Professor Francesco Violante joined ENSAE in September 2017. His research interests span from financial econometrics, data rich environments, derivatives pricing and risk analysis to forecasting, business analytics and environmental quantitative economics. His research outcomes are published in international peer reviewed journals. He teaches courses in Econometrics, Financial Time Series Analysis, Forecasting, Portfolio Management, Big data Strategy/Analytics in Master, PhD and Executive programs. He has been Visiting Scholar at Aarhus University (Denmark), Singapore Management University (Singapore), ESSEC Business School (France), HEC Montreal (Canada), Université catholique de Louvain (Belgium), and London School of Economics (UK). In 2013 he received the Sapere Aude - Research Talent Award from the Danish National Research Foundation. Prior to joining ENSAE, Francesco was Associate Professor at Sapienza University (Italy) and Aarhus University (Denmark) and Post-doctoral researcher at Maastrich University (Netherlands). Francesco is research fellow of CREST and international research fellow of CREATES.
|Enseignant||Identifiant||Intitulé||Instructor||Heures de TD||Jours||Heures de cours||Crédits ECTS||Modalité examen|
|Francesco Violante||AE302||Forecast evaluation and model selection||0||18||3|
|Francesco Violante||FA302||Portfolio Management||0||18||3||écrit|
|Francesco Violante||SEC05||Time Series 3A-CI/MS||12||12||1||écrit|
|Francesco Violante||MS302||Time Series||9||13.5||1||écrit+tut.|