CURRICULUM VITAE

Qualification

  • 2013 : Qualification to Supervise Research in Applied Mathematics - Université Toulouse 1 Capitole - Toulouse
  • 2011 : Qualification to Supervise Research - Université Toulouse 1 Capitole - Toulouse
  • 2001 : PhD in Applied Mathematics - Université Toulouse 1 Capitole - Toulouse
  • 1998 : Economist-Statistician Degree - École Nationale de la Statistique et d'Administration Economique (ENSAE) - Paris
  • 1998 : Credit program for PhD "Statistics and Random Models in Economics and Finance “ - Université Paris Diderot - Paris

Teaching Experience

  • 2010 : Summer School in Applied Mathematics in Finance - Dai Hoc So Pham University - Hanoi
  • 2007 : Doctoral research course in quantitative methods in management - Universiti Tun Abdul Razak - Kuala Lumpur
  • 2002 : Associate Professor of Statistics and Econometrics - Toulouse Business School - Toulouse
  • 1998 : Teaching Assistant in Statistics and Econometrics - Université Toulouse 1 Capitole - Toulouse

Management Duties

  • 2018 : Head of departement - Toulouse Business School Toulouse
  • 2004 - 2011 : Head of Department "Management Information System" - Toulouse Business School Toulouse
  • Elected member of the Joint Assessment Commission Toulouse Business School Toulouse
PUBLICATIONS
    • VANHEMS, A. - "Habilitation à Diriger des Recherches : " Econométrie structurelle, estimation non paramétrique, problèmes inverses. Fonctions de production "" - 2011

    • VANHEMS, A. - "Thèse : "Estimation non paramétrique de solutions d'équations différentielles"" - 2001

    • VANHEMS, A., I.VAN KEILEGOM, "Estimation of a semiparametric transformation model in the presence of endogeneity", Econometric Theory, 2019, vol. 35, pp. 73–110 [cnrs: 1]

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    • CARILLO, K., N.GALY, C.GUTHRIE, A.VANHEMS, "How to turn managers into data-driven decision makers", Business Process Management Journal, 2019, vol. 25, no. 3, pp. 553-578 [cnrs: 3, fnege: 3]

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    • HODERLEIN, S., A.VANHEMS, "Estimating the distribution of welfare effects using quantiles", Journal of Applied Econometrics, 2018, vol. 33, no. 1, pp. 52-72 [cnrs: 2]

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    • NALPAS, N., L.SIMAR, A.VANHEMS, "Portfolio selection in a multi-moment setting: A simple Monte-Carlo-FDH algorithm", European Journal of Operational Research, 2017, vol. 263, pp. 308-320 [cnrs: 1, fnege: 1]

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    • CARILLO, K., N.GALY, C.GUTHRIE, A.VANHEMS, "« J'aime pas les stats ! » – Mesure et analyse de l'attitude à l'égard du cours de statistique dans une école de management", Statistique et Enseignement, June 2016, vol. 7, no. 1, pp. 3-31

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    • SIMAR, L., A.VANHEMS, I.VAN KEILEGOM, "Unobserved heterogeneity and endogeneity in nonparametric frontier estimation", Journal of Econometrics, February 2016, vol. 190, no. 2, pp. 360-373 [cnrs: 1]

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    • DO, V. H., C.THOMAS-AGNAN, A.VANHEMS, "Accuracy of areal interpolation methods for count data", Spatial Statistics, July 2015, vol. 14, no. Part C, pp. 412-438

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    • VAN HUYEN, D., C.THOMAS-AGNAN, A.VANHEMS, "Spatial reallocation of areal data – another look at basic methods", Revue d'Économie Régionale et Urbaine, May 2015, vol. 1, pp. 27-58 [cnrs: 3]

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    • DO, V. H., C.THOMAS-AGNAN, A.VANHEMS, "Testing areal interpolation methods with US census 2010 data", Région et Développement, June 2014, no. 40, pp. 83-96 [cnrs: 4]

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    • GERMAIN, L., F.ROUSSEAU, A.VANHEMS, "Irrational Market Makers", Finance, April 2014, vol. 35, no. 1, pp. 107-145 [cnrs: 2, fnege: 2]

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    • JOHANNES, J., S.VAN BELLEGEM, A.VANHEMS, "Iterative regularisation in nonparametric instrumental regression", Journal of Statistical Planning and Inference, January 2013, vol. 143, no. 1, pp. 24-39

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    • GRASMAIR, M., A.VANHEMS, O.SCHERZER, "Nonparametric instrumental regression with non-convex constraints", Inverse Problems, February 2013, vol. 29, no. 3, pp. 035006

