Federico Severino
Scholar

Federico Severino

Google Scholar ID: R3TBkCMAAAAJ
Assistant professor, Université Laval
Asset pricingfinancial economicsfinancial econometrics
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Citations & Impact
All-time
Citations
59
 
H-index
4
 
i10-index
1
 
Publications
19
 
Co-authors
0
 
Contact
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Publications
2 items
Globally aligned Principal Component Analysis for multi-group data
2026
Cited
0
Selection of functional predictors and smooth coefficient estimation for scalar-on-function regression models
2025
Cited
0
Resume
Academic Achievements
  • Teaching experience includes machine learning for business, financial economic theory, portfolio management, corporate finance, discrete and continuous-time asset pricing, and mathematics for economics and social sciences.
Research Experience
  • Currently an Associate Professor at Université Laval (FSA, Department of Finance, Insurance and Real Estate). Also a collaborating researcher of the IID (Institute Intelligence and Data), a researcher of CIRANO, and a researcher of LABIFUL (Financial Engineering Laboratory of Université Laval).
Education
  • Received a BS (2010) and MS (2012) in Mathematics from Università degli Studi di Milano. Obtained a Ph.D. in Economics and Finance from Università Bocconi (Department of Finance) in 2018.
Background
  • Research interests cover asset pricing, financial economics, financial econometrics, and machine learning for finance. In particular, he focuses on the analysis of persistence in financial time series, the identification of martingale components in continuous-time asset prices, the long-term properties of stochastic discount factors, portfolio optimization techniques, and applications of statistical learning methods to financial data.