AIM Research Center on Quantitative Methods in Business
Research Projects at QUANT
Call for participation: contribute to a research project on the identification of emotions in texts with a computational approach.
What is the project about? This is a call for students with an interest in research to participate in an academic project by Pr. Clément Levallois, Associate Professor at emlyon business school and a member of the AIM Institute. The project aims at developing a...
Inventory inaccuracy in retailing: Does it matter?
Download the white paper of the study > emlyon faculty: Yacine Rekik In collaboration with: Pr. Aris Syntetos Cardiff Business School, UK) and Pr. Christoph Glock (Darmstadt Technical University, Germany) Sponsors: ECR (Efficient Consumer Response) and 8 grocery...
Data science for education
emlyon faculty: Jean Savinien, Doreid Ammar, Clément Levallois, Anissa Pomies, Benoit LoeilletIn collaboration with: Dr. Antoine Julien (Associate Professor, NTNU, Norway) We are mining emlyon students records (transcript and first jobs), and similar Norwegian data...
Valuing “data” in the patrimony of firms – Chaire de recherche implid
emlyon faculty: Dr. Clément Levallois and Dr. Jean SavinienIn collaboration with: Mr. Mohamed Benabdelkrim (PhD student, emlyon & Univ Lyon 1), Pr. Cécile Robardet (Professor, Univ Lyon 1). emlyon faculty: Dr. Clément Levallois (Chaired professor), Pr. Pascal...
On a Simple AI Heuristic for Efficient Portfolios and Performance Measurements
emlyon faculty: Pr. Bertrand Maillet in collaborations with: Zhining Yuan and Pr. Xiang Zhang – School of Finance, Southwestern University of Finance and Economics (SWUFE), Chengdu, China This project explains and explores a technique for the n-asset portfolio...
Persistence in factor-based supervised learning models
emlyon faculty: Dr. Guillaume Coqueret In this research project, we document the importance of memory in machine learning (ML)-based models relying on firm characteristics for asset pricing. We come to three empirical conclusions. First, the pure out-of-sample fit...
Predictive regressions: a machine learning perspective
emlyon faculty: Dr. Guillaume Coqueret in collaborations with: Mr. Romain Deguest (independent) We characterize the quadratic loss that occurs when forecasting an autocorrelated process from its relationship with another autocorrelated process. When the predictions...
Systemic Risk and Severe Real Economy Downturns: A Sparse Meta-analysis with a COVID19 Focus
emlyon faculty: Pr. Bertrand Maillet in collaborations with: Dr. Michele Costola, Economics Department, Ca’ Foscari University of Venice, Italy and Pr. Massimiliano Caporin, Department of Statistical Sciences, University of Padova, Italy. After the major financial...
Characterizing issue fields on Twitter
emlyon faculty: Dr. Clément Levallois and Dr. Jean Savinien In collaboration with: Mr. Mohamed Benabdelkrim (PhD student, emlyon & Univ Lyon 1), Pr. Cécile Robardet (Professor, Univ Lyon 1). In this project, we make a methodological contribution to the...
Large Financial Networks via Conditional AutoRegressive Expected Shortfall
emlyon faculty: Pr. Bertrand Maillet in collaborations with: Dr. Giovanni Bonaccolto, School of Economics and Law, Kore University of Enna, Italy and Pr. Massimiliano Caporin, Department of Statistical Sciences, University of Padova, Italy. In the...
