Alessio Brini

Executive in Residence at Pratt School of Engineering, Duke University

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Hudson Hall 209B

110 Science Drive

Durham, NC 27708

I am an Executive in Residence at Duke University’s Pratt School of Engineering, working with the Digital Asset Research & Engineering Collaborative (DAREC). I work on machine learning applications in finance and economics, with a strong emphasis on challenges in decentralized finance and digital assets.

At Duke, I teach Machine Learning for FinTech, Data Wrangling and Visualization with Python, and Introduction to Statistics and Econometrics in the Master of Engineering in Financial Technology program. I also mentor students on FinTech capstones and summer research projects.

I earned my Ph.D. in Mathematical Finance from Scuola Normale Superiore, where I studied reinforcement learning for sequential decision-making in finance. My dissertation, Reinforcement learning for sequential decision-making: a data-driven approach for finance, reflects my ongoing interest in the intersection of finance, technology, and computation.

selected publications

  1. SpotV2Net: Multivariate intraday spot volatility forecasting via vol-of-vol-informed graph attention networks
    Alessio Brini, and Giacomo Toscano
    International Journal of Forecasting, 2025
  2. A comparison of cryptocurrency volatility-benchmarking new and mature asset classes
    Alessio Brini, and Jimmie Lenz
    Financial Innovation, 2024
  3. Pricing cryptocurrency options with machine learning regression for handling market volatility
    Alessio Brini, and Jimmie Lenz
    Economic Modelling, 2024
  4. Deep reinforcement trading with predictable returns
    Alessio Brini, and Daniele Tantari
    Physica A: Statistical Mechanics and its Applications, 2023