by rekik | Oct 10, 2020 | Events Quant
Tuesday November 5, 2020 – 12:15-13:45pm – online Dirichlet policies for reinforced factor portfolio Dr. Guillaume Coqueret and Dr. Eric André, emlyon business school Abstract: This article aims at combining factor investing and reinforcement learning (RL). To this...
by rekik | Sep 10, 2020 | Events Quant
Tuesday October 22, 2020 – 12:15-13:45pm – online Predictive regressions: a machine learning perspective Dr. Guillaume Coqueret, emlyon business school Abstract: We characterize the quadratic loss that is expected when forecasting an autocorrelated process from its...
by rekik | Sep 3, 2020 | Events Quant
Tuesday October 1, 2020 – 12:15-13:45pm – Ecully campus – Room B1070 Incumbent inertia: When and how to respond to an innovative startup? Dr. Benoit CHEVALIER-ROIGNANT, emlyon business school Abstract: This paper models a situation in which a startup introduces an...
by rekik | Feb 3, 2020 | Events Quant
Tuesday February 18, 2020 – 12:15-13:45pm – Ecully campus – Room B1070 Brand Retention and Radical Innovation Sarah GELPER – School of Industrial Engineering Abstract: Retaining customers is an essential part of value creation. Especially in turbulent...
