Fabio Sigrist

Available identifiers

zbMath Open sigrist.fabioMaRDI QIDQ1939995

List of research outcomes

Publication	Date of Publication	Type
Machine learning for corporate default risk: multi-period prediction, frailty correlation, loan portfolios, and tail probabilities	2022-12-12	Paper
Stochastic Partial Differential Equation Based Modelling of Large Space–Time Data Sets	2019-06-14	Paper
A dynamic nonstationary spatio-temporal model for short term prediction of precipitation	2013-03-05	Paper
Using the censored gamma distribution for modelling fractional response variables with an application to loss given default	2012-06-11	Paper

Research outcomes over time

This page was built for person: Fabio Sigrist