Paolo Giudici : Citation Profile

Are you Paolo Giudici?

Università degli Studi di Pavia

13

H index

19

i10 index

640

Citations

RESEARCH PRODUCTION:

71

Articles

40

Papers

1

Chapters

RESEARCH ACTIVITY:

   25 years (1998 - 2023). See details.
   Cites by year: 25
   Journals where Paolo Giudici has often published
   Relations with other researchers
   Recent citing documents: 140.    Total self citations: 60 (8.57 %)

EXPERT IN:

   Neural Networks and Related Topics
   Financial Econometrics

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgi259
   Updated: 2024-12-03    RAS profile: 2024-08-09    
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Relations with other researchers

Works with:

Ahelegbey, Daniel Felix (15)

Agosto, Arianna (7)

Gambacorta, Leonardo (5)

Aldasoro, Iñaki (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 (25)

Pammolli, Fabio (9)

Bartolucci, Francesco (9)

Pennoni, Fulvia (8)

Fernandez Bariviera, Aurelio (8)

Andrieș, Alin Marius (8)

Corbet, Shaen (7)

Sousa, Ricardo (6)

Chevallier, Julien (6)

Ongena, Steven (6)

Sprincean, Nicu (6)

Cites to:

Billio, Monica (47)

battiston, stefano (35)

Diebold, Francis (30)

Ahelegbey, Daniel Felix (30)

Lo, Andrew (28)

Acharya, Viral (28)

Pelizzon, Loriana (27)

Yilmaz, Kamil (26)

Engle, Robert (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
Journal of the Operational Research Society3
Applied Stochastic Models in Business and Industry3
Statistics & Probability Letters3
Journal of Financial Stability3
Methodology and Computing in Applied Probability2
Socio-Economic Planning Sciences2
Annals of Operations Research2
FinTech2
Computational Statistics & Data Analysis2
Journal of the Royal Statistical Society Series B2

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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2023.

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

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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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2024Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Jeribi, Ahmed ; Bejaoui, Azza ; Fakhfekh, Mohamed. 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). Lu, Chennuo ; Tang, Tiantian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000123.

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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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2023A stable aggregate currency revisited: Highlighting some fundamental issues. (2023). Kunkler, Michael. In: Economics Letters. RePEc:eee:ecolet:v:231:y:2023:i:c:s0165176523002926.

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

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

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

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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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2023A new way of measuring effects of financial crisis on contagion in currency markets. (2023). Cook, Samantha ; Wit, Ernst-Jan Camiel ; Rigana, Katerina. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923002806.

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2023Measurement and contagion modelling of systemic risk in Chinas financial sectors: Evidence for functional data analysis and complex network. (2023). Gu, Qinen ; Li, Shaofang ; Tian, Sihua. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004295.

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2023Machine learning approaches to forecasting cryptocurrency volatility: Considering internal and external determinants. (2023). Martin-Barragan, Belen ; Andreeva, Galina ; Wang, Yijun. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004301.

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2023A new view of risk contagion by decomposition of dependence structure: Empirical analysis of Sino-US stock markets. (2023). Lu, Xin ; Luan, Xin ; Zheng, Yanting ; Liu, Jiaming. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004362.

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2024Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Kara, Marta ; Soski, Tomasz ; 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 ; 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). Ren, Rui ; Lin, Min-Bin ; Lu, Wanbo ; Wang, Yifu ; Hardle, Wolfgang Karl. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001789.

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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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2023A user-centered explainable artificial intelligence approach for financial fraud detection. (2023). Xiao, Zhi ; Li, Haoran ; Zhou, Ying ; Qiu, Jing. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006815.

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2023Fund performance evaluation with explainable artificial intelligence. (2023). Fan, Xiuyi ; Fu, Hsuan ; Reddy, Veera Raghava ; Seisenberger, Monika. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007912.

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2023European bank credit risk transmission during the credit Suisse collapse. (2023). Bouri, Elie ; Foglia, Matteo ; Nekhili, Ramzi. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008243.

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2023Explainable artificial intelligence for digital finance and consumption upgrading. (2023). Bao, Yaxiong ; Shi, Xiaochuan ; Zhou, Linjiang ; Ma, Chao ; Gao, Lihua. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008619.

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2023The Cohort Shapley value to measure fairness in financing small and medium enterprises in the UK. (2023). Calabrese, Raffaella ; Lu, Xuefei. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009145.

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2024Do global and local economic policy uncertainties matter for systemic risk in the international banking system. (2024). Li, Sijing ; Deng, Yuanyue. 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 ; Bu, Hui ; Tang, Wenjin ; Wu, Junjie. 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). Osterrieder, Jorg ; Baals, Lennart John ; Liu, Yiting ; Hadji-Misheva, Branka. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003386.

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

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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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2023Fan tokens: Sports and speculation on the blockchain. (2023). Zimmermann, Lukas ; Scharnowski, Stefan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001488.

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

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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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The value of official website information in the credit risk evaluation of SMEs. (2023). Tang, Qian ; Yin, Chang ; Jiang, Cuiqing ; Wang, Zhao. In: Journal of Business Research. RePEc:eee:jbrese:v:169:y:2023:i:c:s0148296323006495.

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

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2023Pirates 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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2023Bitcoin market networks and cyberattacks. (2023). Sousa, Ricardo ; Costantini, Mauro ; Mishra, Tapas ; Maaitah, Ahmad. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:630:y:2023:i:c:s0378437123007203.

