Incremental Sharpe and other performance ratios
Benhamou, Eric, Guez, Beatrice
Published in Journal of Statistical and Econometric Methods (01.01.2018)
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Published in Journal of Statistical and Econometric Methods (01.01.2018)
Journal Article
Analysis of the Human Protein Atlas Weakly Supervised Single-Cell Classification competition
Le, Trang, Winsnes, Casper F., Axelsson, Ulrika, Xu, Hao, Mohanakrishnan Kaimal, Jayasankar, Mahdessian, Diana, Dai, Shubin, Makarov, Ilya S., Ostankovich, Vladislav, Xu, Yang, Benhamou, Eric, Henkel, Christof, Solovyev, Roman A., Banić, Nikola, Bošnjak, Vito, Bošnjak, Ana, Miličević, Andrija, Ouyang, Wei, Lundberg, Emma
Published in Nature methods (01.10.2022)
Published in Nature methods (01.10.2022)
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Journal Article
Detecting and adapting to crisis pattern with context based Deep Reinforcement Learning
Benhamou, Eric, Saltiel, David, Ohana, Jean-Jacques, Atif, Jamal
Published in 2020 25th International Conference on Pattern Recognition (ICPR) (10.01.2021)
Published in 2020 25th International Conference on Pattern Recognition (ICPR) (10.01.2021)
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Conference Proceeding
Trade Selection with Supervised Learning and Optimal Coordinate Ascent (OCA)
Saltiel, David, Benhamou, Eric, Laraki, Rida, Atif, Jamal
Published in Mining Data for Financial Applications (2021)
Published in Mining Data for Financial Applications (2021)
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Book Chapter
Conference Proceeding
Adaptive Supervised Learning for Financial Markets Volatility Targeting Models
Benhamou, Eric, Saltiel, David, Tabachnik, Serge, Bourdeix, Corentin, Chareyron, François, Guez, Beatrice
Published in Machine Learning and Principles and Practice of Knowledge Discovery in Databases (2022)
Published in Machine Learning and Principles and Practice of Knowledge Discovery in Databases (2022)
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Book Chapter