Raffaella Calabrese

23 papers Journal 21Unranked 2
YearRankTypeTitle / Venue / Authors
2025 J jnl
A novel generalised extreme value gradient boosting decision tree for the class imbalanced problem in credit scoring.
J. Oper. Res. Soc.
Junfeng Zhang, Raffaella Calabrese, Yizhe Dong
2025 J jnl
Joint model for longitudinal and spatio-temporal survival data.
Eur. J. Oper. Res.
Victor Medina-Olivares, Finn Lindgren, Raffaella Calabrese, Jonathan Crook
2024 J jnl
A new ordinal mixed-data sampling model with an application to corporate credit rating levels.
Eur. J. Oper. Res.
Leonie Goldmann, Jonathan Crook, Raffaella Calabrese
2024 J jnl
Impacts of extreme weather events on mortgage risks and their evolution under climate change: A case study on Florida.
Eur. J. Oper. Res.
Raffaella Calabrese, Timothy Dombrowski, Antoine Mandel, R. Kelley Pace, Luca Zanin
2024 J jnl
Interpretable machine learning for imbalanced credit scoring datasets.
Eur. J. Oper. Res.
Yujia Chen, Raffaella Calabrese, Belen Martin-Barragan
2023 — conf
Artificial Intelligence Based Web Platform for Home Screening in Digital Neurology.
Ital-IA
Francesca Laganaro, Raffaella Calabrese, Annalisa Mancini, Matteo Angelucci, Antonio Pallotti
2023 J jnl
Contagion effects of UK small business failures: A spatial hierarchical autoregressive model for binary data.
Eur. J. Oper. Res.
Raffaella Calabrese
2023 — conf
Graph and Handwriting Signals-Based Machine Learning Models Development in Parkinson's Screening and Telemonitoring.
MetroInd4.0&IoT
Annalisa Mancini, Giovanni Albani, Giuseppe Marano, Raffaella Calabrese, Giuseppe Veneziano, Alessandra Paffi, Matteo Angelucci, Marianna Mazza, Antonio Pallotti
2023 J jnl
Joint model for longitudinal and spatio-temporal survival data.
CoRR
Victor Medina-Olivares, Finn Lindgren, Raffaella Calabrese, Jonathan Crook
2023 J jnl
Joint models for longitudinal and discrete survival data in credit scoring.
Eur. J. Oper. Res.
Victor Medina-Olivares, Raffaella Calabrese, Jonathan Crook, Finn Lindgren
2023 J jnl
Joint models of multivariate longitudinal outcomes and discrete survival data with INLA: An application to credit repayment behaviour.
Eur. J. Oper. Res.
Victor Medina-Olivares, Finn Lindgren, Raffaella Calabrese, Jonathan Crook
2023 J jnl
Subject-to-group statistical comparison for open banking-type data.
J. Oper. Res. Soc.
Andrej Svetlosák, Miguel de Carvalho, Raffaella Calabrese
2022 J jnl
Machine learning interpretability for a stress scenario generation in credit scoring based on counterfactuals.
Expert Syst. Appl.
Andreas C. Bueff, Mateusz Cytrynski, Raffaella Calabrese, Matthew Jones, John Roberts, Jonathon Moore, Iain Brown
2022 J jnl
Modelling spatial dependence for Loss Given Default in peer-to-peer lending.
Expert Syst. Appl.
Raffaella Calabrese, Luca Zanin
2021 J jnl
Enhancing credit scoring with alternative data.
Expert Syst. Appl.
Viani Biatat Djeundje, Jonathan Crook, Raffaella Calabrese, Mona Hamid
2020 J jnl
Spatial contagion in mortgage defaults: A spatial dynamic survival model with time and space varying coefficients.
Eur. J. Oper. Res.
Raffaella Calabrese, Jonathan Crook
2019 J jnl
A new approach to measure systemic risk: A bivariate copula model for dependent censored data.
Eur. J. Oper. Res.
Raffaella Calabrese, Silvia Angela Osmetti
2017 J jnl
Measuring bank contagion in Europe using binary spatial regression models.
J. Oper. Res. Soc.
Raffaella Calabrese, Johan A. Elkink, Paolo Giudici
2017 J jnl
The effectiveness of TARP-CPP on the US banking industry: A new copula-based approach.
Eur. J. Oper. Res.
Raffaella Calabrese, Marta Degl'Innocenti, Silvia Angela Osmetti
2016 J jnl
A comparative analysis of the UK and Italian small businesses using Generalised Extreme Value models.
Eur. J. Oper. Res.
Galina Andreeva, Raffaella Calabrese, Silvia Angela Osmetti
2016 J jnl
Bankruptcy prediction of small and medium enterprises using a flexible binary generalized extreme value model.
J. Oper. Res. Soc.
Raffaella Calabrese, Giampiero Marra, Silvia Angela Osmetti
2015 J jnl
Estimating bank default with generalised extreme value regression models.
J. Oper. Res. Soc.
Raffaella Calabrese, Paolo Giudici
2014 J jnl
Downturn Loss Given Default: Mixture distribution estimation.
Eur. J. Oper. Res.
Raffaella Calabrese