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Louvain Institute of Data Analysis and Modeling in economics and statistics

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Louvain Institute of Data Analysis and Modeling in economics and statistics

Research

lidam | Louvain-la-Neuve, Mons

LIDAM Research Areas

Given LIDAM is a cross-sector research institute, it is not surprising that it covers a wide range of research areas. For the sake of consistency, we present them by disciplines subdivided in topics.

Research at LIDAM revolves around 5 main disciplines :

For each discipline, you will find the researchers active in this discipline, the ongoing research projects and the recent publications.

Inside these disciplines, LIDAM researchers focus on more specific topics. To discover which topic are investigated, please visit our discipline pages.

CORE Recent Publications


Journal Articles


1. Belleflamme, Paul; Lambert, Thomas; Schwienbacher, Armin. Spillovers in Crowdfunding. In: Journal of Economics & Management Strategy, (2025). doi:10.1111/jems.12625 (Accepté/Sous presse). http://hdl.handle.net/2078.1/298320

2. Dehez, Pierre. Cooperative product games. In: International Game Theory Review, Vol. 26, no.1, p. 2350016 (2024). doi:10.1142/S0219198923500160. http://hdl.handle.net/2078.1/285073

3. Luo, Chenghong; Mauleon, Ana; Vannetelbosch, Vincent. Destabilizing segregation in friendship networks with farsighted agents. In: Journal of Economic Behavior & Organization, Vol. 221, p. 1-16 (2024). doi:10.1016/j.jebo.2024.03.012. http://hdl.handle.net/2078.1/286135

4. Cartuyvels, Jacques; Bertrand, Gilles; Papavasiliou, Anthony. Market Equilibria in Cross-Border Balancing Platforms. In: IEEE Transactions on Energy Markets, Policy and Regulation, (2024). doi:10.1109/TEMPR.2024.3360475 (Accepté/Sous presse). http://hdl.handle.net/2078.1/284739

5. Stevens, Nicolas; Smeers, Yves; Papavasiliou, Anthony. Indivisibilities in investment and the role of a capacity market. In: Journal of Regulatory Economics, (2024). doi:10.1007/s11149-024-09473-6 (Accepté/Sous presse). http://hdl.handle.net/2078.1/285814

6. Cho, Jehum; Papavasiliou, Anthony. Exact Mixed-Integer Programming Approach for Chance-Constrained Multi-Area Reserve Sizing. In: IEEE Transactions on Power Systems, Vol. 39, no. 2, p. 3310-3323 (2024). doi:10.1109/TPWRS.2023.3279692. http://hdl.handle.net/2078.1/276778

7. Collot, Laurent; Hindriks, Jean. Soutenabilité sociale des pensions: compenser une pénibilité et longévité inégales. In: Regards économiques, , no.183 (2024). http://hdl.handle.net/2078.1/286077

8. Dollinger, Jérôme; Mauleon, Ana; Vannetelbosch, Vincent. R&D and market sharing agreements. In: Economic Theory, (2024). doi:10.1007/s00199-024-01554-z (Accepté/Sous presse). http://hdl.handle.net/2078.1/286144

9. Avila Girardot, Daniel; Papavasiliou, Anthony; Junca, Mauricio; Exizidis, Lazaros. Applying High-Performance Computing to the European Resource Adequacy Assessment. In: IEEE Transactions on Power Systems, Vol. 39, no. 2, p. 3785-3797 (2024). doi:10.1109/TPWRS.2023.3304717. http://hdl.handle.net/2078.1/277340

10. Avila Girardot, Daniel; Papavasiliou, Anthony; Nils Lohndorf. Batch Learning SDDP for Long-Term Hydrothermal Planning. In: IEEE Transactions on Power Systems, Vol. 39, no. 1, p. 614-627 (2024). doi:10.1109/TPWRS.2023.3246724. http://hdl.handle.net/2078.1/273050

IRES Recent Publications


Journal Articles


1. de la Croix, David; Scebba, Rossana. Geolocalization and the birth-to-death distance. In: Repertorium eruditorum totius Europae, Vol. 14, p. 37-42 (2025). doi:10.14428/rete.v14i0/Locations. http://hdl.handle.net/2078.1/298852

2. Vitale, Mara. Scholars and Literati at the University of Naples (1224–1800). In: Repertorium eruditorum totius Europae, Vol. 14, p. 25-35 (2025). doi:10.14428/rete.v14i0/Napoli. http://hdl.handle.net/2078.1/298850

