Search Results - "Crosato, Lisa"

Websites’ data: a new asset for enhancing credit risk modeling by Crosato, Lisa, Domenech, Josep, Liberati, Caterina

“…Abstract Recent literature shows an increasing interest in considering alternative sources of information for predicting Small and Medium Enterprises default…”
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Predicting SME’s default: Are their websites informative? by Crosato, Lisa, Domenech, Josep, Liberati, Caterina

“…We propose the use of online indicators, scraped from the firms’ websites, to predict default risk for a sample of Spanish firms via nonlinear discriminant…”
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Correcting outliers in GARCH models: a weighted forward approach by Crosato, Lisa, Grossi, Luigi

“…In this paper we develop a weighted forward search (WFS) approach to the correction of outliers in GARCH(1,1) models relying on the foward search (FS) method…”
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Scraping innovativeness from corporate websites: Empirical evidence on Italian manufacturing SMEs by Bottai, Carlo, Crosato, Lisa, Domenech, Josep, Guerzoni, Marco, Liberati, Caterina

“…Research in innovation studies usually relies on financial statements, surveys, or patents as primary data sources, although these sources of information show…”
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Lost in a black‐box? Interpretable machine learning for assessing Italian SMEs default by Crosato, Lisa, Liberati, Caterina, Repetto, Marco

“…Academic research and the financial industry have recently shown great interest in Machine Learning algorithms capable of solving complex learning tasks,…”
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Archetypes of SME internationalization: A configurational approach by Cerrato, Daniele, Crosato, Lisa, Depperu, Donatella

“…•We present a multidimensional framework for analyzing firm internationalization.•Four archetypes of SME internationalization are identified through a cluster…”
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Safe credit to the poor: The role of anti‐usury policies by Crosato, Lisa, Dalla Pellegrina, Lucia

“…Usury regulations focus both on explicit recommendations, such as disclosure statements in lending acts or interest rate caps, and on incentives for the formal…”
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Look Who's Talking: Interpretable Machine Learning for Assessing Italian SMEs Credit Default by Crosato, Lisa, Liberati, Caterina, Repetto, Marco

“…Academic research and the financial industry have recently paid great attention to Machine Learning algorithms due to their power to solve complex learning…”
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Firm size distributions and stochastic growth models: a comparison between ICT and Mechanical Italian Companies by Ganugi, Piero, Grossi, Luigi, Crosato, Lisa

“…In this paper we analyze the relationship between the distribution of firm size and stochastic processes of growth. Three main models have been suggested by…”
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