Fabio Sigrist

613 total citations · 1 hit paper
20 papers, 345 citations indexed

About

Fabio Sigrist is a scholar working on Economics and Econometrics, Finance and Artificial Intelligence. According to data from OpenAlex, Fabio Sigrist has authored 20 papers receiving a total of 345 indexed citations (citations by other indexed papers that have themselves been cited), including 8 papers in Economics and Econometrics, 6 papers in Finance and 4 papers in Artificial Intelligence. Recurrent topics in Fabio Sigrist's work include Financial Markets and Investment Strategies (4 papers), Spatial and Panel Data Analysis (4 papers) and Soil Geostatistics and Mapping (4 papers). Fabio Sigrist is often cited by papers focused on Financial Markets and Investment Strategies (4 papers), Spatial and Panel Data Analysis (4 papers) and Soil Geostatistics and Mapping (4 papers). Fabio Sigrist collaborates with scholars based in Switzerland, France and Senegal. Fabio Sigrist's co-authors include Francesco Audrino, Reinhard Furrer, Werner A. Stahel, Hans R. Künsch, Lorenz Walthert, Thierry Brévault, Sylvain Piry, Marie‐Pierre Chapuis, Julien Papaïx and Émile Faye and has published in prestigious journals such as SHILAP Revista de lepidopterología, Journal of the American Statistical Association and IEEE Transactions on Pattern Analysis and Machine Intelligence.

In The Last Decade

Fabio Sigrist

18 papers receiving 330 citations

Hit Papers

align trajectories sort by overperformance

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

The impact of sentiment and attention measures on stock market volatility

2019 199 citations Francesco Audrino, Fabio Sigrist et al. International Journal of Forecasting profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Fabio Sigrist Switzerland	8	194	150	112	52	37	20	345
Andreas Joseph United Kingdom	10	139 0.7×	91 0.6×	83 0.7×	47 0.9×	27 0.7×	18	278
Yingying Xu China	15	512 2.6×	190 1.3×	61 0.5×	42 0.8×	23 0.6×	68	652
Hsiang‐Hsi Liu Taiwan	12	199 1.0×	121 0.8×	75 0.7×	67 1.3×	24 0.6×	35	424
Xiaofeng Hui China	10	229 1.2×	136 0.9×	39 0.3×	56 1.1×	23 0.6×	62	364
Carlos Martins‐Filho United States	13	265 1.4×	92 0.6×	144 1.3×	44 0.8×	25 0.7×	35	465
Greg Tkacz Canada	11	299 1.5×	188 1.3×	148 1.3×	26 0.5×	40 1.1×	25	490
Gary van Vuuren South Africa	10	185 1.0×	229 1.5×	91 0.8×	109 2.1×	17 0.5×	91	405
Yong Bao United States	12	336 1.7×	285 1.9×	63 0.6×	16 0.3×	23 0.6×	50	608
Wendun Wang Netherlands	10	220 1.1×	64 0.4×	125 1.1×	12 0.2×	23 0.6×	24	428
Francesco Audrino Switzerland	8	198 1.0×	224 1.5×	116 1.0×	34 0.7×	25 0.7×	13	330

Countries citing papers authored by Fabio Sigrist

Since Specialization

Citations

This map shows the geographic impact of Fabio Sigrist's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Fabio Sigrist with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Fabio Sigrist more than expected).

Fields of papers citing papers by Fabio Sigrist

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Fabio Sigrist. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Fabio Sigrist. The network helps show where Fabio Sigrist may publish in the future.

Co-authorship network of co-authors of Fabio Sigrist

This figure shows the co-authorship network connecting the top 25 collaborators of Fabio Sigrist. A scholar is included among the top collaborators of Fabio Sigrist based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Fabio Sigrist. Fabio Sigrist is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Piry, Sylvain, Marie‐Pierre Chapuis, Émile Faye, et al.. (2024). Hierarchizing multi-scale environmental effects on agricultural pest population dynamics: a case study on the annual onset of Bactrocera dorsalis population growth in Senegalese orchards. SHILAP Revista de lepidopterología. 4. 1 indexed citations

Sigrist, Fabio, et al.. (2024). Iterative Methods for Vecchia-Laplace Approximations for Latent Gaussian Process Models. Journal of the American Statistical Association. 120(550). 1267–1280.

