Concepedia
Statistics
Publications
28
Citations
606
H-Index
15
Active since
2004
Affiliations
UCLouvain(Current)
Imperial College London
HEC Montréal
Laboratoire d’Informatique et Systèmes
Centre National de la Recherche Scientifique
Frédéric Vrins is an author at UCLouvain specializing in business, finance, and financial economics.
Publications per year
2004–2023
27
Forecasting recovery rates on non-performing loans with machine learning
Anthony Bellotti, Damiano Brigo, Paolo Gambetti et al. · International Journal of Forecasting · 2020 · 82 citations
Computing, Data Science, Finance +14
Local minima of information-theoretic criteria in blind source separation
Dinh-Tuan Pham, Frédéric Vrins · IEEE Signal Processing Letters · 2005 · 36 citations
Engineering, Electrical Engineering, Mathematics +12
Recovery rates: Uncertainty certainly matters
Paolo Gambetti, Geneviève Gauthier, Frédéric Vrins · Journal of Banking & Finance · 2019 · 36 citations · Full text
Computing, Risk Management, Uncertainty Quantification +4
Portfolio selection with parsimonious higher comoments estimation
Nathan Lassance, Frédéric Vrins · Journal of Banking & Finance · 2021 · 34 citations · Full text
Business, Economics, Finance +11
A Minimum-Range Approach to Blind Extraction of Bounded Sources
Frédéric Vrins, John A. Lee, Michel Verleysen · IEEE Transactions on Neural Networks · 2007 · 31 citations
Engineering, Computer Science, Contrast Sensitivity +10
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