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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Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Joint models of multivariate longitudinal outcomes and discrete survival data with INLA: An application to credit repayment behaviour
Medina Olivares, V., Lindgren, F., Calabrese, R. & Crook, J., 14 Mar 2023, (E-pub ahead of print) In: European Journal of Operational Research. 38 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Contagion effects for UK small business failures: A spatial hierarchical autoregressive model for binary data
Calabrese, R., 1 Mar 2023, In: European Journal of Operational Research. 305, 2, p. 989-997Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Joint models for longitudinal and discrete survival data in credit scoring
Medina Olivares, V., Calabrese, R., Crook, J. & Lindgren, F., 16 Jun 2023, In: European Journal of Operational Research. 307, 3, p. 1457-1473 17 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
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
Activities
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Economics of Financial Technology Conference
Raffaella Calabrese (Organiser), Gbenga Ibikunle (Organiser), Tiejun Ma (Organiser), Taylor Spears (Organiser) & Tong Wang (Organiser)
21 Jun 2023 → 23 Jun 2023Activity: Participating in or organising an event types › Participation in conference
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Impacts of extreme weather events on mortgage risks and their evolution under climate change: a case study of Florida
Raffaella Calabrese (Invited speaker)
26 Oct 2022Activity: Academic talk or presentation types › Invited talk
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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 PhD dissertation
Raffaella Calabrese (Examiner)
1 Jan 2021 → 28 Feb 2021Activity: Examination types › External Examiner or Assessor
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External examiner for a grant application to EPFL Interdisciplinary Seed Fund in Switzerland
Raffaella Calabrese (Examiner)
13 Feb 2020 → 21 Feb 2020Activity: Examination types › External Examiner or Assessor
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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
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
1/09/20 → 30/09/24
Project: Research
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Parliamentary inquiry on SME Finance SME0015
Project: Research Collaboration with external organisation
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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