Our Faculty

Francis Parisi

Clinical Professor

Seidenberg School of CSIS

Computer Science NY

  • @New York City
    163 William Street 223
Office Hours
New York City

Mon 1:00pm-5:00pm

Wed 1:00pm-3:00pm


Dr. Parisi is a clinical professor of computer science and the data science program director. His expertise includes statistical learning, computational statistics, probability theory, and extreme value methods, with applications in finance and climatology. 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


Parisi, F. (2020, October (4th Quarter/Autumn)). But This Time IS Different—COVID Recession. The Journal of Sturctured Finance. Vol 26 (Issue 3) , pages 63-69.

Ceman, E. & Parisi, F. (2018). Extreme Market Value Declines: How Well Do Rating Agency Assumptions Hold?. The Journal of Structured Finance. Vol 24 (Issue 3) , pages 79-88.

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.

Parisi, F. (2004). Extreme Value Modeling with S-PLUS and S+FinMetrics in Standard & Poor's Ratings.

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, February). Loss Correlations Among U.S. Consumer Assets.

Parisi, F. (2001). U.S. Consumer Debt: Volume Heads North as Economy Heads South. S&P RatingsDirect.

Parisi, F. & Lund, R. (2000). Seasonality and return periods of landfalling Atlantic basin hurricanes. Australian & New Zealand Journal of Statistics. Vol 42 , pages 271-282.

Parisi, F. (2000, October (4th Quarter/Autumn)). Extreme Value Theory and Standard & Poor's Ratings. S&P RatingsDirect.


Extreme value theory, Markov decision processes, time series analysis, statistical climatology, credit default modeling, financial risk modeling.

Intellectual Property


Data Science Association

The Academic Data Science Alliance

Mathematical Association of America

American Statistical Association


  • NYC Faculty Council Curriculum Committee (Co-Chair) [Chairperson]
    Desc: Co-Chair starting Fall 2020
  • NYC Faculty Council Curriculum Committee [Committee Member]
More Faculty Members