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, where I work with the Digital Asset Research & Engineering Collaborative (DAREC). My research and teaching focus on financial challenges in digital assets and decentralized finance, with a strong emphasis on applied machine learning and data science. I work across the full spectrum of machine learning — supervised, unsupervised, and reinforcement learning — to develop models that advance our understanding of complex financial systems.

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

Prior to my current role, I was a Postdoctoral Researcher in the same department at Duke since January 2022.

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