(aside image)

Qi Yu

M.Sc. (Tech.), Researcher

Office:
Room T-A344 in Computer Science Building,
Konemiehentie 2, Otaniemi campus area, Espoo
Postal Address:
Aalto University, School of Science and Technology,
Department of Information and Computer Science,
P.O. Box 15400, FI-00076 Aalto, Finland
Telephone:
+358 442519088
Email:
qi (dot) yu (at) aalto (dot) fi

Description

I am a female researcher in Environmental and Industrial Machine Learning Group. I was born in Changchun, a city in northern part of China and I received my first Master degree from Harbin Institute of Technology in 2005, China, majoring Telecommunication. After that I came to Finland and got my second Master degree about approximation problems in Finance. Now, I am doing my doctoral studies in the lab. So far, my greatest achievement is my daughter Hu yuqing, born in March 06, 2010. She is my angel and makes my life different.

Research

Machine Learning for Bankruptcy prediction Problems

Publications

List of Publications. Order by:   Type | Date

1. Regularized Extreme Learning Machine For Regression with Missing Databibtex file

Qi Yu, Yoan Miche, Emil Eirola, Mark van Heeswijk, Eric Séverin and Amaury Lendasse.
   In Neurocomputing. 2012, accepted for publishing.

2. Ensembles of Local Linear Models for Bankruptcy Analysis and Predictionpdf filebibtex file

Laura Kainulainen, Yoan Miche, Emil Eirola, Qi Yu, Benoît Frénay, Eric Séverin and Amaury Lendasse.
   In Case Studies in Business, Industry and Government Statistics (CSBIGS), volume 4. November, 2011.

1. Bankruptcy Prediction with Missing Datapdf filebibtex file

Qi Yu, Yoan Miche, Eric Séverin and Amaury Lendasse.
   In Proceedings of the 2011 International Conference on Data Mining, pages 279-285. July, 2011.

3. Ensembles of Locally Linear Models: Application to Bankruptcy Predictionpdf filebibtex file

Laura Kainulainen, Qi Yu, Yoan Miche, Emil Eirola, Eric Séverin and Amaury Lendasse.
   In Proceedings of the 2010 International Conference on Data Mining, pages 280--286. July, 2010.

2. OP-KNN: Method and Applicationsurldoipdf filebibtex file

Qi Yu, Yoan Miche, Antti Sorjamaa, Alberto Guillén, Amaury Lendasse and Eric Séverin.
   In Advances in Artificial Neural Systems, volume 2010, pages 6 pages. February, 2010.

1. OPELM and OPKNN in long-term prediction of time series using projected input datadoipdf filebibtex file

Dušan Sovilj, Antti Sorjamaa, Qi Yu, Yoan Miche and Eric Séverin.
   In Neurocomputing, volume 73, pages 1976-1986. June, 2010.

1. Ensemble KNNs for Bankruptcy Predictionpdf filebibtex file

Qi Yu, Amaury Lendasse and Eric Séverin.
   In CEF 09, 15th International Conference: Computing in Economics and Finance, Sydney. June 15-17, 2009.

3. A methodology for time series prediction in Financepdf filebibtex file

Qi Yu, Antti Sorjamaa, Yoan Miche and Eric Séverin.
   In ESTSP, European Symposium on Time Series Prediction, pages 285-293. September 17-19, 2008.

2. Optimal Pruned K-Nearest Neighbors: OP-KNN - Application to Financial Modeling doipdf filebibtex file

Qi Yu, Antti Sorjamaa, Yoan Miche, Amaury Lendasse, Alberto Guillén, Eric Séverin and Fernando Mateo.
   In Hybrid Intelligent Systems, 2008. Eighth International Conference on, pages 764-769. September, 2008.

1. OP-KNN for Financial regression problemspdf filebibtex file

Qi Yu, Antti Sorjamaa, Yoan Miche, Eric Séverin and Amaury Lendasse.
   In Mashs 08, Computational Methods for Modelling and learning in Social and Human Sciences, Creteil (France). June 5-6, 2008.

2. Variable Selection for Financial Modelingpdf filebibtex file

Qi Yu, Eric Séverin and Amaury Lendasse.
   In CEF 2007, 13th International Conference on Computing in Economics and Finance MontrĂ©al, Quebec, Canada. June 14 -16, 2007.

1. A Global Methodology for Variable Selection: Application to Financial Modelingpdf filebibtex file

Qi Yu, Eric Séverin and Amaury Lendasse.
   In Mashs 2007, Computational Methods for Modelling and learning in Social and Human Sciences, Brest (France). May 10-11, 2007.



Material on this web site is presented to ensure timely dissemination of scholarly and technical work. Copyright and all rights therein are retained by authors or by other copyright holders, notwithstanding that they have offered their works here electronically. All persons copying this information are expected to adhere to the terms and constraints invoked by each author's copyright. These works may not be reposted without the explicit permission of the copyright holder. Copyright holders claiming that the material available below is not in accordance with copyright terms and constraints are invited to contact the author by e-mail and ask him to remove the links to specific manuscripts. Most PDF files of journal articles and book chapters contain a non-final version of the manuscript (but still, sufficiently close to it...).