Seidenberg School of CSIS
Computer Science NY
- @New York City
163 William Street 223
New York City
Dr. Parisi is a data scientist and clinical professor of computer science with expertise in statistical learning. He joined Pace University after a long career in credit and risk management.
PhD , Southern California University for Professional Studies , Santa Ana, CA , 2003
Management of Engineering & Technology
MS , Colorado State University , Ft. Collins, CO , 1998
BA , Brooklyn College, City University of New York , Brooklyn, NY , 1977
Ceman, E. & Parisi, F. (2018, October (4th Quarter/Autumn)). Extreme Market Value Declines: How Well Do Rating Agency Assumptions Hold?. The Journal of Structured Finance. Vol 24 (Issue 3) , pages 79-88.
Parisi, F. & Lund, R. (2008). Return periods of Continental U.S. hurricanes. Journal of Climate. Vol 21 , pages 403-410.
Extreme value theory, Markov decision processes, time series analysis, statistical climatology, credit default modeling, financial risk modeling
American Statistical Association