Sessi TOKPAVI

I am a full professor of Econometrics and Machine Learning (ML) at the University of Orléans and a researcher at LEO (Laboratory of Economics of Orléans). My work combines advanced statistical modelling, financial econometrics, and ML to address complex problems in finance and economics.

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My research spans several interconnected areas:

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• Financial risk modelling: extreme-risk and tail-behaviour analysis, backtesting of tail-risk models, contagion, and systemic risk measurement.​

• Asset management and portfolio construction: factor modelling, dynamic allocation, robust optimization under parameter uncertainty, and multi-manager portfolio design.

• ​ML applications: development of statistical learning models, and applications of these techniques to various fields including credit scoring, fraud detection, geospatial data for economic outcomes prediction, and ESG analytics.

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I also collaborate with the asset-management industry, bridging academic research with real-world decision-making.