Paolo Giudici: Difference between revisions

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'''Paolo Giudici''' is a [https://en.wikipedia.org/wiki/Data_science data scientist] and professor of [https://en.wikipedia.org/wiki/Statistics statistics] at the [https://en.wikipedia.org/wiki/University_of_Pavia University of Pavia]. His research focuses on [https://en.wikipedia.org/wiki/Statistical_learning statistical learning] methods to obtain data driven [https://en.wikipedia.org/wiki/Predictions predictions] and [https://en.wikipedia.org/wiki/Risk risk] measures in [https://en.wikipedia.org/wiki/Economics economics], [https://en.wikipedia.org/wiki/Finance finance] and [https://en.wikipedia.org/wiki/Fintech fintech] innovations.
'''Paolo Giudici''' is a [https://en.wikipedia.org/wiki/Data_science data scientist] and professor of [https://en.wikipedia.org/wiki/Statistics statistics] at the [https://en.wikipedia.org/wiki/University_of_Pavia University of Pavia]. His research focuses on  on [https://en.wikipedia.org/wiki/Machine_learning machine learning] methods to obtain data driven [https://en.wikipedia.org/wiki/Predictions predictions] and [https://en.wikipedia.org/wiki/Risk risk] measures in [https://en.wikipedia.org/wiki/Economics economics], [https://en.wikipedia.org/wiki/Finance finance] and [https://en.wikipedia.org/wiki/Fintech fintech] innovations.


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Paolo Giudici, born in [https://en.wikipedia.org/wiki/Valtellina Valtellina], earned a master's degree in economics from [https://en.wikipedia.org/wiki/Bocconi_University Bocconi University] in 1989, a master's degree in statistics from the [https://en.wikipedia.org/wiki/University_of_Minnesota University of Minnesota] in 1990 and a doctorate in statistics from the [https://en.wikipedia.org/wiki/University_of_Trento University of Trento] in 1994. He became assistant professor of statistics at the [https://en.wikipedia.org/wiki/University_of_Pavia University of Pavia] in 1994.
Paolo Giudici, born in [https://en.wikipedia.org/wiki/Valtellina Valtellina], earned a master's degree in economics from [https://en.wikipedia.org/wiki/Bocconi_University Bocconi University] in 1989, a master's degree in statistics from the [https://en.wikipedia.org/wiki/University_of_Minnesota University of Minnesota] in 1990 and a doctorate in statistics from the [https://en.wikipedia.org/wiki/University_of_Trento University of Trento] in 1994. He became assistant professor of statistics at the [https://en.wikipedia.org/wiki/University_of_Pavia University of Pavia] in 1994.


After visiting periods at the [https://en.wikipedia.org/wiki/University_of_Bristol University of Bristol], at the [https://en.wikipedia.org/wiki/University_of_Cambridge University of Cambridge] and at the [https://en.wikipedia.org/wiki/Fields_Institute Fields Institute], funded by the [https://en.wikipedia.org/wiki/European_Science_Foundation European Science Foundation], in 2007 he became full professor of statistics. He has been lecturer of [https://en.wikipedia.org/wiki/Statistics statistics], [https://en.wikipedia.org/wiki/Data_science data science], [https://en.wikipedia.org/wiki/Financial_risk_management financial risk management ] and [https://en.wikipedia.org/wiki/Machine_learning machine learning] classes and has supervised 18 PhD students and 13 post doc researchers within the statistical laboratory of the department of economics and management of the [https://en.wikipedia.org/wiki/University_of_Pavia University of Pavia]. He is editorial board member of the [https://en.wikipedia.org/wiki/Scientific_journal scientific journals], Statistics (Taylor and Francis) and Artificial Intelligence in Finance (Frontiers).
After visiting periods at the [https://en.wikipedia.org/wiki/University_of_Bristol University of Bristol], at the [https://en.wikipedia.org/wiki/University_of_Cambridge University of Cambridge] and at the [https://en.wikipedia.org/wiki/Fields_Institute Fields Institute], funded by the [https://en.wikipedia.org/wiki/European_Science_Foundation European Science Foundation], in 2007 he became full professor of statistics. He has been lecturer of [https://en.wikipedia.org/wiki/Statistics statistics], [https://en.wikipedia.org/wiki/Data_science data science], [https://en.wikipedia.org/wiki/Financial_risk_management financial risk management ] and [https://en.wikipedia.org/wiki/Machine_learning machine learning] classes and has supervised 25 PhD students and post doc researchers within the statistical laboratory of the department of economics and management of the [https://en.wikipedia.org/wiki/University_of_Pavia University of Pavia]. He is editorial board member of the [https://en.wikipedia.org/wiki/Scientific_journal scientific journals], Statistics (Taylor and Francis) and Artificial Intelligence in Finance (Frontiers).


