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Fabio Sigrist

university of zurich

9H-index
60Paper Count
613Citation Count
Published Papers 10
Publication Date
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Explainable spatial machine learning for hedonic real estate modeling
errReal Estate Economics
IF2
err2026-01-01
err0
errOAAI
errGyger, Tim; Hauri, Simona; Buhlmann, Simon; Lehner, Manuel; Schlesinger, Jaron; Sigrist, Fabio
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Iterative Methods for Full-Scale Gaussian Process Approximations for Large Spatial Data
errSIAM-ASA Journal on Uncertainty Quantification
IF1.9
err2026-01-01
err0
PREAI
errGyger, Tim; Furrer, Reinhard; Sigrist, Fabio
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errSave
A Spatio-Temporal Machine Learning Model for Mortgage Credit Risk: Default Probabilities and Loan Portfolios
errEuropean Journal of Operational Research
IF6
err2025-10-28
err0
errOAAI
errPascal Kündig; Fabio Sigrist
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errSave
Iterative Methods for Vecchia-Laplace Approximations for Latent Gaussian Process Models
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2024-12-03
err0
errOAAI
errKundig, Pascal; Sigrist, Fabio
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errSave
Machine learning for corporate default risk: Multi-period prediction, frailty correlation, loan portfolios, and tail probabilities
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2023-03-01
err16
errOAAI
errSigrist, Fabio; Leuenberger, Nicola
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errSave
Joint variable selection of both fixed and random effects for Gaussian process-based spatially varying coefficient models
errINTERNATIONAL JOURNAL OF GEOGRAPHICAL INFORMATION SCIENCE
IF5.1
err2022-07-27
err1
errOAAI
errDambon, Jakob A.; Sigrist, Fabio; Furrer, Reinhard
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When does attention matter? The effect of investor attention on stock marketvolatility around news releases
errINTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF9.8
err2022-07-01
err14
errOAAI
errBallinari, Daniele; Audrino, Francesco; Sigrist, Fabio
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errSave
Gradient and Newton boosting for classification and regression
errEXPERT SYSTEMS WITH APPLICATIONS
IF7.5
err2021-04-01
err28
errOAAI
errSigrist, Fabio
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errSave
The impact of sentiment and attention measures on stock market volatility
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2020-04-01
err165
errOAAI
errAudrino, Francesco; Sigrist, Fabio; Ballinari, Daniele
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errSave
Grabit: Gradient tree-boosted Tobit models for default prediction
errJOURNAL OF BANKING & FINANCE
IF3.8
err2019-05-01
err67
errOAAI
errSigrist, Fabio; Hirnschall, Christoph
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Research Directions

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Co-authors
Cooperation Journals
R
Reinhard Furrer
H-index: 41 · Papers: 287
D
Daniele Ballinari
H-index: 6 · Papers: 17
J
Jakob A. Dambon
H-index: 3 · Papers: 11
M
Manuel Lehner
H-index: 3 · Papers: 11
T
Tim Gyger
H-index: 2 · Papers: 12
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