Christophe Croux

KU Leuven - Faculty of Business and Economics (FEB)

Naamsestraat 69

Leuven, B-3000

Belgium

SCHOLARLY PAPERS

51

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CITATIONS
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68

Scholarly Papers (51)

1.

Robust Regression in Stata

Number of pages: 14 Posted: 27 Mar 2009
Vincenzo Verardi and Christophe Croux
FUNDP - University of Namur. CRED and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 846 (27,318)
Citation 14

Abstract:

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S-estimators, MM-estimators, Outliers, Robustness

2.

Robust Estimation of Intraweek Periodicity in Volatility and Jump Detection

Journal of Empirical Finance, Vol. 18, pp. 353-367
Number of pages: 35 Posted: 10 Nov 2008 Last Revised: 06 Feb 2012
Kris Boudt, Christophe Croux and Sébastien Laurent
Ghent University, KU Leuven - Faculty of Business and Economics (FEB) and AMSE
Downloads 356 (82,723)
Citation 7

Abstract:

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high-frequency data, jump detection, periodicity, long memory, robust statistics

3.

Algorithms for Projection-Pursuit Robust Principal Component Analysis

KU Leuven Working Paper No. KBI 0624
Number of pages: 18 Posted: 08 Mar 2007
Christophe Croux, Peter Filzmoser and M. Rosario Oliveira
KU Leuven - Faculty of Business and Economics (FEB), Vienna University of Technology and Instituto Superior Técnico
Downloads 291 (103,493)
Citation 1

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Algorithms, Data, Field, IT, Methods, Outliers, Performance, Principal component analysis, Principal components analysis, Projection-pursuit, Robustness, Simulation, Space, Variables, Variance

4.

Robust M-Estimation of Multivariate GARCH models

Computational Statistics and Data Analysis, Vol. 54, pp. 2459-2469, 2010
Number of pages: 32 Posted: 21 Jan 2008 Last Revised: 04 Mar 2012
Kris Boudt and Christophe Croux
Ghent University and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 239 (127,084)

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GARCH models, M-estimators, multivariate time series, outliers, robust methods

5.

Outlyingness Weighted Covariation

Journal of Financial Econometrics, Vol. 9, pp. 657-684, 2011
Number of pages: 38 Posted: 23 Jun 2008 Last Revised: 04 Mar 2012
Kris Boudt, Christophe Croux and Sébastien Laurent
Ghent University, KU Leuven - Faculty of Business and Economics (FEB) and AMSE
Downloads 213 (142,170)
Citation 1

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Continuous-time methods, high-frequency data, quadratic covariation, realized covolatility, semi-martingales

6.

The Predictive Power of the European Economic Sentiment Indicator

Number of pages: 15 Posted: 15 Feb 2008
Sarah Gelper and Christophe Croux
KU Leuven - Faculty of Business and Economics (FEB) and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 191 (157,352)
Citation 1

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Common indicators, Dimension reduction methods, Economic sentiment indicator, Forecasting

7.

Jump Robust Daily Covariance Estimation by Disentangling Variance and Correlation Components

Computational Statistics and Data Analysis 56, 2993-3005
Number of pages: 35 Posted: 17 Oct 2010 Last Revised: 14 Jun 2012
Kris Boudt, Jonathan Cornelissen and Christophe Croux
Ghent University, KU Leuven - Faculty of Business and Economics (FEB) and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 167 (177,400)

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Epps Effect, High Frequency Data, Integrated Covariance, Jumps, Non-Synchronous Trading, Realized Covariance

8.

Consumer Sentiment and Consumer Spending: Decomposing the Granger Causal Relationship in the Time Domain

Applied Economics, Vol. 39, No. 1, 2007
Number of pages: 21 Posted: 26 Mar 2008
Sarah Gelper, Aurelie Lemmens and Christophe Croux
KU Leuven - Faculty of Business and Economics (FEB), Rotterdam School of Management, Erasmus University Rotterdam and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 161 (182,954)

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Cointegration, Consumer Sentiment, Granger Causality, VEC models

9.

