Raffaella Calabrese

Publication Activity (10 Years)

Years Active: 2014-2024
Publications (10 Years): 20

Top Topics

Regression Model

Machine Learning

Top Venues

Eur. J. Oper. Res.

J. Oper. Res. Soc.

Expert Syst. Appl.

MetroInd4.0&IoT

Publications

Raffaella Calabrese, Timothy Dombrowski, Antoine Mandel, R. Kelley Pace, Luca Zanin
Impacts of extreme weather events on mortgage risks and their evolution under climate change: A case study on Florida. Eur. J. Oper. Res. 314 (1) (2024)
Yujia Chen, Raffaella Calabrese, Belen Martin-Barragan
Interpretable machine learning for imbalanced credit scoring datasets. Eur. J. Oper. Res. 312 (1) (2024)
Leonie Goldmann, Jonathan Crook, Raffaella Calabrese
A new ordinal mixed-data sampling model with an application to corporate credit rating levels. Eur. J. Oper. Res. 314 (3) (2024)
Annalisa Mancini, Giovanni Albani, Giuseppe Marano, Raffaella Calabrese, Giuseppe Veneziano, Alessandra Paffi, Matteo Angelucci, Marianna Mazza, Antonio Pallotti
Graph and Handwriting Signals-Based Machine Learning Models Development in Parkinson's Screening and Telemonitoring. MetroInd4.0&IoT (2023)
Francesca Laganaro, Raffaella Calabrese, Annalisa Mancini, Matteo Angelucci, Antonio Pallotti
Artificial Intelligence Based Web Platform for Home Screening in Digital Neurology. Ital-IA (2023)
Victor Medina-Olivares, Finn Lindgren, Raffaella Calabrese, Jonathan Crook
Joint model for longitudinal and spatio-temporal survival data. CoRR (2023)
Victor Medina-Olivares, Finn Lindgren, Raffaella Calabrese, Jonathan Crook
Joint models of multivariate longitudinal outcomes and discrete survival data with INLA: An application to credit repayment behaviour. Eur. J. Oper. Res. 310 (2) (2023)
Raffaella Calabrese
Contagion effects of UK small business failures: A spatial hierarchical autoregressive model for binary data. Eur. J. Oper. Res. 305 (2) (2023)
Andrej Svetlosák, Miguel de Carvalho, Raffaella Calabrese
Subject-to-group statistical comparison for open banking-type data. J. Oper. Res. Soc. 74 (3) (2023)
Victor Medina-Olivares, Raffaella Calabrese, Jonathan Crook, Finn Lindgren
Joint models for longitudinal and discrete survival data in credit scoring. Eur. J. Oper. Res. 307 (3) (2023)
Andreas C. Bueff, Mateusz Cytrynski, Raffaella Calabrese, Matthew Jones, John Roberts, Jonathon Moore, Iain Brown
Machine learning interpretability for a stress scenario generation in credit scoring based on counterfactuals. Expert Syst. Appl. 202 (2022)
Raffaella Calabrese, Luca Zanin
Modelling spatial dependence for Loss Given Default in peer-to-peer lending. Expert Syst. Appl. 192 (2022)
Viani Biatat Djeundje, Jonathan Crook, Raffaella Calabrese, Mona Hamid
Enhancing credit scoring with alternative data. Expert Syst. Appl. 163 (2021)
Raffaella Calabrese, Jonathan Crook
Spatial contagion in mortgage defaults: A spatial dynamic survival model with time and space varying coefficients. Eur. J. Oper. Res. 287 (2) (2020)
Raffaella Calabrese, Silvia Angela Osmetti
A new approach to measure systemic risk: A bivariate copula model for dependent censored data. Eur. J. Oper. Res. 279 (3) (2019)
Raffaella Calabrese, Marta Degl'Innocenti, Silvia Angela Osmetti
The effectiveness of TARP-CPP on the US banking industry: A new copula-based approach. Eur. J. Oper. Res. 256 (3) (2017)
Raffaella Calabrese, Johan A. Elkink, Paolo Giudici
Measuring bank contagion in Europe using binary spatial regression models. J. Oper. Res. Soc. 68 (12) (2017)
Galina Andreeva, Raffaella Calabrese, Silvia Angela Osmetti
A comparative analysis of the UK and Italian small businesses using Generalised Extreme Value models. Eur. J. Oper. Res. 249 (2) (2016)
Raffaella Calabrese, Giampiero Marra, Silvia Angela Osmetti
Bankruptcy prediction of small and medium enterprises using a flexible binary generalized extreme value model. J. Oper. Res. Soc. 67 (4) (2016)
Raffaella Calabrese, Paolo Giudici
Estimating bank default with generalised extreme value regression models. J. Oper. Res. Soc. 66 (11) (2015)
Raffaella Calabrese
Downturn Loss Given Default: Mixture distribution estimation. Eur. J. Oper. Res. 237 (1) (2014)