From the 2 of 7 linked papers with an AI index.
1 citations · 1 across the 3 of their papers we have counts for
7 papers
StableAML: Machine Learning for Behavioral Wallet Detection in Stablecoin Anti-Money Laundering on Ethereum
Luciano Juvinski, Haochen Li, Alessio Brini
The paper presents a machine‑learning system that uses tree‑ensemble models to identify suspicious stablecoin wallets on Ethereum, achieving higher detection performance than graph…
A Nonlinear Target-Factor Model with Attention Mechanism for Mixed-Frequency Data
Alessio Brini, Ekaterina Seregina
The paper introduces the Mixed-Panels-Transformer Encoder (MPTE), a transformer‑based framework that uses attention to estimate factor models on panel data observed at mixed freque…
Forecasting Realized Volatility with Time Series Foundation Models: A Comparison with Econometric Benchmarks
Alessio Brini
We ask whether pretrained time series foundation models (TSFMs) improve on established econometric benchmarks for forecasting realized volatility. Using the VOLARE dataset, we cond…
Empirical Models of the Time Evolution of SPX Option Prices
Alessio Brini, David A. Hsieh, Patrick Kuiper +2
The key objective of this paper is to develop an empirical model for pricing SPX options that can be simulated over future paths of the SPX. To accomplish this, we formulate and ri…
A Machine Learning Approach to Forecasting Honey Production with Tree-Based Methods
Alessio Brini, Elisa Giovannini, Elia Smaniotto
The beekeeping sector has experienced significant production fluctuations in recent years, largely due to increasingly frequent adverse weather events linked to climate change. The…
Improving DeFi Accessibility through Efficient Liquidity Provisioning with Deep Reinforcement Learning
Haonan Xu, Alessio Brini
This paper applies deep reinforcement learning (DRL) to optimize liquidity provisioning in Uniswap v3, a decentralized finance (DeFi) protocol implementing an automated market make…