Publications of Nicolas Chapados
2011
| , , , and , A High-Order Feature Synthesis and Selection Algorithm Applied to Insurance Risk Modelling (2011), in: International Journal of Business Intelligence and Data Mining, 6:3(237 - 258) |
| , , , and , Detonation Classification from Acoustic Signature with the Restricted Boltzmann Machine (2011), in: Computational Intelligence |
|
2010
| , Sequential Machine learning Approaches for Portfolio Management, Université de Montréal, 2010 |
|
2008
| and , Augmented Functional Time Series Representation and Forecasting with Gaussian Processes, in: Advances in Neural Information Processing Systems 20 (NIPS'07), pages 265--272, MIT Press, 2008 |
|
2007
| and , Forecasting Commodity Contract Spreads with Gaussian Process, in: 13th Intarnational Conference on Computing in Economics and Finance, 2007 |
|
| and , Noisy K Best-Paths for Approximate Dynamic Programming with Application to Portfolio Optimization (2007), in: Journal of Computers, 2:1(12--19) |
|
2006
| and , The K Best-Paths Approach to Approximate Dynamic Programming with Application to Portfolio Optimization, in: AI06, pages 491-502, 2006 |
|
2003
| and , Extensions to Metric-Based Model Selection (2003), in: Journal of Machine Learning Research |
[URL] |
| , , , , and , Statistical Learning Algorithms Applied to Automobile Insurance Ratemaking (2003), in: CAS Forum, 1:1(179--214) |
[URL] |
2001
| and , Cost Functions and Model Combination for VaR--based Asset Allocation using Neural Networks (2001), in: IEEE Transactions on Neural Networks, 12:4(890--906) |
[URL] |
| , , , , , and , Estimating Car Insurance Premia: a Case Study in High-Dimensional Data Inference, Département d'informatique et recherche opérationnelle, Université de Montréal, number 1199, 2001 |
[URL] |
| and , Extending Metric-Based Model Selection and Regularization in the Absence of Unlabeled Data, Département d'informatique et recherche opérationnelle, Université de Montréal, number 1200, 2001 |
[URL] |
| , , , , and , High-Dimensional Data Inference for Automobile Insurance Premia Estimation, in: Presented at the 2001 MITACS Annual Meeting, 2001 |
[URL] |
2000
| and , Cost Functions and Model Combination for VaR-Based Asset Allocation Using Neural Networks, in: Computational Finance 2000, 2000 |
[URL] |
| , Critères d'optimisation d'algorithmes d'apprentissage en gestion de portefeuille, Université de Montréal, 2000 |
|
