Concepedia

Fabio Sigrist

FS

Statistics

Publications

9

Citations

545

H-Index

9

Active since

2010

Affiliations

Lucerne University of Applied Sciences and Arts(Current)

University of St.Gallen

University of Basel

Fabio Sigrist is an author at Lucerne University of Applied Sciences and Arts specializing in finance, business, and computing.

Publications per year

2010–2022

9

Publications

9

The impact of sentiment and attention measures on stock market volatility

Francesco Audrino, Fabio Sigrist, Daniele Ballinari · International Journal of Forecasting · 2019 · 295 citations · Full text

Business, Computer Science, Finance +17

When does attention matter? The effect of investor attention on stock market volatility around news releases

Daniele Ballinari, Francesco Audrino, Fabio Sigrist · International Review of Financial Analysis · 2022 · 58 citations · Full text

Business, Business Economics, Finance +16

Machine learning for corporate default risk: Multi-period prediction, frailty correlation, loan portfolios, and tail probabilities

Fabio Sigrist, Nicola Leuenberger · European Journal of Operational Research · 2022 · 52 citations · Full text

Computing, Finance, Financial Management +17

Maximum likelihood estimation of spatially varying coefficient models for large data with an application to real estate price prediction

Jakob A. Dambon, Fabio Sigrist, Reinhard Furrer · Zurich Open Repository and Archive (University of Zurich) · 2021 · 46 citations · Full text

Computing, Real Estate, Spatial Modeling +16

Latent Gaussian Model Boosting

Fabio Sigrist · IEEE Transactions on Pattern Analysis and Machine Intelligence · 2022 · 35 citations · Full text

Computing, Computer Science, Data Science +15

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