Sergio Bianchi
Impact in
- Finance top 5%
- Financial Risk and Volatility Modeling
- Stochastic processes and financial applications
- Financial Markets and Investment Strategies
- Economics and Econometrics top 5%
- Complex Systems and Time Series Analysis
- Market Dynamics and Volatility
- COVID-19 Pandemic Impacts
Papers in
-
- Complex Systems and Time Series Analysis 30
- Market Dynamics and Volatility 10
- Finance 28
- Financial Risk and Volatility Modeling 27
- Stochastic processes and financial applications 6
- Financial Markets and Investment Strategies 2
- Co-authors
- Monica Isabella Cutrignelli (1 shared paper)Raffaella Tudisco (1 shared paper)Micaela Grossi (1 shared paper)Serena Calabrò (1 shared paper)Zoltán Varga (2 shared papers)Qiushi Li (1 shared paper)Barbara Vantaggi (1 shared paper)Domenico Vitulano (1 shared paper)
- Journals
- Chaos An Interdisciplinary Journal of Nonlinear Science (3 papers)International Journal of Theoretical and Applied Finance (2 papers)Quantitative Finance (2 papers)Chaos Solitons & Fractals (2 papers)Communications in Nonlinear Science and Numerical Simulation (2 papers)
- Partner nations
- ItalyUnited StatesBulgaria
In The Last Decade
Sergio Bianchi
34 papers receiving 335 citations
Peers
Comparison fields: 5 of 60
- Finance 231
- Economics and Econometrics 285
- Management Science and Operations Research 55
- Modeling and Simulation 13
- Statistical and Nonlinear Physics 32
Countries citing papers authored by Sergio Bianchi
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
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-authors
The 9 scholars most cited alongside Sergio Bianchi, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 38 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2005 | 51 | |
| 2 | 2011 | 47 | |
| 3 | 2020 | 33 | |
| 4 | 2007 | 24 | |
| 5 | 2008 | 24 | |
| 6 | 2018 | 22 | |
| 7 | 2011 | 17 | |
| 8 | 2015 | 16 | |
| 9 | 2005 | 15 | |
| 10 | 2014 | 14 | |
| 11 | 2018 | 14 | |
| 12 | Pointwise Regularity Exponents and Market Cross-Correlations | 2010 | 10 |
| 13 | 2017 | 10 | |
| 14 | 2012 | 8 | |
| 15 | 2012 | 8 | |
| 16 | Demographic dynamics for the pay-as-you-go pension system | 2004 | 6 |
| 17 | 2023 | 6 | |
| 18 | 2020 | 5 | |
| 19 | Pathwise Identification of the Memory Function of the Multifractional Brownian Motion with Application to Finance | 2011 | 3 |
| 20 | 2016 | 3 |
About Sergio Bianchi
Sergio Bianchi is a scholar working on Economics and Econometrics, Finance, Management Science and Operations Research, Demography and General Health Professions, having authored 38 papers that have together received 354 indexed citations. Recurring topics across this work include Complex Systems and Time Series Analysis (30 papers), Financial Risk and Volatility Modeling (27 papers), Market Dynamics and Volatility (10 papers), Stock Market Forecasting Methods (9 papers), Stochastic processes and financial applications (6 papers), Insurance, Mortality, Demography, Risk Management (3 papers), Financial Markets and Investment Strategies (2 papers) and Financial Literacy, Pension, Retirement Analysis (2 papers). The work is most often cited by research in Finance (231 citations), Economics and Econometrics (285 citations), Management Science and Operations Research (55 citations), Modeling and Simulation (13 citations) and Statistical and Nonlinear Physics (32 citations). Sergio Bianchi has collaborated with scholars based in Italy, United States and Bulgaria. Frequent co-authors include Monica Isabella Cutrignelli, Raffaella Tudisco, Micaela Grossi, Serena Calabrò, Zoltán Varga, Qiushi Li, Barbara Vantaggi, Domenico Vitulano and Vittoria Bruni. Their work appears in journals such as Chaos An Interdisciplinary Journal of Nonlinear Science, International Journal of Theoretical and Applied Finance, Quantitative Finance, Chaos Solitons & Fractals and Communications in Nonlinear Science and Numerical Simulation.
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.