Eric Benhamou

Publication Activity (10 Years)

Years Active: 1983-2024
Publications (10 Years): 26

Top Topics

Discrete Version

Financial Markets

Reinforcement Learning

Top Venues

MIDAS@PKDD/ECML

EXTRAAMAS@AAMAS

Publications

Baptiste Lefort, Eric Benhamou, Jean-Jacques Ohana, David Saltiel, Beatrice Guez, Damien Challet
Can ChatGPT Compute Trustworthy Sentiment Scores from Bloomberg Market Wraps? CoRR (2024)
Baptiste Lefort, Eric Benhamou, Jean-Jacques Ohana, David Saltiel, Beatrice Guez, Thomas Jacquot
Stress index strategy enhanced with financial news sentiment analysis for the equity markets. CoRR (2024)
Raphael Krief, Eric Benhamou, Beatrice Guez, Jean-Jacques Ohana, David Saltiel, Rida Laraki, Jamal Atif
FSDA: Tackling Tail-Event Analysis in Imbalanced Time Series Data with Feature Selection and Data Augmentation. LIDTA (2023)
Jean-Jacques Ohana, Steve Ohana, Eric Benhamou, David Saltiel, Beatrice Guez
Explainable AI (XAI) Models Applied to the Multi-agent Environment of Financial Markets. EXTRAAMAS@AAMAS (2021)
Eric Benhamou, David Saltiel, Serge Tabachnik, Sui Kai Wong, François Chareyron
Adaptive learning for financial markets mixing model-based and model-free RL for volatility targeting. CoRR (2021)
Eric Benhamou, David Saltiel, Serge Tabachnik, Corentin Bourdeix, François Chareyron, Beatrice Guez
Adaptive Supervised Learning for Financial Markets Volatility Targeting Models. PKDD/ECML Workshops (2) (2021)
Eric Benhamou, David Saltiel
Similarities between policy gradient methods in reinforcement and supervised learning. ESANN (2020)
Eric Benhamou, David Saltiel, Jean-Jacques Ohana, Jamal Atif
Detecting and adapting to crisis pattern with context based Deep Reinforcement Learning. ICPR (2020)
Eric Benhamou, David Saltiel, Sandrine Ungari, Abhishek Mukhopadhyay
Bridging the gap between Markowitz planning and deep reinforcement learning. CoRR (2020)
Céline Beji, Eric Benhamou, Michaël Bon, Florian Yger, Jamal Atif
Estimating Individual Treatment Effects through Causal Populations Identification. ESANN (2020)
Eric Benhamou, David Saltiel, Sébastien Vérel
Bayesian CMA-ES: a new approach. GECCO Companion (2020)
Eric Benhamou, David Saltiel, Jean-Jacques Ohana, Jamal Atif
Detecting and adapting to crisis pattern with context based Deep Reinforcement Learning. CoRR (2020)
Eric Benhamou, David Saltiel, Sandrine Ungari, Abhishek Mukhopadhyay
Time your hedge with Deep Reinforcement Learning. CoRR (2020)
Eric Benhamou, David Saltiel, Jean-Jacques Ohana, Jamal Atif, Rida Laraki
Deep Reinforcement Learning (DRL) for Portfolio Allocation. ECML/PKDD (5) (2020)
Eric Benhamou, David Saltiel, Sandrine Ungari, Abhishek Mukhopadhyay, Jamal Atif
AAMDRL: Augmented Asset Management with Deep Reinforcement Learning. CoRR (2020)
David Saltiel, Eric Benhamou, Rida Laraki, Jamal Atif
Trade Selection with Supervised Learning and Optimal Coordinate Ascent (OCA). MIDAS@PKDD/ECML (2020)
Eric Benhamou, David Saltiel, Sébastien Vérel, Fabien Teytaud
BCMA-ES: A Bayesian approach to CMA-ES. CoRR (2019)
Eric Benhamou, David Saltiel, Beatrice Guez, Nicolas Paris
BCMA-ES II: revisiting Bayesian CMA-ES. CoRR (2019)
Eric Benhamou
Similarities between policy gradient methods (PGM) in Reinforcement learning (RL) and supervised learning (SL). CoRR (2019)
Eric Benhamou, Jamal Atif, Rida Laraki, David Saltiel
NGO-GM: Natural Gradient Optimization for Graphical Models. CoRR (2019)
Eric Benhamou
Variance Reduction in Actor Critic Methods (ACM). CoRR (2019)
David Saltiel, Eric Benhamou
Trade Selection with Supervised Learning and OCA. CoRR (2018)
Eric Benhamou, Jamal Atif, Rida Laraki, Anne Auger
A discrete version of CMA-ES. CoRR (2018)
Eric Benhamou
Kalman filter demystified: from intuition to probabilistic graphical model to real case in financial markets. CoRR (2018)
David Saltiel, Eric Benhamou
Feature selection with optimal coordinate ascent (OCA). CoRR (2018)
Eric Benhamou, Jamal Atif, Rida Laraki, Anne Auger
A new approach to learning in Dynamic Bayesian Networks (DBNs). CoRR (2018)
Eric Benhamou, Emmanuel Gobet, Mohammed Miri
Time Dependent Heston Model. SIAM J. Financial Math. 1 (1) (2010)
Eric Benhamou, Jon Eisenberg, Randy H. Katz
Assessing the changing U.S. IT R&D ecosystem. Commun. ACM 53 (2) (2010)
Eric Benhamou, Emmanuel Gobet, Mohammed Miri
Smart expansion and fast calibration for jump diffusions. Finance Stochastics 13 (4) (2009)
Eric Benhamou, Thomas Serval
On the Competition between ECNs, Stock Markets and Market Makers. EC-Web (2000)
Valerie Lasker, Monte Lien, Eric Benhamou
An Architecture for high Performance Protocol Implementation. INFOCOM (1984)
Eric Benhamou, Judy Estrin
Multilevel Internetworking Gateways: Architecture and Applications. Computer 16 (9) (1983)