Prof Dr. Francesco Audrino - economic forecasting - Excellence in Research

University of St. Gallen - Switzerland

AUTHOR PROFILE

ORCID

EARLY ACADEMIC PURSUITS

Francesco Audrino's academic journey began with a strong foundation in mathematics, leading to a Diplom in Mathematik with a specialization in Financial and Insurance Mathematics from ETH Zurich in 1999. His thesis, titled "Measuring risk for bivariate portfolios," demonstrated his early interest in risk management. Subsequently, he pursued a Ph.D. in Statistics/Finance at ETH Zurich from April 1999 to March 2002, focusing on "Statistical Methods for High-Multivariate Financial Time Series" under the supervision of Professors P. Bühlmann and P. Embrechts.

PROFESSIONAL ENDEAVORS

Audrino's professional career spans various academic and research positions. He served as a Teaching Assistant in Mathematics at ETH Zurich from September 1997 to March 1999 and later as an Assistant and Maître Assistant in Probability/Statistics until March 2002. Following his doctoral studies, he worked as a Scientific Researcher at the Institute of Finance, University of Lugano (USI), from April 2002 to March 2004, and subsequently as an Assistant Professor for Research until August 2009. Since October 2006, he has held the position of Professor of Statistics at the University of St. Gallen.

CONTRIBUTIONS AND RESEARCH FOCUS ON ECONOMIC FORECASTING

Audrino's research primarily revolves around computational financial econometrics, with a focus on statistical methods for analyzing high-dimensional financial time series data. His work has contributed significantly to the understanding of risk management, financial modeling, Economic Forecasting  and econometric analysis in the context of financial markets. Through his publications, Audrino has advanced knowledge in the field and has been actively involved in academic and professional communities.

IMPACT AND INFLUENCE

Francesco Audrino's research has made a substantial impact on the academic community, as evidenced by his rankings in various academic platforms. His high Research Interest Score on ResearchGate and impressive h-Index on Google Scholar and SSRN reflect the influence and relevance of his work in financial economics and econometrics. Furthermore, his active involvement in professional organizations, Economic Forecasting  such as serving as a member of the Board of Directors of the European Regional Section of the International Association for Statistical Computing, highlights his leadership and influence in the field.

ACADEMIC CITES

Audrino's research has been widely cited by peers and scholars, demonstrating its significance and influence in the academic community. His publications have garnered attention from researchers and practitioners alike, contributing to the advancement of knowledge in computational financial econometrics and related disciplines.

LEGACY AND FUTURE CONTRIBUTIONS

As a prominent figure in the field of computational financial econometrics, Francesco Audrino's legacy is marked by his impactful research contributions and leadership in academic and professional circles. His future contributions are expected to further enrich the field, inspiring future generations of researchers and practitioners and shaping the direction of research in financial economics and econometrics. Through continued collaboration, publication, and mentorship, Audrino will leave a lasting legacy in the academic community and contribute to the advancement of knowledge in his field.

NOTABLE PUBLICATIONS

The Impact of Macroeconomic News Sentiment on Interest Rates  2024

The Lasso and the Factor Zoo-Predicting Expected Returns in the Cross-Section  2022

How Does Post-Earnings Announcement Sentiment Affect Firms’ Dynamics? New Evidence  2022

Predicting US Bank Failures with MIDAS Logit Models  2019

Do match officials give preferential treatment to the strongest football teams?  2018