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
Facebook group: DATA SCIENCE
Master's degree in Statistics from the University of Minnesota (1990), Master's degree in Economics from Bocconi University (1989), PhD in Statistics from the University of Trento (1993). Post-doc researcher at the University of Bristol (1997-1998) and at Cambridge University (1999-2000).
Selected list of publications
(2017) Paolo Giudici, Peter Sarlin, Alessandro Spelta. The interconnected nature of financial systems: direct and common exposures. Accepted in Journal of Banking and Finance.
(2017) Paolo Giudici, Laura Parisi. Sovereign risk in the Euro area: a multivariate stochastic process approach. Accepted in Quantitative Finance.
(2017) Raffaella Calabrese, Johan Elkink, Paolo Giudici. Measuring bank contagion using binary spatial regression models. Journal of the Operational Research Society, 1-9.
(2016) Paola Cerchiello, Paolo Giudici. Conditional graphical models for systemic risk estimation. Expert systems with applications. Vol. 43, pp. 165-174
(2016) Paolo Giudici, Alessandro Spelta. Graphical network models for international financial flows. Journal of Business and Economic Statistics, 34 (1), pp. 126-138.
(2015) Raffaella Calabrese, Paolo Giudici. Estimating bank default with generalised extreme value regression models. Journal of the Operational Research society (2015) , pp. 1-10.
(2014) Paola Cerchiello, Paolo Giudici. On a statistical H-index. Scientometrics, 99 pp. 299-312.
(2011) (Silvia Figini, Paolo Giudici). Statistical merging of rating models, Journal of the operational research society, vol- 62, pp. 1067-1074.
(2011) (Viviana Calzati, Paolo Giudici, Eleonora Lorenzini) Territorial brands for tourism development: a statistical analysis on the Marche Region in Italy. Annals of Tourism research vol. 38, n.2, 540-560
(2008) (Luciana Dalla Valle, Paolo Giudici). A Bayesian approach to estimate the Marginal loss distributions in operational Risk management. Computational Statistics and data analysis, 52, 3107-3127
(2003) (Paolo Giudici) Applied data mining: statistical methods for business and industry. Wiley, London. Chinese translation, 2005. Second edition (with Silvia Figini), 2009. Italian editions: Mc Graw Hill 2001, 2005.
(2003) (Steve Brooks, Paolo Giudici, Anne Philippe). Non parametric convergence assessment for MCMC model selection. Journal of computational and graphical statistics, vol. 12, n.1, pp.1-22
(2003) (Steve Brooks, Paolo Giudici, Gareth Roberts). Efficient construction of reversible jump MCMC proposal distributions (with discussion). Journal of The Royal Statistical Society, series B, vol. 1 (65), pp 3-55.
(2002) (Paolo Giudici, Gianluca Passerone) Data Mining of association structures to model consumer behaviour. Computational Statistics and data analysis, vol. 38, n.4, pp 533-541
(2001) (Robert Castelo, Paolo Giudici) Association models for web mining. Data mining and Knowledge discovery, vol. 5, n.3, pp. 183-196
(2001) (Paolo Giudici, Elena Stanghellini) Bayesian Inference for graphical factor analysis models. Psychometrika, vol. 66, n.4, pp. 577-592
(2000) Paolo Giudici, Tobias Ryden, Pierre Vandekerkhove, 32). Likelihood-ratio tests for hidden Markov models. Biometrics, vol. 56, pp. 742-747
(2000) (Steve Brooks, Paolo Giudici) MCMC Convergence Assessment via Two-way ANOVA. Journal of computational and graphical statistics, vol. 9, pp. 266-273
(2000) (Paolo Giudici, Leo Knorr-Held, Gunter Rasser) Modelling categorical covariates in Bayesian disease mapping. Statistics in medicine, vol. 19, pp. 2579-2593.
(1999) (Paolo Giudici, Peter Green). Decomposable graphical gaussian model determination. Biometrika, vol. 86, n.4, pp 785-801. (1995) (Paolo Giudici) Bayes factors for zero partial covariances. Journal of Statistical Planning and Inference, vol. 46, n.3, pp. 161-174
Direction of funded research projects:
Direction of scientific conferences:
Classification and Data analysis: Cagliari (2015), Pavia (2011); Operational Risk Management, Pavia (2007); Statistical models for data mining: Ghislieri college, 2000, Borromeo college, 2001, 2003. Advanced research schools in data mining: Rome (2000); Lugano (2001).European Science Foundation workshops: Structural learning in graphical models,Tirano (1998), Inference and Prediction in financial risk management, Tirano (1999).
Invited lectures and talks:
University of Washington, Seattle (1997); Isaac Newton Institute, Cambridge (1998); Siemens AG, Munich (1999); Trinity College, Dublin (2000); Max-Planck Institute for Physics, Munich (2001); Royal Statistical Society, London (2002); SAMSI Institute, Duke University (2003); University of Leuven (2003); University Rey Carlos III of Madrid (2003); ETH Politechnic of Zurich (2004); SAS Institute, Las Vegas (2005,2006); Barclays Bank, London (2006); Imperial College of London (2007); Swedish Statistical Society (2007); Science and Letters Accademy, Milan (2007); Credit research centre, Edinburgh (2008, 2013); Tunisian Statistical Society (2010); Academia Sinica, Taipei (2011); University of California at Berkeley (2012); EU Joint Research Centre, Ispra (2012); European Central Bank, Frankfurt (2014); Italian Parliament (2014, 2015); Canadian Statistical Society (2015); Deutsche Bundesbank, Frankfurt (2015); Big data value Association, Den Haag (2016); Bank of International Settlements, Basel (2016); Bank of Italy (2016); Frankfurt School of Finance and Management (2017).