7 citations · 14 across the 8 of their papers we have counts for
4 papers · 1 filter
Anisotropic Radiation in Super-Eddington Active Galactic Nuclei: The Responsivity of Broad-Line Regions to Continuum Variability
Feng-Na Fang, Pu Du, Jian-Min Wang
Anisotropic ionizing radiation is a natural theoretical expectation for super-Eddington accretion in active galactic nuclei (AGNs), implying that the ionizing flux incident on the…
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…
StableAML: Machine Learning for Behavioral Wallet Detection in Stablecoin Anti-Money Laundering on Ethereum
Luciano Juvinski, Haochen Li, Alessio Brini
Global illicit fund flows exceed an estimated $3.1 trillion annually, with stablecoins emerging as a preferred laundering medium due to their liquidity. While decentralized protoco…
A Nonlinear Target-Factor Model with Attention Mechanism for Mixed-Frequency Data
Alessio Brini, Ekaterina Seregina
We propose the Mixed-Panels-Transformer Encoder (MPTE), a framework for estimating factor models in panels with mixed frequencies and nonlinear signals. Classical factor models rel…