Prof. dr. D. (Dennis) Fok

Erasmus School of Economics (ESE)
Erasmus University Rotterdam
Fellow ERIM
Field: Marketing
Affiliated since 1999

Dennis Fok is professor of Econometrics and Data Science at the Econometric Institute of the Erasmus School of Economics, Erasmus University Rotterdam. He obtained his PhD in 2003 on advanced econometric marketing models. He combines state-of-the-art quantitative techniques to relevant marketing topics. His research interests include applied econometrics in general, with a particular focus on combining new econometric methods with marketing questions. More specifically, he focuses on modeling unobserved heterogeneity, non-linear models, Bayesian statistics, and modeling consumer-level decisions. Recently, his research interests also concern models for high-dimensional data. One example is the development of methods and efficient estimation techniques for modeling choices from a very large set of alternatives. His work has been published in the top marketing journals such as Journal of Marketing Research, Marketing Science, International Journal of Research in Marketing and in top econometrics journals such as Journal of Econometrics, Journal of Applied Econometrics, and Journal of Business and Economic Statistics.

Publications

  • Academic (31)
    • Camehl, A., Fok, D., & Gruber, K. (2024). On superlevel sets of conditional densities and multivariate quantile regression. Journal of Econometrics, Article 105807. Advance online publication. https://doi.org/10.1016/j.jeconom.2024.105807

    • van Maasakkers, L., Fok, D., & Donkers, B. (2023). Next-basket prediction in a high-dimensional setting using gated recurrent units. Expert Systems with Applications, 212, Article 118795. https://doi.org/10.1016/j.eswa.2022.118795

    • Dorotic, M., Fok, D., Verhoef, P. C., & Bijmolt, T. H. A. (2021). Synergistic and cannibalization effects in a partnership loyalty program. Journal of the Academy of Marketing Science, 49(5), 1021-1042. https://doi.org/10.1007/s11747-020-00759-7

    • Jacobs, B., Fok, D., & Donkers, B. (2021). Understanding Large-Scale Dynamic Purchase Behavior. Marketing Science, 40(5), 844-870. https://doi.org/10.1287/mksc.2020.1279

    • Ruseckaite, A., Fok, D., & Goos, PP. (2020). Flexible Mixture-Amount Models Using Multivariate Gaussian Processes. Journal of Business and Economic Statistics, 38(2), 257-271. https://doi.org/10.1080/07350015.2018.1497506

    • Fok, D., van Stel, A., Burke, AE., & Thurik, R. (2019). How entry crowds and grows markets: the gradual disaster management view of market dynamics in the retail industry. Annals of Operations Research, 283, 1111-1138. https://doi.org/10.1007/s10479-019-03322-y

    • Bel, K., Fok, D., & Paap, R. (2018). Parameter Estimation in Multivariate Logit Models with Many Binary Choices. Econometric Reviews, 37(5), 534-550. https://doi.org/10.1080/07474938.2015.1093780

    • Ruseckaite, A., Goos, PP., & Fok, D. (2017). Bayesian D-optimal choice designs for mixtures. Journal of the Royal Statistical Society. Series C, Applied Statistics, 66(2), 363-386. https://doi.org/10.1111/rssc.12174

    • Jacobs, B., Donkers, B., & Fok, D. (2016). Model-based Purchase Predictions for Large Assortments. Marketing Science, 35(3), 389-404. https://doi.org/10.1287/mksc.2016.0985

    • Fok, D., Paap, R., & Franses, P. H. (2014). Incorporating Responsiveness to Marketing Effort in Brand Choice Modeling. Econometrics, 2(1), 20-44. https://doi.org/10.3390/econometrics2010020

    • de Palma, A., Abdellaoui, M., Attanasi, G., Ben-Akiva, M., Erev, I., Fehr-Duda, H., Fok, D., Fox, C., Hertwig, R., Picard, N., Wakker, P., Walker, J., & Weber, M. (2014). Beware of Black Swans: Taking stock of the description - experience gap in decision under uncertainty. Marketing Letters, 25(3), 269-280. https://doi.org/10.1007/s11002-014-9316-z

