Bertrand Maillet

According to our database, Bertrand Maillet authored at least 18 papers between 2004 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Mean-variance efficient large portfolios: a simple machine learning heuristic technique based on the two-fund separation theorem.

Michele Costola, Bertrand Maillet, Zhining Yuan, Xiang Zhang

Ann. Oper. Res., March, 2024

Correction to: A meta-measure of performance related to both investors and investments characteristics.

Monica Billio, Bertrand Maillet, Loriana Pelizzon

Ann. Oper. Res., January, 2024

2022

A meta-measure of performance related to both investors and investments characteristics.

Monica Billio, Bertrand Maillet, Loriana Pelizzon

Ann. Oper. Res., 2022

2016

A R-SOM Analysis of the Link between Financial Market Conditions and a Systemic Risk Index Based on ICA-Factors of Systemic Risk Measures.

Patrick Kouontchou, Amaury Lendasse, Yoan Miché, Alejandro Modesto, Peter Sarlin, Bertrand Maillet

Proceedings of the 49th Hawaii International Conference on System Sciences, 2016

2015

Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach.

Bertrand Maillet, Sessi Tokpavi, Benoit Vaucher

Eur. J. Oper. Res., 2015

Towards a Tomographic Index of Systemic Risk Measures.

Kaj-Mikael Björk, Patrick Kouontchou, Amaury Lendasse, Yoan Miché, Bertrand Maillet

Proceedings of the 23rd European Symposium on Artificial Neural Networks, 2015

2013

Forecasting Financial Markets with Classified Tactical Signals.

Patrick Kouontchou, Amaury Lendasse, Yoan Miché, Bertrand Maillet

Proceedings of the 21st European Symposium on Artificial Neural Networks, 2013

2010

X-SOM and L-SOM: A double classification approach for missing value imputation.

Paul Merlin, Antti Sorjamaa, Bertrand Maillet, Amaury Lendasse

Neurocomputing, 2010

2009

Sparse Linear Combination of SOMs for Data Imputation: Application to Financial Database.

Antti Sorjamaa, Francesco Corona, Yoan Miche, Paul Merlin, Bertrand Maillet, Eric Séverin, Amaury Lendasse

Proceedings of the Advances in Self-Organizing Maps, 7th International Workshop, 2009

X-SOM and L-SOM: a nested approach for missing value imputation.

Paul Merlin, Antti Sorjamaa, Bertrand Maillet, Amaury Lendasse

Proceedings of the 17th European Symposium on Artificial Neural Networks, 2009

A robust hybrid DHMM-MLP modelling of financial crises measured by the WhIMS.

Christophe Boucher, Bertrand Maillet, Paul Merlin

Proceedings of the 17th European Symposium on Artificial Neural Networks, 2009

A wavelet-heterogeneous index of market shocks for assessing the magnitude of financial crises.

Christophe Boucher, Patrick Kouontchou, Bertrand Maillet, Raymond Hélène

Proceedings of the 17th European Symposium on Artificial Neural Networks, 2009

2007

SOM+EOF for finding missing values.

Antti Sorjamaa, Paul Merlin, Bertrand Maillet, Amaury Lendasse

Proceedings of the 15th European Symposium on Artificial Neural Networks, 2007

ICA-based High Frequency VaR for Risk Management.

Patrick Kouontchou, Bertrand Maillet

Proceedings of the 15th European Symposium on Artificial Neural Networks, 2007

2006

Understanding and reducing variability of SOM neighbourhood structure.

Patrick Rousset, Christiane Guinot, Bertrand Maillet

Neural Networks, 2006

2005

Increasing Reliability of SOMs' Neighbourhood Structure with a Bootstrap Process.

Patrick Rousset, Bertrand Maillet

Proceedings of the Artificial Neural Networks: Biological Inspirations, 2005

Completing Hedge Fund Missing Net Asset Values Using Kohonen Maps and Constrained Randomization.

Paul Merlin, Bertrand Maillet

Proceedings of the Artificial Neural Networks: Formal Models and Their Applications, 2005

2004

Non-linear Analysis of Shocks when Financial Markets are Subject to Changes in Regime.

Bertrand Maillet, Madalina Olteanu, Joseph Rynkiewicz

Proceedings of the 12th European Symposium on Artificial Neural Networks, 2004