De Peretti Christian

Christian de Peretti obtained a doctorate in mathematical economics and econometrics at the University of Aix-Marseille-II in 2003 and an accreditation to direct research in economics at the University of Évry - Val d'Essonne. He was a lecturer in finance and derivatives at London Metropolitan University in 2005. He was a lecturer in economics at the Université d'Évry - Val d'Essonne from 2005 to 2008, where he directed a Master 2 in risk and asset management.

Since 2008, he has been lecturer in economics at the École Centrale de Lyon and researcher at the Institut de science financière et d'assurances (ISFA) in Lyon. He teaches applied mathematics, econometrics, finance and economics. His research interests include theoretical econometrics, finance and health economics.

Research projects

Recently supervised doctorates:

• 2023- today: ZANZOURI, Souleima - "Modeling Financial Time Series within the Framework of High Frequency Trading"
• 2022- today: HMERCHA, Chiraz - "Impact of green finance on economic performance and environmental quality: a comparison between Chine, France and Brazil, study based on Panel data analysis"
• 2019- today: TALBI, Haifa - "The interactions between green bonds and financial markets: Green recovery and industrial revolution"
• 2019-2024: BEN HAMIDA, Amal - "The contribution of statistical learning algorithms for portfolio optimization" - Tunisian cotutelle fellowship, supervision 90% - Lotfi Belkacem 10%.
• 2019-2024: GHADDAB, Sarra - "Google Search Volume Index and portfolio diversification using Machine Learning techniques"

Training actions

• S9 - MOS 6.5 Time Series Econometrics
• S9 - MD fo IM3.0 Mathematics and Risk Engineering
• S8 - ELC F-1 Market Finance
• S7 - PRO tc 9 PAR
• S6 - PRO tc 6 PE