Sergio Bianchi

578 total citations
38 papers, 354 citations indexed

About

Sergio Bianchi is a scholar working on Economics and Econometrics, Finance and Management Science and Operations Research. According to data from OpenAlex, Sergio Bianchi has authored 38 papers receiving a total of 354 indexed citations (citations by other indexed papers that have themselves been cited), including 31 papers in Economics and Econometrics, 28 papers in Finance and 11 papers in Management Science and Operations Research. Recurrent topics in Sergio Bianchi's work include Complex Systems and Time Series Analysis (30 papers), Financial Risk and Volatility Modeling (27 papers) and Market Dynamics and Volatility (10 papers). Sergio Bianchi is often cited by papers focused on Complex Systems and Time Series Analysis (30 papers), Financial Risk and Volatility Modeling (27 papers) and Market Dynamics and Volatility (10 papers). Sergio Bianchi collaborates with scholars based in Italy, United States and Bulgaria. Sergio Bianchi's co-authors include Micaela Grossi, Monica Isabella Cutrignelli, Serena Calabrò, Raffaella Tudisco, Zoltán Varga, Qiushi Li, Domenico Vitulano, Vittoria Bruni and Barbara Vantaggi and has published in prestigious journals such as British Journal Of Nutrition, Chaos Solitons & Fractals and Applied Mathematics and Computation.

In The Last Decade

Sergio Bianchi

34 papers receiving 335 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Sergio Bianchi Italy 11 285 231 55 32 17 38 354
Bence Tóth France 10 253 0.9× 202 0.9× 47 0.9× 38 1.2× 7 0.4× 19 320
Wei Shao China 10 347 1.2× 87 0.4× 28 0.5× 67 2.1× 7 0.4× 26 413
Luciano Campi France 12 185 0.6× 287 1.2× 60 1.1× 10 0.3× 20 1.2× 31 358
Yoshio Miyahara Japan 9 137 0.5× 283 1.2× 69 1.3× 15 0.5× 56 3.3× 23 335
Louis Bachelier 2 148 0.5× 145 0.6× 37 0.7× 20 0.6× 7 0.4× 3 218
Jeannette H. C. Woerner Germany 10 106 0.4× 298 1.3× 43 0.8× 5 0.2× 17 1.0× 23 326
Faustino Prieto Spain 11 89 0.3× 84 0.4× 83 1.5× 19 0.6× 11 0.6× 25 274
Mathieu Rosenbaum France 10 216 0.8× 428 1.9× 27 0.5× 9 0.3× 44 2.6× 22 462

Countries citing papers authored by Sergio Bianchi

Since Specialization
Citations

This map shows the geographic impact of Sergio Bianchi'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 Sergio Bianchi with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Sergio Bianchi more than expected).

Fields of papers citing papers by Sergio Bianchi

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Sergio Bianchi. 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 Sergio Bianchi. The network helps show where Sergio Bianchi may publish in the future.

Co-authorship network of co-authors of Sergio Bianchi

This figure shows the co-authorship network connecting the top 25 collaborators of Sergio Bianchi. A scholar is included among the top collaborators of Sergio Bianchi 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 Sergio Bianchi. Sergio Bianchi 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
1.
Bianchi, Sergio, et al.. (2018). Liquidity, Efficiency and the 2007-2008 Global Financial Crisis. Annals of economics and finance. 19(2). 375–404. 1 indexed citations
2.
Bianchi, Sergio, et al.. (2017). Fractal stock markets: International evidence of dynamical (in)efficiency. Chaos An Interdisciplinary Journal of Nonlinear Science. 27(7). 71102–71102. 10 indexed citations
3.
Bianchi, Sergio, et al.. (2012). Sustainability of a pay-as-you-go pension system by dynamic immigration control. Applied Mathematics and Computation. 219(5). 2442–2452. 8 indexed citations
4.
Bianchi, Sergio, et al.. (2011). Modeling Stock Prices by Multifractional Brownian Motion: An Improved Estimation of the Pointwise Regularity. SSRN Electronic Journal. 2 indexed citations
5.
Bianchi, Sergio, et al.. (2011). Stock Returns Declustering Under Time Dependent Hölder Exponent. SSRN Electronic Journal. 1 indexed citations
6.
Bianchi, Sergio. (2011). Pathwise Identification of the Memory Function of the Multifractional Brownian Motion with Application to Finance. SSRN Electronic Journal. 3 indexed citations
7.
Bianchi, Sergio, et al.. (2011). Modeling Stock Price Movements: Multifractality or Multifractionality?. SSRN Electronic Journal. 1 indexed citations
8.
Bianchi, Sergio. (2011). A Cautionary Note on the Detection of Multifractal Scaling in Finance and Economics. SSRN Electronic Journal. 1 indexed citations
9.
Bianchi, Sergio, et al.. (2011). Scaling Laws in Stock Markets: An Analysis of Prices and Volumes. SSRN Electronic Journal.
10.
Bianchi, Sergio, et al.. (2011). Modeling and Simulation of Currency Exchange Rates Using MPRE. SSRN Electronic Journal.
11.
Calabrò, Serena, et al.. (2011). Management of struvite uroliths in dogs. British Journal Of Nutrition. 106(S1). S191–S193. 17 indexed citations
12.
Bianchi, Sergio, et al.. (2011). Pointwise Regularity Exponents and Well-Behaved Residuals in Stock Markets. International Journal of Trade Economics and Finance. 52–60. 1 indexed citations
13.
Bianchi, Sergio, et al.. (2010). Pointwise Regularity Exponents and Market Cross-Correlations. SSRN Electronic Journal. 10 indexed citations
14.
Bianchi, Sergio, et al.. (2008). Multifractional Properties of Stock Indices Decomposed by Filtering Their Pointwise Holder Regularity. SSRN Electronic Journal. 2 indexed citations
15.
Bianchi, Sergio, et al.. (2008). Global Asset Return in Pension Funds: A Dynamical Risk Analysis. SSRN Electronic Journal. 3(2). 1–16. 1 indexed citations
16.
Bianchi, Sergio, et al.. (2007). Modelling stock price movements: multifractality or multifractionality?. Quantitative Finance. 7(3). 301–319. 24 indexed citations
17.
Bianchi, Sergio, et al.. (2006). Multiscaling in the Distribution of the Exchange Rates. SSRN Electronic Journal. 469–475.
18.
Bianchi, Sergio, et al.. (2006). Demographic dynamics for the pay-as-you-go pension system. IRIS Research product catalog (Sapienza University of Rome). 15(4). 357–374. 1 indexed citations
19.
Bianchi, Sergio. (2005). PATHWISE IDENTIFICATION OF THE MEMORY FUNCTION OF MULTIFRACTIONAL BROWNIAN MOTION WITH APPLICATION TO FINANCE. International Journal of Theoretical and Applied Finance. 8(2). 255–281. 51 indexed citations
20.
Bianchi, Sergio, et al.. (2004). Demographic dynamics for the pay-as-you-go pension system. Pure mathematics and applications. 15(4). 357–374. 6 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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