102 documents
- 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⟩
- Frank Curtis, Daniel Robinson, Clément Royer, Stephen Wright. Trust-Region Newton-CG with Strong Second-Order Complexity Guarantees for Nonconvex Optimization. SIAM Journal on Optimization, 2021, 31 (1), pp.518-544. ⟨10.1137/19M130563X⟩. ⟨hal-03135526⟩
- Linlin Jia, Benoit Gaüzère, Florian Yger, Paul Honeine. A Metric Learning Approach to Graph Edit Costs for Regression. Proceedings of IAPR Joint International Workshops on Statistical techniques in Pattern Recognition (SPR 2020) and Structural and Syntactic Pattern Recognition (SSPR 2020), Jan 2021, Venise, Italy. ⟨10.1007/978-3-030-73973-7_23⟩. ⟨hal-03128664⟩
- Eric Benhamou, David Saltiel, Jean-Jacques Ohana, Jamal Atif. Detecting and adapting to crisis pattern with context based Deep Reinforcement Learning. ICPR 2020 - 25th International Conference on Pattern Recognition (ICPR), Jan 2021, Milan, France. pp.10050-10057, ⟨10.1109/ICPR48806.2021.9412958⟩. ⟨hal-03815026⟩
- Florian Yger, Sylvain Chevallier, Quentin Barthélemy, Suvrit Sra. Geodesically-convex optimization for averaging partially observed covariance matrices. Asian Conference on Machine Learning (ACML), Nov 2020, Bangkok, Thailand. pp.417 - 432. ⟨hal-02984423⟩
- Eric Benhamou, David Saltiel, Sandrine Ungari, Abhishek Mukhopadhyay, Jamal Atif. AAMDRL: Augmented Asset Management with Deep Reinforcement Learning. 2020. ⟨hal-02977535⟩
- Eric Benhamou, David Saltiel, Rida Laraki, Jamal Atif. BCMA-ES: a conjugate prior Bayesian optimization view. 2020. ⟨hal-02977523⟩
- Eric Benhamou, David Saltiel, Sandrine Ungari, Abhishek Mukhopadhyay. Time your hedge with Deep Reinforcement Learning. ICAPS Workshop on Planning for Financial Services (FinPlan 2020), Oct 2020, Online, France. ⟨hal-02977533⟩
Documents récupérés de l'archive ouverte HAL 