Executive In Residence in the Engineering Graduate and Professional Programs
Contact Information
- Office Location: 100 Science Drive, Box 90271, Durham, NC 27708
- Email Address: alessio.brini@duke.edu
- Websites:
Education
- Ph.D. Scuola Normale Superiore (Italy), 2022
DAREC Library Media
| DAREC
Deep reinforcement trading with predictable returns
An original research of Duke University's DAREC (Digital Asset Research & Engineering Collaborative) published on Physica A: Statistical Mechanics and its Applications
| DAREC
Assessing the resiliency of investors against cryptocurrency market crashes through the leverage effect
By analyzing a large cross-section of cryptocurrencies, we document the absence of the leverage effect in this market.
| DAREC
Crypto Dynamics During Market Downturns: Another DotCom Boom-Bust Cycle?
The article compares the present cryptocurrency phenomenon to the dotcom bubble of the late 1990s, and suggests that apparent parallels between the two may be exaggerated.
| DAREC
Bitcoin ETFs: Measuring the Performance of This New Market Niche
The first in a series of DAREC articles on Bitcoin ETFs, analyzing the problem of measuring performance of this new class of financial product and giving exposure to the world's most famous and capitalized cryptocurrency.
| DAREC
Pricing cryptocurrency options with machine learning regression for handling market volatility
The comparative analysis reveals that equity options are easier to price, clearly indicating inefficiencies in the cryptocurrency option market, which confirms the challenges in achieving accurate pricing.
| DAREC
A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes
The paper analyzes the cryptocurrency ecosystem at both the aggregate and individual levels to understand the factors that impact future volatility.