Francesco Corielli

Francesco Corielli is an Associate Professor of Mathematics for Finance, Economics, and Insurance at Bocconi University, where he has held academic positions since 1989. He graduated in Economics from Bocconi University in 1983. His research focuses on model misspecification in statistics and finance, robustness analysis, partial differential equations in finance, and the application of canonical correlation to financial price analysis. He has contributed to seminal works on parametrix approximation methods, risk management, and hedging strategies in energy markets.

Corielli has taught courses including Financial Econometrics, Machine Learning in Finance, and Quantitative Methods for Trading, emphasizing rigorous foundational knowledge and practical applications. His teaching philosophy prioritizes clarity and precision to avoid conceptual misunderstandings. He has published extensively in journals such as the Siam Journal on Financial Mathematics and Journal of Banking & Finance, and his work spans empirical finance, project finance, and theoretical econometrics.

Notable research areas include analyzing model error propagation, developing approximation techniques for PDE solutions in finance, and exploring the interplay between textual analysis of online messages and financial market dynamics. His contributions to the understanding of beta regression in finance and ESG rating methodologies further highlight his interdisciplinary approach.