Alessio Brini
Executive in Residence at Pratt School of Engineering, Duke University
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
- SpotV2Net: Multivariate intraday spot volatility forecasting via vol-of-vol-informed graph attention networksInternational Journal of Forecasting, 2025
- A comparison of cryptocurrency volatility-benchmarking new and mature asset classesFinancial Innovation, 2024
- Pricing cryptocurrency options with machine learning regression for handling market volatilityEconomic Modelling, 2024
- Deep reinforcement trading with predictable returnsPhysica A: Statistical Mechanics and its Applications, 2023