Guillaume Chevillon

Research: Economics, Forecasting, Business Data Science
Chair, Department of Information Systems, Decision Sciences & Statistics
Academic CoDirector:
ESSEC Metalab for Data, Technology & Society
ESSEC | CentraleSupélec Master in Data Sciences & Business Analytics

Welcome to my homepage

About me

   June 2022:   

    My round of conferences this summer:
  • QFFE, Aix-Marseille School of Economics where I present "We modeled long memory with one lag!" with Luc Bauwens and Sébastien Laurent.
  • IAAE, King's College, London: my talk is on "What Does it Take to Control Global Temperatures? Prospective and Counterfactual Carbon Abatement Policies in a Cointegrated Vector Autoregressive Model", with Takamitsu Kurita (Kyoto Sangyo University)
  • SOFIE, Churchill College, Cambdridge (UK): I presented my paper on "The Bias-Variance Trade-off in (Un)Conditional Multistep Forecasting, Predictive Regressions and Local Projections"

    April 2022:   

    May 2021:
  • We are very excited to welcome Benoît Bergeret, the new Executive Director of the METALAB for Data, Technology & Society. 


    • A lab of pedagogical innovation centered on our Augmented Digital Campus;
    • An interdisciplinary research center studying how AI technologies and data science are transforming decision making, work, organizations, and the society;
    • platform that brings together our ecosystem of students, alumni & corporate partners to analyze data, run experiments, develop theories, and provide actionable insights;
    • A think-tank that fosters public debates where practitioners and academics can debate on how AI technologies transform our society on a wide array of topics ranging from business data science to governance and ethical dimensions.

    March 2021:
    January 2021:
        November/December 2020:
        October 2020:
        September 2020:
    • Very pleased to become the Chair of the Department of Information Systems, Decision Sciences & Statistics at ESSEC Business School.
        May 2020: 
    • We will announce the winner of our first 3M Women in Data Science scholarship during the Science Week next October. 
    • I am pleased to join ONE AI, the OECD Network of Experts on AI and to contribute to their work. 
        March/April 2020: 
    • I am visiting the Department of Economics at Keio University and then at the University of Fukuoka. 
        January-February 2020
    • I am visiting the Department of Economics at the Business School of the University of New South Wales, Sydney. I will be giving seminars at 
          Feb 5, Economics Department, UNSW Business School
          Feb 14, Business Analytics, Sydney University Business School
          Feb 26, Macquarie University
          March 4, Economics Department, Sydney University
    October 2019: 
    • Pleased to be invited to the Joint Research Centre of the European Commission in the program on Big Data & Forecasting of Economic Developments run by Sebastiano Manzan.
    • 2020 QS ranking of masters in Business Analytics:
      Our Master in Data Sciences & Business Analytics is now
      #1 in Europe, #3 worldwide (after the MIT and UCLA)
    May 2019:
    I have a new article published in Le Monde « Il semble illusoire de contrôler a priori les outils d’intelligence artificielle car leurs conséquences sont quasi imprévisibles » where I discuss the issues surrounding scientific evaluations of the long run effects of social network algorithms and whether/how recent proposals of Public Agencies for Algorithmic Security might be feasible.

    December 2018: 

    November 2018:
     I was interviewed by Le Monde about the recent good news on the Master in Data Sciences & Business Analytics, and more generally about the interplay between Engineering & Management, see the interview here

    September 2018:

    July 2018: I'm pleased to participate in the Scientific Committee of the 10th French Econometrics Conference that will take place at Paris School of Economics on Nov 29-30, 2018. Deadline for submissions is Sept 15. 

    April 2018: I have two papers about different origins of long memory that are just making it to the 
    Journal of Econometrics

    March 2018: I'm honored to have been elected to the Executive Committee of the Society for Nonlinear Dynamics and Econometrics. The 26th annual symposium organized by Ippei Fujiwara & Yasuo Hirose at Keio University was a great success. 

    - I published an op-ed in Libération on 17/11/16 "Des algorithmes dangereux pour le débat démocratique" and you can see me at a roundtable with (inter alia) Axelle Lemaire, Secrétaire d'Etat pour le numérique et l'innovation at Théâtre de la Gaîté Lyrique, on 19/11. (video here)

    - France Info: I no longer participate in Emmanuel Davidenkoff's series "Un jour, une question" but the topics I've covered can be found here.