publications

Published Papers

2026

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    On Deep Reinforcement Learning for Dynamic Trading with PPO: Challenges and Future Directions
    Alessio Brini, and Petter N Kolm
    The Journal of Financial Data Science, 2026
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    Beyond Average Hive Performance: Tail Risk Measurement in Italian Apiculture with Honey-at-Risk
    Alessio Brini, Giacomo Toscano, Ginevra Virginia Lombardi, and 1 more author
    Environmetrics, 2026

2025

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    Graph Neural Networks for Bridge Swap Link Prediction in Uniswap v3
    Qingran Zhou, Eric Liu, and Alessio Brini
    In Proceedings of the 6th ACM International Conference on AI in Finance, 2025
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    SpotV2Net: Multivariate intraday spot volatility forecasting via vol-of-vol-informed graph attention networks
    Alessio Brini, and Giacomo Toscano
    International Journal of Forecasting, 2025
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2024

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    A comparison of cryptocurrency volatility-benchmarking new and mature asset classes
    Alessio Brini, and Jimmie Lenz
    Financial Innovation, 2024
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    Data-driven Derivative Hedging with Quadratic Variation Penalty
    Alessio Brini, Giacomo Domeniconi, and Ali Fathi
    In Proceedings of the 5th ACM International Conference on AI in Finance, 2024

2023

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    Reinforcement learning policy recommendation for interbank network stability
    Alessio Brini, Gabriele Tedeschi, and Daniele Tantari
    Journal of Financial Stability, 2023
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    Deep reinforcement trading with predictable returns
    Alessio Brini, and Daniele Tantari
    Physica A: Statistical Mechanics and its Applications, 2023

2022

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Working Papers

2026

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    A Nonlinear Target-Factor Model with Attention Mechanism for Mixed-Frequency Data
    Alessio Brini, and Ekaterina Seregina
    arXiv preprint arXiv:2601.16274, 2026
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    StableAML: Machine Learning for Behavioral Wallet Detection in Stablecoin Anti-Money Laundering on Ethereum
    Luciano Juvinski, Haochen Li, and Alessio Brini
    arXiv preprint arXiv:2602.17842, 2026

2025

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    Improving DeFi Accessibility through Efficient Liquidity Provisioning with Deep Reinforcement Learning
    Haonan Xu, and Alessio Brini
    arXiv preprint arXiv:2501.07508, 2025
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    Empirical Models of the Time Evolution of SPX Option Prices
    Alessio Brini, David A Hsieh, Patrick Kuiper, and 2 more authors
    arXiv preprint arXiv:2506.17511, 2025

2023

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    A machine learning approach to forecasting honey production with tree-based methods
    Alessio Brini, Elisa Giovannini, and Elia Smaniotto
    arXiv preprint arXiv:2304.01215, 2023

2022

  1. Crypto dynamics during market downturns: Another dotcom boom-bust cycle?
    Alessio Brini, Jimmie Lenz, and Emma Rasiel
    Digital Asset Research & Engineering Collaborative, Duke University, 2022
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    Bitcoin ETFs: Measuring the performance of this new market niche
    Alessio Brini, and Jimmie Lenz
    Available at SSRN, 2022