Bertrand Maillet

Publication Activity (10 Years)

Years Active: 2004-2024
Publications (10 Years): 4

Top Topics

Robust Regression

Correlation Coefficient

Top Venues

Ann. Oper. Res.

Eur. J. Oper. Res.

Publications

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) (2024)
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) (2024)
Monica Billio, Bertrand Maillet, Loriana Pelizzon
A meta-measure of performance related to both investors and investments characteristics. Ann. Oper. Res. 313 (2) (2022)
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)
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) (2015)
Kaj-Mikael Björk, Patrick Kouontchou, Amaury Lendasse, Yoan Miché, Bertrand Maillet
Towards a Tomographic Index of Systemic Risk Measures. ESANN (2015)
Patrick Kouontchou, Amaury Lendasse, Yoan Miché, Bertrand Maillet
Forecasting Financial Markets with Classified Tactical Signals. ESANN (2013)
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) (2010)
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)
Christophe Boucher, Bertrand Maillet, Paul Merlin
A robust hybrid DHMM-MLP modelling of financial crises measured by the WhIMS. ESANN (2009)
Paul Merlin, Antti Sorjamaa, Bertrand Maillet, Amaury Lendasse
X-SOM and L-SOM: a nested approach for missing value imputation. ESANN (2009)
Christophe Boucher, Patrick Kouontchou, Bertrand Maillet, Raymond Hélène
A wavelet-heterogeneous index of market shocks for assessing the magnitude of financial crises. ESANN (2009)
Antti Sorjamaa, Paul Merlin, Bertrand Maillet, Amaury Lendasse
SOM+EOF for finding missing values. ESANN (2007)
Patrick Kouontchou, Bertrand Maillet
ICA-based High Frequency VaR for Risk Management. ESANN (2007)
Patrick Rousset, Christiane Guinot, Bertrand Maillet
Understanding and reducing variability of SOM neighbourhood structure. Neural Networks 19 (6-7) (2006)
Paul Merlin, Bertrand Maillet
Completing Hedge Fund Missing Net Asset Values Using Kohonen Maps and Constrained Randomization. ICANN (2) (2005)
Patrick Rousset, Bertrand Maillet
Increasing Reliability of SOMs' Neighbourhood Structure with a Bootstrap Process. ICANN (1) (2005)
Bertrand Maillet, Madalina Olteanu, Joseph Rynkiewicz
Non-linear Analysis of Shocks when Financial Markets are Subject to Changes in Regime. ESANN (2004)