The Gaussian Rank Correlation Estimator: Robustness Properties

Statistics and Computing, Vol. 22, pp. 471-483, 2012
Number of pages: 25 Posted: 13 Oct 2010 Last Revised: 04 Mar 2012
Kris Boudt, Jonathan Cornelissen and Christophe Croux
Ghent University, KU Leuven - Faculty of Business and Economics (FEB) and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 152 (192,144)

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Breakdown, Correlation, Efficiency, Robustness, Van der Waerden

10.

Unveiling the Relationship between the Transaction Timing, Spending and Dropout Behavior of Customers

Number of pages: 53 Posted: 01 Oct 2014
Nicolas Glady, Aurelie Lemmens and Christophe Croux
ESSEC Business School - Marketing Department, Rotterdam School of Management, Erasmus University Rotterdam and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 149 (195,290)

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Correlation, Copula, Customer Lifetime Value, Customer Portfolio Management, Pareto/NBD Model, Volatility of Cash Flows

11.
Downloads 140 (205,430)
Citation 1

Robust Forecasting of Non-Stationary Time Series

CentER Discussion Paper Series No. 2010-105
Number of pages: 17 Posted: 13 Oct 2010
Christophe Croux, Irene Gijbels and Koen Mahieu
KU Leuven - Faculty of Business and Economics (FEB), Catholic University of Louvain (UCL) - School of Statistics and affiliation not provided to SSRN
Downloads 82 (301,560)
Citation 1

Abstract:

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Heteroscedasticity, Non-parametric regression, Prediction, Outliers, Robustness

Robust Forecasting of Non-Stationary Time Series

Number of pages: 17 Posted: 20 Nov 2010
Christophe Croux, Roland Fried, Irene Gijbels and Koen Mahieu
KU Leuven - Faculty of Business and Economics (FEB), University of Dortmund, Catholic University of Louvain (UCL) - School of Statistics and affiliation not provided to SSRN
Downloads 58 (365,633)
Citation 1

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Heteroscedasticity, Non-Parametric Regression, Prediction, Outliers, Robustness

12.

Robust Control Charts for Time Series Data

CentER Discussion Paper Series No. 2010-107
Number of pages: 16 Posted: 16 Apr 2010 Last Revised: 30 Oct 2010
Christophe Croux, Sarah Gelper and Koen Mahieu
KU Leuven - Faculty of Business and Economics (FEB), KU Leuven - Faculty of Business and Economics (FEB) and affiliation not provided to SSRN
Downloads 134 (212,832)

Abstract:

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Control chart, Holt-Winters, Non-stationary time series, Outlier detection, Robustness, Statistical process contro

13.

Robust Exponential Smoothing of Multivariate Time Series

Number of pages: 23 Posted: 24 Nov 2009
Christophe Croux, Sarah Gelper and Koen Mahieu
KU Leuven - Faculty of Business and Economics (FEB), KU Leuven - Faculty of Business and Economics (FEB) and affiliation not provided to SSRN
Downloads 134 (212,832)

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Data cleaning, Exponential smoothing, Forecasting, Multivariate time series, Robustness

14.

Dynamics in International Market Segmentation of New Product Growth

Number of pages: 49 Posted: 17 Aug 2011
Aurelie Lemmens, Christophe Croux and S. Stremersch
Rotterdam School of Management, Erasmus University Rotterdam, KU Leuven - Faculty of Business and Economics (FEB) and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 128 (220,603)

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country segmentation, dynamic segments, international new product growth, penalized splines, semiparametric modeling

15.

Robust Sparse Principal Component Analysis

Catholic University of Leuven Department of Decision Science and Information Management Working Paper No. 1113
Number of pages: 25 Posted: 20 Jun 2011
Christophe Croux, Peter Filzmoser and Heinrich Fritz
KU Leuven - Faculty of Business and Economics (FEB), Vienna University of Technology and affiliation not provided to SSRN
Downloads 109 (248,238)
Citation 3

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dispersion measure, projection-pursuit, outliers, variable selection

16.

