Paolo Giudici

Marco Riani

Int. J. Data Sci. Anal., August, 2025

Bayesian learning models to measure the relative impact of ESG factors on credit ratings.

[BibT_eX]

[DOI]

Arianna Agosto

Int. J. Data Sci. Anal., August, 2025

Building crypto portfolios with agentic AI.

[BibT_eX]

[DOI]

Antonino Castelli

Alessandro Piergallini

CoRR, July, 2025

From Kinetic Theory to AI: a Rediscovery of High-Dimensional Divergences and Their Properties.

[BibT_eX]

[DOI]

CoRR, July, 2025

An assessment framework for explainable AI with applications to cybersecurity.

[BibT_eX]

[DOI]

Artif. Intell. Rev., May, 2025

RGA: a unified measure of predictive accuracy.

[BibT_eX]

[DOI]

Adv. Data Anal. Classif., March, 2025

Group Shapley with Robust Significance Testing and Its Application to Bond Recovery Rate Prediction.

[BibT_eX]

[DOI]

Jingyi Wang

Ying Chen

CoRR, January, 2025

How robust are ensemble machine learning explanations?

[BibT_eX]

[DOI]

Neurocomputing, 2025

Sustainable artificial intelligence in finance: impact of ESG factors.

[BibT_eX]

[DOI]

Lunshuai Wu

Frontiers Artif. Intell., 2025

Explainable machine learning to predict the cost of capital.

[BibT_eX]

[DOI]

Frontiers Artif. Intell., 2025

A Rank Graduation Box for SAFE AI.

[BibT_eX]

[DOI]

Golnoosh Babaei

Expert Syst. Appl., 2025

Machine Learning Models to Predict Google Stock Prices.

[BibT_eX]

[DOI]

Cosmina Elena Bucura

Algorithms, 2025

2024

How fair is machine learning in credit lending?

[BibT_eX]

[DOI]

Golnoosh Babaei

Qual. Reliab. Eng. Int., October, 2024

Explainable machine learning for phishing feature detection.

[BibT_eX]

[DOI]

Qual. Reliab. Eng. Int., February, 2024

Artificial Intelligence risk measurement.

[BibT_eX]

[DOI]

Mattia Centurelli

Stefano Turchetta

Expert Syst. Appl., January, 2024

Statistical learning models to measure the impact of COVID-19 on financial fragility.

[BibT_eX]

[DOI]

Arianna Agosto

Alessandra Tanda

Frontiers Artif. Intell., 2024

Measuring fairness in credit ratings.

[BibT_eX]

[DOI]

Expert Syst. Appl., 2024

A Collaborative, Human-Centred Taxonomy of AI, Algorithmic, and Automation Harms.

[BibT_eX]

[DOI]

Harshvardhan J. Pandit

CoRR, 2024

Measuring multidimensional inequality: a new proposal based on the Fourier transform.

[BibT_eX]

[DOI]

Giuseppe Toscani

CoRR, 2024

Model agnostic calibration of image classifiers.

[BibT_eX]

[DOI]

Giulia Vilone

Proceedings of the Joint Proceedings of the xAI 2024 Late-breaking Work, 2024

Shapley values and fairness.

[BibT_eX]

[DOI]

Parvati Neelakantan

Proceedings of the Joint Proceedings of the xAI 2024 Late-breaking Work, 2024

2023

The impact of the SARS-CoV-2 pandemic on financial markets: a seismologic approach.

[BibT_eX]

[DOI]

Ann. Oper. Res., November, 2023

Lorenz Zonoids for Trustworthy AI.

[BibT_eX]

[DOI]

Proceedings of the Explainable Artificial Intelligence, 2023

Explainable Machine Learning for Bag of Words-Based Phishing Detection.

[BibT_eX]

[DOI]

Proceedings of the Explainable Artificial Intelligence, 2023

2022

Explainable AI methods in cyber risk management.

[BibT_eX]

[DOI]

Qual. Reliab. Eng. Int., 2022

Network models to improve robot advisory portfolios.

[BibT_eX]

[DOI]

Gloria Polinesi

Alessandro Spelta

Ann. Oper. Res., 2022

The PERISCOPE Data Atlas: A Demonstration of Release v1.2.

[BibT_eX]

[DOI]

Proceedings of the Artificial Intelligence in Medicine, 2022

2021

SHAP and LIME: An Evaluation of Discriminative Power in Credit Risk.

[BibT_eX]

[DOI]

Alex Gramegna

Frontiers Artif. Intell., 2021

Shapley-Lorenz eXplainable Artificial Intelligence.

[BibT_eX]

[DOI]

Expert Syst. Appl., 2021

Crypto price discovery through correlation networks.

[BibT_eX]

[DOI]

Gloria Polinesi

Ann. Oper. Res., 2021

2020

A hidden Markov model to detect regime changes in cryptoasset markets.

[BibT_eX]

[DOI]

Iman Abu Hashish

Qual. Reliab. Eng. Int., 2020

Network Models to Enhance Automated Cryptocurrency Portfolio Management.

