AIM Research Center on Quantitative Methods in AI-driven Business

Projects

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 In collaboration with: Dr. Antoine Julien (Associate Professor, NTNU, Norway) We are mining emlyon students records (transcript and first jobs), and similar Norwegian data sets from SSB,...

Persistence in factor-based supervised learning models

emlyon faculty: Dr. Guillaume Coqueret In this paper, 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 the...

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...

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...