    • Dorotic, M., Verhoef, PC., Fok, D., & Bijmolt, THA. (2014). Reward redemption effects in a loyalty program when customers choose how much and when to redeem. International Journal of Research in Marketing, 31(4), 339-355. https://doi.org/10.1016/j.ijresmar.2014.06.001

    • Fok, D., & Franses, P. H. (2013). Testing earnings management. Statistica Neerlandica, 67(3), 281-292. https://doi.org/10.1111/stan.12007

    • Horvath, C., & Fok, D. (2013). Moderating Factors of Immediate, Gross, and Net Cross-brand Effects of Price Promotions. Marketing Science, 32(1), 127-152. https://doi.org/10.1287/mksc.1120.0748

    • Fok, D., Paap, R., & Franses, P. H. (2012). Modeling Dynamic Effects of Promotion on Interpurchase Times. Computational Statistics & Data Analysis, 56(11), 3055-3069. https://doi.org/10.1016/j.csda.2012.03.022

    • Peers, Y., Fok, D., & Franses, P. H. (2012). Modeling Seasonality in New Product Diffusion. Marketing Science, 31(2), 351-364. https://doi.org/10.1287/mksc.1110.0696

    • Dorotic, M., Fok, D., Verhoef, PC., & Bijmolt, THA. (2011). Do Vendors Benefit From Promotions in a Multi-Vendor Loyalty Program? Marketing Letters, 22(4), 341-356. https://doi.org/10.1007/s11002-010-9128-8

    • Fok, D., Paap, R., & van Dijk, A. (2010). A Rank-Ordered Logit Model with Unobserved Heterogeneity in Ranking Capabilities. Journal of Applied Econometrics, 27(5), 831-846. https://doi.org/10.1002/jae.1223

    • Fok, D., & Paap, R. (2009). Modeling category-level purchase timing with brand-level marketing variables. Journal of Applied Econometrics, 24(3), 469-489. https://doi.org/10.1002/jae.1059

    • van Everdingen, Y., Fok, D., & Stremersch, S. (2009). Modeling Global Spillover of New Product Takeoff. Journal of Marketing Research, 46(5), 637-652. https://doi.org/10.1509/jmkr.46.5.637

    • van Nierop, E., Fok, D., & Franses, P. H. (2008). Interaction between shelf layout and marketing effectiveness and its impact on optimizing shelf arrangements. Marketing Science, 27(6), 1065-1082. https://doi.org/10.1287/mksc.1080.0365

    • Fok, D., Franses, P. H., & Paap, R. (2007). Seasonality and non-linear price effects in scanner-data based market-response models. Journal of Econometrics, 138(1), 231-251. https://doi.org/10.1016/j.jeconom.2006.05.021

    • Fok, D., & Franses, P. H. (2007). Modeling the diffusion of scientific publications. Journal of Econometrics, 139(2), 376-390. https://doi.org/10.1016/j.jeconom.2006.10.021

    • Fok, D., Horvath, C., Paap, R., & Franses, P. H. (2006). A hierarchical Bayes error correction model to explain dynamic effects of price changes. Journal of Marketing Research, 43(3), 443-461. https://doi.org/10.1509/jmkr.43.3.443

    • Sloot, LM., Fok, D., & Verhoef, PC. (2006). The Short- and Long-Term Impact of an Assortment Reduction on Category Sales. Journal of Marketing Research, 43(4), 536-548. https://doi.org/10.1509/jmkr.43.4.536

    • Fok, D., van Dijk, D., & Franses, P. H. (2005). A multi-level panel STAR model for US manufacturing sectors. Journal of Applied Econometrics, 20(6), 811-827. https://doi.org/10.1002/jae.822

    • Fok, D., van Dijk, D., & Franses, P. H. (2005). Forecasting aggregate using panels of nonlinear time series. International Journal of Forecasting, 21(4), 785-794. https://doi.org/10.1016/j.ijforecast.2005.04.015

    • van Everdingen, Y., Aghina, WB., & Fok, D. (2005). Forecasting cross-population innovation diffusion: A Bayesian approach. International Journal of Research in Marketing, 22(3), 293-308. https://doi.org/10.1016/j.ijresmar.2004.11.003

    • Fok, D., & Franses, P. H. (2004). Analyzing the effects of a brand introduction on competitive structure using a market share attraction model. International Journal of Research in Marketing, 21(2), 159-177. https://doi.org/10.1016/j.ijresmar.2003.09.001

