Christophe Croux


MSc in Data Analytics & Artificial Intelligence co-Manager

Main contributions

International Journal of Forecasting (2021, 2016, 2008), European Journal of Operational Research (2021), Journal of Economic Behavior & Organization (2020), Statistics (2019), Statistical Methods and Applications (2018), Journal of the Royal Statistical Society (2018), Studies in Nonlinear Dynamics and Econometrics (2017), Econometrics and Statistics (2017), Journal of Econometric Methods (2017), Journal of Applied Statistics (2017), Journal of the American Statistical Association (2017, 2002, 1994,1993), Journal of Banking and Finance (2017), European Journal of Operational Research (2016, 2009), Energy Economics (2016 ; 2020), Journal of Forecasting (2016, 2010), Journal of Retailing (2016), International Journal of Research in Marketing (2015, 2014, 2012, 2011, 2007), Computational Statistics and Data Analysis (2017, 2015, 2012, 2010),  Annals of Applied Statistics (2013),  Technometrics (2013), Statistics and Computing (2012, 2003) Biometrics (2012, 2006),  Journal of Empirical Finance (2011), Journal of Financial Econometrics (2011),  Journal of Graphical and Computational Statistics (2010), Stata Journal (2009), Journal of Service Research (2009), Journal of Machine Learning Research (2008),  Journal of Marketing Research (2006), Journal of Multivariate Analysis (1994, 1999, 2003, 2005, 2006, 2009),  Review of Economics and Statistics (2001),  Biometrika (2000),  The Annals of Statistics (1994)

Discipline: Data Science
Faculty: Data Science, Economics & Finance
Expertise: Mathematical and computational statistics, marketing modelling, applied econometrics


Christophe Croux, Ph.D, is Professor of Data Science and Co-Director of the MSc in Data Analytics and Artificial Intelligenceat EDHEC Business School. He was a professor in statistics and econometrics at the Université Libre de Bruxelles (1995-2001) and the KU Leuven (2001-2017). The research he conducted was on mathematical and computational statistics, marketing modelling, and applied econometrics. He was the supervisor of more than 15 PhD students, and is author of more than 100 papers in international journals.  His current research activity is on the detection of   anomalies in large and complex data sets, and the development of forecasting methods for big data. He will mainly teach in the newly created MsC in Data Analytics and Digital Business.

Publications of Christophe Croux

03.06.2021 - Article in a peer reviewed journal

Sparse regression for large data sets with outliers

Christophe Croux, Wilms Ines, Lea Bottmer

European Journal of Operational Research, Volume 297, March 2022, Pages 782 - 794

09.11.2020 - Article in a peer reviewed journal

Robust and sparse multigroup classification by the optimal scoring approach

Christophe Croux, Filzmoser Peter, Ortner Irene

Data Mining and Knowledge Discovery, Volume 34, February 2020, Pages 723 - 741

28.06.2020 - Article in a peer reviewed journal

Multivariate volatility forecasts for stock market indices

Christophe Croux, Wilms Ines, Rombouts Jeroen

International Journal of Forecasting, Volume 37, May 2021, Pages 484 - 499

15.03.2020 - Article in a peer reviewed journal

Important factors determining Fintech loan default: Evidence from a lendingclub consumer platform

Milos Vulanovic, Christophe Croux, Jagtiani Julapa, Korivi Tarunsai

Journal of Economic Behavior and Organization, Volume 173, May 2020, Pages 270 - 296

01.01.2020 - Chapter publication

Robust multivariate methods in chemometrics

Christophe Croux, Filzmoser Peter, Maronna Ricardo, Serneels Sven

Elsevier, Amsterdam, January 2020, Pages 393 - 430