== Research interests ==
== Research interests ==
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== Notable pubblications ==
== Notable pubblications ==
=== Research stream 1: Structural learning in high dimensional models ===
=== Research stream 1: Statistical learning in high dimensional models ===
* Giudici P., Green P.J. [https://doi.org/10.1093/biomet/86.4.785 Decomposable graphical Gaussian model determination]. (1999) ''Biometrika'', 86 (4), pp. 785 - 801. DOI: 10.1093/biomet/86.4.785
* Giudici P., Green P.J. [https://doi.org/10.1093/biomet/86.4.785 Decomposable graphical Gaussian model determination]. (1999) ''Biometrika'', 86 (4), pp. 785 - 801. DOI: 10.1093/biomet/86.4.785
* Giudici P., Castelo R. [https://doi.org/10.1023/A:1020202028934 Improving Markov Chain Monte Carlo model search for data mining]. (2003). ''Machine Learning'', 50 (1-2), pp. 127 - 158, DOI: 10.1023/A:1020202028934


* Brooks S.P., Giudici P., Roberts G.O. [https://doi.org/10.1111/1467-9868.03711 Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions]. (2003). ''Journal of the Royal Statistical Society. Series B: Statistical Methodology'', 65 (1), pp. 3 - 39. DOI: 10.1111/1467-9868.03711
* Brooks S.P., Giudici P., Roberts G.O. [https://doi.org/10.1111/1467-9868.03711 Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions]. (2003). ''Journal of the Royal Statistical Society. Series B: Statistical Methodology'', 65 (1), pp. 3 - 39. DOI: 10.1111/1467-9868.03711


* Brooks S.P., Giudici P. [https://doi.org/10.1080/10618600.2000.10474880 Markov Chain Monte Carlo Convergence Assessment via Two-Way Analysis of Variance]. (2000). ''Journal of Computational and Graphical Statistics'', 9 (2), pp. 266 - 285. DOI: 10.1080/10618600.2000.10474880
* Giudici, Paolo. [https://esp01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fbooks.google.it%2Fbooks%3Fhl%3Den%26lr%3D%26id%3DGqBfP4FGPWsC%26oi%3Dfnd%26pg%3DPR5%26dq%3DApplied%2Bdata%2Bmining%2B%3A%2Bstatistical%2Bmethods%2Bfor%2Bbusiness%2Band%2Bindustry%26ots%3DNmK-FM20EP%26sig%3D0HTup1GRE65UlsSjtffW9B1hMpc%23v%3Donepage%26q%3DApplied%2520data%2520mining%2520%253A%2520statistical%2520methods%2520for%2520business%2520and%2520industry%26f%3Dfalse&data=05%7C02%7C%7Cd49e964e62d048749f3708de049c378a%7C84df9e7fe9f640afb435aaaaaaaaaaaa%7C1%7C0%7C638953266156979173%7CUnknown%7CTWFpbGZsb3d8eyJFbXB0eU1hcGkiOnRydWUsIlYiOiIwLjAuMDAwMCIsIlAiOiJXaW4zMiIsIkFOIjoiTWFpbCIsIldUIjoyfQ%3D%3D%7C0%7C%7C%7C&sdata=KW7kWftKXXAqlg4L8u%2Bzmce9qQM%2FyphsERjQIja5Hng%3D&reserved=0 Applied data mining : statistical methods for business and industry]. (2003). New York: J. Wiley. ISBN 978-0470846780.