    • Fok, D., & Franses, P. H. (2002). Ordered logit analysis for selectively sampled data. Computational Statistics & Data Analysis, 40(3), 477-497. https://doi.org/10.1016/S0167-9473(02)00063-4

    • Fok, D., & Franses, P. H. (2001). Forecasting market shares from models for sales. International Journal of Forecasting, 17(1), 121-128. https://doi.org/10.1016/S0169-2070(00)00075-3

  • Professional (1)
  • Academic (3)
    • Fok, D. (2017). Advanced Individual Demand Models. In P. S. H. Leeflang, J. E. Wieringa, T. H. A. Bijmolt, & K. H. Pauwels (Eds.), Advanced Methods for Modeling Markets (pp. 31-86). Springer-Verlag. https://doi.org/10.1007/978-3-316-53469-5

    • Fok, D., Franses, P. H., & Paap, R. (2006). Performance of seasonal adjustment procedures: simulation and empirical results. In T. C. Mills, & K. Patterson (Eds.), Palgrave Handbook of Econometrics, Volume 1, Econometric Theory (pp. 1035-1055). Palgrave Macmillan.

    • Fok, D., Franses, P. H., & Paap, R. (2002). Econometric analysis of the market share attraction model. In P. H. B. F. Franses, & A. L. Montgomery (Eds.), Advances in econometrics: Econometric models in marketing, chapter 10 (pp. 223-256). JAI Press.

  • Internal (1)
    • Fok, D. (2003). Advanced econometric marketing models. [Doctoral Thesis, Erasmus University Rotterdam]. Erasmus University Rotterdam (EUR).

  • Academic (45)
    • Fok, D., & Paap, R. (2019). New Misspecification Tests for Multinomial Logit Models. (Econometric Institute Research Papers EI2019-24 ed.) Econometric Institute. http://hdl.handle.net/1765/118708

    • Li, W., Fok, D., & Franses, P. H. (2019). Forecasting own brand sales: Does incorporating competition help? (Econometric Institute report EI2019-35 ed.) Econometric Institute. Econometric Institute report Vol. EI2019-35 http://hdl.handle.net/1765/123417

    • Fok, D., Paap, R., & Franses, P. H. (2014). Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling. (EI reprint serie EI=1615 ed.) Econometric Institute. EI reprint serie Vol. EI=1615

    • Bel, K., Fok, D., & Paap, R. (2014). Parameter Estimation in Multivariate Logit Models with Many Binary Choices. (EI report serie EI 2014-25 ed.) Econometric Institute. EI report serie Vol. EI 2014-25

    • Fok, D., Paap, R., & Franses, P. H. (2012). Modeling dynamic effects of promotion on interpurchase times. (EI reprint serie EI-1587 ed.) Econometric Institute. EI reprint serie Vol. EI-1587

    • Fok, D., Paap, R., & van Dijk, A. (2012). A rank-ordered logit model with unobserved heterogeneity in ranking capabilities. (EI-reprint serie EI-1589 ed.) Econometric Institute. EI-reprint serie Vol. EI-1589

    • Dorotic, M., Fok, D., Verhoef, PC., & Bijmolt, THA. (2011). Do Vendors Benefit from Promotions in a Multi-Vendor Loyalty Program? (EI reprint serie EI-1575 ed.) Econometric Institute. EI reprint serie Vol. EI-1575 https://doi.org/10.1007/s11003-010-9128-8

    • Fok, D., & Paap, R. (2009). Modeling category-level purchase timing with brand-level marketing variables. (EI reprint serie EI-1498 ed.) DEPARTMENT OF ECONOMETRICS. EI reprint serie Vol. EI-1498

    • Fok, D., van Stel, A., Burke, AE., & Thurik, R. (2009). The dynamics of entry and exit. (Research Reports H200907 ed.) EIM. Research Reports Vol. H200907

    • Dorotic, M., Fok, D., Verhoef, PC., & Bijmolt, THA. (2009). Do Vendors Benefit From Promotions In a Multi-Vendor Loyalty Program? (SOM Working paper 9001 ed.) Universtity of Groningen. SOM Working paper Vol. 9001

