Guillaume Chevillon
My teaching focuses on statistical methods for understanding, modelling and predicting individual behaviours in Business, Economics and Social Sciences. 

A related question of interest to me is what Data Sciences bring to Social Sciences. A Set of slides of mine about a presentation I made in the Edgar Morin Chair on Complexity can be found here. I also participated in the MOOC on Complexity, available on Coursera, organized by Edgar Morin and ESSEC, see my contribution here (youtube).

Hence my main courses are: 

Business Statistics & Introduction to Analytics 

This is the only compulsory course in the MSc in Management (Grande Ecole Program). The aim of the course is to provide a comprehensive and practical methodology for extracting information from data. 
The course is given to about 350 students each year. I used to teach similar courses for the MS in Financial Techniques. 

Forecasting & Predictive Analytics

This is an elective course for the Grande Ecole Program and a fundamental course for the ESSEC-CentraleSupelec MSc in Data Sciences & Business Analytics.
Beyond understanding the tools that are used in Predictive analytics & Forecasting, the aim of the course is to make the link with the developments of social sciences. Indeed when forecasting is about the output of human behavior, we must be very careful and need to think about the interaction between human beliefs and their environments.
In the past I also taught Predictive Models & Help towards decision in the MS in Strategic Management of international Business.

Time Series

This is a Graduate course for the PhD concentrations in Economics, Finance and Operations Management/Decision Sciences.

I also teach some specific courses:

Macroeconomics: Alchemy or Science

This is a set of lectures for the MSc and Advanced Masters students at ESSEC where we discuss the issues with developing a science of aggregate behavior in social sciences. The idea is to come up with an understanding of the solutions and limitations specific to Macroeconomics.

Past courses


Financial Econometrics

Time Series



International Macro