Francesco Audrino

Francesco Audrino is Professor of Statistics at the University of St.Gallen. Professor Audrino is a regular speaker at conferences on computational statistics and financial econometrics. Several of his papers have been published in leading international journals in statistics, econometrics, and finance.

Expertise

Professor Audrino works extensively on the development of new models for the analysis of financial time series. These models are able to handle huge 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 in many practical financial applications, from risk management to option pricing to portfolio selection, his proposed models can help regulators, public and private institutions, and individual investors better understand the dynamics at work around asset pricing.

Expertise Fields

• 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