Francesco Poli

Balancing Cryptoassets and Gold: A Weighted-Risk-Contribution Index for the Alternative Asset Space

William J. Knottenbelt, Francesco Poli, Walter Distaso, 2019, MARBLE.

News and intraday jumps: Evidence from regularization and class imbalance

Francesco Poli, M. Caporin, 2022, The North American Journal of Economics and Finance.

Building News Measures from Textual Data and an Application to Volatility Forecasting

Francesco Poli, Massimiliano Caporin, Francesco Poli, 2017 .

The Information Content of Financial Textual Data: Creating News Measures for Volatility Modeling and for the Analysis of Price Jumps

Francesco Poli, 2017 .