Nicolas Chapados’ Publications

Book Chapters

  1. Charles Dugas, Yoshua Bengio, Nicolas Chapados, Pascal Vincent,  Germain Denoncourt et Christian Fournier, “Statistical Learning Algorithms Applied to Automobile Insurance Ratemaking”, in Intelligent Techniques for The Insurance Industry: Theory and Applications, L. Jain et A.F. Shapiro, editors, World Scientific, 2003.

Refereed Journal Papers

  1. Nicolas Chapados and Yoshua Bengio, “Forecasting and Trading Commodity Contract Spreads with Gaussian Processes”, submitted for publication, 2009.
  2. Nicolas Chapados and Yoshua Bengio, “Training Graphs of Learning Modules for Sequential Data”, submitted for publication, 2009.
  3. Nicolas Chapados and Yoshua Bengio, “Noisy K Best-Paths for Approximate Dynamic Programming with Application to Portfolio Optimization”, Journal of Computers, vol. 2, issue 1, pp. 12–19, February 2007.
  4. Yoshua Bengio and Nicolas Chapados, “Extensions to Metric-Based Model Selection”, Journal of Machine Learning Research, Special Issue on Feature Selection, vol. 3, pp. 1209–1227, March 2003.
  5. Nicolas Chapados and Yoshua Bengio, “Cost Functions and Model Combination for VaR-Based Asset Allocation Using Neural Networks”, IEEE Transactions on Neural Networks, vol. 12, pp. 890–906, July 2001.

Refereed Conference Proceedings

  1. Vincent Mirelli, Stephen Tenney, Yoshua Bengio, Nicolas Chapados, Olivier Delalleau, “Statistical Machine Learning Algorithms for Target Classification from Acoustic Signature”, 2009 MSS Battlespace Acoustic and Magnetic Sensors, Laurel, MD, August 2009.
  2. Nicolas Chapados, Charles Dugas, Pascal Vincent and Réjean Ducharme, “Scoring Models for Insurance Risk Sharing Pool Optimization”, Second International Workshop on Domain Driven Data Mining, Pisa, Italy, December 2008
  3. Nicolas Chapados and Yoshua Bengio, “Augmented Functional Time Series Representation and Forecasting with Gaussian Processes”, in Advances in Neural Information Processing Systems 20, Cambridge, MA, pp. 265–272. MIT Press. 2008.
  4. Nicolas Chapados and Yoshua Bengio, “Forecasting Commodity Contract Spreads with Gaussian Processes”, presented at the 13th International Conference on Computing in Economics and Finance, Montreal (Canada), June 2007.
  5. Nicolas Chapados and Yoshua Bengio, “The K Best-Paths Approach to Approximate Dynamic Programming with Application to Portfolio Optimization”, in Advances in Artificial Intelligence, Proceedings of the 19th Conference of the Canadian Society for Computational Studies of Intelligence, pp. 491–502, Lecture Notes in Computer Science Volume 4013, Springer, 2006.
  6. Yoshua Bengio and Nicolas Chapados, “Metric-Based Model Selection for Time-Series Forecasting”, Neural Networks for Signal Processing XII, pp. 13–24, H. Bourlard et. al, editors, IEEE Press, 2002.
  7. Nicolas Chapados, Yoshua Bengio, Pascal Vincent, Joumana Ghosn, Charles Dugas, Ichiro Takeuchi, Linyan Meng, “Estimating Car Insurance Premia: a Case Study in High-Dimensional Data Inference”, Advances in Neural Information Processing Systems 14, T. G. Dietterich, S. Becker, and Z. Ghahramani, editors, pp. 1369–1376, MIT Press, 2002.
  8. Nicolas Chapados and Yoshua Bengio, “Input Decay: Simple and Effective Soft Variable Selection”, Proc. of the IEEE/INNS International Joint Conference on Neural Networks 2001, vol. 2, pp. 1233-1237, July 2001.
  9. Nicolas Chapados and Yoshua Bengio, “Cost Functions and Model Combination for VaR-Based Asset Allocation Using Neural Networks”, Computational Finance 2000, London, U.K., May 2000.
  10. Claudia Pateras, Nicolas Chapados, Remi Kwan, Dominic Lavoie, and Réal Tremblay, “A Mixed-Initiative Natural Dialogue System for Conference Room Reservation”, Proc. EuroSpeech’99, vol. 3, pp. 1275-1278, 1999.

Theses

  1. Nicolas Chapados, “Sequential Machine Learning Approaches for Portfolio Management”, Ph.D. Dissertation, Université de Montréal, Montréal, Canada, March 2009.
  2. Nicolas Chapados, “Critères d’optimisation d’algorithmes d’apprentissage en gestion de portefeuille”, M.Sc. Thesis, Université de Montréal, Montréal, Canada, January 2000.

Technical Reports

  1. Nicolas Chapados, “SAFIR: a Simple API for Financial Information Requests”, Centre interuniversitaire de recherche en analyse des organisations (CIRANO), Scientific Series 2003s-21, May 2003.
  2. Nicolas Chapados, “Comment améliorer la capacité de généralisation des algorithmes d’apprentissage pour la prise de décisions financières”, Centre interuniversitaire de recherche en analyse des organisations (CIRANO), Scientific Series 2003s-20, May 2003.
  3. Olivier Bardou, Yoshua Bengio, Nicolas Chapados et Réjean Ducharme, “Valorisation d’options par optimisation du Sharpe Ratio”, Centre interuniversitaire de recherche en analyse des organisations (CIRANO), Scientific Series 2002s-47, May 2002.
  4. Yoshua Bengio and Nicolas Chapados, “Extending Metric-Based Model Selection and Regularization in the Absence of Unlabeled Data”, Université de Montréal, département d’informatique et de recherche opérationnelle, Technical Report #1200, June 2001.
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