Forecasting recovery rates on non-performing loans with machine learning A Bellotti, D Brigo, P Gambetti, F Vrins International Journal of Forecasting 37 (1), 428-444, 2021 | 86 | 2021 |
Sensor array and electrode selection for non-invasive fetal electrocardiogram extraction by independent component analysis F Vrins, C Jutten, M Verleysen Independent Component Analysis and Blind Signal Separation: Fifth …, 2004 | 55 | 2004 |
Optimal portfolio diversification via independent component analysis N Lassance, V DeMiguel, F Vrins Operations Research 70 (1), 55-72, 2022 | 45 | 2022 |
Improving independent component analysis performances by variable selection F Vrins, JA Lee, M Verleysen, V Vigneron, C Jutten 2003 IEEE XIII Workshop on Neural Networks for Signal Processing (IEEE Cat …, 2003 | 45 | 2003 |
Recovery rates: Uncertainty certainly matters P Gambetti, G Gauthier, F Vrins Journal of Banking & Finance 106, 371-383, 2019 | 42 | 2019 |
On the entropy minimization of a linear mixture of variables for source separation F Vrins, M Verleysen Signal Processing 85 (5), 1029-1044, 2005 | 41 | 2005 |
Local minima of information-theoretic criteria in blind source separation DT Pham, F Vrins IEEE Signal Processing Letters 12 (11), 788-791, 2005 | 38 | 2005 |
SWM: A class of convex contrasts for source separation F Vrins, M Verleysen, C Jutten Proceedings.(ICASSP'05). IEEE International Conference on Acoustics, Speech …, 2005 | 37 | 2005 |
A minimum-range approach to blind extraction of bounded sources F Vrins, JA Lee, M Verleysen IEEE Transactions on Neural Networks 18 (3), 809-822, 2007 | 35 | 2007 |
Minimum Rényi entropy portfolios N Lassance, F Vrins Annals of Operations Research 299, 23-46, 2021 | 32 | 2021 |
Disentangling wrong-way risk: pricing credit valuation adjustment via change of measures D Brigo, F Vrins European Journal of Operational Research 269 (3), 1154-1164, 2018 | 29 | 2018 |
Abdominal electrodes analysis by statistical processing for fetal electrocardiogram extraction F Vrins, V Vigneron, C Jutten, M Verleysen Proc. 2nd IASTED Int. Conf. on Biomedical Engineering (BioMed 2004 …, 2004 | 27 | 2004 |
Portfolio selection with parsimonious higher comoments estimation N Lassance, F Vrins Journal of Banking & Finance 126, 106115, 2021 | 24 | 2021 |
Mixing and non-mixing local minima of the entropy contrast for blind source separation F Vrins, DT Pham, M Verleysen IEEE Transactions on Information Theory 53 (3), 1030-1042, 2007 | 24 | 2007 |
Flexible and Robust Bayesian Classification by Finite Mixture Models. C Archambeau, F Vrins, M Verleysen ESANN, 75-80, 2004 | 24 | 2004 |
Optimal and robust combination of forecasts via constrained optimization and shrinkage F Roccazzella, P Gambetti, F Vrins International Journal of Forecasting 38 (1), 97-116, 2022 | 22 | 2022 |
On the risk of using Renyi's entropy for blind source separation DT Pham, F Vrins, M Verleysen IEEE Transactions on Signal Processing 56 (10), 4611-4620, 2008 | 19 | 2008 |
Electrode selection for noninvasive fetal electrocardiogram extraction using mutual information criteria R Sameni, F Vrins, F Parmentier, C Herail, V Vigneron, M Verleysen, ... arXiv preprint arXiv:2302.00206, 2023 | 16 | 2023 |
Information theoretic versus cumulant-based contrasts for multimodal source separation F Vrins, M Verleysen IEEE Signal Processing Letters 12 (3), 190-193, 2005 | 15 | 2005 |
Minimum range approach to blind partial simultaneous separation of bounded sources: Contrast and discriminacy properties F Vrins, DT Pham Neurocomputing 70 (7-9), 1207-1214, 2007 | 13 | 2007 |