Alessio Brini, Ph.D.

Education

• Ph.D. Scuola Normale Superiore (Italy), 2022

Positions

• Executive In Residence in the Engineering Graduate and Professional Programs

Courses Taught

• 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

• Juvinski L, Li H, Brini A. StableAML: Machine Learning for Behavioral Wallet Detection in Stablecoin Anti-Money Laundering on Ethereum. 2026.
• Brini A, Seregina E. A Nonlinear Target-Factor Model with Attention Mechanism for Mixed-Frequency Data. 2026.
• Toscano G, Lombardi GV, Mancino ME, Brini A. Beyond Average Hive Performance: Tail Risk Measurement in Italian Apiculture with Honey-at-Risk. Elsevier BV. 2026.
• Zhou Q, Liu E, Brini A. Graph Neural Networks for Bridge Swap Link Prediction in Uniswap v3. In: Icaif 2025 6th ACM International Conference on AI in Finance. 2025. p. 247u201355.
• Brini A, Hsieh DA, Kuiper P, Moushegian S, Ye D. Empirical Models of the Time Evolution of SPX Option Prices. 2025.
• Brini A, Fanelli V. Modeling and simulating a startup ecosystem development with a delayed differential equation. Soft Computing. 2025 Mar 1;29(6):3083u201395.
• Xu H, Brini A. Improving DeFi Accessibility through Efficient Liquidity Provisioning with Deep Reinforcement Learning. 2025.
• Brini A, Lenz J. A comparison of cryptocurrency volatility-benchmarking new and mature asset classes. Financial Innovation. 2024 Dec 1;10(1).
• Brini A, Domeniconi G, Fathi A. Data-driven Derivative Hedging with Quadratic Variation Penalty. In: Icaif 2024 5th ACM International Conference on AI in Finance. 2024. p. 478u201386.
• Brini A, Lenz J. Pricing cryptocurrency options with machine learning regression for handling market volatility. Economic Modelling. 2024 Jul 1;136.
• Brini A, Lenz J. A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes. 2024.
• Brini A, Toscano G. SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks. 2024.
• 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, Giovannini E, Smaniotto E. A Machine Learning Approach to Forecasting Honey Production with Tree-Based Methods. 2023.
• Brini A, Lenz J. Assessing the resiliency of investors against cryptocurrency market crashes through the leverage effect. Economics Letters. 2022 Nov 1;220.
• Brini A, Tedeschi G, Tantari D. Reinforcement Learning Policy Recommendation for Interbank Network Stability. 2022.
• Brini A, Tantari D. Deep Reinforcement Trading with Predictable Returns. 2021.