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Displaying 1 - 25 of 111 results.

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    • Speech
    Forecasting recovery rates on non-performing loans with machine learning
    Bellotti, Anthony Brigo, Damiano Gambetti, Paolo[UCL] Vrins, Frédéric[UCL] (2019) Credit Scoring and Credit Control Conference XVI — Edinburgh
    • 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)
    • 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]
    • 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]
    • 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)
    • Speech
    Portfolio selection: A target-distribution approach
    Lassance, Nathan[UCL] Vrins, Frédéric[UCL] (2019) 7th Paris Financial Management Conference — Paris
    • Speech
    Fitting default intensity models to market curves: a time change approach
    Mbaye, Cheikh[UCL] Vrins, Frédéric[UCL] (2019) Quantitative Finance and Risk Analysis (QFRA) — Kos (Greece)
    • Speech
    Optimal portfolio diversification via independent component analysis
    Lassance, Nathan[UCL] DeMiguel, Victor Vrins, Frédéric[UCL] (2019) Actuarial and Financial Mathematics Conference — Brussels
    • Speech
    CVA wrong way risk via change of measure : actuarial vs risk-neutral pricing
    Brigo, Damiano Vrins, Frédéric[UCL] (2017) Innovatios in Insurance, Risk- and Asset Management — Munich, Germany
    • Speech
    A subordinated CIR model for CVA with wrong-way risk
    Mbaye, Cheikh[UCL] Vrins, Frédéric[UCL] (2017) 2nd International Conference on Computational Finance 2017 — Lisbon, Portugal
    • Speech
    A least absolute bound approach to ICA: application to the MLSP 2006 competition
    Lee, John Aldo[UCL] Vrins, Frédéric[UCL] Verleysen, Michel[UCL] (2006) IEEE International Workshop on Machine Learning for Signal Processing (MLSP 2006) — Maynooth, Ireland
    • Speech
    Entropy Minima and Distribution Structural Modifications in Blind Separation of Multimodal Sources
    Vrins, Frédéric[UCL] Archambeau, Cédric[UCL] Verleysen, Michel[UCL] (2004) 24th International Workshop on Bayesian Inference and Maximum Entropy Methods in Science and Engineering (MaxEnt 2004) — Garching/Munich, Germany
    • 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
    • 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]
    • 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)
    • 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
    Getting CVA up and running
    Vrins, Frédéric[UCL] Gregory, Jon (2011) Risk Magazine — p. 76-79 (November 2011)
    • Journal article
    Credit default swaps: the quest of the hedge
    Vrins, Frédéric[UCL] Schoutens, Wim (2009) Wilmott Journal — Vol. 1, no.5-6, p. 245-253 (2009)

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