    • Fok, D., & Franses, P. H. (2009). Testing Earnings Management. (EI report serie EI 2009-31 ed.) DEPARTMENT OF ECONOMETRICS. EI report serie Vol. EI 2009-31

    • van Nierop, E., Fok, D., & Franses, P. H. (2009). Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact on Optimizing Shelf Arrangement. (EI reprint reeks EI-1527 ed.) DEPARTMENT OF ECONOMETRICS. EI reprint reeks Vol. EI-1527

    • van Everdingen, Y., Fok, D., & Stremersch, S. (2009). Modeling Global Spillover of New Product Takeoff. (EI reprint reeks EI-1528 ed.) DEPARTMENT OF ECONOMETRICS. EI reprint reeks Vol. EI-1528

    • Fok, D., Paap, R., & Franses, P. H. (2008). Incorporating responsiveness to marketing efforts in brand choice modeling. (EI Report serie EI 2008-15 ed.) Econometrics. EI Report serie Vol. EI 2008-15

    • Hernandez Mireles, C., Fok, D., & Franses, P. H. (2008). Why, How and When Do Prices Land? Evidence from the Videogame Industry. (ERIM REPORT SERIES RESEARCH IN MANAGEMENT ERS-2008-044-MKT ed.) Econometrics. ERIM REPORT SERIES RESEARCH IN MANAGEMENT Vol. ERS-2008-044-MKT

    • Horvath, C., & Fok, D. (2008). Moderating Factors of Immediate, Dynamic, and Long-run Cross-Price Effects. (ERIM REPORT SERIES RESEARCH IN MANAGEMENT ERS-2008-042-MKT ed.) Econometrics. ERIM REPORT SERIES RESEARCH IN MANAGEMENT Vol. ERS-2008-042-MKT

    • Fok, D., Franses, P. H., & Paap, R. (2007). Seasonality and non-linear price effects in scanner-data-based market response models. (Econometric Institute Reprint EI-1439 ed.) Econometrics. Econometric Institute Reprint Vol. EI-1439

    • Fok, D., & Franses, P. H. (2007). Modeling the diffusion of scientific publications. (EI reprint reeks EI-1447 ed.) Econometrics. EI reprint reeks Vol. EI-1447

    • Boswijk, HP., Fok, D., & Franses, P. H. (2006). A new multivariate product growth model. (Tinbergen Institute Discussion Paper 06-027/4 ed.) Econometrics. Tinbergen Institute Discussion Paper Vol. 06-027/4

    • van Nierop, E., Fok, D., & Franses, P. H. (2006). Interaction between shelf layout and marketing effectiveness and its impact on optimizing shelf arrangements. (ERIM Report 2006-13-MK ed.) Econometrics. ERIM Report Vol. 2006-13-MK

    • Sloot, LM., Fok, D., & Verhoef, PC. (2006). The short- and long-term impact of an assortment reduction on category sales. (Econometric Institute Reprint EI-1427 ed.) Econometrics. Econometric Institute Reprint Vol. EI-1427

    • Fok, D., Horvath, C., Paap, R., & Franses, P. H. (2006). A hierarchical Bayes error correction model to explain dynamic effects of price changes. (Econometric Institute Reprint EI-1414 ed.) Econometrics. Econometric Institute Reprint Vol. EI-1414

    • van Dijk, A., Fok, D., & Paap, R. (2006). A rank-ordered logit model with unobserved heterogeneity in ranking capabilities. (Econometric Institute Report EI 2007-07 ed.) Econometrics. Econometric Institute Report Vol. EI 2007-07

    • Fok, D., Franses, P. H., & Paap, R. (2006). Performance of seasonal adjustment procedures: simulation and empirical results. (Econometric Institute Reprint EI 1408 ed.) Econometrics. Econometric Institute Reprint Vol. EI 1408

    • van Everdingen, Y., Aghina, WB., & Fok, D. (2005). Forecasting cross-population innovation diffusion: a Bayesian approach. (Econometric Institute Reprint serie EI-1374 ed.) Econometrics. Econometric Institute Reprint serie Vol. EI-1374

