Jeroen ROMBOUTSView profile
Professor
Jeroen ROMBOUTS is a Professor at ESSEC Business School (France) and holds the Full Professor position of the Accenture Strategic Business Analytics Chair since 2017. He joined ESSEC in 2013, previously serving as Associate Professor at HEC Montreal (2004–2012). His research focuses on financial econometrics, volatility modeling, and machine learning applications in financial markets. He holds a Ph.D. in Econometrics from the Catholic University of Louvain (2004) and has held visiting professorships at numerous institutions, including the University of Melbourne, Aarhus University, and Tilburg University. Education: PhD in Econometrics (2004), Catholic University of Louvain; Master's degrees in Statistics (2001), Econometrics (2000), and Economics (1999), all from the same institution. He is also a Researcher at the Finance and Insurance Lab (CREST) since 2014 and serves on editorial boards of journals like Quantitative Finance and International Journal of Forecasting . Research Interests: His work emphasizes volatility modeling, time series analysis, and applications of machine learning to forecast financial markets. Key areas include GARCH models, structural breaks, and cross-temporal forecasting for digital platforms. He has published extensively in top journals such as Journal of Econometrics and International Journal of Forecasting . Articles Overview: Recent contributions include novel methods for cross-temporal forecast reconciliation using machine learning and sparse change-point VAR models. His work bridges econometric theory with practical applications in asset pricing and risk management. Awards: Recipient of the 2024 Risk-Shift award in France. His research has been recognized for advancing methodologies in volatility modeling and financial econometrics. Advising & Grants: While no specific grants are listed, his roles as a researcher and editor highlight significant contributions to the academic community. He advises on policy and industry applications of his models through consulting roles in financial econometrics and macroeconomic forecasting. Labs & Teams: Affiliated with the Finance and Insurance Lab (CREST) and leads the Information Systems, Data Analytics, and Operations department at ESSEC. Collaborates with global institutions on projects involving high-frequency data and platform economics.



