by emlyon business school | Nov 28, 2021 | Projects Quant
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...
by emlyon business school | Oct 13, 2020 | Projects Quant
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...
by emlyon business school | Oct 13, 2020 | Projects Quant
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...
by emlyon business school | Oct 13, 2020 | Projects Quant
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...
by emlyon business school | Oct 13, 2020 | Projects Quant
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...
by emlyon business school | Oct 13, 2020 | Projects Quant
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 of...
