Andras Fulop

I am a Professor of Finance at ESSEC Business School, Paris. I joined ESSEC in 2006 after receiving a Ph.D. in finance from the Rotman School of Management, University of Toronto. My research interests are in financial econometrics and asset pricing with a focus on

• Bayesian Econometrics and Sequential Monte Carlo Techniques with applications in finance and economics
• Machine Learning in Finance
• Empirical examination of liquidity in credit derivative markets

See a complete CV here.