Publications – Miles

El Houcine Bergou, Youssef Diouane, Vladimir Kunc, Vyacheslav Kungurtsev, Clément Royer. A Subsampling Line-Search Method with Second-Order Results. INFORMS Journal on Optimization, 2022, 4 (4), pp.403-425. ⟨10.1287/ijoo.2022.0072⟩. ⟨hal-03946165⟩
El Houcine Bergou, Youssef Diouane, Vyacheslav Kungurtsev, Clément Royer. A Stochastic Levenberg--Marquardt Method Using Random Models with Complexity Results. SIAM/ASA Journal on Uncertainty Quantification, 2022, 10 (1), pp.507-536. ⟨10.1137/20M1366253⟩. ⟨hal-03866363⟩
Boris Doux, Benjamin Negrevergne, Tristan Cazenave. Deep Reinforcement Learning for Morpion Solitaire. ACG 2021: Advances in Computer Games, Nov 2021, Online, France. pp.14-26, ⟨10.1007/978-3-031-11488-5_2⟩. ⟨hal-03960968⟩
David Saltiel, Eric Benhamou. Trade Selection with Supervised Learning and OCA. ECML PKDD MIDAS 2021, Sep 2021, Bilbao (online), Spain. ⟨10.1007/978-3-030-66981-2\_1⟩. ⟨hal-02012476⟩
Laurent Meunier, Meyer Scetbon, Rafaël Pinot, Jamal Atif, Yann Chevaleyre. Mixed Nash Equilibria in the Adversarial Examples Game. International Conference on Machine Learning (ICML), Aug 2021, paris, France. ⟨hal-03916826⟩
J J Ohana, S Ohana, Eric Benhamou, D Saltiel, B Guez. Shapley values for LightGBM model applied to regime detection. 2021. ⟨hal-03320300⟩
Eric Benhamou, Jean Jacques Ohana, David Saltiel, Beatrice Guez. Regime change detection with GBDT and Shapley values. 2021. ⟨hal-03320304⟩
Eric Benhamou, Jean Jacques Ohana, David Saltiel, Beatrice Guez. Detecting crisis event with Gradient Boosting Decision Trees. 2021. ⟨hal-03320297⟩
Laurent Meunier, Iskander Legheraba, Yann Chevaleyre, Olivier Teytaud. Asymptotic convergence rates for averaging strategies. FOGA '21: Foundations of Genetic Algorithms XVI, Jul 2021, Virtual Event Austria, France. pp.1-11, ⟨10.1145/3450218.3477302⟩. ⟨hal-03916845⟩
Eric Benhamou. Distribution and statistics of the Sharpe Ratio. 2021. ⟨hal-03207169⟩