Promote Open Science, Data science in business & society | Founder of cascad certification agency Professor of Finance & Associate Dean for Research @HECParis
Joined April 2018
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Only at HEC Paris! During the 2023 graduation ceremony, we discovered that one of our graduates from the Abidjan HEC Paris executive program was Traoré Salif a.k.a. A'SALFO, the lead singer of Magic System!! He was kind enough to sing a few songs with his entire band. Crazy!
Why is the AUC of a given black-box classifier equal to 0.7? Which features contribute the most to the MSE of a regression model? We developed 🚀XPER (eXplainable PERformance) to answer these questions. Any perf metrics, any model. papers.ssrn.com/sol3/papers.…
Christophe Pérignon retweeted
The recording (first cut) is up: youtube.com/watch?v=-dc4xxCI…
Amazing start for RAMP-UP🚀the new @HECParis job matching platform for students and faculty/staff. rampup.hec.fr/
Racked up a dozen job offers and 50+ applications within a day of its launch!
Answers both a need to find RA/TA and strong student demand for jobs on campus
France will require Ph.D.s to take a research ethics oath science.org/content/article/…
Christophe Pérignon retweeted
"Our research is based on a partnership with #fincap, the 1st crowd-sourced analysis project in finance @albertjmenkveld and the #cascad certification agency (bit.ly/3mGvKer)." Learn more on #HECprof @christoperignon's paper👉 bit.ly/3zy8MOc
Christophe Pérignon retweeted
Yet, the level of reproducibility (RR) remains low in economics and we aim to:
▶️ understand why
▶️ compare expected RR vs actual RR
▶️ measure the difficulty to reproduce results
#HECprof @christoperignon at the ECODEC LabEx Workshop with @Polytechnique @ENSAEparis @CrestUmr
Christophe Pérignon retweeted
My research focuses on computational reproducibility. It is the very least we can ask to a scientific paper. It increases transparency, hence facilitating the diffusion of new ideas and reducing p-hacking and fraud, #HECprof @christoperignon at the ECODEC LabEx Workshop @HECParis
Thrilled to welcome 50 economists of @HECParis @Polytechnique @ENSAEparis in our beautiful 🏰 for the ECODEC workshop. 15 papers on:
INTERACTIONS btw CO2 regulation & green investments
EFFECTS of #metoo on sex crimes
ASSESSMENTS of public policies in edu, tax, urban congestion…
Christophe Pérignon retweeted
@ChampionsLeague learning about why #humanintheloop is important in #algorithmicsystems after #UCLdraw error blamed on software: “from now on every suggestion made by the software will be checked in real time by [humans] UEFA officials to ensure accuracy” video in thread
Christophe Pérignon retweeted
What are the latest research and discoveries in #AI #MachineLearning and #Data? With #HECprof, academics, experts, students and startups today at #HECdataDay21 cc @HECKnowledge @HECParisPhD @HECParisEnt @HECParisMasters @HECParisMBA @HECParisExecEd @HECParisEMBA
15% drop in the number of Ph.D. defenses in France in 2020, mainly because of Covid. More than ever is the need to support our Ph.D. students and young scholars. Talk to them, invite them to seminars, and read (and accept) their papers.
aefinfo.fr/assets/medias/doc…
Without structured finance, Gustave Eiffel would never had found the funds to build the Eiffel tower. For more on this, have a look at the great book recently published by Charles-Henri Larreur, HEC Paris lecturer and structured finance experts. Great work Charles-Henri!
Christophe Pérignon retweeted
🎥 The first #data challenge by #HiPARIScenter has come to a close. Key takeaways from @HECParisMasters student Sarah Jallot and @TelecomParis_ PhD student Morgane Goibert ⬇️ cc @IP__Paris @Polytechnique #AI #DataScience
Want to know when and why banks borrow at a rate below the risk-free rate? Just life sovereign borrowers? See out latest @JofFinance paper with Marcin Kacperczyk and Guillaume Vuillemey onlinelibrary.wiley.com/doi/…
Christophe Pérignon retweeted
Les algorithmes étaient jusqu'à présent uniquement abordés sous l'angle de la performance. La recherche soulève depuis quelques années les questions de la neutralité et l'équité, piliers de l'#IA responsable, @christoperignon #AssisesData #HiPARIScenter
youtu.be/uLOtuFQCwT0
An Italian court determined that companies can be held liable even if an algorithm unintentionally discriminates against a protected group.
vice.com/en/article/7k9e4e/c… via @vice
#sustainableAI
Thanks Vicky for promoting reproducible research! Great special issue of the Harvard Data Science Review. Delighted to see cascad.tech in it.
Could not be more proud of this special theme issue of the Harvard Data Science Review hdsr.mitpress.mit.edu/pub/ki… focused on the @NASEM "Reproducibility and Replication in Science" report nationalacademies.org/our-wo… & nap.edu/catalog/25303/reprod…
Thrilled to see our paper in print!
Forthcoming soon: @mkacpe @ImperialBiz, @christoperignon and Vuillemey @HECParis show that very short-term debt securities issued by banks benefit from a safety premium. Issuance responds to T-bill supply reductions, except in market stress periods. doi.org/10.1111/jofi.12997