Raffaella Calabrese

According to our database, Raffaella Calabrese authored at least 20 papers between 2014 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Impacts of extreme weather events on mortgage risks and their evolution under climate change: A case study on Florida.

Raffaella Calabrese, Timothy Dombrowski, Antoine Mandel, R. Kelley Pace, Luca Zanin

Eur. J. Oper. Res., April, 2024

Interpretable machine learning for imbalanced credit scoring datasets.

Yujia Chen, Raffaella Calabrese, Belen Martin-Barragan

Eur. J. Oper. Res., January, 2024

2023

Joint models of multivariate longitudinal outcomes and discrete survival data with INLA: An application to credit repayment behaviour.

Victor Medina-Olivares, Finn Lindgren, Raffaella Calabrese, Jonathan Crook

Eur. J. Oper. Res., October, 2023

Joint models for longitudinal and discrete survival data in credit scoring.

Victor Medina-Olivares, Raffaella Calabrese, Jonathan Crook, Finn Lindgren

Eur. J. Oper. Res., June, 2023

Subject-to-group statistical comparison for open banking-type data.

Andrej Svetlosák, Miguel de Carvalho, Raffaella Calabrese

J. Oper. Res. Soc., March, 2023

Contagion effects of UK small business failures: A spatial hierarchical autoregressive model for binary data.

Raffaella Calabrese

Eur. J. Oper. Res., 2023

Joint model for longitudinal and spatio-temporal survival data.

Victor Medina-Olivares, Finn Lindgren, Raffaella Calabrese, Jonathan Crook

CoRR, 2023

Graph and Handwriting Signals-Based Machine Learning Models Development in Parkinson's Screening and Telemonitoring.

Annalisa Mancini, Giovanni Albani, Giuseppe Marano, Raffaella Calabrese, Giuseppe Veneziano, Alessandra Paffi, Matteo Angelucci, Marianna Mazza, Antonio Pallotti

Proceedings of the 2023 IEEE International Workshop on Metrology for Industry 4.0 & IoT, 2023

Artificial Intelligence Based Web Platform for Home Screening in Digital Neurology.

Francesca Laganaro, Raffaella Calabrese, Annalisa Mancini, Matteo Angelucci, Antonio Pallotti

Proceedings of the Italia Intelligenza Artificiale, 2023

2022

Modelling spatial dependence for Loss Given Default in peer-to-peer lending.

Raffaella Calabrese, Luca Zanin

Expert Syst. Appl., 2022

Machine learning interpretability for a stress scenario generation in credit scoring based on counterfactuals.

Andreas C. Bueff, Mateusz Cytrynski, Raffaella Calabrese, Matthew Jones, John Roberts, Jonathon Moore, Iain Brown

Expert Syst. Appl., 2022

2021

Enhancing credit scoring with alternative data.

Viani Biatat Djeundje, Jonathan Crook, Raffaella Calabrese, Mona Hamid

Expert Syst. Appl., 2021

2020

Spatial contagion in mortgage defaults: A spatial dynamic survival model with time and space varying coefficients.

Raffaella Calabrese, Jonathan Crook

Eur. J. Oper. Res., 2020

2019

A new approach to measure systemic risk: A bivariate copula model for dependent censored data.

Raffaella Calabrese, Silvia Angela Osmetti

Eur. J. Oper. Res., 2019

2017

Measuring bank contagion in Europe using binary spatial regression models.

Raffaella Calabrese, Johan A. Elkink, Paolo Giudici

J. Oper. Res. Soc., 2017

The effectiveness of TARP-CPP on the US banking industry: A new copula-based approach.

Raffaella Calabrese, Marta Degl'Innocenti, Silvia Angela Osmetti

Eur. J. Oper. Res., 2017

2016

Bankruptcy prediction of small and medium enterprises using a flexible binary generalized extreme value model.

Raffaella Calabrese, Giampiero Marra, Silvia Angela Osmetti

J. Oper. Res. Soc., 2016

A comparative analysis of the UK and Italian small businesses using Generalised Extreme Value models.

Galina Andreeva, Raffaella Calabrese, Silvia Angela Osmetti

Eur. J. Oper. Res., 2016

2015

Estimating bank default with generalised extreme value regression models.

Raffaella Calabrese, Paolo Giudici

J. Oper. Res. Soc., 2015

2014

Downturn Loss Given Default: Mixture distribution estimation.

Raffaella Calabrese

Eur. J. Oper. Res., 2014