    • Fok, D., Franses, P. H., & Paap, R. (2005). Performance of seasonal adjustment procedures: simulation and empirical results. (Econometric Institute Report Serie EI 2005-30 ed.) Econometrics. Econometric Institute Report Serie Vol. EI 2005-30

    • Fok, D., Franses, P. H., & Paap, R. (2005). Seasonality and non-linear price effects in scanner-data based market-response modelss. (Econometric Institute Report Serie EI 2005-45 ed.) Econometrics. Econometric Institute Report Serie Vol. EI 2005-45

    • Fok, D., & Franses, P. H. (2005). Modelling the diffusion of scientific publications. (Econometric Institute Report Serie EI 2005-48 ed.) Econometrics. Econometric Institute Report Serie Vol. EI 2005-48

    • Fok, D., Horvath, C., Paap, R., & Franses, P. H. (2005). A hierarchical Bayes error correction model to explain dynamic effects of price changes. (ERIM report series Research in Management 2005-047 ed.) Econometrics. ERIM report series Research in Management Vol. 2005-047

    • Fok, D., van Dijk, D., & Franses, P. H. (2005). Forecasting aggregates using panels, of nonlinear time series. (Econometric Institute Reprint serie EI-1378 ed.) Econometrics. Econometric Institute Reprint serie Vol. EI-1378

    • Fok, D., van Dijk, D., & Franses, P. H. (2005). A multi-level panel star model for us manufacturing sectors. (Econometrisch Institute Reprint serie EI-1379 ed.) Econometrics. Econometrisch Institute Reprint serie Vol. EI-1379

    • Fok, D., Horvath, C., Paap, R., & Franses, P. H. (2004). A hierarchical bayes error correction model to explain dynamic effects of promotions on sales. (Econometric Institute EI 2004-27 ed.) Econometric Institute Vol. EI 2004-27

    • Fok, D., van Dijk, D., & Franses, P. H. (2004). Forecasting aggregates using panels of nonlinear time series. (Econometric Institute EI 2004-44 ed.) Econometric Institute Vol. EI 2004-44

    • van Dijk, D., Fok, D., & Franses, P. H. (2003). A multi-level panel smooth transition autoregression for US sectoral production.

    • Fok, D., & Paap, R. (2003). Modeling category-level purchase timing with brand-level marketing variables. (Econometric Institute EI 2003-15 ed.) Econometric Institute Vol. EI 2003-15

    • Fok, D., Paap, R., & Franses, P. H. (2003). Modeling dynamic effects of the marketing mix on market shares. (ERIM Report Series Research in Management 044-MKT ed.) ERIM Report Series Research in Management Vol. 044-MKT

    • van Nierop, E., Fok, D., & Franses, P. H. (2002). Sales models for many items using attribute data. (ERIM Report Series 2002 65-MKT ed.) ERIM Report Series 2002 Vol. 65-MKT

    • Fok, D., Paap, R., & Franses, P. H. (2002). Estimating dynamic effects of promotion on interpurchase times. (Econometric Institute EI-2002-37 ed.) Econometric Institute Vol. EI-2002-37

    • Fok, D., Paap, R., & Franses, P. H. (2002). Modeling dynamic effects of promotion on interpurchase times. (Econometric Institute EI 2002-37 ed.) Econometric Institute Vol. EI 2002-37

    • Fok, D., Franses, P. H., & Paap, R. (2001). Incorporating responsiveness to marketing efforts when modeling brand choice. (ERIM Report Series 2001 47-MKT ed.) ERIM Report Series 2001 Vol. 47-MKT

    • Fok, D., Franses, P. H., & Paap, R. (2001). Econometric analysis of the market share attraction model. (ERIM Report Series 2001 25-MKT ed.) ERIM Report Series 2001 Vol. 25-MKT

    • Fok, D., & Franses, P. H. (2000). Forecasting market shares from models for sales. (ERIM Report Series 03-MKT ed.) ERIM Report Series Vol. 03-MKT

    • Fok, D., Franses, P. H., & Cramer, JS. (1999). Ordered logit analysis for selectively sampled data. (Econometric Institute 9933/A ed.) Econometric Institute Vol. 9933/A

    • Fok, D., & Franses, P. H. (1999). Impulse-response analysis of the market share attraction model. (Econometric Institute 9955/A ed.) Econometric Institute Vol. 9955/A

