Non-linear Analysis of Shocks when Financial Markets are Subject to Changes in Regime. - Bertrand Maillet; Madalina Olteanu; Joseph Rynkiewicz (ESANN, 2004)

Completing Hedge Fund Missing Net Asset Values Using Kohonen Maps and Constrained Randomization. - Paul Merlin; Bertrand Maillet (ICANN (2), 2005)

Increasing Reliability of SOMs' Neighbourhood Structure with a Bootstrap Process. - Patrick Rousset; Bertrand Maillet (ICANN (1), 2005)

Understanding and reducing variability of SOM neighbourhood structure. - Patrick Rousset; Christiane Guinot; Bertrand Maillet (Neural Networks, 2006)

ICA-based High Frequency VaR for Risk Management. - Patrick Kouontchou; Bertrand Maillet (ESANN, 2007)

SOM+EOF for finding missing values. - Antti Sorjamaa; Paul Merlin; Bertrand Maillet; Amaury Lendasse (ESANN, 2007)

A wavelet-heterogeneous index of market shocks for assessing the magnitude of financial crises. - Christophe Boucher; Patrick Kouontchou; Bertrand Maillet; Raymond Hélène (ESANN, 2009)

A robust hybrid DHMM-MLP modelling of financial crises measured by the WhIMS. - Christophe Boucher; Bertrand Maillet; Paul Merlin (ESANN, 2009)

X-SOM and L-SOM: a nested approach for missing value imputation. - Paul Merlin; Antti Sorjamaa; Bertrand Maillet; Amaury Lendasse (ESANN, 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 (WSOM, 2009)

X-SOM and L-SOM: A double classification approach for missing value imputation. - Paul Merlin; Antti Sorjamaa; Bertrand Maillet; Amaury Lendasse (Neurocomputing, 2010)

Forecasting Financial Markets with Classified Tactical Signals. - Patrick Kouontchou; Amaury Lendasse; Yoan Miché; Bertrand Maillet (ESANN, 2013)

Towards a Tomographic Index of Systemic Risk Measures. - Kaj-Mikael Björk; Patrick Kouontchou; Amaury Lendasse; Yoan Miché; Bertrand Maillet (ESANN, 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)

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 (HICSS, 2016)

A meta-measure of performance related to both investors and investments characteristics. - Monica Billio; Bertrand Maillet; Loriana Pelizzon (Ann. Oper. Res., 2022)

Correction to: A meta-measure of performance related to both investors and investments characteristics. - Monica Billio; Bertrand Maillet; Loriana Pelizzon (Ann. Oper. Res., 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., 2024)