Our Faculty

Francis Parisi

Clinical Professor

Seidenberg School of CSIS

Computer Science NY

  • @New York City
    163 William Street 223
Office Hours

Spring 2022

Mon 2:00pm-5:00pm

Tue 1:00pm-3:00pm

Office Hours

Spring 2022

Office Hours

Spring 2022

Wed, Thu, Fri (by appointment)


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


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

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

A statistical study of extreme Nor'easter snowstorms
Karvetski, C., Lund, R. & Parisi, F. (2009). Involve. Vol 2 (Issue 3) , pages 341-350.

Return periods of Continental U.S. hurricanes
Parisi, F. & Lund, R. (2008). Journal of Climate. Vol 21 , pages 403-410.

Residential Mortgage-Backed Securities
Khadem, V. & Parisi, F. (2007). Arnaud de Servigny and Nobert Jobst (Eds.), New York, NY , US:McGraw-Hill. , pages 543-592.

Choosing The Right Quantitative Model For The Job
Parisi, F. (2006, August).

Fitting Time Into Models Of Default Recovery Rates
Parisi, F. (2006, August). S&P RatingsDirect.

The Differing Role Of Quantitative Analytics In Credit And Equity Ratings
Parisi, F. (2006, August). S&P RatingsDirect.

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

Mortgage credit and the evolution of risk-based pricing
Raiter, F. & Parisi, F. (2004). (Issue BABC 04-23)

Risk-based pricing in the non-conforming market
Raiter, F. & Parisi, F. (2004). Mortgage Banking. Vol 64 (Issue 7) , pages 56-63.

Loss Correlations Among U.S. Consumer Assets
Parisi, F. (2004, February).

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

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

Extreme Value Theory and Standard & Poor's Ratings
Parisi, F. (2000, October). 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]
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