Gilles STOLTZ
Affiliate Professor
Economics & Decision Sciences

Biography
Gilles Stoltz is an alumnus of the Ecole Normale Supérieure of Cachan and holds a Ph.D.from the University Paris-Sud Orsay since 2005.
His research interests focus on the sequential prediction of arbitrary sequences, both from an industrial viewpoint (prediction of electricity consumption or air-quality forecasting) and from a game-theoretic viewpoint (when players aim at forecasting each other's actions).
He is a researcher for CNRS at the GREGHEC laboratory. In addition, he is an affiliate professor at HEC, where he teaches the foundations of statistics in the bachelor programme.
He was awarded in 2008 the Marie-Jeanne Laurent-Duhamel prize of the young statistician by the French statistical society.
Personal web page: http://stoltz.perso.math.cnrs.fr/
Scientific articles
Journal of International Money and Finance, November 2018, vol. 88, pp 1-24, (in coll. with C. AMAT, T. K. MICHALSKI)
Review of Economics and Statistics, May 2013, vol. 95, n° 2, pp 591-616, (in coll. with T. K. MICHALSKI)
Mathematics of Operations Research, Forthcoming, (in coll. with A. GARIVIER, P. MENARD)
Journal of Dynamics and Games, July 2014, vol. 1, n° 3, pp 447-469, (in coll. with S. MANNOR, V. PERCHET)
Journal of Machine Learning Research, October 2014, vol. 15, pp 3247-3295, (in coll. with S. MANNOR, V. PERCHET)
Machine Learning, February 2013, vol. 90, n° 2, pp 231-260, (in coll. with M. DEVAINE, P. GAILLARD, Y. GOUDE)
Annals of Statistics, June 2013, vol. 41, n° 3, pp 1516-1541, (in coll. with O. CAPPE, A. GARIVIER, O.-A. MAILLARD, R. MUNOS)
Advances in Neural Information Processing Systems, 2012, vol. 25, pp 980-988, (in coll. with N. CESA-BIANCHI, P. GAILLARD, G. LUGOSI)
Lecture Notes in Computer Science, 2011, vol. 6925, pp 144-158, (in coll. with S. Bubeck, J. Yuan Yu)
Theoretical Computer Science, April 2011, vol. 412, n° 19, pp 1832-1852, (in coll. with S. Bubeck, R. Munos)
Books
Ellipses
Vuibert
Vuibert
Proceedings
2015 ACM SIGMIS Conference on Computers and People Research , 2015 , Newport Beach (T. SETOR, D. JOSEPH)
25th Australasian Conference on Information Systems , 2014 , Auckland (S. M. NUWANGI, D. SEDERA)
Best Paper Proceedings of the 2010 Academy of Management Meeting , 2010 , Montreal (S. Chandra)
Academy of Management Proceedings , 2009
24th Annual Conference on Learning Theory : COLT11 , 2011 , Budapest (O.-A. Maillard R. Munos)
ALT 2011 - Proceedings of the 22nd International Conference on Algorithmic Learning Theory , 2011 (S. Bubeck, J. Yu)
Proceedings of COLT09. Omnipress , 2009 (O. Papaspiliopoulos, G. Lugosi)
Proceedings of NIPS'08, Curran Associates, Inc. , 2008 (S. Bubeck, C. Szepesvári, R. Munos)
Advances in Consumer Research, Vol. 36 , 2008
Working papers
Cahier de Recherche du Groupe HEC , 2014
Cahier de Recherche du Groupe HEC , 2010
Mimeo , 2011
Mimeo , 2011
Mimeo , 2010
Scientific articles
Journal of International Money and Finance, November 2018, vol. 88, pp 1-24, (in coll. with C. AMAT, T. K. MICHALSKI)
Review of Economics and Statistics, May 2013, vol. 95, n° 2, pp 591-616, (in coll. with T. K. MICHALSKI)
Mathematics of Operations Research, Forthcoming, (in coll. with A. GARIVIER, P. MENARD)
Journal of Dynamics and Games, July 2014, vol. 1, n° 3, pp 447-469, (in coll. with S. MANNOR, V. PERCHET)
Books
Ellipses
Vuibert
Vuibert
Proceedings
2015 ACM SIGMIS Conference on Computers and People Research , 2015 , Newport Beach (T. SETOR, D. JOSEPH)
25th Australasian Conference on Information Systems , 2014 , Auckland (S. M. NUWANGI, D. SEDERA)
Best Paper Proceedings of the 2010 Academy of Management Meeting , 2010 , Montreal (S. Chandra)
Academy of Management Proceedings , 2009
24th Annual Conference on Learning Theory : COLT11 , 2011 , Budapest (O.-A. Maillard R. Munos)
ALT 2011 - Proceedings of the 22nd International Conference on Algorithmic Learning Theory , 2011 (S. Bubeck, J. Yu)
Proceedings of COLT09. Omnipress , 2009 (O. Papaspiliopoulos, G. Lugosi)
Proceedings of NIPS'08, Curran Associates, Inc. , 2008 (S. Bubeck, C. Szepesvári, R. Munos)
Advances in Consumer Research, Vol. 36 , 2008
Working papers
Cahier de Recherche du Groupe HEC , 2014
Cahier de Recherche du Groupe HEC , 2010
Mimeo , 2011
Mimeo , 2011
Education
Academic appointments
Academic responsabilities at HEC
- 2017- Affiliate Professor, Economics - Decision Science
- 2013- CNRS researcher at GREGHEC [HEC Paris]
- 2007-2017 Member of GREGHEC (CNRS)
- 2007-2017 CNRS Research Professor, Economics - Decision Science
External Academic Responsabilities
- 2009-2009 [April 2009] Invited professor
- 2005-2013 CNRS researcher
- 2004-2005 Assistant professor
- 2003-2004 RA/TA
Scientific Activities
Conference organisation
Awards & honors
Membership in Academic or Professional Organisation
- 2010 Best reviewer award among COLT'10 PC members
- 2010 CNRS Excellency in research bonus 2010-13
- 2008 Young statistician award (Marie-Jeanne Laurent-Duhamel Prize)