Paolo Giudici

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Paola CerchielloUniversity of PaviaVerified email at unipv.it
Emanuela RaffinettiAssistant Professor of Statistics (RTT), University of PaviaVerified email at unipv.it
Arianna AgostoAssistant Professor, University of PaviaVerified email at unipv.it
Alessandro Speltauniversità di paviaVerified email at unipv.it
Daniel Felix AhelegbeyUniversity of Essex, UKVerified email at essex.ac.uk
Niklas BussmannUniversity of PaviaVerified email at universitadipavia.it
Branka Hadji MishevaProfessor in Applied Data Science and Finance @BFHVerified email at zhaw.ch
Steve BrooksSelect StatisticsVerified email at select-statistics.co.uk
Gareth RobertsProfessor of Statistics, University of WarwickVerified email at warwick.ac.uk
Peter GreenEmeritus Professor of Statistics, University of Bristol; Distinguished Professor of Statistics, UTSVerified email at bristol.ac.uk
Laura ParisiPost-Doc Research Fellow, Università di Pavia & European Central BankVerified email at universitadipavia.it
Luciana Dalla ValleAssociate Professor in Mathematics and StatisticsVerified email at exeter.ac.uk
Jochen PapenbrockDr.Verified email at firamis.de
Dean FantazziniDeputy Head of MSE - MSU's Chair of Econometrics and Mathematical Methods in EconomicsVerified email at mse-msu.ru
Shatha Qamhieh HashemAssistant Professor at the Banking and Financial Sciences Department, Faculty of Economics andVerified email at najah.edu
Thomas LeachUniversity of PaviaVerified email at universitadipavia.it
Paolo PagnottoniUniversity of InsubriaVerified email at uninsubria.it
Golnoosh BabaeiSAFE-AI Researcher, University of PaviaVerified email at universitadipavia.it
Leonardo GambacortaBank for International SettlementsVerified email at bis.org
Iñaki AldasoroBank for International SettlementsVerified email at bis.org

Paolo Giudici

Other namesPaolo Stefano Giudici

Professor of Statistics, University of Pavia

Verified email at unipv.it - Homepage

Bayesian statistics Graphical models Risk management Explainable AI Safe AI


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Applied data mining: statistical methods for business and industry P Giudici John Wiley & Sons, 2005	1383	2005
Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions SP Brooks, P Giudici, GO Roberts Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2003	420	2003
Decomposable graphical Gaussian model determination P Giudici, PJ Green Biometrika 86 (4), 785-801, 1999	361	1999
Explainable machine learning in credit risk management N Bussmann, P Giudici, D Marinelli, J Papenbrock Computational Economics 57 (1), 203-216, 2021	351	2021
Improving Markov chain Monte Carlo model search for data mining P Giudici, R Castelo Machine learning 50 (1), 127-158, 2003	267	2003
What determines bitcoin exchange prices? A network VAR approach P Giudici, I Abu-Hashish Finance Research Letters 28, 309-318, 2019	200	2019
Fintech risk management: A research challenge for artificial intelligence in finance P Giudici Frontiers in Artificial Intelligence 1, 1, 2018	189	2018
Explainable AI in fintech risk management N Bussmann, P Giudici, D Marinelli, J Papenbrock Frontiers in Artificial Intelligence 3, 26, 2020	188	2020
Statistical models for operational risk management C Cornalba, P Giudici Physica A: Statistical Mechanics and its applications 338 (1-2), 166-172, 2004	177	2004
Shapley-Lorenz eXplainable artificial intelligence P Giudici, E Raffinetti Expert Systems with Applications 167, 114104, 2021	166	2021
SHAP and LIME: an evaluation of discriminative power in credit risk A Gramegna, P Giudici Frontiers in Artificial Intelligence 4, 752558, 2021	164	2021
Graphical network models for international financial flows P Giudici, A Spelta Journal of Business & Economic Statistics 34 (1), 128-138, 2016	161	2016
The drivers of cyber risk I Aldasoro, L Gambacorta, P Giudici, T Leach Journal of Financial Stability 60, 100989, 2022	145	2022
Territorial brands for tourism development: A statistical analysis on the Marche region E Lorenzini, V Calzati, P Giudici Annals of Tourism Research 38 (2), 540-560, 2011	145	2011
Data mining of association structures to model consumer behaviour P Giudici, G Passerone Computational Statistics & Data Analysis 38 (4), 533-541, 2002	129	2002
Bayesian data mining, with application to benchmarking and credit scoring P Giudici Applied Stochastic Models in Business and Industry 17 (1), 69-81, 2001	118*	2001
Markov chain Monte Carlo convergence assessment via two-way analysis of variance SP Brooks, P Giudici Journal of Computational and Graphical Statistics 9 (2), 266-285, 2000	113	2000
A Bayesian approach to estimate the marginal loss distributions in operational risk management L Dalla Valle, P Giudici Computational Statistics & Data Analysis 52 (6), 3107-3127, 2008	100	2008
Big data analysis for financial risk management P Cerchiello, P Giudici Journal of Big Data 3 (1), 1-12, 2016	99	2016
Nonparametric convergence assessment for MCMC model selection SP Brooks, P Giudici, A Philippe Journal of Computational and Graphical Statistics 12 (1), 1-22, 2003	98	2003

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