Bertrand Maillet

18 papers B 8Journal 6Unranked 4
YearRankTypeTitle / Venue / Authors
2024 J jnl
Correction to: A meta-measure of performance related to both investors and investments characteristics.
Ann. Oper. Res.
Monica Billio, Bertrand Maillet, Loriana Pelizzon
2024 J jnl
Mean-variance efficient large portfolios: a simple machine learning heuristic technique based on the two-fund separation theorem.
Ann. Oper. Res.
Michele Costola, Bertrand Maillet, Zhining Yuan, Xiang Zhang
2022 J jnl
A meta-measure of performance related to both investors and investments characteristics.
Ann. Oper. Res.
Monica Billio, Bertrand Maillet, Loriana Pelizzon
2016 — conf
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
Patrick Kouontchou, Amaury Lendasse, Yoan Miché, Alejandro Modesto, Peter Sarlin, Bertrand Maillet
2015 J jnl
Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach.
Eur. J. Oper. Res.
Bertrand Maillet, Sessi Tokpavi, Benoit Vaucher
2015 B conf
Towards a Tomographic Index of Systemic Risk Measures.
ESANN
Kaj-Mikael Björk, Patrick Kouontchou, Amaury Lendasse, Yoan Miché, Bertrand Maillet
2013 B conf
Forecasting Financial Markets with Classified Tactical Signals.
ESANN
Patrick Kouontchou, Amaury Lendasse, Yoan Miché, Bertrand Maillet
2010 J jnl
X-SOM and L-SOM: A double classification approach for missing value imputation.
Neurocomputing
Paul Merlin, Antti Sorjamaa, Bertrand Maillet, Amaury Lendasse
2009 B conf
A robust hybrid DHMM-MLP modelling of financial crises measured by the WhIMS.
ESANN
Christophe Boucher, Bertrand Maillet, Paul Merlin
2009 B conf
A wavelet-heterogeneous index of market shocks for assessing the magnitude of financial crises.
ESANN
Christophe Boucher, Patrick Kouontchou, Bertrand Maillet, Raymond Hélène
2009 — conf
Sparse Linear Combination of SOMs for Data Imputation: Application to Financial Database.
WSOM
Antti Sorjamaa, Francesco Corona, Yoan Miche, Paul Merlin, Bertrand Maillet, Eric Séverin, Amaury Lendasse
2009 B conf
X-SOM and L-SOM: a nested approach for missing value imputation.
ESANN
Paul Merlin, Antti Sorjamaa, Bertrand Maillet, Amaury Lendasse
2007 B conf
ICA-based High Frequency VaR for Risk Management.
ESANN
Patrick Kouontchou, Bertrand Maillet
2007 B conf
SOM+EOF for finding missing values.
ESANN
Antti Sorjamaa, Paul Merlin, Bertrand Maillet, Amaury Lendasse
2006 J jnl
Understanding and reducing variability of SOM neighbourhood structure.
Neural Networks
Patrick Rousset, Christiane Guinot, Bertrand Maillet
2005 — conf
Completing Hedge Fund Missing Net Asset Values Using Kohonen Maps and Constrained Randomization.
ICANN (2)
Paul Merlin, Bertrand Maillet
2005 — conf
Increasing Reliability of SOMs' Neighbourhood Structure with a Bootstrap Process.
ICANN (1)
Patrick Rousset, Bertrand Maillet
2004 B conf
Non-linear Analysis of Shocks when Financial Markets are Subject to Changes in Regime.
ESANN
Bertrand Maillet, Madalina Olteanu, Joseph Rynkiewicz