Publications – Miles

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⟩
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⟩