=== Research stream 2: Statistical learning in business and industry ===
=== Research stream 2: Explainable machine learning in economics and finance ===


* Giudici, Paolo. [https://books.google.it/books?hl=en&lr=&id=GqBfP4FGPWsC&oi=fnd&pg=PR5&dq=Applied+data+mining+:+statistical+methods+for+business+and+industry&ots=NmK-FM20EP&sig=0HTup1GRE65UlsSjtffW9B1hMpc#v=onepage&q=Applied%20data%20mining%20%3A%20statistical%20methods%20for%20business%20and%20industry&f=false Applied data mining : statistical methods for business and industry]. (2003). ''New York: J. Wiley''. ISBN 978-0470846780.
* Cornalba C., Giudici P. [https://www.sciencedirect.com/science/article/abs/pii/S0378437104002341?via%3Dihub Statistical models for operational risk management]. (2004). Physica A: Statistical Mechanics and its Applications, 338 (1-2 SPEC. ISS.), pp. 166 - 172, DOI: 10.1016/j.physa.2004.02.039


* Cornalba C., Giudici P. [https://doi.org/10.1016/j.physa.2004.02.039 Statistical models for operational risk management]. (2004). ''Physica A: Statistical Mechanics and its Applications'', 338 (1-2 SPEC. ISS.), pp. 166 - 172, DOI: 10.1016/j.physa.2004.02.039
* Giudici P., Spelta A. [https://www.tandfonline.com/doi/full/10.1080/07350015.2015.1017643 Graphical Network Models for International Financial Flows]. (2016). Journal of Business and Economic Statistics, 34 (1), pp. 128 - 138. DOI: 10.1080/07350015.2015.1017643


* Giudici P., Passerone G. [https://doi.org/10.1016/S0167-9473(01)00077-9 Data mining of association structures to model consumer behaviour]. (2002). ''Computational Statistics and Data Analysis'', 38 (4), pp. 533 - 541, DOI: 10.1016/S0167-9473(01)00077-9
* Giudici P., Abu-Hashish I. [https://www.sciencedirect.com/science/article/abs/pii/S1544612318301284?via%3Dihub What determines bitcoin exchange prices? A network VAR approach]. (2019). Finance Research Letters, 28, pp. 309 - 318. DOI: 10.1016/j.frl.2018.05.013
 
=== Research stream 3: Explainable machine learning in economics and finance ===
 
* Giudici P., Spelta A. [https://doi.org/10.1080/07350015.2015.1017643 Graphical Network Models for International Financial Flows]. (2016). ''Journal of Business and Economic Statistics'', 34 (1), pp. 128 - 138. DOI: 10.1080/07350015.2015.1017643
 
* Giudici P., Abu-Hashish I. [https://doi.org/10.1016/j.frl.2018.05.013 What determines bitcoin exchange prices? A network VAR approach]. (2019). ''Finance Research Letters'', 28, pp. 309 - 318. DOI: 10.1016/j.frl.2018.05.013


* Bussmann N., Giudici P., Marinelli D., Papenbrock J. [https://link.springer.com/article/10.1007/s10614-020-10042-0 Explainable Machine Learning in Credit Risk Management] (2021) ''Computational Economics'', 57 (1), pp. 203 - 216
* Bussmann N., Giudici P., Marinelli D., Papenbrock J. [https://link.springer.com/article/10.1007/s10614-020-10042-0 Explainable Machine Learning in Credit Risk Management]. (2021) Computational Economics, 57 (1), pp. 203 - 216


* Giudici P., Spelta A. [https://www.tandfonline.com/doi/full/10.1080/07350015.2015.1017643 Graphical Network Models for International Financial Flows]. (2016). Journal of Business and Economic Statistics, 34 (1), pp. 128 - 138. DOI: 10.1080/07350015.2015.1017643
=== Research stream 3: SAFE artificial intelligence ===


