Research output per year
Research output per year
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Dive into the research topics where Raffaella Calabrese is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Machine learning interpretability for a stress scenario generation in credit scoring based on counterfactuals
Bueff, A. C., Cytrynski, M., Calabrese, R., Jones, M., Roberts, J., Moore, J. & Brown, I., 15 Sep 2022, In: Expert Systems with Applications. 202, 117271.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Effects of imbalanced datasets on interpretable machine learning
Chen, Y., Calabrese, R. & Martin-Barragan, B., 2022, (Accepted/In press).Research output: Contribution to conference › Abstract › peer-review
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Has previous loan rejection scarred firms from applying for loans during Covid-19?
Cowling, M., Liu, W. & Calabrese, R., 18 Dec 2021, (E-pub ahead of print) In: Small Business Economics. 24 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Understanding the dynamics of UK Covid-19 SME financing
Calabrese, R., Cowling, M. & Liu, W., 14 Dec 2021, (E-pub ahead of print) In: British Journal of Management.Research output: Contribution to journal › Article › peer-review
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Subject-to-group statistical comparison for open banking-type data
Svetlosak, A., de Carvalho, M. & Calabrese, R., 23 Aug 2021, (E-pub ahead of print) In: Journal of the Operational Research Society.Research output: Contribution to journal › Article › peer-review
Open AccessFile
Activities
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External examiner for PhD dissertation
Raffaella Calabrese (Examiner)
1 Jan 2021 → 28 Feb 2021Activity: Examination types › External Examiner or Assessor
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The Impacts of Climate Change on Credit Risk Models
Raffaella Calabrese (Keynote speaker)
11 Dec 2021Activity: Academic talk or presentation types › Invited talk
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External examiner for Yahze Li at the Imperial College London
Raffaella Calabrese (Examiner)
24 Apr 2020Activity: Examination types › External Examiner or Assessor
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Spatial contagion in mortgage defaults: a spatial dynamic survival model with time and space varying coefficients
Raffaella Calabrese (Invited speaker)
18 Feb 2020Activity: Academic talk or presentation types › Invited talk
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“Birds of a feather” fail together: Exploring the nature of dependency in SME defaults"
Raffaella Calabrese (Invited speaker)
7 Jul 2020 → 13 Aug 2020Activity: Academic talk or presentation types › Invited talk
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Interpretable and Transparent AI in the Financial Sector
Martin-Barragan, B., Ansell, J. & Calabrese, R.
1/07/21 → 31/12/22
Project: Research
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Improving stock price prediction using supply chain and director networks
UK industry, commerce and public corporations
14/09/20 → 31/08/24
Project: Research
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Improving stock price prediction using supply chain and director networks
14/09/20 → 31/08/24
Project: Research
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Improving stock price prediction using supply chain and director networks
1/09/20 → 30/09/24
Project: Research
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Parliamentary inquiry on SME Finance SME0015
Project: Research Collaboration with external organisation