Francesco Audrino

Francesco Audrino is Professor of Statistics at the University of St.Gallen. Professor Audrino regularly speaks at conferences on computational statistics and financial econometrics. His papers have been published in leading international statistics, econometrics, and finance journals.

Professor Audrino works extensively on the development of new models for the analysis of financial time series. These models can handle vast amounts of heterogeneous data. He recently introduced modifications of machine learning methods to improve the accuracy of predictions of assets' volatilities and yield curves. Given the relevance of his findings to many practical financial applications, from risk management to option pricing to portfolio selection, his models can help regulators, public and private institutions, and individual investors better understand the dynamics around asset pricing.

• Financial Markets
  • Financial Forecasting
• Portfolio Management and Asset Classes
  • Asset Pricing
  • Equities
  • Fixed Income
  • Portfolio Management
• Corporate Finance and Governance
  • Financial Risk and Risk Management
• Frontier Topics
  • Big Data and Fintech