* Giudici P., Abu-Hashish I. [https://www.sciencedirect.com/science/article/abs/pii/S1544612318301284?via%3Dihub What determines bitcoin exchange prices? A network VAR approach]. (2019). Finance Research Letters, 28, pp. 309 - 318. DOI: 10.1016/j.frl.2018.05.013
* Giudici P., Raffinetti, E. [https://www.sciencedirect.com/science/article/abs/pii/S0957417420308575?via%3Dihub Shapley Lorenz explainable artificial intelligence]. (2021) Expert systems with applications, 167, 114104. https://doi.org/10.1016/j.eswa.2020.114104


* Bussmann N., Giudici P., Marinelli D., Papenbrock J. [https://link.springer.com/article/10.1007/s10614-020-10042-0 Explainable Machine Learning in Credit Risk Management] (2021) Computational Economics, 57 (1), pp. 203 - 216
*Giudici, P., Raffinetti, E. SAFE artificial intelligence in finance (2023), Finance research letters, 56, 104088. https://doi.org/10.1016/j.frl.2023.104088


* Giudici P., Raffinetti, E. [https://www.sciencedirect.com/science/article/abs/pii/S0957417420308575?via%3Dihub Shapley Lorenz explainable artificial intelligence] (2021) Expert systems with applications, 167, 114104. https://doi.org/10.1016/j.eswa.2020.114104.
* Babaei, G., Giudici, P., Raffinetti. E. (2025) A rank graduation box for SAFE AI. Expert Systems with applications, 59, 125239. https://doi.org/10.1016/j.eswa.2024.125239


== Awards and honours ==
== Awards and honours ==
* 2024: Included in Top 2% World Scientists in mathematics and statistics by [https://topscinet.com/scientist_profile/Giudici,%20Paolo%20S./1995/?stype=single_year Stanford University and Elsevier]
* 2017: Parliamentary hearing on the impact of financial technologies<ref>[https://www.camera.it/leg17/1132?shadow_primapagina=7378 XVII Legislatura -  XVII Legislatura - Comunicazione - Archivio di Prima Pagina - Audizione su tecnologia finanziaria]</ref>
* 2017: Parliamentary hearing on the impact of financial technologies<ref>[https://www.camera.it/leg17/1132?shadow_primapagina=7378 XVII Legislatura -  XVII Legislatura - Comunicazione - Archivio di Prima Pagina - Audizione su tecnologia finanziaria]</ref>
* 2016: Best risk management paper from the [https://en.wikipedia.org/wiki/Global_Association_of_Risk_Professionals Global Association of Risk Professionals]<ref>[https://www.efmaefm.org/0EFMAMEETINGS/EFMA%20ANNUAL%20MEETINGS/2016-Switzerland/conference%20awards.php EFMA 2016 Conference Awards]</ref>
* 2016: Best risk management paper from the [https://en.wikipedia.org/wiki/Global_Association_of_Risk_Professionals Global Association of Risk Professionals]<ref>[https://www.efmaefm.org/0EFMAMEETINGS/EFMA%20ANNUAL%20MEETINGS/2016-Switzerland/conference%20awards.php EFMA 2016 Conference Awards]</ref>

Latest revision as of 08:00, 7 October 2025

Paolo Giudici is a data scientist and professor of statistics at the University of Pavia. His research focuses on on machine learning methods to obtain data driven predictions and risk measures in economics, finance and fintech innovations.

Paolo Giudici
Born
March 23, 1965 Sondrio, Italy
Nationality
Italian
Education
Bocconi University, Italy, M.Sci. Economics, 1989
University of Minnesota, USA, M.Sci. Statistics, 1990
University of Trento, Italy, Phd Statistics, 1994
Fields
Statistics; Machine learning; Finance
Institutions
University of Pavia (1994-Present)
Notes
Top Italian Scientist in Mathematics [1]

Education and career

Paolo Giudici, born in Valtellina, earned a master's degree in economics from Bocconi University in 1989, a master's degree in statistics from the University of Minnesota in 1990 and a doctorate in statistics from the University of Trento in 1994. He became assistant professor of statistics at the University of Pavia in 1994.