A Comparison of Algorithms for the Multivariate L1-Median

CentER Discussion Paper Series No. 2010-106
Number of pages: 23 Posted: 13 Oct 2010
Christophe Croux, Peter Filzmoser and Heinrich Fritz
KU Leuven - Faculty of Business and Economics (FEB), Vienna University of Technology and affiliation not provided to SSRN
Downloads 108 (249,840)

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Algorithm, Multivariate median, Optimization, Robustness

17.

An Information Criterion for Variable Selection in Support Vector Machines

Number of pages: 33 Posted: 19 Feb 2008
Gerda Claeskens, Christophe Croux and Johan Van Kerckhoven
KU Leuven - Department of Economics, KU Leuven - Faculty of Business and Economics (FEB) and Katholieke Universiteit Leuven (KUL)
Downloads 96 (270,510)

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Classification, Criteria, Error rate, Information, Information criterion, IT, Model, Models, Performance, Problems, Selection, Simulation, Space, Studies, Supervised classification, Support vector machine, Variable selection

18.

Influence Functions of the Spearman and Kendall Correlation Measures

CentER Discussion Paper Series No. 2010-40
Number of pages: 17 Posted: 07 Apr 2010
Christophe Croux and Catherine Dehon
KU Leuven - Faculty of Business and Economics (FEB) and Université Libre de Bruxelles (ULB)
Downloads 85 (292,343)

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Asymptotic Variance, Correlation, Gross-Error Sensitivity, Influence function, Kendall correlation, Robustness, Spearman correlation

19.

Robust and Sparse Factor Modelling

Number of pages: 24 Posted: 02 Dec 2011
Christophe Croux and Peter Exterkate
KU Leuven - Faculty of Business and Economics (FEB) and University of Sydney - School of Economics
Downloads 81 (300,983)

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dimension reduction, forecasting, outliers, regularization, sparsity

20.

Robust Sparse Canonical Correlation Analysis

Number of pages: 18 Posted: 14 Jan 2015
Ines Wilms and Christophe Croux
KU Leuven - Department of Applied Economics and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 67 (335,117)

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Canonical correlation analysis, penalized regression, robust regression, sparse Least Trimmed Squares

21.

The Impact of a Sustainability Constraint on the Mean-Tracking Error Efficient Frontier

Economics Letters 119, 255-260
Number of pages: 13 Posted: 09 May 2012 Last Revised: 30 May 2014
Kris Boudt, Jonathan Cornelissen and Christophe Croux
Ghent University, KU Leuven - Faculty of Business and Economics (FEB) and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 67 (335,117)
Citation 1

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Mean-variance optimization, Minimum tracking error, Portfolio optimization, Socially responsible investment, Sustainability

22.

Sparse Canonical Correlation Analysis from a Predictive Point of View

Number of pages: 26 Posted: 22 Jan 2014
Ines Wilms and Christophe Croux
KU Leuven - Department of Applied Economics and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 65 (340,435)

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Canonical correlation analysis, Genomic data, Lasso, Multivariate regression, Sparsity

23.

Sovereign Credit Rating Determinants: The Impact of the European Debt Crisis

Number of pages: 31 Posted: 09 May 2016
Peter Reusens and Christophe Croux
KU Leuven - Faculty of Economics and Business and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 63 (345,952)
Citation 2

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Composite Marginal Likelihood, Credit Rating Agencies, European Debt Crisis, Multi-Year Ordered Probit Model, Sovereign Credit Rating Determinants

24.

S-Estimation for Penalized Regression Splines

Number of pages: 22 Posted: 27 Mar 2009
Catholic University of Leuven (KUL). Faculty of Business and Economics, KU Leuven - Faculty of Business and Economics (FEB), KU Leuven - Department of Economics and University of British Columbia. Department of Statistics
Downloads 62 (348,763)

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M-estimator, Penalized least squares method, Penalized regression

25.

