Emanuela Raffinetti

University of Pavia

Via San Felice 5

Pavia, 27100

Italy

Department of Economics and Management

Italy

SCHOLARLY PAPERS

9

DOWNLOADS

808

SSRN CITATIONS

6

CROSSREF CITATIONS

0

Scholarly Papers (9)

1.

Shapley-Lorenz Decompositions in eXplainable Artificial Intelligence

Number of pages: 15 Posted: 13 Mar 2020
Paolo Giudici and Emanuela Raffinetti
University of Pavia and University of Pavia
Downloads 192 (242,917)
Citation 2

Abstract:

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Shapley values, Lorenz Zonoids, Predictive accuracy

2.

Shapley Lorenz Values for Artificial Intelligence Risk Management

Number of pages: 20 Posted: 09 Mar 2021
Niklas Bussmann, Roman Enzmann, Paolo Giudici and Emanuela Raffinetti
affiliation not provided to SSRN, affiliation not provided to SSRN, University of Pavia and University of Pavia
Downloads 145 (308,207)

Abstract:

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Artificial Intelligence, Lorenz Zonoids, Shapley values, Risk management

3.

Measuring Fairness in Credit Scoring

Number of pages: 27 Posted: 07 Jun 2022
Ying Chen, Paolo Giudici, Kailiang Liu and Emanuela Raffinetti
National University of Singapore (NUS) - Department of Mathematics, University of Pavia, National University of Singapore (NUS) - National University of Singapore (Chongqing) Research Institute and University of Pavia
Downloads 143 (311,696)

Abstract:

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Shapley-Lorenz, Artificial Intelligence Credit Scoring, Fairness Test

4.

Explainable fintech lending

Number of pages: 22 Posted: 26 Jul 2021
Golnoosh Babaei, Paolo Giudici and Emanuela Raffinetti
University of Pavia, University of Pavia and University of Pavia
Downloads 118 (360,129)
Citation 2

Abstract:

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Credit Risk Management, Explainable AI, Financial Technologies, Random Forest models.

5.

A generalised ROC curve

Number of pages: 48 Posted: 12 Jul 2021
Emanuela Raffinetti and Paolo Giudici
University of Pavia and University of Pavia
Downloads 110 (378,461)
Citation 1

Abstract:

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Artificial Intelligence, Predictive Accuracy, Receiver Operating Characteristic curve

6.

Cyber Risk Ordering With Rank-Based Statistical Models

Number of pages: 22 Posted: 08 Jan 2021
Paolo Giudici and Emanuela Raffinetti
University of Pavia and University of Pavia
Downloads 55 (568,332)
Citation 2

Abstract:

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Cyber Attacks, Concordance Measures, Operational Risks, Ordinal Data, Rank Regression

7.

SAFE Artificial Intelligence in Finance

Number of pages: 9 Posted: 28 Feb 2023
Paolo Giudici and Emanuela Raffinetti
University of Pavia and University of Pavia
Downloads 45 (613,881)

Abstract:

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Lorenz Zonoids, Accuracy, Explainability, Fairness, Sustainability, Bitcoin price prediction

8.

A Rank Graduation Accuracy Measure

Posted: 10 Jan 2020
Arianna Agosto, Paolo Giudici and Emanuela Raffinetti
University of Pavia, University of Pavia and University of Pavia

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Predictive accuracy, Concordance measures, Credit Scoring

9.

On the Gini Coefficient Normalization When Attributes With Negative Values are Considered

Statistical Methods and Applications, 2014, DOI 10.1007/s10260-014-0293-4
Posted: 15 Dec 2014
Emanuela Raffinetti, Elena Siletti and Achille Vernizzi
University of Pavia, University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) and Department of Economics, Management and Quantitative Methods, Università degli Studi di Milano

Abstract:

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Negative income, Negative attribute, Gini coefficient, Normalization term, Pigou-Dalton transfers principle