Francesco Violante

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 several universities such as 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). Prior to joining ENSAE, Francesco was Professor at Sapienza University (Italy), Aarhus University (Denmark) and Maastrich University (Netherlands). Francesco is CREST research fellow (ENSAE, ENSAI and Ecole Polytechnique), CREATES International Research Fellow (Aarhus University) and Louis Bachelier Academic Fellow (Institut Louis Bachelier).

RESEARCH INTERESTS

• Financial econometrics, volatility and correlations modelling, forecast evaluation, risk management, assets and derivatives pricing, diffusion models, energy economics.

Education

• Doctor of Philosophy (PhD) Facultés universitaires 'Notre-Dame de la Paix' (2006 — 2010)
• Master of Arts (MA) Université catholique de Louvain (2004 — 2005)
• Bachelor (BA), Financial Markets and Institutions Management Università Commerciale 'Luigi Bocconi' (1997 — 2004)

Companies

• Guest Lecturer ESSEC Executive Education (2017)
• Research Professor Ensae ParisTech (2017)
• Guest Lecturer ESSEC Business School (2016)
• Assistant Professor Sapienza Università di Roma (2016 — 2017)
• Associate Professor Aarhus BSS - Aarhus University (2016 — 2016)
• Assistant Professor in Econometrics Aarhus BSS - Aarhus University (2013 — 2016)
• Post Doc Maastricht University (2011 — 2013)
• Lecturer Université catholique de Louvain (2011 — 2012)
• Guest Lecturer The London School of Economics and Political Science (LSE) (2008 — 2009)