Do Stock Prices Contain Predictive Power for the Future Economic Activity? A Granger Causality Analysis in the Frequency Domain

Number of pages: 19 Posted: 03 Dec 2011
Christophe Croux and Peter Reusens
KU Leuven - Faculty of Business and Economics (FEB) and KU Leuven - Faculty of Economics and Business
Downloads 60 (354,451)
Citation 2

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frequency domain, granger causality, gross domestic product, predictive power, stock prices

26.

Robust High-Dimensional Precision Matrix Estimation

Number of pages: 28 Posted: 22 Nov 2014
Viktoria Oellerer and Christophe Croux
KU Leuven - Department of Applied Economics and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 57 (363,504)

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27.

Detecting Time Variation in the Price Puzzle: An Improved Prior Choice for Time Varying Parameter VAR Models

Number of pages: 31 Posted: 14 Jan 2015
Peter Reusens and Christophe Croux
KU Leuven - Faculty of Economics and Business and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 56 (366,611)

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Inverse Wishart prior, Monte Carlo simulation, Price puzzle, Time varying parameter, Vector autoregression

28.

Sparse Least Trimmed Squares Regression

Number of pages: 21 Posted: 03 Dec 2011
Andreas Alfons, Christophe Croux and Sarah Gelper
Katholieke Universiteit Leuven - Faculty of Business and Economics (FBE), KU Leuven - Faculty of Business and Economics (FEB) and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 52 (379,310)
Citation 1

Abstract:

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breakdown point, outliers, penalized regression, robust regression, trimming

29.

Sparse Cointegration

Number of pages: 32 Posted: 26 Nov 2014
Ines Wilms and Christophe Croux
KU Leuven - Department of Applied Economics and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 51 (382,606)

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Adaptive lasso, Penalized estimation, Reduced rank regression, Sparse estimation, Vector error correcting model

30.

Lasso-Based Forecast Combinations for Forecasting Realized Variances

Number of pages: 24 Posted: 22 Nov 2016
Ines Wilms, Jeroen Rombouts and Christophe Croux
KU Leuven - Department of Applied Economics, ESSEC Business School and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 49 (389,281)

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Forecast combination, Hierarchical lasso, Lasso, Ordered Lasso, Realized variance, Volatility forecasting

31.

The Shooting S-Estimator for Robust Regression

Number of pages: 22 Posted: 22 Jan 2014
Viktoria Oellerer, Andreas Alfons and Christophe Croux
KU Leuven - Department of Applied Economics, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 49 (389,281)

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cellwise outliers, componentwise contamination, shooting algorithm, coordinate descent algorithm, regression S-estimation

32.

Sparse and Robust Factor Modelling

Tinbergen Institute Discussion Paper TI 122/4
Number of pages: 29 Posted: 19 Aug 2011 Last Revised: 31 Aug 2012
Christophe Croux and Peter Exterkate
KU Leuven - Faculty of Business and Economics (FEB) and University of Sydney - School of Economics
Downloads 47 (396,152)
Citation 1

Abstract:

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dimension reduction, forecasting, outliers, regularization

33.

Sparse Partial Robust M Regression

Number of pages: 25 Posted: 16 Jun 2015
Vienna University of Technology, BASF Aktiengesellschaft, Vienna University of Technology and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 43 (410,524)

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Biplot, Partial least squares, Robustness, Sparse estimation

34.

The Influence Function of Penalized Regression Estimators

Number of pages: 37 Posted: 22 Jan 2014
Viktoria Oellerer, Christophe Croux and Andreas Alfons
KU Leuven - Department of Applied Economics, KU Leuven - Faculty of Business and Economics (FEB) and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 43 (410,524)

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Influence function, Lasso, Least Trimmed Squares, penalized M-regression, Sparseness

35.

Robust and Sparse Estimation of the Inverse Covariance Matrix Using Rank Correlation Measures

Number of pages: 20 Posted: 16 Jun 2015
Christophe Croux and Viktoria Oellerer
KU Leuven - Faculty of Business and Economics (FEB) and KU Leuven - Department of Applied Economics
Downloads 41 (417,943)

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36.