[BibT_eX]

[DOI]

Paolo Pagnottoni

Gloria Polinesi

Frontiers Artif. Intell., 2020

Explainable AI in Fintech Risk Management.

[BibT_eX]

[DOI]

Frontiers Artif. Intell., 2020

Lorenz Model Selection.

[BibT_eX]

[DOI]

J. Classif., 2020

2019

Network Based Scoring Models to Improve Credit Risk Management in Peer to Peer Lending Platforms.

[BibT_eX]

[DOI]

Branka Hadji Misheva

Alessandro Spelta

Frontiers Artif. Intell., 2019

Editorial: AI and Financial Technology.

[BibT_eX]

[DOI]

Frontiers Artif. Intell., 2019

Factorial Network Models to Improve P2P Credit Risk Management.

[BibT_eX]

[DOI]

Daniel Felix Ahelegbey

Branka Hadji Misheva

Frontiers Artif. Intell., 2019

Spatial Regression Models to Improve P2P Credit Risk Management.

[BibT_eX]

[DOI]

Arianna Agosto

Tom Leach

Frontiers Artif. Intell., 2019

2018

Fintech Risk Management: A Research Challenge for Artificial Intelligence in Finance.

[BibT_eX]

[DOI]

Frontiers Artif. Intell., 2018

Riskrank to Predict Systemic Banking Crises With Common Exposures.

[BibT_eX]

[DOI]

Proceedings of the 51st Hawaii International Conference on System Sciences, 2018

Network-Based Models to Improve Credit Scoring Accuracy.

[BibT_eX]

[DOI]

Branka Hadji Misheva

Valentino Pediroda

Proceedings of the 5th IEEE International Conference on Data Science and Advanced Analytics, 2018

2017

CLADAG 2015 special issue: Selected papers on classification and data analysis.

[BibT_eX]

[DOI]

Francesca Greselin

Thomas Brendan Murphy

Carla Rampichini

Stat. Anal. Data Min., 2017

Measuring bank contagion in Europe using binary spatial regression models.

[BibT_eX]

[DOI]

Raffaella Calabrese

Johan A. Elkink

J. Oper. Res. Soc., 2017

Twitter data models for bank risk contagion.

[BibT_eX]

[DOI]

Giancarlo Nicola

Neurocomputing, 2017

2016

A Bayesian h-index: How to measure research impact.

[BibT_eX]

[DOI]

Stat. Anal. Data Min., 2016

Big data analysis for financial risk management.

[BibT_eX]

[DOI]

J. Big Data, 2016

Conditional graphical models for systemic risk estimation.

[BibT_eX]

[DOI]

Expert Syst. Appl., 2016

2015

Estimating bank default with generalised extreme value regression models.

[BibT_eX]

[DOI]

Raffaella Calabrese

J. Oper. Res. Soc., 2015

2014

On a statistical h index.

[BibT_eX]

[DOI]

Scientometrics, 2014

2012

Non parametric statistical models for on-line text classification.

[BibT_eX]

[DOI]

Adv. Data Anal. Classif., 2012

2011

Statistical merging of rating models.

[BibT_eX]

[DOI]

Silvia Figini

J. Oper. Res. Soc., 2011

2010

Data Mining Model Comparison.

[BibT_eX]

[DOI]

Proceedings of the Data Mining and Knowledge Discovery Handbook, 2nd ed., 2010

2009

Evaluation of Data Mining Methods.

[BibT_eX]

[DOI]

Proceedings of the Encyclopedia of Data Warehousing and Mining, Second Edition (4 Volumes), 2009

Statistical models for e-learning data.

[BibT_eX]

[DOI]

Silvia Figini

Stat. Methods Appl., 2009

2008

A Bayesian approach to estimate the marginal loss distributions in operational risk management.

[BibT_eX]

[DOI]

Luciana Dalla Valle

Comput. Stat. Data Anal., 2008

2007

Merging data streams in operational risk management.

[BibT_eX]

[DOI]

Monde des Util. Anal. Données, 2007

2006

Nonparametric Approaches for e-Learning Data.

[BibT_eX]

[DOI]

Paolo Baldini

Silvia Figini

Proceedings of the Advances in Data Mining, 2006

2005

Data Mining Model Comparison.

[BibT_eX]

Proceedings of the Data Mining and Knowledge Discovery Handbook., 2005

2003

Improving Markov Chain Monte Carlo Model Search for Data Mining.

[BibT_eX]

[DOI]

Robert Castelo

Mach. Learn., 2003

2002

Sequence Rules for Web Clickstream Analysis.

[BibT_eX]

[DOI]

Erika Blanc

Proceedings of the Advances in Data Mining, 2002

2001

Statistical Models for Data Mining.

[BibT_eX]

[DOI]

David Heckerman

Joe Whittaker

Data Min. Knowl. Discov., 2001

Association Models for Web Mining.

[BibT_eX]

[DOI]