The growth of Artificial Intelligence applications requires the development of risk management models that can balance opportunities with risks. This paper contributes to the development of Artificial Intelligence risk management models by means of a thorough bibliometric analysis. The analysis...

We propose a two-layered tree network model that decomposes financial contagion into a global component, composed of inter-country contagion effects, and a local component, made up of inter-institutional contagion channels. The model is effectively applied to a database containing time series of...

We proposes a two-layered tree network model that decomposes financial contagion into a global component, composed of inter-country contagion effects, and a local component, made up of inter-institutional contagion channels. The model is effectively applied to a database containing time series...

This paper investigates how to improve statistical-based credit scoring of SMEs involved in P2P lending. The methodology discussed in the paper is a factor network-based segmentation for credit score modeling. The approach first constructs a network of SMEs where links emerge from comovement of...

Peer-to-Peer (P2P) fintech platforms allow cost reduction and service improvement in credit lending. However, these improvements may come at the price of a worse credit risk measurement, and this can hamper lenders and endanger the stability of a financial system. We approach the problem of...

Though gender equality has been at the centre of debate over the last decades, a number of benefits concerning the impact of female directors on corporate performance are still overlooked. Particularly, the link that seems to exist between female directors and sustainable finance has received...

According to different typologies of activity and priority, risks can assume diverse meanings and it can be assessed in different ways. In general risk is measured in terms of a probability combination of an event (frequency) and its consequence (impact). To estimate the frequency and the impact...

Building predictive models for genomic mining requires feature selection, as an essential preliminary step to reduce the large number of variable available. Feature selection is a process to select a subset of features which is the most essential for the intended tasks such as classification,...

We consider the problem of estimating the lifetime value of customers, when a large number of features are present in the data. In order to measure lifetime value we use survival analysis models to estimate customer tenure. In such a context, a number of classical modelling challenges arise. We...

We propose a statistical measure, based on correlation networks, to evaluate the systemic risk that could arise from the resolution of a failing or likely-to-fail financial institution, under three alternative scenarios: liquidation, private recapitalization, or bail-in. The measure enhances the...