by emlyon business school | Oct 13, 2020 | Projects Quant
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...
by emlyon business school | Oct 13, 2020 | Projects Quant
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...
by emlyon business school | Oct 8, 2020 | Projects Quant
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 empirical...
by emlyon business school | Oct 8, 2020 | Projects Quant
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...
