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Displaying 1 - 25 of 110 results.

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    • Journal article
    Optimal portfolio diversification via independent component analysis
    Lassance, Nathan[UCL] Vrins, Frédéric[UCL] DeMiguel, Victor (2022) Operations Research — Vol. 70, no. 1, p. 55-72 (2022)
    • Journal article
    SDES with uniform distributions: Peacocks, conic martingales and mean reverting uniform diffusions
    Brigo, Damiano Jeanblanc, Monique Vrins, Frédéric[UCL] (2020) Stochastic Processes and Their Applications — Vol. 130, no. 7, p. 3895-3919 (2020)
    • WorkingPaper
    Robust portfolio selection using sparse estimation of comoment tensors
    Lassance, Nathan[UCL] Vrins, Frédéric[UCL] (2019)
    • Journal article
    Minimum Rényi entropy portfolios
    Lassance, Nathan[UCL] Vrins, Frédéric[UCL] (2021) Annals of Operations Research — Vol. 299, p. 23–46 (2021)
    • Book
    Advances in Credit Risk Modeling and Management
    Vrins, Frédéric[UCL] (2020)
    • Journal article
    Forecasting recovery rates on non-performing loans with machine learning
    Bellotti, Anthony Brigo, Damiano Gambetti, Paolo[UCL] Vrins, Frédéric[UCL] (2020) International Journal of Forecasting — Vol. 37, no. 1, p. 428-444
    • WorkingPaper
    Optimal and robust combination of forecasts via constrained optimization and shrinkage
    Roccazzella, Francesco[UCL] Gambetti, Paolo[UCL] Vrins, Frédéric[UCL] (2020)
    • Journal article
    Advances in Credit Risk Modeling and Management
    Vrins, Frédéric[UCL] (2019) Risks — (2019)
    • WorkingPaper
    Forecasting recovery rates on non-performing loans with machine learning
    Bellotti, Anthony Brigo, Damiano Gambetti, Paolo[UCL] Vrins, Frédéric[UCL] (2020)
    • WorkingPaper
    Meta-learning approaches for recovery rate prediction
    Gambetti, Paolo[UCL] Roccazzella, Francesco[UCL] Vrins, Frédéric[UCL] (2020)
    • Journal article
    Bannissement des produits dérivés: la bonne affaire ?
    Vrins, Frédéric[UCL] (2018) Regards économiques — no. 142, p. 1-15 (2018)
    • WorkingPaper
    Optimal portfolio diversification via independent component analysis
    DeMiguel, Victor Lassance, Nathan[UCL] Vrins, Frédéric[UCL] (2021)
    • Journal article
    Portfolio selection with parsimonious higher comoments estimation
    Lassance, Nathan[UCL] Vrins, Frédéric[UCL] (2021) Journal of Banking & Finance — Vol. 126, no. 9, p. 106-115 (2021)
    • Speech
    Portfolio selection with parsimonious higher comoments estimation
    Lassance, Nathan[UCL] Vrins, Frédéric[UCL] (2021) 37th International Conference of the French Finance Association (AFFI) — virtual
    • Speech
    SWM : a class of convex contrasts for source separation
    Vrins, Frédéric[UCL] Verleysen, Michel[UCL] Jutten, Christian (2005) IEEE International Conference on Acoustics, Speech, and Signal Processing (ICASSP 2005) — Philadelphia, PA, USA
    • BookChapter
    Zero-entropy minimization for blind extraction of bounded sources (BEBS)
    Vrins, Frédéric[UCL] Erdogmus, D Jutten, Christian Verleysen, Michel[UCL] (2006) Independent Component Analysis and Blind Signal Sepration, ICA 2006 — [ISBN : 3-540-32630-8]
    • Speech
    Can we always trust entropy minima in the ICA context ?
    Vrins, Frédéric[UCL] Lee, John Aldo[UCL] Verleysen, Michel[UCL] (2005) 13th European Signal Processing Conference (EUSIPCO 2005) — Antalya, Turkey
    • Journal article
    On the risk of using Renyi's entropy for blind source separation
    Pham, Dinh-Tuan Vrins, Frédéric[UCL] Verleysen, Michel[UCL] (2008) IEEE Transactions on Signal Processing — Vol. 56, no. 10, p. 4611-4620
    • Journal article
    Apprentissage par projet en électricité : exemples et mise en oeuvre
    De Vroey, Laurent[UCL] Vrins, Frédéric[UCL] Labrique, Francis[UCL] Trullemans, Charles[UCL] Eugène, Christian[UCL] Grenier, Damien[UCL] (2006) J3eA - Journal sur l'enseignement des sciences et technologies de l'information et des systèmes — , no. 5, p. 23 pages (2006)
    • Journal article
    A minimum-range approach to blind extraction of bounded sources.
    Vrins, Frédéric[UCL] Lee, John Aldo[UCL] Verleysen, Michel[UCL] (2007) IEEE Transactions on Neural Networks — Vol. 18, no. 3, p. 809-822 (2007)
    • BookChapter
    Minimum support ICA using order statistics. Part I: Quasi-range based support estimation
    Vrins, Frédéric[UCL] Verleysen, Michel[UCL] (2006) Independent Component Analysis and Blind Signal Sepration, ICA 2006 — [ISBN : 3-540-32630-8]
    • Journal article
    On the entropy minimization of a linear mixture of variables for source separation
    Vrins, Frédéric[UCL] Verleysen, Michel[UCL] (2005) Signal Processing — Vol. 85, no. 5, p. 1029-1044 (2005)
    • Journal article
    Minimum range approach to blind partial simultaneous separation of bounded sources: Contrast and discriminacy properties
    Vrins, Frédéric[UCL] Pham, Dinh-Tuan (2007) Neurocomputing — Vol. 70, no. 7-9, p. 1207-1214 (2007)
    • BookChapter
    Filtering-free blind separation of correlated images
    Vrins, Frédéric[UCL] Lee, John Aldo[UCL] Verleysen, Michel[UCL] (2005) Computational Intelligence and Bioinspired Systems, IWANN 2005 — [ISBN : 3-540-26208-3]
    • BookChapter
    Minimum support ICA using order statistics. Part II: Performance analysis
    Vrins, Frédéric[UCL] Verleysen, Michel[UCL] (2006) Independent Component Analysis and Blind Signal Sepration, ICA 2006 — [ISBN : 3-540-32630-8]

Pages