2012 |
13 | Qi Yu, Yoan Miche, Emil Eirola, Mark van Heeswijk, Eric Séverin, and Amaury Lendasse. Regularized extreme learning machine for regression with missing data. accepted to Neurocomputing, 2012. |
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2011 |
12 | Qi Yu, Yoan Miche, Emil Eirola, Mark van Heeswijk, Eric Séverin, and Amaury Lendasse. Regularized extreme learning machine for regression with missing data. In International Symposium on Extreme Learning Machines (ELM2011), Hangzhou, China, December 2011. |
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11 | Laura Kainulainen, Yoan Miche, Emil Eirola, Qi Yu, Benoît Frénay, Eric Séverin, and Amaury Lendasse. Ensembles of local linear models for bankruptcy analysis and prediction. Case Studies in Business, Industry and Government Statistics (CSBIGS), 4(2), November 2011. |
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10 | Qi Yu, Yoan Miche, Eric Séverin, and Amaury Lendasse. Bankruptcy prediction with missing data. In The International Conference on Data Mining, pages 279–285, Las vegas, USA, July 2011. |
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2010 |
9 | Laura Kainulainen, Qi Yu, Yoan Miche, Emil Eirola, Eric Séverin, and Amaury Lendasse. Ensembles of locally linear models: Application to bankruptcy prediction. In The International Conference on Data Mining, pages 280–286, Las vegas, USA, July 2010. |
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8 | Qi Yu, Yoan Miche, Antti Sorjamaa, Alberto Guillén, Amaury Lendasse, and Eric Séverin. Op-knn: Method and applications. Advances in Artificial Neural Systems, 2010:6 pages, February 2010. |
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7 | Dusan Sovilj, Antti Sorjamaa, Qi Yu, Yoan Miche, and Eric Séverin. OP-ELM and OP-KNN in long-term prediction of time series using projected input data. Neurocomputing, pages 1976–1986, 2010. To appear. |
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2009 |
6 | Qi Yu, Amaury Lendasse, and Eric Séverin. Ensemble KNNs for bankruptcy prediction. In CEF 09, 15th International Conference: Computing in Economics and Finance, Sydney (Australia), June 15-17 2009. |
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2008 |
5 | Qi Yu, Antti Sorjamaa, Yoan Miche, Amaury Lendasse, Alberto Guillén, Eric Séverin, and Fernando Mateo. Optimal pruned k-nearest neighbors: OP-KNN - application to financial modeling. In HIS 2008, 8th International Conference on Hybrid Intelligent Systems, pages 764–769, September 10-12 2008. |
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4 | Qi Yu, Antti Sorjamaa, Yoan Miche, and Eric Séverin. A methodology for time series prediction in finance. In ESTSP08, 2nd European Symposium on Time Series Prediction, pages 285–293, September 17-19 2008. |
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3 | Qi Yu, Antti Sorjamaa, Yoan Miche, Eric Séverin, and Amaury Lendasse. OP-KNN for financial regression problems. In Mashs 08, Computational Methods for Modelling and learning in Social and Human Sciences, Créteil (France), June 5-6 2008. |
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2007 |
2 | Qi Yu, Eric Séverin, and Amaury Lendasse. Variable selection for financial modeling. In CEF 2007, 13th International Conference on Computing in Economics and Finance Montréal, Quebec, Canada, pages 237–241, June 14 -16 2007. |
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1 | Qi Yu, Eric Séverin, and Amaury Lendasse. A global methodology for variable selection: Application to financial modeling. In Mashs 2007, Computational Methods for Modelling and learning in Social and Human Sciences, Brest (France), May 10-11 2007. |
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