Robust Estimation for Ordinal Regression

Journal of Statistical Planning and Inference, April 14, 2011, Katholieke Universiteit Leuven Business & Economics Working Paper
Number of pages: 35 Posted: 24 May 2011
Christophe Croux, Gentiane Haesbroeck and Christel Ruwet
KU Leuven - Faculty of Business and Economics (FEB), University of Liège. Department of Mathematics and University of Liege. Department of Mathematics
Downloads 38 (429,916)

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Breakdown point, Diagnostic plot, Influence function, Ordinal regression, Weighted Maximum Likelihood, Robust distances

Robust Estimation of Mean and Dispersion Functions in Extended Generalized Additive Models

CentER Discussion Paper Series No. 2010-104
Number of pages: 21 Posted: 13 Oct 2010
Christophe Croux, Irene Gijbels and Ilaria Prosdocimi
KU Leuven - Faculty of Business and Economics (FEB), Catholic University of Louvain (UCL) - School of Statistics and KU Leuven - Department of Mathematics
Downloads 14 (575,676)

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dispersion, generalized additive modelling, mean regression function, quasilikelihood, M-estimation, P-splines, robust estimation

Robust Estimation of Mean and Dispersion Functions in Extended Generalized Additive Models

Catholic University of Leuven (KUL) Working Paper No. 1017
Number of pages: 21 Posted: 11 Nov 2010
Christophe Croux, Irene Gijbels and Ilaria Prosdocimi
KU Leuven - Faculty of Business and Economics (FEB), Catholic University of Louvain (UCL) - School of Statistics and KU Leuven - Department of Mathematics
Downloads 12 (589,201)

Abstract:

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dispersion, generalized additive modelling, mean regression function, quasilikelihood, M-estimation, P-splines, robust estimation

Robust Estimation of Mean and Dispersion Functions in Extended Generalized Additive Models

Number of pages: 21 Posted: 20 Nov 2010
Christophe Croux, Irene Gijbels and Ilaria Prosdocimi
KU Leuven - Faculty of Business and Economics (FEB), Catholic University of Louvain (UCL) - School of Statistics and KU Leuven - Department of Mathematics
Downloads 12 (589,201)

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Dispersion, Generalized Additive Modeling, Mean Regression Function, Quasilikelihood, M-Estimation, P-Splines, Robust Estimation

38.

Multi-Class Vector Autoregressive Models for Multi-Store Sales Data

KU Leuven, Faculty of Economics and Business, KBI_1617
Number of pages: 19 Posted: 21 May 2016
Ines Wilms, Luca Barbaglia and Christophe Croux
KU Leuven - Department of Applied Economics, KU Leuven - Department of Applied Economics and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 32 (455,141)

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Fused Lasso, Multi-class estimation, Multi-store sales application, Sparse estimation, Vector AutoRegressive model

39.

Forecasting Using Robust Exponential Smoothing with Damped Trend and Seasonal Components

KBI_1741
Number of pages: 25 Posted: 13 Nov 2017
Ruben Crevits and Christophe Croux
KU Leuven - Faculty of Business and Economics (FEB) and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 30 (464,572)

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Automatic Forecasting, Outliers, R package, Time series

40.

Commodity Dynamics: A Sparse Multi-Class Approach

Number of pages: 23 Posted: 27 Apr 2016
Luca Barbaglia, Ines Wilms and Christophe Croux
KU Leuven - Department of Applied Economics, KU Leuven - Department of Applied Economics and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 29 (469,320)

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Commodity prices, Multi-class estimation, Vector AutoRegressive model

41.

Volatility Spillovers and Heavy Tails: A Large T-Vector Autoregressive Approach

KBI_1716
Number of pages: 27 Posted: 13 Nov 2017
Luca Barbaglia, Christophe Croux and Ines Wilms
KU Leuven - Department of Applied Economics, KU Leuven - Faculty of Business and Economics (FEB) and KU Leuven - Department of Applied Economics
Downloads 28 (474,318)

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Commodities, Forecasting, Multivariate t-distribution, Vector AutoRegressive model, Volatility spillover

42.