After visiting periods at the University of Bristol, at the University of Cambridge and at the Fields Institute, funded by the European Science Foundation, in 2007 he became full professor of statistics. He has been lecturer of statistics, data science, financial risk management and machine learning classes and has supervised 25 PhD students and post doc researchers within the statistical laboratory of the department of economics and management of the University of Pavia. He is editorial board member of the scientific journals, Statistics (Taylor and Francis) and Artificial Intelligence in Finance (Frontiers).

Research interests

The research activity of Paolo Giudici has developed at the interplay between the academia and the financial industry. He is an elected member of the International Statistical Institute[2] and an executive member of the Italian statistical society[3]. He has been research and training expert for the Bank for International Settlements[4], the European Commission[5], the European University Institute[6], the European Insurance and Occupational Pensions Authority[7], the Centre for European Policy Studies[8], the Bank of Italy[9], the Associazione Bancaria Italiana[10], the Italian National Institute of Statistics[11], the Ministry of Economic Development (Italy)[12]. He has served as an independent board member of Credito Valtellinese from 2010 to 2018[13].

He has been coordinator and principal investigator of several industrial projects and of 12 competitive scientific projects, among which the European Horizon 2020 projects FIN-TECH (2018-2021)[14], PERISCOPE (2020-2023)[15] and the CARIPLO Foundation cultural heritage project "ANTICA PIEVE DI MAZZO” (2006-2010)[16]. He has also coordinated the Pavia unit of the European VI framework project MUSING[17]. He is a research fellow at the University College of London Blockchain centre[18].

Notable pubblications

Research stream 1: Statistical learning in high dimensional models

Research stream 2: Explainable machine learning in economics and finance

Research stream 3: SAFE artificial intelligence

Awards and honours

References

  1. ↑ Top Italian Scientist in Mathematics
  2. ↑ ISI Membership Elections 2022: Third round results
  3. ↑ Società Italiana di Statistica
  4. ↑ Press release: BIS Innovation Hub and Bank of Italy announce shortlist and judges for the G20 green and sustainable finance challenge
  5. ↑ Model: UNIPV-BayesINGARCHX - Zoltar
  6. ↑ FBF will host a workshop on Artificial intelligence and Machine Learning in finance - Florence School of Banking and Finance
  7. ↑ EIOPA establishes Consultative Expert Group on Digital Ethics in Insurance
  8. ↑ Monitoring Covid-19 contagion growth in Europe – CEPS
  9. ↑ Bank of Italy - FinTech Milano Hub: Call for Proposals 2021 - list of selected projects
  10. ↑ Relatori 2021 - Supervision, Risks & Profitability
  11. ↑ I gruppi sociali nel Rapporto Istat 2017
  12. ↑ Intelligenza artificiale e blockchain: Prof. Paolo Giudici UniPV selezionato tra gli esperti dal Ministero dello Sviluppo Economico
  13. ↑ assemblea dei soci del credito valtellinese assemblea dei soci del
  14. ↑ A FINancial supervision and TECHnology compliance training programme - CORDIS - European Commission
  15. ↑ Pan-European Response to the ImpactS of COVID-19 and future Pandemics and Epidemics - CORDIS - European Commission
  16. ↑ Progetto “Circuito Antica Pieve di Mazzo”. Se ne discute domenica alla Campionaria di Milano - TELLUS folio - stampa
  17. ↑ MUlti-Industry, Semantic-based Next Generation Business INtelliGence - CORDIS - European Commission
  18. ↑ Associates | UCL Blockchain
  19. ↑ XVII Legislatura - XVII Legislatura - Comunicazione - Archivio di Prima Pagina - Audizione su tecnologia finanziaria
  20. ↑ EFMA 2016 Conference Awards
  21. ↑ Organi Sociali - www.aifirm.it
  22. ↑ Statistical Models for Data Mining
  23. ↑ Data mining of association structures to model consumer behaviour
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