Downturn Loss Given Default: Mixture distribution estimation. - Raffaella Calabrese (Eur. J. Oper. Res., 2014)

Estimating bank default with generalised extreme value regression models. - Raffaella Calabrese; Paolo Giudici (J. Oper. Res. Soc., 2015)

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)

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)

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)

Measuring bank contagion in Europe using binary spatial regression models. - Raffaella Calabrese; Johan A. Elkink; Paolo Giudici (J. Oper. Res. Soc., 2017)

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)

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)

Enhancing credit scoring with alternative data. - Viani Biatat Djeundje; Jonathan Crook; Raffaella Calabrese; Mona Hamid (Expert Syst. Appl., 2021)

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)

Modelling spatial dependence for Loss Given Default in peer-to-peer lending. - Raffaella Calabrese; Luca Zanin (Expert Syst. Appl., 2022)

Artificial Intelligence Based Web Platform for Home Screening in Digital Neurology. - Francesca Laganaro; Raffaella Calabrese; Annalisa Mancini; Matteo Angelucci; Antonio Pallotti (Ital-IA, 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 (MetroInd4.0&IoT, 2023)

Joint model for longitudinal and spatio-temporal survival data. - Victor Medina-Olivares; Finn Lindgren; Raffaella Calabrese; Jonathan Crook (CoRR, 2023)

Contagion effects of UK small business failures: A spatial hierarchical autoregressive model for binary data. - Raffaella Calabrese (Eur. J. Oper. Res., 2023)

Subject-to-group statistical comparison for open banking-type data. - Andrej Svetlosák; Miguel de Carvalho; Raffaella Calabrese (J. Oper. Res. Soc., 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., 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., 2023)

A new ordinal mixed-data sampling model with an application to corporate credit rating levels. - Leonie Goldmann; Jonathan Crook; Raffaella Calabrese (Eur. J. Oper. Res., 2024)

Interpretable machine learning for imbalanced credit scoring datasets. - Yujia Chen; Raffaella Calabrese; Belen Martin-Barragan (Eur. J. Oper. Res., 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., 2024)

A novel generalised extreme value gradient boosting decision tree for the class imbalanced problem in credit scoring. - Junfeng Zhang; Raffaella Calabrese; Yizhe Dong (J. Oper. Res. Soc., 2025)