DATA AND AI ARE CHANGING THE WAY ORGANIZATIONS THINK, DECIDE, AND ORGANIZE. IT’S TIME HUMANITIES, MANAGEMENT AND SOCIAL SCIENCES GET INVOLVED.
Metalab

NEWS

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EVENTS

RESEARCH

AI ROBUSTNESS & ACCEPTABILITY: BNPP x METALAB PARTNERSHIP

Metalab and BNP Paribas have come together to combine their expertise through a 3-year joint research partnership, launched in September 2023, in collaboration with the teams at Risk Air, Group Data Office and BivwAk!

This strategic partnership aims to exchange insights, develop, and disseminate best practices in AI acceptability and deployment.

Through research focused on two key areas – Robustness of Machine Learning Models and challenges surrounding model acceptability and governance – five tenured ESSEC professors will spearhead these scientific inquiries. The findings will greatly benefit BNP Paribas collaborators.

Beyond mutual knowledge sharing and expertise development, this alliance seeks to meaningfully contribute to public discourse on ethical, fair, and trustworthy AI systems and data-driven decisions.

In concrete terms, the two partners will work together to develop a number of research projects through various means:

  • Research papers,
  • Joint publications,
  • Annual event involving various stakeholders,
  • Conferences
Research list
MULTIVARIATE VOLATILITY FORECASTS FOR STOCK MARKET INDICES

MULTIVARIATE VOLATILITY FORECASTS FOR STOCK MARKET INDICES

[ARTICLE] This study forecasts realized variance for major international stock market indices, incorporating jump, continuous, and option-implied variance components, using ...
DYNAMICS OF VARIANCE RISK PREMIA: A NEW MODEL FOR DISENTANGLING THE PRICE OF RISK

DYNAMICS OF VARIANCE RISK PREMIA: A NEW MODEL FOR DISENTANGLING THE PRICE OF RISK

[ARTICLE] This paper presents a dynamic model for the variance risk premium that separates the continuous component from jump impacts, ...
MINIMUM COST NETWORK DESIGN IN STRATEGIC ALLIANCES

MINIMUM COST NETWORK DESIGN IN STRATEGIC ALLIANCES

[ARTICLE] This paper investigates the impact of transaction costs on the viability of strategic alliances in service network design, highlighting ...
PROBABILISTIC FORECASTING OF BUBBLES AND FLASH CRASHES

PROBABILISTIC FORECASTING OF BUBBLES AND FLASH CRASHES

[ARTICLE] This paper proposes a near explosive random coefficient autoregressive model (NERC) to predict probabilities of bubbles and crashes in ...
Founded in 2020 by ESSEC Business School, The Metalab Institute for Artificial Intelligence, Data and Society helps organizations navigate and better understand the social, economic, cultural, and ethical impacts of AI and data

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