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F

Frédéric Vrins

louvain institute of data analysis and modeling in economics and statistics (lidam/lfin)

15H指数
147论文数
816被引数
收录论文 18
发表时间
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Credit selection in Collateralized Loan Obligation: Efficient approximation through linearization and clustering抵押贷款支持证券中的信用选择：通过线性化和聚类实现高效近似
errEuropean Journal of Operational Research
IF6
err2025-11-16
err0
errOAAI
errArnaud Germain; Frédéric Vrins
err分享
err收藏
Joint pricing of default-free and defaultable claims in a reduced-form model featuring a martingale part无违约和可违约索赔的联合定价：一个具有鞅部分的简约形式模型
errEuropean Journal of Operational Research
IF6
err2025-10-04
err0
PREAI
errFrédéric Vrins
err分享
err收藏
On the distribution of the integral of a function with respect to a Brownian bridge
errJournal of Computational and Applied Mathematics
IF2.6
err2025-10-01
err0
PREAI
errVrins, Frederic
err分享
err收藏
The role of CDS spreads in explaining bond recovery rates
errJOURNAL OF BANKING & FINANCE
IF3.8
err2025-03-01
err0
PREAI
errBarbagli, Matteo; Francois, Pascal; Gauthier, Genevieve; Vrins, Frederic
err分享
err收藏
Portfolio selection: A target-distribution approach
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2023-10-01
err3
PREAI
errLassance, Nathan; Vrins, Frederic
err分享
err收藏
Accounting for PD-LGD dependency: A tractable extension to the Basel ASRF framework
errECONOMIC MODELLING
IF4.7
err2023-08-01
err0
PREAI
errBarbagli, Matteo; Vrins, Frederic
err分享
err收藏
Optimal and robust combination of forecasts via constrained optimization and shrinkage (vol 38, pg 97, 2021)
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2022-07-01
err0
PREAI
errRoccazzella, Francesco; Gambetti, Paolo; Vrins, Frederic
err分享
err收藏
Optimal and robust combination of forecasts via constrained optimization and shrinkage
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2022-01-01
err10
errOAAI
errRoccazzella, Francesco; Gambetti, Paolo; Vrins, Frederic
err分享
err收藏
Portfolio selection with parsimonious higher comoments estimation *
errJOURNAL OF BANKING & FINANCE
IF3.8
err2021-05-01
err18
PREAI
errLassance, Nathan; Vrins, Frederic
err分享
err收藏
Forecasting recovery rates on non-performing loans with machine learning
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2021-01-01
err39
errOAAI
errBellotti, Anthony; Brigo, Damiano; Gambetti, Paolo; Vrins, Frederic
err分享
err收藏
Minimum Renyi entropy portfolios
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2019-09-14
err12
errOAAI
errLassance, Nathan; Vrins, Frederic
err分享
err收藏
Recovery rates: Uncertainty certainly matters
errJOURNAL OF BANKING & FINANCE
IF3.8
err2019-09-01
err25
PREAI
errGambetti, Paolo; Gauthier, Genevieve; Vrins, Frederic
err分享
err收藏
Disentangling wrong-way risk: pricing credit valuation adjustment via change of measures
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2018-09-01
err17
PREAI
errBrigo, Damiano; Vrins, Frederic
err分享
err收藏
Blind source separation based on endpoint estimation with application to the MLSP 2006 data competition基于端点估计的盲源分离及其在MLSP 2006数据竞争中的应用
errNEUROCOMPUTING
IF6.5
err2008-12-01
err3
PREAI
errLee, John A.; Vrins, Frederic; Verleysen, Michel
err分享
err收藏
Minimum range approach to blind partial simultaneous separation of bounded sources: Contrast and discriminacy properties
errNEUROCOMPUTING
IF6.5
err2007-03-01
err10
PREAI
errVrins, Frederic; Pham, Dinh-Tuan
err分享
err收藏
Local minima of information-theoretic criteria in blind source separation
errieee signal processing magazine
IF3.9
err2005-11-01
err24
PREAI
errPham, DT; Vrins, F
err分享
err收藏
On the entropy minimization of a linear mixture of variables for source separation
errSIGNAL PROCESSING
IF3.6
err2005-05-01
err13
PREAI
errVrins, F; Verleysen, M
err分享
err收藏
Information theoretic versus cumulant-based contrasts for multimodal source separation
errieee signal processing magazine
IF3.9
err2005-03-01
err11
PREAI
errVrins, F; Verleysen, M
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
J
John A. Lee
H 指数: 55 · 论文数: 542
M
Michel Verleysen
H 指数: 54 · 论文数: 529
D
Damiano Brigo
H 指数: 38 · 论文数: 324
A
Anthony Bellotti
H 指数: 22 · 论文数: 151
G
Geneviève Gauthier
H 指数: 21 · 论文数: 208
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