Christophe Croux
Professor
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)
Bio
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
Sparse regression for large data sets with outliers
European Journal of Operational Research, Volume 297, March 2022, Pages 782 - 794
Robust and sparse multigroup classification by the optimal scoring approach
Data Mining and Knowledge Discovery, Volume 34, February 2020, Pages 723 - 741
Multivariate volatility forecasts for stock market indices
International Journal of Forecasting, Volume 37, May 2021, Pages 484 - 499
Important factors determining Fintech loan default: Evidence from a lendingclub consumer platform
Journal of Economic Behavior and Organization, Volume 173, May 2020, Pages 270 - 296
Robust multivariate methods in chemometrics
Elsevier, Amsterdam, January 2020, Pages 393 - 430