Danilo A Giannone

Gener8

Senior Quantitative Researcher

9 Hatton Street

2nd Floor

London, London NW8 8PL

Great Britain

http://https://gener8ads.com

The Alan Turing Institute

British Library, 96 Euston Road

96 Euston Road

London, NW12DB

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS

382

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Dissecting Firm-Level News: A New Measure to Capture the Time-Varying Risk of the Company

Number of pages: 63 Posted: 24 Nov 2021
Danilo A Giannone
Gener8
Downloads 114 (445,399)

Abstract:

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Uncertainty, Firm-Level News, Natural Language Processing, Systematic Risk, Return Volatility

2.

Using ML and NLP to Understand the Trend of Adoption of Homomorphic Encryption by Financial Institutions

Number of pages: 6 Posted: 27 Jan 2023
Danilo A Giannone, Carsten Maple and Michela Iezzi
Gener8, University of Warwick and Bank of Italy
Downloads 103 (479,481)

Abstract:

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Homomorphic Encryption, Privacy Enhancing Technologies News, Machine Learning, Natural Language Processing

3.

Are the Primary Dealers of the New York Fed Really Special?

WBS Finance Group Research Paper Forthcoming
Number of pages: 37 Posted: 17 Jan 2022
Danilo A Giannone and Cesare Robotti
Gener8 and Warwick Business School
Downloads 92 (516,339)

Abstract:

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Primary dealers; Event study; Cross-sectional asset pricing.

4.

The Effect of Unscheduled News on Systematic Risk

Number of pages: 60 Posted: 14 Nov 2021 Last Revised: 24 Nov 2021
Danilo A Giannone
Gener8
Downloads 73 (592,591)
Citation 1

Abstract:

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Sentiment, Systematic Risk, Secondary Equity Offering, Event Study, Abnormal Return, Firm-Level News