Francesco Fabozzi Research Director of Yale’s International Center of Finance

Francesco Fabozzi Research Director of Yale’s International Center of Finance

Cornell Financial Engineering Manhattan 2023 Future of Finance Conference

Francesco A. Fabozzi is a doctoral candidate at Stevens Institute of Technology and the research director for Yale’s International Center for Finance (ICF). His research focuses on the intersection of machine learning and finance, with a particular interest in equity return forecasting using Natural Language Processing (NLP). He also serves as the managing editor of the Journal of Financial Data Science and is the Director of Data Science at the CFA Institute Research Foundation.

He has coauthored a number of books in investment management and quantitative methods. His research has been published in the Journal of Financial EconometricsJournal of DerivativesReview of Quantitative Finance and AccountingJournal of Portfolio Management, and more.  He holds a BA in economics from Princeton University and an MS in financial analytics from Stevens Institute of Technology.

Research Interests:

  • Machine Learning / Artificial Intelligence
  • Natural Language Processing (NLP)
  • Equity Forecasting and Equity Factor Models

Cornell Financial Engineering Manhattan 2023 Future of Finance Conference

Francesco Fabozzi Research Director of Yale’s International Center of Finance