
[Full Text][Citation analysis]		article9
2020A Poisson autoregressive model to understand COVID-19 contagion dynamics.(2020) In: DEM Working Papers Series.
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2020Tail Risk Transmission: A Study of the Iran Food Industry In: Risks.
[Full Text][Citation analysis]		article1
2020Tail Risk Transmission: A Study of Iran Food Industry.(2020) In: DEM Working Papers Series.
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2020Why to Buy Insurance? An Explainable Artificial Intelligence Approach In: Risks.
[Full Text][Citation analysis]		article7
2021Monitoring COVID-19 contagion growth In: Post-Print.
[Citation analysis]		paper3
2015Scorecard models for operations management In: International Journal of Data Science.
[Full Text][Citation analysis]		article0
2021Explainable Machine Learning in Credit Risk Management In: Computational Economics.
[Full Text][Citation analysis]		article48
2011Statistical merging of rating models In: Journal of the Operational Research Society.
[Full Text][Citation analysis]		article11
2015Estimating bank default with generalised extreme value regression models In: Journal of the Operational Research Society.
[Full Text][Citation analysis]		article19
2017Measuring bank contagion in Europe using binary spatial regression models In: Journal of the Operational Research Society.
[Full Text][Citation analysis]		article10
2014Measuring 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: 10		paper
2013Bayesian Credit Ratings (new version) In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper0
2013Measuring risk with ordinal variables In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper2
2013Credit risk predictions with Bayesian model averaging In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper1
2013Estimating bank default with generalised extreme value models In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper3
2013H Index: A Statistical Proposal In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper0
2014How to measure the quality of financial tweets In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper7
2014Financial big data analysis for the estimation of systemic risks In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper0
2014Conditional graphical models for systemic risk measurement In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper4
2015A Bayesian h-index: how to measure research impact In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper0
2015Systemic risk of Islamic Banks In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper0
2013Bayesian operational risk models In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper1
2013Graphical network models for international financial flows In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper48
2016Graphical Network Models for International Financial Flows.(2016) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48		article
2015Monetary transmission models for bank interest rates In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper1
2015Modeling Systemic Risk with Correlated Stochastic Processes In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper0
2016CoRisk: measuring systemic risk through default probability contagion In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper3
2016Big data models of bank risk contagion In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper2
2016The multivariate nature of systemic risk: direct and common exposures In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper1
2016Bail in or Bail out? The Atlante example from a systemic risk perspective In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper1
2020A rank graduation accuracy measure In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper0
2020Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper1
2019Factorial Network Models To Improve P2P Credit Risk Management In: MPRA Paper.
[Full Text][Citation analysis]		paper4
2022Are ESG Female? The Hidden Benefits of Female Presence on Sustainable Finance In: Review of Economic Analysis.
[Full Text][Citation analysis]		article1
2018Trade Networks and Economic Fluctuations in Asia In: ADBI Working Papers.
[Full Text][Citation analysis]		paper1
Statistical models for business continuity management In: Journal of Operational Risk.
[Full Text][Citation analysis]		article0
A statistical method to optimize the combination of internal and external data in operational risk measurement In: Journal of Operational Risk.
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NetMES: a network based marginal expected shortfall measure In: Journal of Network Theory in Finance.
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Scoring models for roboadvisory platforms: a network approach In: Journal of Network Theory in Finance.
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2025RGA: a unified measure of predictive accuracy In: Advances in Data Analysis and Classification.
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2012Non parametric statistical models for on-line text classification In: Advances in Data Analysis and Classification.
[Full Text][Citation analysis]		article3
2021Cyber risk ordering with rank-based statistical models In: AStA Advances in Statistical Analysis.
[Full Text][Citation analysis]		article2
2021Crypto price discovery through correlation networks In: Annals of Operations Research.
[Full Text][Citation analysis]		article40
2022Network models to improve robot advisory portfolios In: Annals of Operations Research.
[Full Text][Citation analysis]		article2
2023The impact of the SARS-CoV-2 pandemic on financial markets: a seismologic approach In: Annals of Operations Research.
[Full Text][Citation analysis]		article0
2020COVID-19 contagion and digital finance In: Digital Finance.
[Full Text][Citation analysis]		article1
2020Lorenz Model Selection In: Journal of Classification.
[Full Text][Citation analysis]		article2
2009Modelling Operational Risk Losses with Graphical Models and Copula Functions In: Methodology and Computing in Applied Probability.
[Full Text][Citation analysis]		article2
2009Editorial In: Methodology and Computing in Applied Probability.
[Full Text][Citation analysis]		article0
2001Bayesian inference for graphical factor analysis models In: Psychometrika.
[Full Text][Citation analysis]		article2
2017Categorical network models for systemic risk measurement In: Quality & Quantity: International Journal of Methodology.
[Full Text][Citation analysis]		article1
2014On a statistical h index In: Scientometrics.
[Full Text][Citation analysis]		article1
2004Markov Chain Monte Carlo model selection for DAG models In: Statistical Methods & Applications.
[Full Text][Citation analysis]		article7
2009Statistical models for e-learning data In: Statistical Methods & Applications.
[Full Text][Citation analysis]		article0
2020Cyber risk measurement with ordinal data In: Statistical Methods & Applications.
[Full Text][Citation analysis]		article0
2021Financial contagion through space-time point processes In: Statistical Methods & Applications.
[Full Text][Citation analysis]		article2
2025A statistical package for safe artificial intelligence In: Statistical Methods & Applications.
[Full Text][Citation analysis]		article0
1998Markov chain Monte Carlo methods for probabilistic network model determination In: Statistical Methods & Applications.
[Full Text][Citation analysis]		article0
1999Monte Carlo methods for nonparametric survival model determination In: Statistical Methods & Applications.
[Full Text][Citation analysis]		article1
2011Paolo Giudici and Silvia Figini: Applied data mining for business and industry (Second Edition) In: Statistical Papers.
[Full Text][Citation analysis]		article0
1998Nonparametric 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]		article0
2010A threshold based approach to merge data in financial risk management In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article3
2017Credit risk assessment with Bayesian model averaging In: Communications in Statistics - Theory and Methods.
[Full Text][Citation analysis]		article3
2017Sovereign risk in the Euro area: a multivariate stochastic process approach In: Quantitative Finance.
[Full Text][Citation analysis]		article3
2014Hierarchical Graphical Models, With Application to Systemic Risk In: Working Papers.
[Full Text][Citation analysis]		paper1
2001Editorial In: Applied Stochastic Models in Business and Industry.
[Full Text][Citation analysis]		article0
2001Bayesian data mining, with application to benchmarking and credit scoring In: Applied Stochastic Models in Business and Industry.
[Full Text][Citation analysis]		article4
2020Vector error correction models to measure connectedness of Bitcoin exchange markets In: Applied Stochastic Models in Business and Industry.
[Full Text][Citation analysis]		article27
2023How to combine ESG scores? A proposal based on credit rating prediction In: Corporate Social Responsibility and Environmental Management.
[Full Text][Citation analysis]		article3

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team