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    • SIMAR, L., A.VANHEMS, "Probabilistic characterization of directional distances and their robust versions", Journal of Econometrics, February 2012, vol. 166, no. 2, pp. 342-354 [cnrs: 1]

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    • SIMAR, L., A.VANHEMS, P. W.WILSON, "Statistical inference for DEA estimators of directional distances", European Journal of Operational Research, August 2012, vol. 220, no. 3, pp. 853-864 [cnrs: 1]

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    • ROUDAUT, N., A.VANHEMS, "Explaining firms efficiency in the Ivorian manufacturing sector: a robust nonparametric approach", Journal of Productivity Analysis, April 2012, vol. 37, no. 2, pp. 155-169 [cnrs: 3]

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    • JOHANNES, J., S.VAN BELLEGEM, A.VANHEMS, "Convergence rates for ill-posed inverse problems with an unknown operator", Econometric Theory, 2011, vol. 27, no. 03, pp. 522-545 [cnrs: 1]

    • VANHEMS, A., "Non parametric estimation of exact consumer surplus with endogeneity in price", Econometrics Journal, January 2010, vol. 13, no. Special issue 3, pp. 80-98 [cnrs: 2]

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    • VANHEMS, A., "NONPARAMETRIC STUDY OF SOLUTIONS OF DIFFERENTIAL EQUATIONS", Econometric Theory, 2006, vol. 22, no. 01, pp. 127-157

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    • GERMAIN, L., N.NALPAS, A.VANHEMS, "Non-parametric hedge funds and replication indices performance analysis : a robust directional application" in Hedge Funds Replication., Greg N.Gregoriou et Maher Kooli Ed., pp. 90-105, 2011

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    • GERMAIN, L., F.ROUSSEAU, A.VANHEMS, "Strategic Financial Intermediaries with Brokerage Activities" in Handbook of Trading., Greg N. Gregoriou Ed., chap. Ch 26, pp. 389-402, 2010

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    • VANHEMS, A., J.-P.FLORENS, "Is it always optimal to impose constraints on nonparametric functional estimators? Some evidence on the smoothing parameter choice - functional and operatorial statistics" in Functional and operational statistics., Sophie Dabo-Niang & Frédéric Ferraty Ed., pp. 173-179, 2008

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    • GERMAIN, L., A.VANHEMS - "Bulles et irrationalité : une affaire de traders ?" - 2015, TBSearch

    • GERMAIN, L., A.VANHEMS - "Les market makers ne se comprtent pas toujours rationnellement" - 2014, TBSearch

    • VANHEMS, A., H.BOCO - "Les mathématiques : outil indispensable en finance?" - 2012, Grand Angle

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    • GALY, N., A.VANHEMS - "Cas PATERNE" - 2007, Centrale des Cas et des Médias Pédagogiques (CCMP), Paris, France

    • GALY, N., A.VANHEMS - "Cas CASH 2" - 2007, Centrale des Cas et des Médias Pédagogiques (CCMP), Paris, France

    • GALY, N., A.VANHEMS - "Cas CASH 1" - 2007, Centrale des Cas et des Médias Pédagogiques (CCMP), Paris, France

    • GALY, N., A.VANHEMS - "Princesse électroménager" - 2006, Centrale des Cas et des Médias Pédagogiques (CCMP), Paris, France

    • 2014 Best Article Award Revue Finance Association Française de Finance (AFFI)
    • 2001 Fulbright Grand Award Commission Franco-Américaine
    • 1998 Research Scholarship Institut de recherche CREST Paris
EXPERTISE
    • Data Analysis
    • Econometrics
    • Statistics
    • Structural Econometrics
    • Teaching Statistics
    • Nonparametric Production Frontier Estimation
    • Nonparametric Functional Estimation
    • Inverse Problems
      • Referee for : Econometrica, Econometric Theory, Econometrics Journal, Journal of Econometrics, Journal of Applied Econometrics, Society for Industrial and Applied Mathematics, Inverse Problems, Journal of Productivity Analysis, Bulletin of Economic Research, International Journal of Production and Economics, European Review of Agricultural Economics, Review of Economic Studies, European Journal of Operational Research, Journal of Operational Research Society, Operation Research
      • 1997 - 1998 : 3rd year research project ENSAE - CCF Paris
      • 1997 - 1997 : 3nd year Research Project ENSAE - IDEI Toulouse
      • 1996 - 1997 : Research Project ENSAE - GPA Paris
      • 1996 - 1996 : 1st year Research Project ENSAE - Matra Marconi Space

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