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Christophe Croux

Christophe Croux

D-Index & Metrics

Mathematics

D-Index
55
Citations
15483
World Ranking
779
National Ranking
38

Overview

Christophe Croux is affiliated with EDHEC Business School in France. Their research primarily spans the fields of Economics, Econometrics and Finance, as well as Mathematics. Within these broad fields, their work covers subfields such as Economics and Econometrics, Statistics and Probability, Management Information Systems, Finance, and Statistics, Probability and Uncertainty.

The scientist's research topics include:

  • FinTech, Crowdfunding, Digital Finance
  • Microfinance and Financial Inclusion
  • Advanced Statistical Methods and Models
  • Statistical Methods and Inference
  • Advanced Statistical Process Monitoring
  • Blockchain Technology Applications and Security
  • Financial Risk and Volatility Modeling

Christophe Croux has published in various academic journals and venues, such as:

  • Journal of Economic Behavior & Organization
  • International Journal of Forecasting
  • European Journal of Operational Research
  • Data Mining and Knowledge Discovery
  • Working paper

Recent papers by Christophe Croux include:

  • Important factors determining Fintech loan default: Evidence from a lendingclub consumer platform, 2020, Journal of Economic Behavior & Organization
  • Multivariate volatility forecasts for stock market indices, 2020, International Journal of Forecasting
  • Sparse regression for large data sets with outliers, 2021, European Journal of Operational Research
  • Robust and sparse multigroup classification by the optimal scoring approach, 2020, Data Mining and Knowledge Discovery
  • Important Factors Determining Fintech Loan Default: Evidence from the LendingClub Consumer Platform, 2020, Working paper

Frequent co-authors collaborating with Christophe Croux include:

  • Ines Wilms
  • Julapa Jagtiani
  • Tarunsai Korivi
  • Miloš Vulanović
  • Luca Barbaglia

Best Publications

  • Alternatives to the Median Absolute Deviation

    Peter J. Rousseeuw;Christophe Croux

  • Robust regression in Stata

    Vincenzo Verardi;Christophe Croux

  • Influence functions of the Spearman and Kendall correlation measures

    Christophe Croux;Christophe Croux;Catherine Dehon

  • Depression and socio-economic risk factors: 7-year longitudinal population study.

    Vincent Lorant;Christophe Croux;Scott Weich;Denise Deliège

  • Test-retest study of the GRBAS scale: Influence of experience and professional background on perceptual rating of voice quality

    Marc S. De Bodt;Marc S. De Bodt;Floris L. Wuyts;Paul H. Van de Heyning;Christophe Croux;Christophe Croux

  • A Measure of Comovement for Economic Variables: Theory and Empirics

    Christophe Croux;Mario Forni;Lucrezia Reichlin

  • Bagging and Boosting Classification Trees to Predict Churn

    Aurélie Lemmens;Christophe Croux

  • Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies

    Christophe Croux;Gentiane G. Haesbroeck

  • Robust principal component analysis for functional data

    N. Locantore;J. S. Marron;D. G. Simpson;N. Tripoli

  • Robust forecasting with exponential and holt-winters smoothing

    Sarah Gelper;Roland Fried;Christophe Croux

  • High breakdown estimators for principal components: the projection-pursuit approach revisited

    Christophe Croux;Anne Ruiz-Gazen

  • Influence Function and Efficiency of the Minimum Covariance Determinant Scatter Matrix Estimator

    Christophe Croux;Gentiane Haesbroeck

  • Linearity of calibration curves: use and misuse of the correlation coefficient

    Joris Van Loco;Marc Elskens;Christophe Croux;Hedwig Beernaert

  • Algorithms for Projection–Pursuit robust principal component analysis

    Christophe Croux;P Filzmoser;M. R Oliveira

  • Modeling churn using customer lifetime value

    Nicolas Glady;Bart Baesens;Bart Baesens;Christophe Croux

  • Sparse least trimmed squares regression for analyzing high-dimensional large data sets

    Andreas Alfons;Christophe Croux;Sarah Gelper

  • Estimation and decomposition of downside risk for portfolios with non-normal returns

    Kris Boudt;Brian Peterson;Christophe Croux

  • Robust factor analysis

    Greet Pison;Peter J. Rousseeuw;Peter Filzmoser;Christophe Croux

  • TOMCAT: A MATLAB toolbox for multivariate calibration techniques

    Michał Daszykowski;Sven Serneels;Krzysztof Kaczmarek;Piet Van Espen

  • Partial robust M-regression

    Sven Serneels;Christophe Croux;Peter Filzmoser;Pierre J. Van Espen

  • Time-Efficient Algorithms for Two Highly Robust Estimators of Scale

    Christophe Croux;Peter J. Rousseeuw

  • Robust estimation of intraweek periodicity in volatility and jump detection

    Kris Boudt;Christophe Croux;Sabéastien Laurent

  • Robust Standard Errors for Robust Estimators

    Christophe Croux;Geert Dhaene;Dirk Hoorelbeke

  • Algorithms for Projection-Pursuit Robust Principal Component Analysis

    Christophe Croux;Peter Filzmoser;M. Rosario Oliveira

Frequent Co-Authors

Sébastien Laurent
Sébastien Laurent Aix-Marseille University
Hannu Oja
Hannu Oja University of Turku
Bart Baesens
Bart Baesens KU Leuven
Johan P. Mackenbach
Johan P. Mackenbach Erasmus University Rotterdam
Stefan Stremersch
Stefan Stremersch Erasmus University Rotterdam
Mario Forni
Mario Forni University of Modena and Reggio Emilia
Visa Koivunen
Visa Koivunen Aalto University

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