Profile Page Prof. Ph.D. Francesco Audrino

Profile Picture
Name Francesco Audrino
Title Prof. Ph.D.
Function
Institute/School MS - Faculty of Mathematics and Statistics, SEPS - School of Economics and Political Science
Email address francesco.audrino@unisg.ch
Phone +41 71 224 2431
Homepage http://www.mathstat.unisg.ch/en/personenverzeichnis/44d9e9b2-abce-4a28-8cc8-130dbd98fcb2
LinkedIn https://ch.linkedin.com/in/francesco-audrino-4367b8a4
SSRN https://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=333418
Main Focuses Computational Statistics, Financial Econometrics, Machine Learning
Education
Professional Career
Teaching Activities
Projects
Affiliations
Awards
Additional Information

Latest Additions (all)

  1. Item Audrino, Francesco & Serwart, Jan: Yield Curve Trading Strategies Exploiting Sentiment Data. 2022. [img]
  2. Item Messmer, Marcial & Audrino, Francesco (2022) The Lasso and the Factor Zoo - Predicting Expected Returns in the Cross-Section. Forecasting, 4 (4). 969-1003. ISSN 2571-9394
  3. Item Audrino, Francesco & Offner, Eric: The Impact of Macroeconomic News Sentiment on Interest Rates. , 2022,
  4. Item Audrino, Francesco; Chassot, Jonathan; Huang, Chen; Knaus, Michael; Lechner, Michael & Ortega Lahuerta, Juan-Pablo (2022) How does post-earnings announcements sentiment affect firms' dynamics? New evidence from causal machine learning. Journal of Financial Econometrics, ISSN 1479-8409
  5. Project De Giorgi, Enrico & Audrino, Francesco (2010) Applying Recent Developments in Computational Statistics to Behavioral Asset Pricing and Portfolio Selection [applied research project] .
  6. Item Ballinari, Daniele; Audrino, Francesco & Sigrist, Fabio (2022) When does attention matter? The effect of investor attention on stock market volatility around news releases. International Review of Financial Analysis, 82 (July 2022). ISSN 1057-5219
  7. Project Fengler, Matthias; Buncic, Daniel & Audrino, Francesco (2012) Analysis and models of cross asset dependency structures in high-frequency data [applied research project] .
  8. Item Audrino, Francesco; Huitema, Robert & Ludwig, Markus (2021) An Empirical Implementation of the Ross Recovery Theorem as a Prediction Device. Journal of Financial Econometrics, 19 (2). 291-312. ISSN 1479-8409
  9. Item Audrino, Francesco; Chassot, Jonathan; Huang, Chen; Knaus, Michael; Lechner, Michael & Ortega Lahuerta, Juan-Pablo: How does post-earnings announcement sentiment affect firms' dynamics? New evidence from causal machine learning. , 2020, [img]
  10. Item Audrino, Francesco (2020) Strongest team favoritism in European national football: Myth or reality? International Journal of Sport Finance, (15). 137-152. ISSN 1558-6235
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