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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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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JointLIME: An interpretation method for machine learning survival models with endogenous time-varying covariates in credit scoring
Chen, Y., Calabrese, R. & Martin-Barragan, B., 20 Nov 2024, (E-pub ahead of print) In: Risk Analysis. p. 1-22 22 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
A novel generalised extreme value gradient boosting decision tree for the class imbalanced problem in credit scoring
Zhang, J., Calabrese, R. & Dong, Y., 1 Nov 2024, (E-pub ahead of print) In: Journal of the Operational Research Society. p. 1-18 18 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Climate stress testing for mortgage default probability
Zanin, L., Calabrese, R. & Thorburn, C. I., Oct 2024, In: International Review of Financial Analysis. 95, B, p. 1-16 16 p., 103497.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Sample selection bias in non-traditional lending: A copula-based approach for imbalanced data
Calabrese, R., Osmetti, S. A. & Zanin, L., Oct 2024, In: Socio-Economic Planning Sciences. 95, p. 1-15 15 p., 102045.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Differential measurement error in house price indices
Hayunga, D., Pace, R. K., Zhu, S. & Calabrese, R., 11 Sept 2024, (E-pub ahead of print) In: Journal of Real Estate Finance and Economics. p. 1-44 44 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile
Activities
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examiner for ESRC proposal
Calabrese, R. (Examiner)
15 Nov 2024Activity: Examination types › External Examiner or Assessor
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EUI, European University Institute
Calabrese, R. (Chair)
1 Sept 2024 → 15 Jan 2025Activity: Visiting an external institution types › Visiting an external academic institution
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Digital Footprints 2024
Rasanga, F. (Presenter), Harrison, T. (Presenter) & Calabrese, R. (Presenter)
9 May 2024Activity: Participating in or organising an event types › Participation in conference
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Reviewer for ESRC
Calabrese, R. (Examiner)
1 Jan 2024 → 31 Dec 2024Activity: Examination types › Examination
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reviewer for Innovate UK
Calabrese, R. (Examiner)
1 Sept 2023 → 31 Dec 2024Activity: Examination types › Examination
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Corporate credit risk early warning signals based on state-of-the-art artificial intelligence techniques in a Merton framework.
Calabrese, R. (Principal Investigator) & Rzayev, K. (Co-investigator)
1/01/24 → 28/02/26
Project: Research
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Understanding how access to finance reduces investment and productivity growth in smaller firms
Calabrese, R. (Principal Investigator)
4/10/22 → 3/10/25
Project: Research
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Parliamentary inquiry on SME Finance SME0015
Calabrese, R. (Principal Investigator)
Project: Research Collaboration with external organisation
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Interpretable and Transparent AI in the Financial Sector
Martin-Barragan, B. (Principal Investigator), Ansell, J. (Co-investigator) & Calabrese, R. (Co-investigator)
Monetary Authority of Singapore
1/07/21 → 31/12/22
Project: Research
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Interpretable and Transparent AI in the Financial Sector
Martin-Barragan, B. (Principal Investigator), Ansell, J. (Co-investigator) & Calabrese, R. (Co-investigator)
1/07/21 → 31/12/22
Project: Research