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

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

Management Duties

  • 2018 - 2021 : 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

    • FALL, F., H. T. TCHUIGOUA, A. VANHEMS, L. SIMAR, "Gender effect on microfinance social efficiency: A robust nonparametric approach", European Journal of Operational Research, 2021 [cnrs: 1, fnege: 1]

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    • 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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    • MARECHAL, P., L. SIMAR, A. VANHEMS, "A mollifier approach to the deconvolution of probability densities" in Indo-French Seminar on Optimization, Variational Analysis & Applications (IFSOVAA-2020), 2-4 février, 2020

    • VANHEMS, A., "A mollifier approach to the deconvolution of probability densities" in Conférence « Applied Inverse Problems , Grenoble, 08-12 juillet, 2019

    • MARECHAL, P., A. VANHEMS, W. C. SIMO TAO LEE, "A Mollifier approach to the nonparametric instrumental problem" in French Econometrics Conference, Marseille, 14-15 novembre, 2019

    • VANHEMS, A., P. MARÉCHAL, L. SIMAR, "A mollifier approach to the deconvolution of probability densities" in Conférence Variational Analysis & applications, Palerme, Italie, 28/08 - 5/09 2018, 2018

    • VANHEMS, A., "A mollifier approach to the deconvolution of probability densities." in 10th French Econometrics conference, Paris, 29-30 novembre, 2018

    • CARILLO, K., N. GALY, C. GUTHRIE, A. VANHEMS, "Développement et validation d'une nouvelle échelle de mesure de l'attitude à l'égard des statistiques", 49èmes Journées de statistiques de la SFDS (Société Française de Statistiques)., 2017, Avignon, France

    • VANHEMS, A., "A partial deconvolution method to solve the deconvolution problem" in Journées de Statistiques 2017 SFDS Avignon 31-mai-02-juin 2017, Journées de statistiques de la SFDS (Société Française de Statistiques), 2017, Avignon, France

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    • VANHEMS, A., "Solving inverse problems in econometrics using a mollification approach: the instrumental regression" in Conférence European Meeting of Statisticians Helsinki 24-28-/07/2017, European Meeting of Statisticians, 2017

    • SIMAR, L., A. VANHEMS, I. VAN KEILEGOM, "Unobserved heterogeneity and endogeneity in nonparametric frontier estimation" in Journal of Econometrics, February, 2016

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    • VANHEMS, A., "Solving inverse problems in econometrics using a mollification approach: the instrumental regression setting" in Workshop OAW "Inverse Problems in the Alps", March, 2016, Munich, Germany

    • CARILLO, K., N. GALY, C. GUTHRIE, A. VANHEMS, ""J'aime pas les stats!" Mesure et analyse de l'attitude à l'égard des statistiques dans une école de management" in Conference: 47èmes Journées de Statistique de la SFdS / Société Française de Statistique, 2015, Lille, France

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    • VANHEMS, A., I. VAN KEILEGOM, "Estimation of a semiparametric transformation model in the presence of endogeneity" in 7th French Econometric Conference, 2015, Orléans, France

    • SIMAR, L., A. VANHEMS, I. VAN KEILEGOM, "Unobserved heterogeneity and endogeneity in nonparametric frontier estimation" in Conférence LECCEWEPA, 2015, Lecce, Italy

    • NALPAS, N., L. SIMAR, A. VANHEMS, "Portfolio selection in a multi-input-multi-output setting without optimization" in World Finance Conference, 2014, Venise, Italy

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    • NALPAS, N., L. SIMAR, A. VANHEMS, "Portfolio selection in a multi-input-multi-output setting without optimization" in The 4th International Conference of the Financial Engineering and Banking Society (FEBS), June, 2014, University of Surrey, Great Britain

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    • GRASMAIR, M., O. SCHERZER, A. VANHEMS, "Nonparametric instrumental regression with non-convex constraints" in Conference econometric study group, July, 2014, Bristol, Great Britain

    • NALPAS, N., L. SIMAR, A. VANHEMS, "Portfolio selection in a multi-input-multi-output setting without optimization" in Financial Economics Workshop, September, 2014, Toulouse, France

    • ALCOUFFE, S., S. KHEMIR, A. VANHEMS, "The influence of environmental, social and governance information on investment allocation decisions: an experimental study of which matters most" in EAA, 2014, Tallinn, Estonia

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    • ALCOUFFE, S., S. KHEMIR, A. VANHEMS, "The influence of environmental, social and governance information on investment allocation decisions: an experimental study of which matters most" in AFC, 2014, Lille, France

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    • DO, V. H., C. THOMAS-AGNAN, A. VANHEMS, "Accuracy of areal interpolation methods", June, 2013, Toulouse, France

    • GRASMAIR, M., O. SCHERZER, A. VANHEMS, "Nonparametric instrumental regression with non-convex constraints" in Inverse Problems, February, 2013

