99 documents
- 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⟩
- Eric Benhamou, Jean Jacques Ohana, David Saltiel, Beatrice Guez. Detecting crisis event with Gradient Boosting Decision Trees. 2021. ⟨hal-03320297⟩
- Eric Benhamou, Jean Jacques Ohana, David Saltiel, Beatrice Guez. Regime change detection with GBDT and Shapley values. 2021. ⟨hal-03320304⟩
- J J Ohana, S Ohana, Eric Benhamou, D Saltiel, B Guez. Shapley values for LightGBM model applied to regime detection. 2021. ⟨hal-03320300⟩
- 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⟩
- Eric Benhamou, Beatrice Guez. Computation of the marginal contribution of Sharpe ratio and other performance ratios. 2021. ⟨hal-03189299v2⟩
- Jean Jacques Ohana, Eric Benhamou, David Saltiel, Beatrice Guez. Is the Covid equity bubble rational? A machine learning answer. 2021. ⟨hal-03189799⟩
- Marie-Constance Corsi, Florian Yger, Sylvain Chevallier, Camille Noûs. Clinical BCI Challenge-WCCI2020: RIGOLETTO -- RIemannian GeOmetry LEarning, applicaTion To cOnnectivity. [Technical Report] ARAMIS, LAMSADE, LISV. 2021. ⟨hal-03139990⟩
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