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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 ...
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 ...

All publications :

ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS

ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS

[ARTICLE] This paper presents a robust inference method for structural vector autoregressions with near unit roots by combining the Anderson-Rubin ...
EXPLAINING AND PREDICTING THE IMPACT OF AUTHORS WITHIN A COMMUNITY: AN ASSESSMENT OF THE BIBLIOMETRIC LITERATURE AND APPLICATION OF MACHINE LEARNING

EXPLAINING AND PREDICTING THE IMPACT OF AUTHORS WITHIN A COMMUNITY: AN ASSESSMENT OF THE BIBLIOMETRIC LITERATURE AND APPLICATION OF MACHINE LEARNING

[ARTICLE] This paper evaluates how well bibliometric data and theories predict author impact and breakthroughs in research, finding limited explanatory ...
EXACT APPROACHES FOR NETWORK DESIGN PROBLEM WITH RELAYS

EXACT APPROACHES FOR NETWORK DESIGN PROBLEM WITH RELAYS

[ARTICLE] This paper proposes two integer programming formulations for the directed network design problem with relays (DNDPR) and demonstrates that ...
CONSOLIDATING UNORGANISED RETAIL BUSINESSES THROUGH DIGITAL PLATFORMS: IMPLICATIONS FOR ACHIEVING THE UN SUSTAINABLE DEVELOPMENT GOALS

CONSOLIDATING UNORGANISED RETAIL BUSINESSES THROUGH DIGITAL PLATFORMS: IMPLICATIONS FOR ACHIEVING THE UN SUSTAINABLE DEVELOPMENT GOALS

[ARTICLE] This study develops a framework showing how digitalization of unorganized retail in emerging markets transforms socio-economic conditions for subsistence ...
INFINITE-DIMENSIONAL GRADIENT-BASED DESCENT FOR ALPHA-DIVERGENCE MINIMISATION

INFINITE-DIMENSIONAL GRADIENT-BASED DESCENT FOR ALPHA-DIVERGENCE MINIMISATION

[ARTICLE] This paper presents the (α,Γ)-descent algorithm for Bayesian α-divergence minimization, demonstrating improved optimization for mixture models in high dimensions ...
ROBUST HIGH DIMENSIONAL LEARNING FOR LIPSCHITZ AND CONVEX LOSSES

ROBUST HIGH DIMENSIONAL LEARNING FOR LIPSCHITZ AND CONVEX LOSSES

[ARTICLE] This paper establishes risk bounds for Regularized Empirical Risk Minimizers (RERM) under both subgaussian and heavy-tailed assumptions, introducing an ...
LEARNING WITH SEMI-DEFINITE PROGRAMMING: STATISTICAL BOUNDS BASED ON FIXED POINT ANALYSIS AND EXCESS RISK CURVATURE

LEARNING WITH SEMI-DEFINITE PROGRAMMING: STATISTICAL BOUNDS BASED ON FIXED POINT ANALYSIS AND EXCESS RISK CURVATURE

[ARTICLE] This paper leverages advanced techniques from empirical process theory and Statistical Learning Theory to provide precise statistical analysis and ...
A MOM-BASED ENSEMBLE METHOD FOR ROBUSTNESS, SUBSAMPLING AND HYPERPARAMETER TUNING

A MOM-BASED ENSEMBLE METHOD FOR ROBUSTNESS, SUBSAMPLING AND HYPERPARAMETER TUNING

[ARTICLE] This paper constructs a robust alternative to cross-validation for hyperparameter tuning and model selection using a median-of-means principle. by Guillaume ...
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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