Statistical Modelling and Risk Analysis

- Examining the Network Effects in Bank Risk: Evidence from Liquidity Creation in Mutual Banks. - Teaching Note—Data Science Training for Finance and Risk Analysis: A Pedagogical Approach with Integrating Online Platforms. - Analysing Misclassifications in Confusion Matrices. -  Management Excellence Model Use: Brazilian Electricity Distributors Case. - A Statistical Boost to Assess Water Quality. - Time Series Procedures to Improve Extreme Quantile Estimation. - Factors Associated with Powerful Hurricanes in the Atlantic. - Reliable Alternative Ways to Manage the Risk of Extreme Events. - Risk Analysis in Practice and Theory. - On Some Consequences of COVID-19 in EUR/USD Exchange Rates and Economy. - Natural Risk Assessment of Italian Municipalities for Residential Insurance. - Variable Selection in Binary Logistic Regression for Modelling Bankruptcy Risk. - Operations with Iso-structured Models with Commutative Orthogonal Block Structure: An Introductory Approach. - Long and Short–Run Dynamics in Realized Covariance Matrices: A Robust MIDAS Approach. - Taxonomy-Based Risk Analysis with a Digital Twin. - Advanced Lattice Rules for Multidimensional Sensitivity Analysis in Air Pollution Modelling. - On Pitfalls in Statistical Analysis for Risk Assessment of COVID-19.