An Algorithm for the Multivariate Group Lasso with Covariance Estimation

Number of pages: 20 Posted: 08 Dec 2015
Ines Wilms and Christophe Croux
KU Leuven - Department of Applied Economics and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 28 (474,318)

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Categorical variables, Group Lasso, Multivariate Regression, Penalized Maximum Likelihood, Sparsity, Time Series

43.

The K-Step Spatial Sign Covariance Matrix

CentER Discussion Paper Series No. 2010-41
Number of pages: 13 Posted: 12 Apr 2010
Christophe Croux, Catherine Dehon and Abdelilah Yadine
KU Leuven - Faculty of Business and Economics (FEB), Université Libre de Bruxelles (ULB) and Université Libre de Bruxelles (ULB)
Downloads 27 (479,452)

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Breakdown point, Multivariate analysis, Principal components, Robust estimation, Spatial signs

44.

Regression-Based, Regression-Free and Model-Free Approaches for Robust Online Scale Estimation

Number of pages: 28 Posted: 27 Mar 2009
Technische Universität Dortmund, Fakultät Statistik, KU Leuven - Faculty of Business and Economics (FEB), affiliation not provided to SSRN and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 26 (484,765)

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real-time estimation, robustness, time series, variability

45.

The Predictive Power of the Business and Bank Sentiment of Firms: A High-Dimensional Granger Causality Approach

Number of pages: 26 Posted: 04 Sep 2015
Ines Wilms, Sarah Gelper and Christophe Croux
KU Leuven - Department of Applied Economics, KU Leuven - Faculty of Business and Economics (FEB) and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 19 (524,530)

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Bootstrap; Granger Causality; Lasso; Sentiment surveys; Time series forecasting

46.

On the Optimality of Multivariate S-Estimators

CentER Discussion Paper Series No. 2010-39
Number of pages: 17 Posted: 07 Apr 2010
Christophe Croux, Catherine Dehon and Abdelilah Yadine
KU Leuven - Faculty of Business and Economics (FEB), Université Libre de Bruxelles (ULB) and Université Libre de Bruxelles (ULB)
Downloads 17 (536,175)
Citation 2

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Breakdown point, Multivariate Location and Scatter, Robustness, S-estimator

47.

Real or Nominal Variables, Does it Matter for the Impulse Response?

Number of pages: 21 Posted: 15 Mar 2015
Peter Reusens and Christophe Croux
KU Leuven - Faculty of Economics and Business and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 13 (559,779)

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Impulse response, Linear transformation, Vector autoregression

48.

Robust Estimation of Linear State Space Models

Number of pages: 22 Posted: 14 Nov 2017
Ruben Crevits and Christophe Croux
KU Leuven - Faculty of Business and Economics (FEB) and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 12 (566,065)

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Kalman Filter, Forecasting, Outliers, Time varying parameters

49.

Predicting Customer Wallet

Posted: 17 Dec 2007
Nicolas Glady and Christophe Croux
KU Leuven - Faculty of Business and Economics (FEB) and KU Leuven - Faculty of Business and Economics (FEB)

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Customer Relationship Management, Prediction, Retail Banking, Share-of-Wallet

50.

A Modified Pareto/NBD Approach for Predicting Customer Lifetime Value

Posted: 20 Nov 2007
Nicolas Glady, Bart Baesens and Christophe Croux
KU Leuven - Faculty of Business and Economics (FEB), KU Leuven - Faculty of Business and Economics (FEB) and KU Leuven - Faculty of Business and Economics (FEB)

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Customer lifetime value, Value, Yield, Companies, Order, Model, Product, Expected

51.

Modeling Churn Using Customer Lifetime Value

K.U. Leuven KBI Working Paper No. 0618
Posted: 09 Mar 2007 Last Revised: 07 Jul 2008
Nicolas Glady, Bart Baesens and Christophe Croux
KU Leuven - Faculty of Business and Economics (FEB), KU Leuven - Faculty of Business and Economics (FEB) and KU Leuven - Faculty of Business and Economics (FEB)

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Churn prediction, Classification, Customer lifetime value, Prediction models