Seidenberg School of CSIS
Computer Science NY
- @New York City
163 William Street 223
New York City
Mon, Wed 12:10pm-1:10pm
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
Karvetski, C., Lund, R. & Parisi, F. (2009). A statistical study of extreme Nor'easter snowstorms. Involve. Vol 2 (Issue 3) , pages 341-350.
Parisi, F. & Lund, R. (2008). Return periods of Continental U.S. hurricanes. Journal of Climate. Vol 21 , pages 403-410.
Khadem, V. & Parisi, F. (2007). Residential Mortgage-Backed Securities. Arnaud de Servigny and Nobert Jobst (Eds.), The Handbook of Structured Finance. New York, NY, US: McGraw-Hill. , pages 543-592.
Parisi, F. (2006, August). Choosing The Right Quantitative Model For The Job.
Parisi, F. (2006, August). Fitting Time Into Models Of Default Recovery Rates. S&P RatingsDirect.
Parisi, F. (2006, August). The Differing Role Of Quantitative Analytics In Credit And Equity Ratings. S&P RatingsDirect.
Raiter, F. & Parisi, F. (2004). Mortgage credit and the evolution of risk-based pricing. (Issue BABC 04-23)
Raiter, F. & Parisi, F. (2004). Risk-based pricing in the non-conforming market. Mortgage Banking. Vol 64 (Issue 7) , pages 56-63.
Parisi, F. (2004, October (4th Quarter/Autumn)). Extreme Value Modeling with S-PLUS and S+FinMetrics in Standard \& Poorâ€™s Ratings. S&P RatingsDirect.
Parisi, F. & Lund, R. (2000). Seasonality and return periods of landfalling Atlantic basin hurricances. Australian & New Zealand Journal of Statistics. Vol 42 , pages 271-282.
Extreme value theory, Markov decision processes, time series analysis, statistical climatology, credit default modeling, financial risk modeling
Mathematical Association of America
American Statistical Association
NYC Faculty Council Curriculum Committee