T-statistic for Autoregressive process von Benhamou, Eric

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Can Deep Reinforcement Learning solve the portfolio allocation problem ? von Benhamou, Eric

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Optimal Malliavin Weighting Function for the Computation of the Greeks von Benhamou, Eric

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Analysis of the Human Protein Atlas Weakly Supervised Single-Cell Classification competition von 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

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Incremental Sharpe and other performance ratios von Benhamou, Eric, Guez, Beatrice

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Explainable AI (XAI) Models Applied to the Multi-agent Environment of Financial Markets von Ohana, Jean Jacques, Ohana, Steve, Benhamou, Eric, Saltiel, David, Guez, Beatrice

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Time Dependent Heston Model von Benhamou, E., Gobet, E., Miri, M.

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Deep Reinforcement Learning (DRL) for Portfolio Allocation von Benhamou, Eric, Saltiel, David, Ohana, Jean Jacques, Atif, Jamal, Laraki, Rida

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Smart expansion and fast calibration for jump diffusions von Benhamou, E., Gobet, E., Miri, M.

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Variance Reduction in Actor Critic Methods (ACM) von Benhamou, Eric

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Trade Selection with Supervised Learning and Optimal Coordinate Ascent (OCA) von Saltiel, David, Benhamou, Eric, Laraki, Rida, Atif, Jamal

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Similarities between policy gradient methods (PGM) in Reinforcement learning (RL) and supervised learning (SL) von Benhamou, Eric

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Kalman filter demystified: from intuition to probabilistic graphical model to real case in financial markets von Benhamou, Eric

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Analytical formulas for a local volatility model with stochastic rates von Benhamou, E., Gobet, E., Miri, M.

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Gram Charlier and Edgeworth expansion for sample variance von Benhamou, Eric

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T-statistic for Autoregressive process von Benhamou, Eric

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A few properties of sample variance von Benhamou, Eric

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Connecting Sharpe ratio and Student t-statistic, and beyond von Benhamou, Eric

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Trend without hiccups: a Kalman filter approach von Benhamou, Eric

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EXPANSION FORMULAS FOR EUROPEAN OPTIONS IN A LOCAL VOLATILITY MODEL von BENHAMOU, E., GOBET, E., MIRI, M.

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