Title/Position: Assistant Professor
Department: ENSAE-CREST, Finance-Insurance
Specialties: Financial econometrics; Data rich environments; Derivatives pricing; Risk analysis; Volatility modeling and forecasting; Business analytics; Environmental quantitative economics

Faculty Bio

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.

Courses

Enseignant Identifiant Intitulé Instructor Heures de TD Jours Heures de cours Crédits ECTS Modalité examen
Francesco Violante AE302 Forecast evaluation and model selection Violante Francesco 0 18 3
Francesco Violante FA302 Portfolio Management Violante Francesco 0 18 3 écrit
Francesco Violante SEC05 Time Series 3A-CI/MS Violante Francesco 12 12 1 écrit
Francesco Violante MS302 Time Series Violante Francesco 9 13.5 1 écrit+tut.