Our Faculty

Francis Parisi

Clinical Professor

Seidenberg School of CSIS

Computer Science NY

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

Mon 1:00pm-5:00pm

Wed 1:00pm-3:00pm

Biography


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.

Education


PhD , Southern California University for Professional Studies , Santa Ana, CA , 2003
Management of Engineering & Technology

MS , Colorado State University , Ft. Collins, CO , 1998
Statistics

BA , Brooklyn College, City University of New York , Brooklyn, NY , 1977
Philosophy

Publications


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.

RESEARCH INTEREST


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

PROFESSIONAL MEMBERSHIPS

  • American Statistical Association 1996
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