3. Luyten, Emilia; Tubeuf, Sandy. Equity in healthcare financing: A review of evidence. In: Health Policy, Vol. 152, no.February, p. 105218 (2025). doi:10.1016/j.healthpol.2024.105218. http://hdl.handle.net/2078/299276

4. de la Croix, David. Scholars and Literati at the University of Lwów (1608-1800). In: Repertorium eruditorum totius Europae, Vol. 11, p. 35-41 (2024). doi:10.14428/rete.v11i0/Lwow. http://hdl.handle.net/2078.1/284733

5. Nyssens, Marthe; Smets, Françoise. Durabilité et Soins de Santé: Quels Défis pour le Futur - Editorial. In: Louvain médical, Vol. 143, no.1, p. 1 (2024). http://hdl.handle.net/2078.1/285026

6. Manfredini, Filippo; Vitale, Mara. Scholars and Literati at the University of Perugia (1308–1800). In: Repertorium eruditorum totius Europae, Vol. 12, p. 9-17 (2024). doi:10.14428/rete.v12i0/Perugia. http://hdl.handle.net/2078.1/286600

7. Clement, Blandine; Zanardello, Chiara. Scholars and Literati at the Royal Naval Academy of France in Brest (1752–1793). In: Repertorium eruditorum totius Europae, Vol. 13, p. 17-23 (2024). doi:10.14428/rete.v13i0/ABrest. http://hdl.handle.net/2078.1/290660

8. de Maack, Valentina; Tubeuf, Sandy; Desterbecq, Charlotte; Dupras, Charles. Beyond Advocacy: Human Health, the Environment, and Trade-off Ethics. In: The American Journal of Bioethics, Vol. 24, no. 3, p. 50-52 (2024). doi:10.1080/15265161.2024.2303164. http://hdl.handle.net/2078.1/284028

9. Gkopi, Anna Maria; Stelter, Robert. Scholars and Literati at the University of Prague (1348–1800). In: Repertorium eruditorum totius Europae, Vol. 11, p. 49-60 (2024). doi:10.14428/rete.v11i0/Prague. http://hdl.handle.net/2078.1/285625

10. Bertrand, Aurélie; Bodart, Vincent; Clarr, Margaux; De Bundel, Florian; Guillet, Alain; Lachapelle, Nathan; Notte, Vincent; Van Keirsbilck, Leïla. Perspectives économiques 2024. In: Regards économiques, , no.182, p. 1-11 (2024). doi:10.14428/regardseco/2024.01.11.01. http://hdl.handle.net/2078.1/285799

ISBA Recent Publications


Journal Articles


1. Denuit, Michel; Robert, Christian Y. Equal compensations under actuarially fair contributions in endowment contingency funds. In: Risk Sciences, Vol. 1, p. 100005 (2025). doi:10.1016/j.risk.2024.100005. http://hdl.handle.net/2078.1/293870

2. Lederer, Johannes; von Sachs, Rainer. Simultaneous estimation of stable parameters for multiple autoregressive processes from datasets of nonuniform sizes. In: Journal of Time Series Analysis, (2025). (Accepté/Sous presse). http://hdl.handle.net/2078.1/295090

3. Morsomme, Hélène; Alonso-Garcia, Jennifer; Devolder, Pierre. Intergenerational risk sharing in pay-as-you-go pension schemes. In: Scandinavian Actuarial Journal, (2025). doi:10.1080/03461238.2024.2427229 (Accepté/Sous presse). http://hdl.handle.net/2078.1/296834

4. Simar, Léopold; Zelenyuk, Valentin; Zhao, Shirong. Statistical Inference for Hicks–Moorsteen Productivity Indices. In: Annals of Operations Research, (2025). doi:10.1007/s10479-024-06288-8 (Accepté/Sous presse). http://hdl.handle.net/2078.1/298981

5. Coelho Cristino Mamede, Lucia; Rangel, Gabriel W; Shinyuy, Lahngong Methodius; Boussif, Naïma; Herent, Marie-France; Govaerts, Bernadette; Jansen, Olivia; Ledoux, Allison; De Tullio, Pascal; Quetin-Leclercq, Joëlle; Llinás, Manuel; Frédérich, Michel. Metabolite profiling of Artemisia afra and Artemisia annua extracts reveals divergent effects on Plasmodium falciparum. In: Phytomedicine, Vol. 136, p. 156361 [1-9] (2025). doi:10.1016/j.phymed.2025.156361. http://hdl.handle.net/2078.1/298343

6. Asenova, Stefka; Segers, Johan. Max-linear graphical models with heavy-tailed factors on trees of transitive tournaments. In: Advances in Applied Probability, (2024). doi:10.1017/apr.2023.46 (Accepté/Sous presse). http://hdl.handle.net/2078.1/282929

