Alessio Brini, Ph.D.
Engineering Graduate and Professional Programs
Executive In Residence in the Engineering Graduate and Professional Programs
Education
- Ph.D. Scuola Normale Superiore (Italy), 2022
Positions
- Executive In Residence in the Engineering Graduate and Professional Programs
Courses Taught
- FINTECH 591: Special Readings in Financial Technology
- FINTECH 590: Advanced Topics in Financial Technology
- FINTECH 540: Machine Learning for FinTech
- FINTECH 520: Financial Institution Products & Services
- FINTECH 502: FinTech Capstone
- ECE 590: Advanced Topics in Electrical and Computer Engineering
Publications
- Brini A, Lenz J. A comparison of cryptocurrency volatility-benchmarking new and mature asset classes (Accepted). Financial Innovation. 2024 Dec 1;10(1).
- Brini A, Lenz J. Pricing cryptocurrency options with machine learning regression for handling market volatility. Economic Modelling. 2024 Jul 1;136.
- Brini A, Tedeschi G, Tantari D. Reinforcement learning policy recommendation for interbank network stability. Journal of Financial Stability. 2023 Aug 1;67.
- Brini A, Tantari D. Deep reinforcement trading with predictable returns. Physica A: Statistical Mechanics and its Applications. 2023 Jul 15;622.
- Brini A, Lenz J. Assessing the resiliency of investors against cryptocurrency market crashes through the leverage effect. Economics Letters. 2022 Nov 1;220.