Homepage of Guillaume Chevillon

Guillaume Chevillon

Professor, ESSEC Business School, Paris

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

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About me

News

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:

I was pleased to contribute to Plan Libre No 192 (April), an architectural review, with an article "Que peut-on prévoir ?". (Open Access)
My new article in Le Monde (26/04/22): L'algorithme est in influenceur comme les autre s about the new European Data Services Act.
I was very pleased to be invited to participate in the conference
LA RÉGULATION DES ALGORITHMES EN MATIÈRE BANCAIRE ET FINANCIÈRE
organized jointly by the Economics and Law departments at Université d'Orléans.

please find my slides here
A new working paper: We modeled long memory with just one lag! (pdf), with Luc Bauwens and Sébastien Laurent

May 2021:

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

The ESSEC METALAB is

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;
A 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:

Very pleased to share my article on the Wonk website of the OECD

The power of persuading: Can and should we regulate AI algorithms?

with a short introductory video here.

January 2021:

As part of the Creation of the Metalab for Data, Technology & Society, we've produced a special issue of the ESSEC Knowledge Review on Artificial Intelligence and the Technological Transformation. French version to come soon.

November/December 2020:

New ESSEC Knowledge piece "Towards a policy of algorithm security"
My July 2020 ESSEC Knowledge piece "Laissez-faire or Policing Social Networks" was republished in Reflets, the ESSEC alumni magazine.

October 2020:

As part of its new RISE strategy, ESSEC is launching the Metalab for Data, Technology & Society. And I'm proud to be its part of the team, as Academic coDirector with my colleague Julien Malaurent. More to follow soon!

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

Our paper with Anurag Banerjee and Marie Kratz "Probabilistic Forecasting of Bubbles and Flash Crashes" is now online of the website of The Econometrics Journal. https://doi.org/10.1093/ectj/utaa004
Our paper withSophocles Mavroeidis and Zhaoguo Zhan, "Robust inference in structural VARs with long-run restrictions" is now published in Econometric Theory, 36(1), pp. 86-121, 2020 (open source access).

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:

Our paper with Sophocles Mavroeidis and Zhaoguo Zhan "Robust inference in structural VARs with long-run restrictions" was accepted for publication at Econometric Theory (open source on the Editor's website)
My opinion contribution in Libération was also published in La Libre Belgique, "Et si on réinitialisait les réseaux sociaux en 2019 ?"
I'm pleased to be serving on the program committees of the Workshop in Financial Econometrics (Nantes, 21-22 March 2019, call still open) and of the 27th Symposium of the SNDE at the Dallas Fed (March 28-29, 2019)

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:

I have a new article published by Libération "Et si on réinitialisait les réseaux sociaux" (English version: Should we reset social networks?)

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.

Generating Univariate Fractional Integration within a Large VAR(1) with Alain Hecq (Maastricht) and Sébastien Laurent (Aix-Marseille) will be published in May 2018.
Learning can generate long memory with Sophocles Mavroeidis (Oxford) was published in May 2017. We have a companion paper: Perpetual Learning and Apparent Long Memory (Journal of Economic Dynamics & Control, 2018).

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.