Scholars@Duke
Alessio Brini

Alessio Brini

Executive In Residence in the Engineering Graduate and Professional Programs
Engineering Graduate and Professional Programs
alessio.brini@duke.edu
110 Science Drive, Box 90271, Durham, NC 27708
100 Science Drive, Box 90271, Durham, NC 27708

Scholarly Works - Preprints

Forecasting Realized Volatility with Time Series Foundation Models: A Comparison with Econometric Benchmarks

Preprint · July 6, 2026 We ask whether pretrained time series foundation models (TSFMs) improve on established econometric benchmarks for forecasting realized volatility. Using the VOLARE dataset, we conduct the first systematic comparison of nine zero-shot TSFMs against eight ec ... Link to item Cite

StableAML: Machine Learning for Behavioral Wallet Detection in Stablecoin Anti-Money Laundering on Ethereum

Preprint · February 19, 2026 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 protocols increasingly adopt zero-knowledge proofs to obfuscate transaction graphs, ... Link to item Cite

A Nonlinear Target-Factor Model with Attention Mechanism for Mixed-Frequency Data

Preprint · January 22, 2026 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 rely on linear signal extraction and homogeneous sampling frequencies, limiting ... Link to item Cite