Guy holds a PhD in sciences and Mathematics from the Université libre de Bruxelles (1975). He has been head of the Department "Informatique et Sciences humaines". His main interests are in time series analysis and forecasting and in computational statistics. Some of his recent research themes are multivariate models, models with time-dependent coefficients, high-frequency time series in economics, and on-line treatment, from asymptotic theory to algorithms and applications. He is the authors of three books, the last one being Méthodes de prévision à court terme,
2nd edition, 2007, and of a large number of articles in international journals, and is the co-author of a software package for time series analysis called Time Series Expert.
Guy is now a retired tenure professor at the Solvay Brussels School of Economics and Management but continues his research at ECARES.