    • Fok, D., & Franses, P. H. (1999). Impulse-response analysis of the market share attraction model. (Econometric Institute Report EI-9955/A ed.) Econometric Institute Report Vol. EI-9955/A

  • Academic (7)
    • Mueller, M., Gruber, K., & Fok, D. (2023). Continuous Diffusion for Mixed-Type Tabular Data. arXiv. https://doi.org/10.48550/arXiv.2312.10431

    • Camehl, A., Fok, D., & Gruber, K. (2022). Multivariate quantile regression using superlevel sets of conditional densities. Tinbergen Institute. https://papers.tinbergen.nl/22094.pdf

    • Korkmaz, E., Fok, D., & Kuik, R. (2014). "The Need for Market Segmentation for Buy-Till-You-Defect Models" (No. ERS-2014-006-LIS). ERIM Report Series Research in Management Erasmus Research Institute of Management.

    • Kuik, R., Korkmaz, E., & Fok, D. (2013). "Counting Your Customers": When will they buy next? An empirical validation of probabilistic customer base analysis models based on purchase timing (. Erasmus Research Institute of Management (ERIM). ERIM Report Series Research in Management Vol. ERS-2013-001-LIS

    • Fok, D., Burke, A., Van Stel, A., & Thurik, R. (2010). Industry dynamics and entrepreneurship: an equilibrium model. Tinbergen Institute. Discussion paper Vol. TI2010-012/3

    • Peers, Y., Fok, D., & Franses, P. H. (2010). Modeling Seasonality in New Product Diffusion. ERIM Report Series Research in Management.

    • Hernandez Mireles, C., Fok, D., & Franses, P. H. (2010). Random Coefficient Logit Model for Large Datasets. ERIM. ERIM Report Series Vol. 2010-05-31

Marketing Modeling for New Products
  • Role: Co-promotor
  • PhD Candidate: Carlos Hernandez Mireles
  • Time frame: 2006 - 2010
Econometric Advances in Diffusion Models
  • Role: Co-promotor
  • PhD Candidate: Yuri Peers
  • Time frame: 2007 - 2011
Bridging Models and Business: Understanding heterogeneity in hidden drivers of customer purchase behavior
  • Role: Promotor
  • PhD Candidate: Evsen Korkmaz
  • Time frame: 2009 - 2014
Revitalizing Brand and Brand Portfolios: Essays on Brand and Brand Portfolio Management Strategies
  • Role: Member Doctoral Committee
  • PhD Candidate: Baris Depecik
  • Time frame: 2008 - 2016
Methods for Modelling Response Styles
  • Role: Member Doctoral Committee
  • PhD Candidate: Pieter Schoonees
  • Time frame: 2011 - 2015
Competition in the Retail Market of Consumer Packaged Goods
  • Role: Daily Supervisor
  • PhD Candidate: Wei Li
  • Time frame: 2009 - 2021
Marketing Analytics for High-Dimensional Assortments
  • Role: Promotor
  • PhD Candidate: Bruno Jacobs
  • Time frame: 2012 - 2017
Algorithms for Multiclass Classification and Regularized Regression
  • Role: Member Doctoral Committee
  • PhD Candidate: Gertjan van den Burg
  • Time frame: 2012 - 2018
Marketing modelling for large-scale assortments
  • Role: Promotor
  • PhD Candidate: Luuk van Maasakkers
  • Time frame: 2019 -
Semantics-Driven Aspect-Based Sentiment Analysis
  • Role: Member Doctoral Committee
  • PhD Candidate: Kars Iddo Maik Schouten
  • Time frame: 2012 - 2018
Integrating Genetics into Economics
  • Role: Member Doctoral Committee
  • PhD Candidate: Eric Slob
  • Time frame: 2016 - 2021
2017
May
12
Research Workshop
As: Coordinator
2013
October
04
Inaugural Address
As: Speaker
2009
May
29
Research Workshop
As: Coordinator
2006
December
14
Research Seminar
As: Coordinator
2003
November
06
PhD Defence
As: Speaker

Address

Visiting address

Office: ET-35
Burgemeester Oudlaan 50
3062 PA Rotterdam

Postal address

Postbus 1738
3000 DR Rotterdam
Netherlands