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Author

A. Capponi

2 papers indexed here

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Aug 2026

Model Risk in Preference-Learning Robo-Advisors

Robo-advisors now manage roughly $2 trillion in assets globally, and the quality of their investment advice rests on correctly learning each client’s risk preferences. The authors provide the first comprehensive risk management framework for algorithmic preference learning. Using a nonparametric utility reconstruction...

A. Capponi, Nathan Sun · 0 citations
#artificial intelligence Preprint Dec 2025

Agentic AI for Clustering, Relationship Discovery, and Semantic Trading in Prediction Markets

An agentic AI (AAI) pipeline that autonomously recovers cross-market structure from contract text before prices enter the analysis is presented, demonstrating the potential for agentic AI as a structural discovery layer for prediction markets.

A. Capponi, A. Gliozzo, Brian Z. Zhu · 4 citations

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