Publications

Technical reports and Under Revision papers:

1. (2023) A. Bitetto, P. Cerchiello, S. Filomeni, A. Tanda, B. Tarantino: Machine Learning and Credit Risk: Empirical Evidence from SMEs. R&R. 

2. (2023) P. Cerchiello, S. Filomeni, A. Tanda, A.M. Toma: Lost in Translation, soft information, sentiment and lending decisions. R&R. 

3. (2023) D. F. Ahelegbey, A. Celani, P. Cerchiello: Measuring the Impact of the EU Health Emergency Response Authority on the Economic Sectors and on the Public Sentiment, R&R. 

4. (2023) A. Bitetto, P. Cerchiello. C. Mertzanis: Do sound financial systems improve the financing constraints of firms? Submitted. 

5. (2023) C. Bosone, Y. Kostiuk, P. Cerchiello: Not all that glitters is green: Empirical evidence on the drivers of greenwashing from Eurostoxx600. Submitted. 

Papers published in referred International Journal:

• • (2023) A. Agosto, P. Cerchiello. P. Giudici: Bayesian learning models to measure the relative impact of ESG factors on credit ratings. Forthcoming in International Journal of Data Science and Analytics.

  • (2023) A. Bitetto, P. Cerchiello. C. Mertzanis: On the efficient synthesis of short financial time series: A Dynamic Factor Model approach. Finance Research Letters, V. 53, May 2023, 103678https://doi.org/10.1016/j.frl.2023.103678.

  • (2023) P. Previtali, P. Cerchiello: Corporate governance and anti-corruption disclosure. In Corporate Governance, https://doi.org/10.1108/CG-06-2022-0275.

  • (2023) A. Celani, P. Cerchiello, P. Pagnottoni: The Topological Structure of Panel Variance Decomposition Networks. Forthcoming in Journal of Financial Stability.

  • (2023) P. Flodin, A. S. Wallin, B. Tarantino, P. Cerchiello, K. Mlada, M. Kuklova, L. Kondratova, E. Parimbelli,

  • W. Osika, A.C. Hollander, C. Dalman. Differential impact of the COVID-19 pandemic on primary care utilization related to common mental disorders in four European countries: a retrospective observational study. In Front. Psychiatry, 09 January 2023, Sec. Public Mental Health https://doi.org/,10.3389/fpsyt.2022.1045325

  • (2023) A. Bitetto, P. Cerchiello. C. Mertzanis: Measuring financial soundness around the world: a machine learning approach. In International Review of Financial Analysis, Vol. 85, 102451, https://doi.org/10.1016/j.irfa.2022.102451

  • (2022) A. Agosto, P. Cerchiello, P. Pagnottoni: Sentiment, Google Queries and Explosivity in the Cryptocurrency Market Technical Report, Forthcoming in Phisica A.

  • (2022) P. Cerchiello, G. Nicola , S. Rönnqvist, P. Sarlin: Assessing Banks' Distress Using News and Regular Financial Data, in Frontiers in Artificial Intelligence, 5,  doi:10.3389/frai.2022.871863.

  • (2022) D.F. Ahelegbey, P. Cerchiello, R. Scaramozzino: Network Based Evidence of the Financial Impact of Covid-19 Pandemic. In International Review of Financial Analysis, 81, 102101, 2022, https://doi.org/10.1016/j.irfa.2022.102101. 

  • (2021) Bitetto, A., Cerchiello, P., Mertzanis, C A data-driven approach to measuring epidemiological susceptibility risk around the world, Scientific Reports, 2021, 11(1), 24037. (2021)

  • (2021) Cerchiello, P., Toma, A.M Initial coin offerings: A statistical analysis of the main characteristics, The Routledge Handbook of FinTech, 99–107. 

  • (2021) Scaramozzino, R., Cerchiello, P., Aste, T. Information theoretic causality detection between financial and sentiment data Entropy, 2021, 23(5), 621. 

  •  (2021) Previtali, P., Cerchiello, P. Organizational Determinants of Whistleblowing. A Study of Italian Municipalities Public Organization Review. 

  • (2020) P. Cerchiello, G. Nicola, T. Aste: Exploiting information network model based for assessing financial systemic risk, In Entropy, vol. 22 (11), DOI:10.3390/e22111331.

  • (2020)  P. Previtali, P. Cerchiello: Corporate governance and the responsiveness of organisations to a change in accreditation standards, In Quality in Higher Education, https://doi.org/10.1080/13538322.2020.1833417. 

  •  (2020) P. Cerchiello, R. Scaramozzino: On the Improvement of Default Forecast Through Textual Analysis In Front. Artif. Intell., 07 April 2020 | https://doi.org/10.3389/frai.2020.00016.

  • (2020) P. Cerchiello, A.M. Toma: Initial Coin Offerings: risk or opportunity? In Front. Artif. Intell., 16 April 2020 | https://doi.org/10.3389/frai.2020.00018. 

  • (2019) P. Previtali, P. Cerchiello: Patterns Of Compliance with Soft Regulation in Italian Listed Companies. International Journal of Disclosure and Governance, vol. 16, ISSN: 1741-3591, doi: 10.1057/s41310-019-00055-z.

  • (2019) P. Cerchiello, P. Tasca, A.M. Toma: ICO success drivers: a statistical analysis. The Journal of Alternative Investments Spring 2019, 21 (4) 13-25; DOI: https://doi.org/10.3905/jai.2019.21.4.013.

  • (2018) P. Cerchiello, G. Nicola, S. Rönnqvist and P. Sarlin: Deep learning for assessing banks’ distress from news and numerical financial data.  Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 18-15

  • 2018. M. Magliacani, E. Madeo, P. Cerchiello: From ‘listener’ to ‘speaker’ museum visitors: guest book as a means of dialogue. DOI:10.1080/09647775.2018.1506709. pp.467-483. In MUSEUM MANAGEMENT AND CURATORSHIP - ISSN:0964-7775 vol. 33 (5).

