Fabio Sigrist

613 citations
20 papers · 345 indexed · 1 hit paper · h-index 8
Topics
Financial Markets and Investment Strategies (4 papers)Spatial and Panel Data Analysis (4 papers)Soil Geostatistics and Mapping (4 papers)
Partner nations
SwitzerlandSenegalFrance

In The Last Decade

Fabio Sigrist

18 papers receiving 330 citations

Hit Papers

The impact of sentiment and attention measures on stock m...2019202620212023201950100150

Peers

Fabio Sigrist
Comparison fields: 5 of 70
  • Economics and Econometrics 194
  • Finance 150
  • Management Science and Operations Research 112
  • Accounting 52
  • Artificial Intelligence 37
Replace Francesco Audrino with:
Francesco Audrino Switzerland
Paolo Pagnottoni Italy
Gary van Vuuren South Africa
Suk Joon Byun South Korea
Guillaume Coqueret France
Hsiang‐Hsi Liu Taiwan
Moawia Alghalith Trinidad and Tobago
Vincenzo Pacelli Italy
Arief Rachman Hakim Indonesia
Fabio Sigrist relative to Francesco Audrino Switzerland Francesco Audrino's profile →
Citations per field
00.5×1.5×
Francesco Audrino · 1×
Citations per year

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

20 of 20 papers shown
#WorkIndexed citations
1 0
2 1
3 17
4 26
5 4
6 2
7 25
8 32
9 2
10
The impact of sentiment and attention measures on stock market volatilitybreakdown →
199
11 3
12 1
13 7
14
Gradient Tree Boosted Tobit Models for Default Prediction
2
15 9
16
SPDE based modeling of large space-time data sets
1
17
An SPDE Based Spatio-temporal Model for Large Data Sets with an Application to Postprocessing Precipitation Forecasts
0
18
A Dynamic Spatio-temporal Precipitation Model
3
19 9
20 2

About Fabio Sigrist

Fabio Sigrist is a scholar working on Finance, Statistics and Probability and Accounting, having authored 20 papers that have together received 345 indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (4 papers), Spatial and Panel Data Analysis (4 papers) and Soil Geostatistics and Mapping (4 papers). The work is most often cited by research in Finance (150 citations), Management Science and Operations Research (112 citations) and Economics and Econometrics (194 citations). Fabio Sigrist has collaborated with scholars based in Switzerland, Senegal and France. Frequent co-authors include Francesco Audrino, Reinhard Furrer, Werner A. Stahel, Hans R. Künsch, Lorenz Walthert, Marie‐Pierre Chapuis, Sylvain Piry, Thierry Brévault, Julien Papaïx and Émile Faye. Their work appears in journals such as SHILAP Revista de lepidopterología, Journal of the American Statistical Association and IEEE Transactions on Pattern Analysis and Machine Intelligence.

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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