QUANT
About us
QUANT research center is a multidisciplinary research center dedicated to quantitative research in management
Research at QUANT is concerned with analyzing, modelling, simulating and optimizing management systems with quantitative methods, whether they come from an industrial environment, financial markets, information technology or networks.
It was created also with the purpose to involve a larger quantitively oriented faculty group than the previous emlyon research centers of the Data Institute and the CEnter for Financial Risks Analysis.
Research areas
Quantitative Finance covers all applications of quantitative methods to finance (mathematics, statistics, computational methods). The activities of the research team are in different fields
Data Science addresses the boundaries between humans, computers, and real and artificial worlds: what people see, how they interact with what they see and how they analyze data and understand patterns from what they see using machine learning or statistical methods.
The research team performs basic and applied research for solving complex problems arising in Decision Systems. The focus is on computational intelligence approaches and optimization methodologies tailored to specific practical applications such as logistics/transportation, customer service, manpower planning or yield/revenue management. The specific research areas where the team is conducting research are shown below:
Projects
On the application of mathematics, most often of stochastic calculus, in finance, insurance, risk management, and economics.
Professors Le Courtois, Ruble, André, Coqueret, Corgnet, and Versaevel are active in this research field Professor’s Le Courtois‘s expertise deals with the valuation of exotic derivatives (such as Parisian options), the use of Lévy processes in portfolio management...
Webinar : Inventory Record Accuracy – Does it matter? | 19 November – 15pm
The ECR Community Shrink & OSA Group are launching their first ever study on the problem of inventory record inaccuracy. This 2-year project has been conducted by Yacine Rekik, Professor of operations and supply chain management at emlyon business school, together...
Sustainable Operations & Supply Chain Management
Professor Nagati, Gong, Neubert and Rekik are active in this research field Some of the research conducted by Professor Nagati illustrates the potential benefits for firms that report more on environmental activities, with regard to two important categories of...
Adresse
emlyon business school
23 Avenue Guy de Collongue,
69130 Écully
Contactez-nous
Nicole Robin
robin@em-lyon.com