Paolo Stefano Giudici
Professor of Statistics
Department of Economics and Management
University of Pavia
Department of Economics and Management, University of Pavia, Via San Felice 7, 27100 Pavia, Italy
Google scholar page to see papers: https://scholar.google.it/citations?user=ogeVB1kAAAAJ&hl=en
RePEc page to download papers: https://ideas.repec.org/f/pgi259.html
Born in Sondrio (Italy, 1965). Master of Science in Economics, Bocconi University of Milan (1989); Master of Science in Statistics, University of Minnesota (1990); Ph.D. in Statistics, University of Trento (1993). Post-doc research periods at the University of Bristol (1996-1997), at the University of Cambridge (1998) and at the Fields Institute, Toronto (1999).
Full Professor of Statistics at the Department of Economics and Management of the University of Pavia (since 2007; previously Associate Professor, 2000-2006 and Assistant Professor, 1993-1999). Currently lecturer of Statistics (undergraduate level), Financial Risk Management (Masterís level), Big data analysis (PhD level).† Supervisor of 145 Master of Science students in Economics and of 10 Phd students in Statistics and Economics. Most of them currently work in financial companies, consulting/IT companies or in the academia.
Board director of Credito Valtellinese banking group and, within the board, member of the risk committee† (since 2010). Honorary member and President of the scientific committee of the Italian Financial risk management association (since 2013). Member of the group of advisory experts on big data for the Deutsche Bundesbank and for the Italian Statistical Institute (ISTAT).
Author of 63 papers in internationally refereed statistical journals, three research books and about 120 further articles in books and conference proceedings, with 2637 total citations and an h-index of 24. While all publications can be found in Google Scholar or in RePEc, a selection of ten representative ones follows.
(2016) (Paolo Giudici, Laura Parisi). Corisk: measuring systemic risk through default probability contagion. Awarded as the best GARP risk management paper at the European Financial Management Conference, Basel.
(2016) (Paolo Giudici, Alessandro Spelta). Graphical network models for international financial flows. Journal of Economics and Business statistics, 34, 1, 128-138.