7. Nezakati Rezazadeh, Ensiyeh; Pircalabelu, Eugen. Estimation and inference in sparse multivariate regression and conditional Gaussian graphical models under an unbalanced distributed setting. In: Electronic Journal of Statistics, Vol. 18, no.1, p. 599-652 (2024). doi:10.1214/23-EJS2193. http://hdl.handle.net/2078.1/285769

8. Soetewey, Antoine; Legrand, Catherine; Denuit, Michel; Silversmit, Geert. Right to be forgotten for mortgage insurance issued to cancer survivors: critical assessment and new proposal. In: European Actuarial Journal, (2024). doi:10.1007/s13385-024-00403-6 (Accepté/Sous presse). http://hdl.handle.net/2078.1/293833

9. Zeddouk, Fadoua; Devolder, Pierre. Pricing and hedging of longevity basis risk through securitisation. In: Astin Bulletin : the journal of the International Actuarial Association, Vol. 54, no. 1, p. 159-184 (2024). doi:10.1017/asb.2023.37. http://hdl.handle.net/2078.1/282936

10. Hafner, Christian; Wang, Linqi. Dynamic portfolio selection with sector-specific regularization. In: Econometrics and Statistics, (2024). doi:10.1016/j.ecosta.2022.01.001 (Accepté/Sous presse). http://hdl.handle.net/2078.1/258976

LFIN Recent Publications


Journal Articles


1. Hafner, Christian; Wang, Linqi. Dynamic portfolio selection with sector-specific regularization. In: Econometrics and Statistics, (2024). doi:10.1016/j.ecosta.2022.01.001 (Accepté/Sous presse). http://hdl.handle.net/2078.1/258976

2. D'Hondt, Catherine; De Winne, Rudy; Todorovic, Aleksandar. Target return as efficient driver of risk-taking. In: Review of Behavioral Finance, Vol. 16, no. 1, p. 130-166 (2024). doi:10.1108/RBF-09-2022-0216. http://hdl.handle.net/2078.1/277792

3. Kan, Raymond; Lassance, Nathan; Wang, Xiaolu. The distribution of sample mean-variance portfolio weights. In: Random Matrices: Theory and Applications, Vol. 13, no. 1, p. 2450002 (2024). doi:10.1142/S2010326324500023. http://hdl.handle.net/2078.1/281110

4. Lassance, Nathan; Vanderveken, Rodolphe; Vrins, Frédéric. On the Combination of Naive and Mean-Variance Portfolio Strategies. In: Journal of Business and Economic Statistics, Vol. 42, no. 3, p. 875-889 (2024). http://hdl.handle.net/2078.1/277691

5. Lassance, Nathan; Martín-Utrera, Alberto; Simaan, Majeed. The Risk of Expected Utility under Parameter Uncertainty. In: Management Science, Vol. 70, no. 11, p. 7644-7663 (2024). http://hdl.handle.net/2078.1/277406

6. Algieri, Bernardina; Iania, Leonardo; Leccadito, Arturo; Meloni, Giulia. Message in a bottle: Forecasting wine prices. In: Journal of Wine Economics, Vol. 19, p. 64-91 (2024). doi:10.1017/jwe.2024.3. http://hdl.handle.net/2078.1/291951

7. Plotkina, Daria; Hoffmann, Arvid O.I.; Roger, Patrick; D'Hondt, Catherine. Gender vs. personality: The role of masculinity in explaining cognitive style. In: Journal of Behavioral and Experimental Finance, Vol. 44 (2024). doi:10.1016/j.jbef.2024.100995 (Accepté/Sous presse). http://hdl.handle.net/2078.1/292581

8. De Bondt, Werner; De Winne, Rudy; D'Hondt, Catherine. Measuring speculation beyond day trading and bets on lottery-like stocks. In: International Review of Financial Analysis, Vol. 96, no.A, p. 103632 (2024). doi:10.1016/j.irfa.2024.103632. http://hdl.handle.net/2078.1/292475

9. Candelon, Bertrand; Joëts, Marc; Mignon, Valérie. What makes econometric ideas popular: The role of connectivity. In: Research Policy, Vol. 53, no.7, p. 105025 (2024). doi:10.1016/j.respol.2024.105025. http://hdl.handle.net/2078.1/287531

10. Candelon, Bertrand; Moura, Rubens. A Multicountry Model of the Term Structures of Interest Rates with a GVAR. In: Journal of Financial Econometrics, (2024). doi:10.1093/jjfinec/nbae008 (Accepté/Sous presse). http://hdl.handle.net/2078.1/287400