Paolo Pagnottoni
Università degli Studi di Pavia
H-index: 11
Europe-Italy
Top articles of Paolo Pagnottoni
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
The topological structure of panel variance decomposition networks | Journal of Financial Stability | Alessandro Celani Paola Cerchiello Paolo Pagnottoni | 2024/2/2 |
Bayesian variable selection for matrix autoregressive models | Statistics and Computing | Alessandro Celani Paolo Pagnottoni Galin Jones | 2024/4 |
Explainable Machine Learning for Lending Default Classification | Paolo Pagnottoni THANH THUY Do | 2023 | |
The motifs of risk transmission in multivariate time series: Application to commodity prices | Socio-Economic Planning Sciences | Paolo Pagnottoni Alessandro Spelta | 2023/6/1 |
Explainable AI for Peer-to-Peer Credit Risk Management | Paolo Pagnottoni THANH THUY Do Babaei Golnoosh | 2023 | |
Superhighways and roads of multivariate time series shock transmission: application to cryptocurrency, carbon emission and energy prices | Physica A: Statistical Mechanics and its Applications | Paolo Pagnottoni | 2023/4/1 |
Explainable Machine Learning for Credit Risk Management When Features are Dependent | Measurement: Interdisciplinary Research and Perspectives | Thanh Thuy Do Golnoosh Babaei Paolo Pagnottoni | 2023/10/16 |
Assessing harmfulness and vulnerability in global bipartite networks of terrorist-target relationships | Social Networks | Alessandro Spelta Nicolo Pecora Paolo Pagnottoni | 2023/1/1 |
Network self-exciting point processes to measure health impacts of COVID-19 | Journal of the Royal Statistical Society Series A: Statistics in Society | Paolo Giudici Paolo Pagnottoni Alessandro Spelta | 2023/1/27 |
Statistically validated coeherence and intensity in temporal networks of information flows | Statistical Methods & Applications | Paolo Pagnottoni Alessandro Spelta | 2023/9/28 |
The multidimensional relationships between sentiment, returns and volatility | Returns and Volatility (January 25, 2023) | Alessandro Celani Paolo Pagnottoni | 2023/1/25 |
Matrix autoregressive models: Generalization and bayesian estimation | Studies in Nonlinear Dynamics & Econometrics | Alessandro Celani Paolo Pagnottoni | 2023/7/4 |
Hedging global currency risk with factorial machine learning models | Paolo Pagnottoni Alessandro Spelta | 2023 | |
Financial networks of cryptocurrency prices in time-frequency domains | Quality & Quantity | Paolo Pagnottoni Angelo Famà Jong-Min Kim | 2023/6/21 |
Climate change and financial stability: Natural disaster impacts on global stock markets | Physica A: Statistical Mechanics and Its Applications | Paolo Pagnottoni Alessandro Spelta Andrea Flori Fabio Pammolli | 2022/8/1 |
Chaos based portfolio selection: A nonlinear dynamics approach | Expert Systems with Applications | Alessandro Spelta Nicolò Pecora Paolo Pagnottoni | 2022/2/1 |
Multidimensional Time Series Analysis via Bayesian Matrix Auto Regression | Alessandro Celani Paolo Pagnottoni | 2022 | |
Matrix Autoregressive Models for Financial Risk Management | Paolo Pagnottoni Alessandro Celani | 2022 | |
Sentiment, Google queries and explosivity in the cryptocurrency market | Physica A: Statistical Mechanics and its Applications | Arianna Agosto Paola Cerchiello Paolo Pagnottoni | 2022/11/1 |
Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers | Finance Research Letters | Paolo Giudici Thomas Leach Paolo Pagnottoni | 2022/1/1 |
Co-Authors
