Frédéric Vrins

816 total citations
61 papers, 390 citations indexed

About

Frédéric Vrins is a scholar working on Finance, Signal Processing and Management Science and Operations Research. According to data from OpenAlex, Frédéric Vrins has authored 61 papers receiving a total of 390 indexed citations (citations by other indexed papers that have themselves been cited), including 28 papers in Finance, 23 papers in Signal Processing and 15 papers in Management Science and Operations Research. Recurrent topics in Frédéric Vrins's work include Blind Source Separation Techniques (23 papers), Credit Risk and Financial Regulations (18 papers) and Stochastic processes and financial applications (14 papers). Frédéric Vrins is often cited by papers focused on Blind Source Separation Techniques (23 papers), Credit Risk and Financial Regulations (18 papers) and Stochastic processes and financial applications (14 papers). Frédéric Vrins collaborates with scholars based in Belgium, France and Canada. Frédéric Vrins's co-authors include Michel Verleysen, Dinh-Tuan Pham, Damiano Brigo, John A. Lee, Anthony Bellotti, Geneviève Gauthier, Christian Jutten, Cédric Archambeau, Marius Hofert and Vincent Vigneron and has published in prestigious journals such as IEEE Transactions on Information Theory, European Journal of Operational Research and IEEE Transactions on Signal Processing.

In The Last Decade

Frédéric Vrins

53 papers receiving 364 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Frédéric Vrins Belgium 11 171 139 81 73 57 61 390
Douglas M. Patterson United States 16 440 2.6× 74 0.5× 43 0.5× 612 8.4× 53 0.9× 27 842
Carsten Jentsch Germany 11 137 0.8× 29 0.2× 24 0.3× 220 3.0× 10 0.2× 48 458
Xianhua Peng United States 9 170 1.0× 25 0.2× 7 0.1× 112 1.5× 15 0.3× 16 331
Akhter Mohiuddin Rather India 6 103 0.6× 44 0.3× 5 0.1× 131 1.8× 12 0.2× 11 447
Tarmo Pukkila Finland 13 109 0.6× 40 0.3× 25 0.3× 63 0.9× 34 452
Yuping Song China 9 95 0.6× 21 0.2× 7 0.1× 123 1.7× 5 0.1× 37 294
Jae Youn Ahn South Korea 9 60 0.4× 18 0.1× 11 0.1× 63 0.9× 4 0.1× 33 339
Haeran Cho United Kingdom 10 63 0.4× 31 0.2× 8 0.1× 92 1.3× 24 438
Blanka Horvath United Kingdom 8 161 0.9× 16 0.1× 2 0.0× 76 1.0× 4 0.1× 29 257

Countries citing papers authored by Frédéric Vrins

Since Specialization
Citations

This map shows the geographic impact of Frédéric Vrins's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Frédéric Vrins with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Frédéric Vrins more than expected).

Fields of papers citing papers by Frédéric Vrins

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Frédéric Vrins. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Frédéric Vrins. The network helps show where Frédéric Vrins may publish in the future.

