Classification of investment funds by self-organizing maps (2007)
P. Cardon, A. Lendasse, V. Wertz, E. De Bodt, M. Verleysen, ...
An investment fund (or mutual fund) is an investment structure collecting money coming from individuals and investing according to preestablished objectives. Professional managers decide of the...
Application to the Bel 20 (2007)
A. Lendasse, E. De Bodt, V. Wertz, M. Verleysen
Non-linear financial time series forecasting –
M. Verleysen, E. De Bodt, A. Lendasse
Abstract. A crucial problem in non-linear time series forecasting is to determine its auto-regressive order, in particular when the prediction method is non-linear. We show in this paper that this...
Approximation by Radial Basis Function Networks - Application to Option Pricing (2003)
A. Lendasse, J. Lee, E. De Bodt, V. Wertz, M. Verleysen
We propose a method of function approximation by radial basis function networks. We will demonstrate that this approximation method can be improved by a pre-treatment of data based on a linear model....
A statistical tool to assess the reliability of self-organizing maps (2001)
M. Cottrell, E. De Bodt, M. Verleysen
3 Université catholique de Louvain, DICE, 3, place du Levant,