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Alessio Brini

Pratt Institute (per OpenAlex) · ORCID · OpenAlex

8 papers in scope · 6 published · 2 on the econ.EM arXiv · 64 citations · h-index 4 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Shubhranshu Shekhar
  2. Andrea Carriero
  3. Davide Pettenuzzo
  4. Junting Duan
  5. Markus Pelger
  6. Ruoxuan Xiong
  7. Fengxiang He
  8. Aijie Shu
  9. Gbenga Ibikunle
  10. Wenbin Wu
  11. Philippe Goulet Coulombe
  12. Luigi Longo
  13. Konstantin Boss
  14. Dalibor Stevanović
  15. Florian Huber
  16. Luca Onorante
  17. Josef Schreiner
  18. Joshua C. C. Chan
  19. Maxime Leroux
  20. Stéphane Surprenant

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(2 of 8)

Forecasting Realized Volatility with Time Series Foundation Models: A Comparison with Econometric Benchmarks
working paper2026 · arXiv
Paper profile arXiv arXiv:2607.05291
A Nonlinear Target-Factor Model with Attention Mechanism for Mixed-Frequency Data
working paper2026 · arXiv
with Ekaterina Seregina
Paper profile arXiv arXiv:2601.16274
SpotV2Net: Multivariate intraday spot volatility forecasting via vol-of-vol-informed graph attention networks
published2024 · International Journal of Forecasting · 3 citations
with Giacomo Toscano
International Journal of Forecasting
A comparison of cryptocurrency volatility-benchmarking new and mature asset classes
published2024 · Financial Innovation · 24 citations
with Jimmie Lenz
Financial Innovation
Pricing cryptocurrency options with machine learning regression for handling market volatility
published2024 · Economic Modelling · 16 citations
with Jimmie Lenz
Economic Modelling
Reinforcement learning policy recommendation for interbank network stability
published2023 · Journal of Financial Stability · 4 citations · first circulated 2022
with Gabriele Tedeschi, Daniele Tantari
Journal of Financial Stability
Deep reinforcement trading with predictable returns
published2023 · Physica A Statistical Mechanics and its Applications · 7 citations
with Daniele Tantari
Physica A Statistical Mechanics and its Applications
Assessing the resiliency of investors against cryptocurrency market crashes through the leverage effect
published2022 · Economics Letters · 10 citations
with Jimmie Lenz
Economics Letters

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.