Co-authorship network of co-authors of Frédéric Vrins

This figure shows the co-authorship network connecting the top 25 collaborators of Frédéric Vrins. A scholar is included among the top collaborators of Frédéric Vrins based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Frédéric Vrins. Frédéric Vrins is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Distaso, Walter, et al.. (2024). Business cycle and realized losses in the consumer credit industry. European Journal of Operational Research. 323(3). 1024–1039.
2.
Distaso, Walter, et al.. (2024). Business Cycle and Realized Losses in the Consumer Credit Industry. SSRN Electronic Journal.
3.
Vrins, Frédéric, et al.. (2023). Portfolio selection: A target-distribution approach. European Journal of Operational Research. 310(1). 302–314. 4 indexed citations
4.
Vrins, Frédéric, et al.. (2023). Accounting for PD-LGD dependency: A tractable extension to the Basel ASRF framework. Economic Modelling. 125. 106321–106321. 1 indexed citations
5.
Vrins, Frédéric, et al.. (2022). Correction to: Optimal and robust combination of forecasts via constrained optimization and shrinkage. International Journal of Forecasting. 38(3). 1050–1050. 1 indexed citations
6.
Vrins, Frédéric, et al.. (2022). Affine term structure models: A time‐change approach with perfect fit to market curves. Mathematical Finance. 32(2). 678–724. 1 indexed citations
7.
Vrins, Frédéric, et al.. (2022). Meta-Learning Approaches for Recovery Rate Prediction. SSRN Electronic Journal. 3 indexed citations
8.
Bellotti, Anthony, et al.. (2020). Forecasting recovery rates on non-performing loans with machine learning. International Journal of Forecasting. 37(1). 428–444. 51 indexed citations
9.
Vrins, Frédéric, et al.. (2018). A subordinated CIR intensity model with application to wrong-way risk CVA. Digital Access to Libraries (Université catholique de Louvain (UCL), l'Université de Namur (UNamur) and the Université Saint-Louis (USL-B)). 1 indexed citations
10.
Hofert, Marius & Frédéric Vrins. (2012). Sibuya copulas. Journal of Multivariate Analysis. 114. 318–337. 7 indexed citations
11.
Vrins, Frédéric & Wim Schoutens. (2009). Credit default swaps: the quest of the hedge. Digital Access to Libraries (Université catholique de Louvain (UCL), l'Université de Namur (UNamur) and the Université Saint-Louis (USL-B)). 1(5-6). 245–253. 1 indexed citations
12.
Vrins, Frédéric, John A. Lee, & Michel Verleysen. (2007). A Minimum-Range Approach to Blind Extraction of Bounded Sources. IEEE Transactions on Neural Networks. 18(3). 809–822. 23 indexed citations
13.
Lee, John A., Frédéric Vrins, & Michel Verleysen. (2006). A least absolute bound approach to ICA: application to the MLSP 2006 competition. Digital Access to Libraries (Université catholique de Louvain (UCL), l'Université de Namur (UNamur) and the Université Saint-Louis (USL-B)). 4 indexed citations
14.
Lee, John A., Frédéric Vrins, & Michel Verleysen. (2006). Non-Orthogonal Support-Width ICA. Digital Access to Libraries (Université catholique de Louvain (UCL), l'Université de Namur (UNamur) and the Université Saint-Louis (USL-B)). 351–358. 9 indexed citations
15.
Vrins, Frédéric & Dinh-Tuan Pham. (2006). Discriminacy of the minimum range approach to blind separation of bounded sources.. Digital Access to Libraries (Université catholique de Louvain (UCL), l'Université de Namur (UNamur) and the Université Saint-Louis (USL-B)). 377–382. 3 indexed citations
16.
Pham, Dinh-Tuan, Frédéric Vrins, & Michel Verleysen. (2006). Spurious entropy minima for multimodal source separation. 1. 37–40. 1 indexed citations
17.
Vrins, Frédéric, Cédric Archambeau, & Michel Verleysen. (2004). Towards a Local Separation Performances Estimator Using Common ICA Contrast Functions. Digital Access to Libraries (Université catholique de Louvain (UCL), l'Université de Namur (UNamur) and the Université Saint-Louis (USL-B)). 211–216. 3 indexed citations
18.
Vrins, Frédéric, Vincent Vigneron, Christian Jutten, & Michel Verleysen. (2004). Abdominal electrodes analysis by statistical processing for fetal eletrocardiogram extraction. Digital Access to Libraries (Université catholique de Louvain (UCL), l'Université de Namur (UNamur) and the Université Saint-Louis (USL-B)). 14 indexed citations
19.
Archambeau, Cédric, Frédéric Vrins, & Michel Verleysen. (2004). Flexible and Robust Bayesian Classification by Finite Mixture Models. Digital Access to Libraries (Université catholique de Louvain (UCL), l'Université de Namur (UNamur) and the Université Saint-Louis (USL-B)). 75–80. 9 indexed citations
20.
Vrins, Frédéric, et al.. (2004). On the extraction of the snore acoustic signal by independent component analysis. Digital Access to Libraries (Université catholique de Louvain (UCL), l'Université de Namur (UNamur) and the Université Saint-Louis (USL-B)). 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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