Francesco Audrino

Title

Prof. Ph.D.

Last Name

Audrino

First name

Francesco

francesco.audrino@unisg.ch

Phone

+41 71 224 2431

Web Site

https://www.researchgate.net/profile/Francesco_Audrino

http://www.mathstat.unisg.ch/en/personenverzeichnis/44d9e9b2-abce-4a28-8cc8-130dbd98fcb2

https://ch.linkedin.com/in/francesco-audrino-4367b8a4

SSRN

https://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=333418

Forschungsgebiete

Multivariate rechenbetonte Methoden zur Lösung von hochdimensionalen statistischen und finanziellen Bewertungsproblemen

Financial Econometrics

Sentiment analysis

Modelle für finanzielle Volatilität

Regime-switching Modelle

Weitere Informationen

Software für FGD: hier.

Realized volatility forecasts for constituents of the S&P 500 estimated based on the results of the SNSF project "SentiVol: Sentiment Analysis and Bayesian Model Averaging for Volatility Prediction" can be found on this webpage.

Sprechstunde: By appointment (email).