  • (2018) P. Previtali, P. Cerchiello: The Prevention of Corruption as an Unavoidable Way to Ensure Healthcare System Sustainability, Sustainability 2018, 10(9), 3071; https://doi.org/10.3390/su10093071.

  • (2018) P. Cerchiello, G. Nicola: Assessing news contagion in finance. In Econometrics 2018, 6(1), 5; https://doi.org/10.3390/econometrics6010005.

  • (2017) (P. Previtali, P. Cerchiello): The determinants of whistleblowing in public administrations: an analysis conducted in Italian health organizations, universities and municipalities https://doi.org/10.1080/14719037.2017.1417468, In Public Management Review.

  • (2017) (P.Cerchiello, P. Giudici, G. Nicola):Twitter data models of bank risk contagion, in Neurocomputing https://doi.org/10.1016/j.neucom.2016.10.101, Volume 264, 15 November 2017, Pages 50-56.

  • (2016) (P. Previtali, P. Cerchiello): Board effectiveness and governance innovation. A new application of a compliance system, forthcoming in Corporate Governance.

  • (2016)(P.Cerchiello,P. Giudici): A Bayesian h index: how to measure research impact, in Statistical Analysis and Data Mining, 10.1002/sam.11326, Volume 9, Issue 6 December 2016 Pages 388–396.

  • (2016)(P.Cerchiello,P.Giudici): Categorical network models for systemic risk measurement, Quality & Quantity, 1-17, 10.1007/s11135-016-0354-x.

  • (2015) (P.Cerchiello,P.Giudici): Conditional graphical models for systemic risk estimation, in Expert Systems with applications, Volume 43, 2016, pp.165174, doi:10.1016/j.eswa.2015.08.047.

  • (2015) (P.Cerchiello, P. Giudici): How to measure the quality of financial tweets, in Quality & Quantity pp 1-19, DOI 10.1007/s11135-015-0229-6.

  • (2015) (P.Cerchiello,P.Giudici): Big data analysis for financial risk management, in Journal of Big Data, Springer.

  • (2014) (P.Cerchiello,P.Giudici): Bayesian Credit Ratings, in Communication in Statistics-Theory and Methods, Vol. 43, Issue 4, 867-878.

  • (2014) (P.Cerchiello, P. Giudici): On a statistical h index, in Scientometrics, 99 (2), 299- 312.

  • (2012)(P.Cerchiello,P. Giudici): An integrated statistical model to measure academic teaching quality, in Open Journal of Statistics, Vol. 02, N. 5, DOI. 10.4236/ojs.2012.25063.

  • (P.Cerchiello, P. Giudici): Dirichlet compound Multinomials statistical models, in Applied Mathematics, Vol.3 No.12, pp. 2089-2097, DOI: 10.4236/am.2012.312A288.

  • (2012) (P.Cerchiello, P. Giudici): Non parametric statistical models for on-line text classification, in Advances in Data Analysis and Classification. DOI 10.1007/s11634-012-0122-2.

  • (2012) (P.Cerchiello, P. Giudici): Fuzzy methods for variable selection in operational risk management, in Journal of Operational Risk, Vol. 7, No. 4, pp-1-17.

  • (2012) (P.Cerchiello, P. Giudici): On the distribution of functionals of discrete ordinal variables, in Statistics and Probability Letters, 82 (2012) 2044–2049.

  • (2012) (P.Cerchiello, P. Giudici, E. Rocca): Modelli di rating: come integrare variabili quantitative con conoscenze qualitative, in Bancaria, n.11, December 2012.

  • (2012) (P. Cerchiello): Modelli di rating per la customer satisfaction, in Statistica & Società, Anno 1, Numero 2, 47-48.

  • (2012) (P.Cerchiello, P. Giudici): Non parametric models for credit rating assessment, in Quaderni di Statisica, Vol. 14, pp. 69-72.

  • (2011) (P. Cerchiello): Statistical models to measure corporate reputation, in Journal of Applied Quantitative Methods, Volume 6, No 4, 58-71.

  • (2011) (B. Hagen, A. Zucchella, P. Cerchiello, N. De Giovanni): International strategy and performance: Clustering strategic types of SMEs, in International Business Review, Vol. 21(3), 369–382, doi:10.1016/j.ibusrev.2011.04.002.

  • (2010)(P.Cerchiello,E. Dequarti,P.Giudici,C.Magni): Scorecard models to evaluate perceived quality of academic teaching, in Statistica & Applicazioni, 2, 145-156.

  • (2010) (P. Cerchiello, P. Argentero, P. Giudici): Models for questionnaires data in injury risk management, in Advances and Applications in Statistics, Vol. 10. Issue 1, pag 77-100.

  • (2008) (P. Cerchiello, S. Ganassali, A. Zucchella et al.): How percieved image of a sponsorship event influences on the brand perceptions: an international research of the america’scup and Louis Vuitton, in International Journal of Management Cases, Issue 10.3, pag 261-282.

  • (2007) (E. Bonafede, P. Cerchiello, P. Giudici): Statistical models for Business Continuity Management, in Journal of operational risk management, vol. 2 n° 4, pag 79-96.

  • (2010) (C. Ge Rondi, P. Cerchiello): Territori lenti: essere o malessere?, in Processi di globalizzazione ed equilibri demografici, Quaderni n° 39, pag 159-169, Cacucci Editore.

  • (2008) (P. Cerchiello, S. Ganassali, A. Zucchella et al): I giovani e i problemi di acquisto: un’analisi comparativa europea, in Micro e Macro Marketing Journal, Il Mulino, pag 71-89.