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Frédéric Vrins
Frédéric Vrins
LFIN/LIDAM, UCLouvain
Verified email at uclouvain.be - Homepage
Title
Cited by
Cited by
Year
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
902021
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
552004
Optimal portfolio diversification via independent component analysis
N Lassance, V DeMiguel, F Vrins
Operations Research 70 (1), 55-72, 2022
462022
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
452003
Recovery rates: Uncertainty certainly matters
P Gambetti, G Gauthier, F Vrins
Journal of Banking & Finance 106, 371-383, 2019
422019
On the entropy minimization of a linear mixture of variables for source separation
F Vrins, M Verleysen
Signal Processing 85 (5), 1029-1044, 2005
412005
Local minima of information-theoretic criteria in blind source separation
DT Pham, F Vrins
IEEE Signal Processing Letters 12 (11), 788-791, 2005
382005
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
372005
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
352007
Minimum Rényi entropy portfolios
N Lassance, F Vrins
Annals of Operations Research 299, 23-46, 2021
322021
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
292018
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
272004
Portfolio selection with parsimonious higher comoments estimation
N Lassance, F Vrins
Journal of Banking & Finance 126, 106115, 2021
252021
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
242007
Flexible and Robust Bayesian Classification by Finite Mixture Models.
C Archambeau, F Vrins, M Verleysen
ESANN, 75-80, 2004
242004
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
232022
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
192008
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
162023
Information theoretic versus cumulant-based contrasts for multimodal source separation
F Vrins, M Verleysen
IEEE Signal Processing Letters 12 (3), 190-193, 2005
152005
Meta-learning approaches for recovery rate prediction
P Gambetti, F Roccazzella, F Vrins
Risks 10 (6), 124, 2022
132022
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