معرفی
Giuseppe Brandi is a researcher specializing in financial mathematics, data analysis, and statistical modeling. He holds a Doctor of Philosophy degree from an unspecified institution, advised by Professors T. Di Matteo and A. Annibale (completed September 2022). His work focuses on multiscaling phenomena in complex systems, tensor-based methods for multidimensional data analysis, and applications in financial risk assessment. He has published in journals like The European Journal of Finance and Physica A, with notable contributions on scaling exponents in Value at Risk calculations and novel tensor decomposition techniques for stock correlation analysis. His research bridges statistical physics methodologies with financial econometrics.
Key research themes include:
- Development of tensor learning frameworks for predictive modeling
- Exploration of scaling properties in financial time series
- Creation of visual tools for market volatility detection
- Analysis of nonlinear dependencies between financial assets
His 2021 article 'The use of scaling properties...' has received 19 Scopus citations, while his 2020 paper on tensor-based decomposition methods has been cited 8 times. All research outputs are Open Access.
