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Raffaella Calabrese

Observed names: CALABRESE Raffaella, CALABRESE, Raffaella, Calabrese Raffaella, Calabrese, Raffaella, R. Calabrese
ORCID: 0000-0002-0078-3151
Observed ORCID: 0000-0002-0078-3151
OpenAlex ID: A5018237014
Interpretable machine learning for imbalanced credit scoring datasets
2023 · Yujia Chen, Raffaella Calabrese, et al. · European Journal of Operational Research · 181
Enhancing credit scoring with alternative data
2020 · Viani B. Djeundje, Jonathan Crook, et al. · Expert Systems with Applications · 139
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SMEs’ growth under financing constraints and banking markets integration in the euro area
2019 · Maricica Moscalu, Claudia Girardone, et al. · Journal of Small Business Management · 100
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Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model
2013 · Raffaella Calabrese, Silvia Angela Osmetti · Journal of Applied Statistics · 91
Bank loan recovery rates: Measuring and nonparametric density estimation
2009 · Raffaella Calabrese, Michele Zenga · Journal of Banking & Finance · 91
Understanding the Dynamics of UK Covid‐19 SME Financing
2021 · Raffaella Calabrese, Marc Cowling, et al. · British Journal of Management · 84
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Estimating bank default with generalised extreme value regression models
2015 · Raffaella Calabrese, Paolo Giudici · Journal of the Operational Research Society · 69
Bankruptcy prediction of small and medium enterprises using a flexible binary generalized extreme value model
2015 · Raffaella Calabrese, Giampiero Marra, et al. · Journal of the Operational Research Society · 67
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Impacts of Extreme Weather Events on Mortgage Risks and Their Evolution under Climate Change: A Case Study on Florida
2021 · Raffaella Calabrese, Timothy Dombrowski, et al. · European Journal of Operational Research · 60
Machine learning interpretability for a stress scenario generation in credit scoring based on counterfactuals
2022 · Andreas C. Bueff, Mateusz Cytryński, et al. · Expert Systems with Applications · 47
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A comparative analysis of the UK and Italian small businesses using Generalised Extreme Value models
2015 · Galina Andreeva, Raffaella Calabrese, et al. · European Journal of Operational Research · 43
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The effectiveness of TARP-CPP on the US banking industry: A new copula-based approach
2016 · Raffaella Calabrese, Marta Degl’Innocenti, et al. · European Journal of Operational Research · 42
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Estimators of Binary Spatial Autoregressive Models: a Monte Carlo Study
2014 · Raffaella Calabrese, Johan A. Elkink · Journal of Regional Science · 42
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Spatial dependence in microfinance credit default
2021 · Victor Medina-Olivares, Raffaella Calabrese, et al. · International Journal of Forecasting · 41
“Birds of a Feather” Fail Together: Exploring the Nature of Dependency in SME Defaults
2017 · Raffaella Calabrese, Galina Andreeva, et al. · Risk Analysis · 41
Downturn Loss Given Default: Mixture distribution estimation
2014 · Raffaella Calabrese · European Journal of Operational Research · 41
Has previous loan rejection scarred firms from applying for loans during Covid-19?
2021 · Marc Cowling, Weixi Liu, et al. · Small Business Economics · 40
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Financial fragmentation and SMEs’ access to finance
2020 · Raffaella Calabrese, Claudia Girardone, et al. · Small Business Economics · 39
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Predicting bank loan recovery rates with a mixed continuous‐discrete model
2012 · Raffaella Calabrese · Applied Stochastic Models in Business and Industry · 38
A new approach to measure systemic risk: A bivariate copula model for dependent censored data
2019 · Raffaella Calabrese, Silvia Angela Osmetti · European Journal of Operational Research · 37
Joint models for longitudinal and discrete survival data in credit scoring
2022 · Victor Medina-Olivares, Raffaella Calabrese, et al. · European Journal of Operational Research · 30
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Expectations of access to debt finance for SMEs in times of uncertainty
2020 · Raffaella Calabrese, Marta Degl’Innocenti, et al. · Journal of Small Business Management · 30
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Does energy efficiency of UK SMEs affect their access to finance?
2023 · Jingyuan Chen, Raffaella Calabrese, et al. · Energy Economics · 27
Spatial contagion in mortgage defaults: A spatial dynamic survival model with time and space varying coefficients
2020 · Raffaella Calabrese, Jonathan Crook · European Journal of Operational Research · 25
Measuring bank contagion in Europe using binary spatial regression models
2017 · Raffaella Calabrese, Johan A. Elkink, et al. · Journal of the Operational Research Society · 25
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Works count: 112
Citation count: 1,800
H-index: 25
I10-index: 38
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