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

University of St. Gallen - Switzerland

AUTHOR PROFILE

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

EARLY ACADEMIC PURSUITS:

Dr. Evangelos G. Tsimopoulos has built a robust academic foundation, culminating in his Ph.D. in Finance and Operational Research from Aristotle University of Thessaloniki (AUTH), Greece, awarded in 2020. His educational journey encompasses diverse disciplines, including Financial Management, Applied Economics and Finance, and Petroleum Engineering, reflecting a multidisciplinary approach to problem-solving.

PROFESSIONAL ENDEAVORS:

Dr. Tsimopoulos's professional journey is marked by a commitment to academia and research. Currently serving as an Adjunct Professor in Finance at AUTH since 2022, he has actively contributed to both undergraduate and postgraduate courses, covering topics ranging from Corporate Finance to Advanced Optimization Methods. As an Associate Researcher, he delves into areas such as financial arbitrage strategies, operations research for power exchange markets, and decision-making strategies.

CONTRIBUTIONS AND RESEARCH FOCUS ON ENERGY MARKETS

Dr. Tsimopoulos's research contributions are notably extensive, with a focus on electricity markets, financial arbitrage, and optimization strategies. His work includes peer-reviewed publications in reputable journals such as Computers & Chemical Engineering, Energy, and Applied Energy. His impactful research has earned recognition, evident from the impressive JCR Impact Factors of the journals where his work has been published.

IMPACT AND INFLUENCE:

The impact of Dr. Tsimopoulos's research extends beyond publications, as he actively engages in the academic community. Serving as a reviewer for journals like Energy Economics, Applied Energy, and Computers & Chemical Engineering, he contributes to the peer-review process and maintains a high standard of academic rigor.

ACADEMIC CITES:

Dr. Tsimopoulos's research output, as evidenced by his peer-reviewed publications, has garnered attention within the academic community. His work explores complex topics such as strategic bidding, energy storage technologies, and generation portfolio optimization, Energy markets showcasing a breadth of knowledge in the field.

LEGACY AND FUTURE CONTRIBUTIONS:

Dr. Tsimopoulos's legacy is built upon a foundation of impactful research, teaching, and mentoring. Supervising Ph.D. students and engaging in ongoing and upcoming research projects demonstrate his commitment to nurturing the next generation of scholars. His future contributions, as indicated by upcoming publications and ongoing research endeavors, Energy markets are anticipated to further enrich the fields of finance, operational research, and energy economics.