Francesco Audrino
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Full Professor of Statistics
SwitzerlandResearch Interests
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About
Francesco Audrino is a Full Professor of Statistics at the University of St. Gallen, Switzerland. His research areas include the impact of sentiment data on financial markets, trading strategies, and the effects of macroeconomic news on interest rates. He has published recent articles focusing on machine learning applications in finance, investor behavior, and the predictive power of sentiment measures on stock market volatility.
Recent Grants
Grant: Close
Causal Analysis with High-dimensional Financial Data
Open Date: 2017-09-01
Close Date: 2019-08-01
Grant: Close
SentiVol: Sentiment Analysis and Bayesian Model Averaging for Volatility Prediction
Open Date: 2017-08-01
Close Date: 2020-07-31
Grant: Close
Analysis and models of cross asset dependency structures in high-frequency data
Open Date: 2012-10-01
Close Date: 2015-09-30
Grant: Close
Applying Recent Developments in Computational Statistics to Behavioral Asset Pricing and Portfolio Selection
Open Date: 2010-06-01
Close Date: 2013-05-31
Grant: Close
Multivariate FGD techniques for implied volatility surfaces estimation and term structure forecasting
Open Date: 2004-04-01
Close Date: 2006-08-01
Articles (9)
Year:
2025
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2024
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2024
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2023
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2022
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2022
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2022
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2021
Year:
2020
Collaborators (2)
Chen Huang
Aarhus University
Juan-Pablo Ortega
University of St. Gallen
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