Sigrist, Fabio. (2022). Latent Gaussian Model Boosting. IEEE Transactions on Pattern Analysis and Machine Intelligence. 45(2). 1894–1905. 17 indexed citations

Sigrist, Fabio, et al.. (2022). Joint variable selection of both fixed and random effects for Gaussian process-based spatially varying coefficient models. International Journal of Geographical Information Systems. 36(12). 2525–2548. 2 indexed citations

Audrino, Francesco, et al.. (2022). When does attention matter? The effect of investor attention on stock market volatility around news releases. International Review of Financial Analysis. 82. 102185–102185. 26 indexed citations

Sigrist, Fabio, et al.. (2022). Examining the vintage effect in hedonic pricing using spatially varying coefficients models: a case study of single-family houses in the Canton of Zurich. Zeitschrift für schweizerische Statistik und Volkswirtschaft/Schweizerische Zeitschrift für Volkswirtschaft und Statistik/Swiss journal of economics and statistics. 158(1). 4 indexed citations

Sigrist, Fabio, et al.. (2022). Machine learning for corporate default risk: Multi-period prediction, frailty correlation, loan portfolios, and tail probabilities. European Journal of Operational Research. 305(3). 1390–1406. 25 indexed citations

Sigrist, Fabio, et al.. (2021). Maximum likelihood estimation of spatially varying coefficient models for large data with an application to real estate price prediction. Zurich Open Repository and Archive (University of Zurich). 32 indexed citations

Sigrist, Fabio, et al.. (2021). Machine Learning for Corporate Default Risk: Multi-Period Prediction, Frailty Correlation, Loan Portfolios, and Tail Probabilities. SSRN Electronic Journal. 2 indexed citations

10.

Audrino, Francesco, et al.. (2019). The impact of sentiment and attention measures on stock market volatility. International Journal of Forecasting. 36(2). 334–357. 199 indexed citations breakdown →

11.

Walthert, Lorenz & Fabio Sigrist. (2019). Deep Learning for Real Estate Price Prediction. SSRN Electronic Journal. 3 indexed citations

12.

Audrino, Francesco, et al.. (2019). When Does Attention Matter? The Effect of Investor Attention on Stock Market Volatility Around News Releases. SSRN Electronic Journal. 1 indexed citations

13.

Audrino, Francesco, et al.. (2018). The Impact of Sentiment and Attention Measures on Stock Market Volatility. SSRN Electronic Journal. 7 indexed citations

14.

Sigrist, Fabio, et al.. (2017). Gradient Tree Boosted Tobit Models for Default Prediction. arXiv (Cornell University). 2 indexed citations

15.

Sigrist, Fabio, Hans R. Künsch, & Werner A. Stahel. (2015). spate: AnRPackage for Spatio-Temporal Modeling with a Stochastic Advection-Diffusion Process. Journal of Statistical Software. 63(14). 9 indexed citations

16.

Sigrist, Fabio & Werner A. Stahel. (2014). SPDE based modeling of large space-time data sets. arXiv (Cornell University). 1 indexed citations

17.

Sigrist, Fabio, Hans R. Künsch, & Werner A. Stahel. (2012). An SPDE Based Spatio-temporal Model for Large Data Sets with an Application to Postprocessing Precipitation Forecasts. arXiv (Cornell University).

18.

Sigrist, Fabio & Werner A. Stahel. (2011). A Dynamic Spatio-temporal Precipitation Model. arXiv (Cornell University). 3 indexed citations

19.

Sigrist, Fabio, Hans R. Künsch, & Werner A. Stahel. (2011). An autoregressive spatio-temporal precipitation model. Procedia Environmental Sciences. 3. 2–7. 9 indexed citations

20.

Sigrist, Fabio & Werner A. Stahel. (2010). Censored Gamma Regression Models for Limited Dependent Variables with an Application to Loss Given Default. arXiv (Cornell University). 25(12). 3050–4. 2 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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