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    • GRASMAIR, M., O. SCHERZER, A. VANHEMS, "Nonparametric instrumental regression with non-convex constraints", 2013

    • GRASMAIR, M., O. SCHERZER, A. VANHEMS, "Non parametric instrumental regression with non convex constraint" in Conférence FGP, 2013, Cracovie, Poland

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    • GRASMAIR, M., O. SCHERZER, A. VANHEMS, "Nonparametric instrumental regression with non-convex constraints" in ERCIM, 2013, Londres, Great Britain

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    • NALPAS, N., A. VANHEMS, "Non parametric hedge fund performance appraisal using robust directional distance" in Conférence Forecasting Financial Markets, May, 2013, Hanovre, Germany

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    • NALPAS, N., L. SIMAR, A. VANHEMS, "Portfolio Selection using directional distance function and FDH approach" in IFABS, June, 2013, Nottingham, Great Britain

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    • NALPAS, N., L. SIMAR, A. VANHEMS, "Portfolio selection using directional distance function and FDH approach" in Congrès FEBS, June, 2013, Paris, France

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    • NALPAS, N., L. SIMAR, A. VANHEMS, "Portfolio selection with higher moments : a nonparametric approach" in 3rd World Finance Conference, 2012, Rio de Janiero, France

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    • VANHEMS, A., I. VAN KEILEGOM, "Semiparametric transformation model with endogeneity: a control function approach" in 44èmes Journées de Statistiques, 2012, Bruxelles, Belgium

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    • GRASMAIR, M., O. SCHERZER, A. VANHEMS, "Nonparametric instrumental regression with non-convex constraint" in Symposium Regularization methods in inverse problems, 2012, Cranberra, Australia

    • VANHEMS, A., I. VAN KEILEGOM, "Semiparametric transformation model with endogeneity: a control function approach" in Conférence International Society of non-parametrics statistics, 2012, Chalkidiki, Greece

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    • VANHEMS, A., "Nonparametric study of solutions of differential equations" in Workshop computational invers problems, 2012, Vienne, Austria

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    • GRASMAIR, M., O. SCHERZER, A. VANHEMS, "Nonparametric instrumental regression with non convex constraints" in International Society of non-parametrics statistics conference, 2012, Bangalore, India

    • VANHEMS, A., "Non parametric estimation of exact consumer surplus with endogeneity in price" in International Society of non-parametrics statistics conference, 2012, Bangalore, India

    • NALPAS, N., L. SIMAR, A. VANHEMS, "Hedge funds performance appraisal : a panel of non-parametric approaches using directional measures" in IFORS, 2011, Melbourne, Australia

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    • NALPAS, N., L. SIMAR, A. VANHEMS, "Hedge funds performance appraisal : a panel of non-parametric approaches using directional measures" in EWEPA, 2011, Vérone, Italy

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    • SIMAR, L., A. VANHEMS, "Probabilistic Characterization of Directional Distances and their Robust versions", EWEPA, 2011, Vérone, Italy

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    • HODERLEIN, S., A. VANHEMS, "Welfare analysis using nonseparable models" in World Congress of the Econometric Society, 2010, Shanghai, China (PRC)

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    • NALPAS, N., A. VANHEMS, "Hedge funds performance appraisal : a directional FDH approach" in EWG-EPA 2010, 2010, Chania, Greece

    • VANHEMS, A., I. VAN KEILEGOM, "Semiparametric transformation model with endogeneity : a control function approach" in Conférence EC2, 2010, Toulouse, France

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    • HODERLEIN, S., A. VANHEMS, "Welfare analysis using nonseparable models" in Restrictions in non and semiparametric estimation of econometric models, 2010, Boston, United States of America

    • NALPAS, N., A. VANHEMS, "Hedge funds performance appraisal: a non-parametric approach" in Mathematical and Statistical Methods for actual sciences and finance Conference, 2010, Ravello, Italy

    • VANHEMS, A., "Non parametric estimation of exact consumer surplus with endogeneity in price" in Séminaire de recherche - Université de Boston, 2010, Boston, United States of America

    • VANHEMS, A., "Non parametric estimation of exact consumer surplus with endogeneity in price" in Conférence "Semi parametric and nonparametric methods in econometrics", 2009, Banf, Canada

    • VANHEMS, A., "Non parametric estimation of exact consumer surplus with endogeneity in price" in Latin American Meeting of Econometrics, 2009, Buenos Aires, Argentina

    • NALPAS, N., A. VANHEMS, "Hedge Funds Performance Appraisal: A Non-Parametric Approach" in IBFR, 2009, San-José, Costa Rica

    • VANHEMS, A., N. ROUDAUT, "Explaining firms efficiency in the ivorian manufacturing sector: a robust nonparametric approach" in Conférence INSEE, 2009, Paris, France

    • VANHEMS, A., "A unified approach to solve ill-posed inverse problems in econometrics" in Conférence EEA-ESEM 2008, 2008, Milan, Italy

