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Researcher
Christophe Croux
- Disciplines:Econometric and statistical methods and methodology
Affiliations
- Operations Research and Statistics Research Group (ORSTAT) (main work address Leuven) (Research unit)
Responsible
From15 Jun 2024 → Today - Operations Research and Statistics Research Group (ORSTAT) (main work address Brussels) (Research unit)
Responsible
From15 Jun 2024 → Today - Operations Research and Statistics Research Group (ORSTAT) (Section)
Responsible
From15 Jun 2024 → Today - Operations Research and Statistics Research Group (ORSTAT) (main work address Leuven) (Research unit)
Member
From1 Nov 2005 → Today
Projects
1 - 8 of 8
- Multi-class estimation for high-dimensional econometric modelsFrom1 Oct 2016 → 1 Sep 2018Funding: FWO fellowships
- Sparse and robust estimation of vector autoregressive models with applications in marketing and economics.From1 Oct 2012 → 30 Sep 2016Funding: FWO fellowships
- Analysis of time varying relationships in multi-country monetary time series.From5 Mar 2012 → 31 Dec 2016Funding: IWT personal funding - strategic basic research grants
- Model selection for tree-structured estimation schemes.From1 Jun 2011 → 31 May 2014Funding: BOF - Other initiatives
- Robus groupwise variable selection.From1 Apr 2011 → 30 Sep 2011Funding: BOF - Bilateral scientific cooperation
- New methods for the use of high-frequency data and sustainability scores in portfolio management.From1 Oct 2009 → 31 Dec 2013Funding: IWT personal funding - strategic basic research grants
- Increasing the predictive power of convidence indicators using selection methods.From1 Jun 2008 → 31 May 2009Funding: National Bank of Belgium
- Robust and semiparametric estimation of marketing models.From1 Jan 2008 → 31 Dec 2011Funding: FWO research project (including WEAVE projects)
Publications
1 - 10 of 102
- Sparse regression for large data sets with outliers(2022)
Authors: Christophe Croux
Pages: 782 - 794 - Robust and sparse multigroup classification by the optimal scoring approach(2020)
Authors: Christophe Croux
Pages: 723 - 741 - Important factors determining Fintech loan default: Evidence from a lendingclub consumer platform(2020)
Authors: Christophe Croux
Pages: 270 - 296 - Volatility spillovers in commodity markets: A large t-vector autoregressive approach(2020)
Authors: Luca Barbaglia, Christophe Croux, Ines Wilms
- Sliced average variance estimation for multivariate time series(2019)
Authors: M Matilainen, Christophe Croux, K Nordhausen, H Oja
Pages: 630 - 655 - Multi-class vector autoregressive models for multi-store sales data(2018)
Authors: Ines Wilms, Luca Barbaglia, Christophe Croux
Pages: 435 - 452 - Robust estimation of linear state space models(2018)
Authors: Ruben Crevits, Christophe Croux
Pages: 1 - 12 - Linearly transforming variables in the VAR model, how does it change the impulse response(2018)
Authors: Peter Reusens, Christophe Croux
- An algorithm for the multivariate group lasso with covariance estimation(2018)
Authors: Ines Wilms, Christophe Croux
Pages: 668 - 681 - Multi-class vector autoregressive models for multi-store sales data(2018)
Authors: Ines Wilms, Luca Barbaglia, Christophe Croux
Pages: 435 - 452