Patrick Kouontchou

Publication Activity (10 Years)

Years Active: 2007-2016
Publications (10 Years): 1

Top Topics

Portfolio Optimization

Trading Systems

Market Conditions

Top Venues

Publications

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)
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)
Christophe Boucher, Patrick Kouontchou, Bertrand Maillet, Raymond Hélène
A wavelet-heterogeneous index of market shocks for assessing the magnitude of financial crises. ESANN (2009)
Patrick Kouontchou, Bertrand Maillet
ICA-based High Frequency VaR for Risk Management. ESANN (2007)