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    • NALPAS, N., L. GERMAIN, A. VANHEMS, "Hedge funds performance appraisal: a comparison of different nonparametric approaches" in International Federation of Operational Research Societies (IFORS 2008), 2008, Sandton, South Africa

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    • VANHEMS, A., "Nonparametric estimation of exact consumer surplus with endogeneity" in Séminaire de Recherche Université de NUIM, 2008, Dublin, Ireland

    • VANHEMS, A., "Nonparametric estimation of exact consumer surplus with endogeneity" in Conférence EC² Structural microeconometrics, 2008, Rome, Italy

    • FLORENS, J.-P., A. VANHEMS, "Is it always optimal to impose constraints on nonparametric functional estimators? Some evidence on the smoothing parameter choice" in Inference and Tests in Econometrics, 2008, Marseille, France

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    • VANHEMS, A., J.-P. FLORENS, "Is it always optimal to impose constraints on nonparametric funtional estimators? Some evidence on the smoothing parameter choice" in Journées de statistiques de la SFDS (Société Française de Statistiques), 2007, Angers, France

    • VANHEMS, A., "A unified approach to solve ill-posed inverse problems in econometrics" in Centre International de Rencontres Mathématiques, 2007, Marseille, France

    • VANHEMS, A., J.-P. FLORENS, "Is it always optimal to impose constraints on nonparametric functional estimators ? Some evidence on the smoothing parameter choice" in Conférence ISI, 2007, Lisbonne, Portugal

    • NALPAS, N., L. GERMAIN, A. VANHEMS, "Hedge Funds Performance : A non Parametric Approach" in 47 ème Congrès de la SCSE, 2007, Québec, Canada

    • GERMAIN, L., F. ROUSSEAU, A. VANHEMS, "Optimistic and Pessimistic Trading in Financial Markets" in Conférence de l'European Financial Management Association, 2006, Durham, Great Britain

    • VANHEMS, A., "Inverse problems in Econometrics" in Journées MAS de la SMAI, 2006, Lille, France

    • VANHEMS, A., "Recovering signals form observations of its derivatives on disconnected intervals" in Congrès Mondial de l'ISI, 2005, Sydney, Australia

    • VANHEMS, A., "Nonparametric study of solutions of differential equations" in Congrès Mondial de l'ISI, 2005, Sydney, Australia

    • VANHEMS, A., "Regularization spaces in inverse problems" in Econometric Society World Congress, 2005, London

    • VANHEMS, A., "Nonparametric estimation under shape constraints" in Econometric Society World Congress, 2005, London

    • ROUDAUT, N., A. VANHEMS, "Measure of firms inefficiency and heterogeneity using nonparametric frontier models : the Côte d'Ivoire case" in 31st conference of the European Association for Research in Industrial Economics (E.A.R.I.E.), EARIE (European Association in Industrial Economics), 2004, Berlin, Germany

    • VANHEMS, A., N. ROUDAUT, "Measure of firms inefficiency and heterogeneity using nonparametric frontier models : the Côte d'Ivoire case" in LIIIème Congrès annuel de l'Association Française de Science Economique, AFSE, 2004, Paris, France

    • ROUDAUT, N., A. VANHEMS, "Measure of firms inefficiency and heterogeneity using nonparametric frontier models : the Côte d'Ivoire case" in 4th International Symposium of DEA, 2004, Birmingham, Great Britain

    • VANHEMS, A., C. NAUGES, "Estimation non paramétrique d’une fonction de demande avec tarification non linéaire" in 35ème Journées de Statistique, 2003, Lyon, France

    • VANHEMS, A., J.-M. LOUBES, "Saturation spaces for regularization methods in inverse problems" in European Meeting of the Econometric Society, 2003, Stockholm, Sweden

    • VANHEMS, A., J.-M. LOUBES, "Adaptative penalized density estimation with L1 penalty" in 35ème Journées de Statistique, 2003, Lyon, France

    • VANHEMS, A., "Nonparametric study of solutions of differential equations", Working paper, 2003

    • VANHEMS, A., "Non-parametric study of differential equations with endogeneous effects" in Congrès européen de l’Econometric Society, 2002, Venise, Italy

    • VANHEMS, A., "Differential operators and inverse problems" in Workshop on inverse problems, March, 2001, Aalborg, Denmark

    • VANHEMS, A., "Nonparametric study of differential equations and inverse problems", 56th European Meeting of the Econometric Society (ESEM), 2001, Lausanne, Switzerland

    • VANHEMS, A., "Etude non paramétrique d’équations différentielles bruitées : application à la théorie du consommateur représentatif" in 33ème Journées de la Statistique, 2001, Nantes, France

    • VANHEMS, A., "Random ordinary differential equations and application to the representative consumer" in European Economic Association, 2001, Lausanne, Switzerland

    • 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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