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2023Exploring the spatial linkage network of peer-to-peer lending in China. (2023). Wei, Xiaolin ; Chong, Zhaohui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:630:y:2023:i:c:s0378437123008348.

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2023Volatility spillovers and other dynamics between cryptocurrencies and the energy and bond markets. (2023). Abedin, Mohammad Zoynul ; Sharif, Taimur ; Bouteska, Ahmed. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:92:y:2023:i:c:p:1-13.

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2023Interoperability of the revolutionary blockchain architectures and Islamic and conventional technology markets: Case of Metaverse, HPB, and Bloknet. (2023). Rashidi, Muhammad Mahdi ; Asl, Mahdi Ghaemi ; Zhao, Xin ; Shahzad, Umer ; Vasa, Laszlo. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:92:y:2023:i:c:p:112-131.

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

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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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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). Jiao, Liudan ; Fan, Yiwei ; Lu, Hao ; Wu, YA. 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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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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2023Does digital transformation matter for operational risk exposure?. (2023). Mollah, Sabur ; Uddin, Md Hamid ; Ali, Md Hakim ; Islam, Nazrul. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:197:y:2023:i:c:s0040162523006042.

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

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

Works by Paolo Giudici:

YearTitleTypeCited
In: .
[Full Text][Citation analysis]		article0
2019Measuring contagion risk in international banking In: BIS Working Papers.
[Full Text][Citation analysis]		paper28
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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2020The drivers of cyber risk In: BIS Working Papers.
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2020The drivers of cyber risk.(2020) In: CEPR Discussion Papers.
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2022The drivers of cyber risk.(2022) In: Journal of Financial Stability.
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This paper has nother version. Agregated cites: 32		article
2000Likelihood-Ratio Tests for Hidden Markov Models In: Biometrics.
[Full Text][Citation analysis]		article7
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]		article12
2020Tree networks to assess financial contagion In: Economic Modelling.
[Full Text][Citation analysis]		article15
2020Tree Networks to assess Financial Contagion.(2020) In: MPRA Paper.
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This paper has nother version. Agregated cites: 15		paper
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.
[Full Text][Citation analysis]		article11
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.
[Full Text][Citation analysis]		article6
2021Tail risk measurement in crypto-asset markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article19
2020Tail Risk Measurement In Crypto-Asset Markets.(2020) In: DEM Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2019What determines bitcoin exchange prices? A network VAR approach In: Finance Research Letters.
[Full Text][Citation analysis]		article65
2022Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers In: Finance Research Letters.
[Full Text][Citation analysis]		article10
2020Libra 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: 10		paper
2022Explainable artificial intelligence for crypto asset allocation In: Finance Research Letters.
[Full Text][Citation analysis]		article10
2023SAFE Artificial Intelligence in finance In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2017Heterogeneous market structure and systemic risk: Evidence from dual banking systems In: Journal of Financial Stability.
[Full Text][Citation analysis]		article30
2017Heterogeneous 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: 30		paper
2023Explainable FinTech lending In: Journal of Economics and Business.
[Full Text][Citation analysis]		article2
2004Statistical models for operational risk management In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article8
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]		article7
2018Latent Factor Models for Credit Scoring in P2P Systems.(2018) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
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.
[Full Text][Citation analysis]		article6
2023A network based fintech inclusion platform In: Socio-Economic Planning Sciences.
[Full Text][Citation analysis]		article1
2023Machine Learning Classification Model Comparison In: Socio-Economic Planning Sciences.
[Full Text][Citation analysis]		article1
2018Financial data science In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article2
2011On the Gini measure decomposition In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article0
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
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[Full Text][Citation analysis]		article4
2023Credit Scoring for Peer-to-Peer Lending In: Risks.
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2023Cyber Risk Contagion In: Risks.
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2018CoRisk: Credit Risk Contagion with Correlation Network Models In: Risks.
[Full Text][Citation analysis]		article12
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]		article30
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]		article6
2020A Poisson autoregressive model to understand COVID-19 contagion dynamics.(2020) In: DEM Working Papers Series.
[Full Text][Citation analysis]
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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.
[Full Text][Citation analysis]
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2020Why to Buy Insurance? An Explainable Artificial Intelligence Approach In: Risks.
[Full Text][Citation analysis]		article6
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]		article36
2011Statistical merging of rating models In: Journal of the Operational Research Society.
[Full Text][Citation analysis]		article9
2015Estimating bank default with generalised extreme value regression models In: Journal of the Operational Research Society.
[Full Text][Citation analysis]		article16
2017Measuring bank contagion in Europe using binary spatial regression models In: Journal of the Operational Research Society.
[Full Text][Citation analysis]		article8
2014Measuring Bank Contagion in Europe Using Binary Spatial Regression Models.(2014) In: DEM Working Papers Series.
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This paper has nother version. Agregated cites: 8		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]		paper47
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: 47		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]		paper3
2018Trade Networks and Economic Fluctuations in Asia In: ADBI Working Papers.
[Full Text][Citation analysis]		paper1
2012Non parametric statistical models for on-line text classification In: Advances in Data Analysis and Classification.
[Full Text][Citation analysis]		article2
2021Cyber risk ordering with rank-based statistical models In: AStA Advances in Statistical Analysis.
[Full Text][Citation analysis]		article1
2021Crypto price discovery through correlation networks In: Annals of Operations Research.
[Full Text][Citation analysis]		article29
2022Network models to improve robot advisory portfolios In: Annals of Operations Research.
[Full Text][Citation analysis]		article1
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]		article1
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.
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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]		article0
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
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]		article2
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]		article24

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