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2020 – today
- 2024
[j6]Monica Billio, Bertrand Maillet
, Loriana Pelizzon:
Correction to: A meta-measure of performance related to both investors and investments characteristics. Ann. Oper. Res. 332(1): 1271 (2024)- [j5]Michele Costola, Bertrand Maillet, Zhining Yuan, Xiang Zhang:
Mean-variance efficient large portfolios: a simple machine learning heuristic technique based on the two-fund separation theorem. Ann. Oper. Res. 334(1): 133-155 (2024) - 2022
- [j4]Monica Billio, Bertrand Maillet, Loriana Pelizzon:
A meta-measure of performance related to both investors and investments characteristics. Ann. Oper. Res. 313(2): 1405-1447 (2022)
2010 – 2019
- 2016
- [c12]Patrick Kouontchou, Amaury Lendasse, Yoan Miché, Alejandro Modesto, Peter Sarlin, Bertrand Maillet:
A R-SOM Analysis of the Link between Financial Market Conditions and a Systemic Risk Index Based on ICA-Factors of Systemic Risk Measures. HICSS 2016: 1759-1770 - 2015
- [j3]Bertrand Maillet, Sessi Tokpavi, Benoit Vaucher:
Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach. Eur. J. Oper. Res. 244(1): 289-299 (2015) - [c11]Kaj-Mikael Björk, Patrick Kouontchou, Amaury Lendasse, Yoan Miché, Bertrand Maillet:
Towards a Tomographic Index of Systemic Risk Measures. ESANN 2015 - 2013
- [c10]Patrick Kouontchou, Amaury Lendasse, Yoan Miché, Bertrand Maillet:
Forecasting Financial Markets with Classified Tactical Signals. ESANN 2013 - 2010
- [j2]Paul Merlin, Antti Sorjamaa, Bertrand Maillet, Amaury Lendasse:
X-SOM and L-SOM: A double classification approach for missing value imputation. Neurocomputing 73(7-9): 1103-1108 (2010)
2000 – 2009
- 2009
- [c9]Christophe Boucher, Patrick Kouontchou, Bertrand Maillet, Raymond Hélène:
A wavelet-heterogeneous index of market shocks for assessing the magnitude of financial crises. ESANN 2009 - [c8]Christophe Boucher, Bertrand Maillet, Paul Merlin:
A robust hybrid DHMM-MLP modelling of financial crises measured by the WhIMS. ESANN 2009 - [c7]Paul Merlin, Antti Sorjamaa, Bertrand Maillet, Amaury Lendasse:
X-SOM and L-SOM: a nested approach for missing value imputation. ESANN 2009 - [c6]Antti Sorjamaa, Francesco Corona, Yoan Miche, Paul Merlin, Bertrand Maillet, Eric Séverin, Amaury Lendasse:
Sparse Linear Combination of SOMs for Data Imputation: Application to Financial Database. WSOM 2009: 290-297 - 2007
- [c5]Antti Sorjamaa, Paul Merlin, Bertrand Maillet, Amaury Lendasse:
SOM+EOF for finding missing values. ESANN 2007: 115-120 - [c4]Patrick Kouontchou, Bertrand Maillet:
ICA-based High Frequency VaR for Risk Management. ESANN 2007: 385-390 - 2006
- [j1]Patrick Rousset, Christiane Guinot, Bertrand Maillet:
Understanding and reducing variability of SOM neighbourhood structure. Neural Networks 19(6-7): 838-846 (2006) - 2005
- [c3]Patrick Rousset, Bertrand Maillet:
Increasing Reliability of SOMs' Neighbourhood Structure with a Bootstrap Process. ICANN (1) 2005: 433-438 - [c2]Paul Merlin, Bertrand Maillet:
Completing Hedge Fund Missing Net Asset Values Using Kohonen Maps and Constrained Randomization. ICANN (2) 2005: 923-928 - 2004
- [c1]Bertrand Maillet, Madalina Olteanu, Joseph Rynkiewicz:
Non-linear Analysis of Shocks when Financial Markets are Subject to Changes in Regime. ESANN 2004: 87-92
Coauthor Index
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