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EVENTS

The latest publications :

SPATIAL WORD OF MOUTH: HOW USER REVIEWS IN THE METAVERSE SHAPE THE SUCCESS OF VIRTUAL REALITY APPS

SPATIAL WORD OF MOUTH: HOW USER REVIEWS IN THE METAVERSE SHAPE THE SUCCESS OF VIRTUAL REALITY APPS

[ARTICLE] By exploring nearly 300,000 Meta Horizon reviews, this study introduces "spatial word of mouth" (spatial WOM) to reveal how immersive factors like community, motion sickness, and immersion uniquely drive the success of virtual reality apps in the metaverse. by ...
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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 multivariate HAR-type models. by Jeroen Rombouts (ESSEC Business School), Ines Wilms, Christophe Croux Volatility forecasts aim to measure future risk and they are key ...
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All publications :

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 ...
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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 ...
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DATA-CLONING SMC2: A GLOBAL OPTIMIZER FOR MAXIMUM LIKELIHOOD ESTIMATION OF LATENT VARIABLE MODELS

DATA-CLONING SMC2: A GLOBAL OPTIMIZER FOR MAXIMUM LIKELIHOOD ESTIMATION OF LATENT VARIABLE MODELS

[ARTICLE] This paper proposes a data-cloning SMC2 algorithm for maximum likelihood estimation of models with latent variables, offering broad applicability ...
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FROM DATA TO CAUSES II: COMPARING APPROACHES TO PANEL DATA ANALYSIS

FROM DATA TO CAUSES II: COMPARING APPROACHES TO PANEL DATA ANALYSIS

[ARTICLE] This article compares various panel data methods, highlighting the benefits of the general cross-lagged model (GCLM) over static models ...
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FROM DATA TO CAUSES I: BUILDING A GENERAL CROSS-LAGGED PANEL MODEL (GCLM)

FROM DATA TO CAUSES I: BUILDING A GENERAL CROSS-LAGGED PANEL MODEL (GCLM)

[ARTICLE] This paper introduces a general cross-lagged panel model (GCLM) for causal inference with longitudinal panel data within a structural ...
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THE USE OF PROTOTYPES TO BRIDGE KNOWLEDGE BOUNDARIES IN AGILE SOFTWARE DEVELOPMENT

THE USE OF PROTOTYPES TO BRIDGE KNOWLEDGE BOUNDARIES IN AGILE SOFTWARE DEVELOPMENT

[ARTICLE] This paper explores how software prototypes function as boundary objects in agile development, identifying four effective prototype use practices ...
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DYNAMIC TRAVELING SALESMAN PROBLEM WITH STOCHASTIC RELEASE DATES

DYNAMIC TRAVELING SALESMAN PROBLEM WITH STOCHASTIC RELEASE DATES

[ARTICLE] This paper addresses the Dynamic Traveling Salesman Problem with Stochastic Release Dates (DTSP-srd), proposing a Markov Decision Process and ...
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A BRANCH-AND-CUT ALGORITHM FOR THE INVENTORY ROUTING PROBLEM WITH PICKUPS AND DELIVERIES

A BRANCH-AND-CUT ALGORITHM FOR THE INVENTORY ROUTING PROBLEM WITH PICKUPS AND DELIVERIES

[ARTICLE] This paper introduces a mixed integer linear programming model for the Inventory Routing Problem with Pickups and Deliveries (IRP-PD), ...
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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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