Paola Cerchiello

Assistant Professor

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Biography

Paola Cerchiello is Assistant Professor of Statistics at the Department of Economics and Management of the University of Pavia. She teaches Applied Statistics and Big data Analysis in the two Master Degree (MEFI and MIBE) of the Department.

Her research activity is mainly devoted to the study of statistical models for ordinal and qualitative data in economics and finance. From an applied viewpoint, she focuses on text data analysis, operational and reputational risk, sentiment analysis and fintech evaluation. She has published more thab 30 papers in scientific international journals.

Selected publications

1.
Cerchiello, P. & Giudici, P. A Bayesian h index: how to measure research impact. Statistical Analysis and Data Mining forthcoming (2017).
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Previtali, P. & Cerchiello, P. Board effectiveness and governance innovation. A new application of a compliance system. Corporate Governance forthcoming (2017).
1.
Cerchiello, P., Giudici, P. & Nicola, G. Twitter data models of bank risk contagion. Neurocomputing forthcoming (2017).
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Cerchiello, P. & Giudici, P. Categorical network models for systemic risk measurement. Quality & Quantity 1–17 (2016). http://doi.org/10.1007/s11135-016-0354-x
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Cerchiello, P. & Giudici, P. Conditional graphical models for systemic risk estimation. Expert systems with applications 43, 165--174 (2016). http://doi.org/10.1016/j.eswa.2015.08.047
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Cerchiello, P. & Giudici, P. Big data analysis for financial risk management. Journal of Big Data (2015).
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Cerchiello, P. & Giudici, P. How to measure the quality of financial tweets. Quality & Quantity 1–19 (2015). http://doi.org/10.1007/s11135-015-0229-6
1.
Cerchiello, P. & Giudici, P. Bayesian Credit Ratings. Communication in Statistics-Theory and Methods 43, 867–878 (2014).
1.
Cerchiello, P. & Giudici, P. Fuzzy methods for variable selection in operational risk management. Journal of Operational Risk 7, 1–17 (2012).
1.
Cerchiello, P. & Giudici, P. Non parametric statistical models for on-line text classification. Advances in Data Aanlysis and Classification (2012). http://doi.org/10.1007/s11634-012-0122-2
1.
Cerchiello, P. & Giudici, P. Dirichlet compound Multinomials statistical models. Applied Mathematics 3 no. 12, 2089–2097 (2012).