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

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)

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)