Mathematical study of Peierls instability in the discrete polyacetylene model. (Étude mathématique de l'instabilité de Peierls dans le modèle discret du polyacétylène).

[BibT_eX]

[DOI]

Eric Benhamou

PhD thesis, 2023

Comparing Deep RL and Traditional Financial Portfolio Methods.

[BibT_eX]

[DOI]

Proceedings of the Machine Learning and Principles and Practice of Knowledge Discovery in Databases, 2023

FSDA: Tackling Tail-Event Analysis in Imbalanced Time Series Data with Feature Selection and Data Augmentation.

[BibT_eX]

[DOI]

Proceedings of the Fifth International Workshop on Learning with Imbalanced Domains: Theory and Applications, 2023

2021

Adaptive learning for financial markets mixing model-based and model-free RL for volatility targeting.

[BibT_eX]

[DOI]

CoRR, 2021

Adaptive Supervised Learning for Financial Markets Volatility Targeting Models.

[BibT_eX]

[DOI]

Proceedings of the Machine Learning and Principles and Practice of Knowledge Discovery in Databases, 2021

Explainable AI (XAI) Models Applied to the Multi-agent Environment of Financial Markets.

[BibT_eX]

[DOI]

Proceedings of the Explainable and Transparent AI and Multi-Agent Systems, 2021

2020

Bridging the gap between Markowitz planning and deep reinforcement learning.

[BibT_eX]

[DOI]

Eric Benhamou

David Saltiel

Sandrine Ungari

Abhishek Mukhopadhyay

CoRR, 2020

AAMDRL: Augmented Asset Management with Deep Reinforcement Learning.

[BibT_eX]

[DOI]

Eric Benhamou

David Saltiel

Sandrine Ungari

Abhishek Mukhopadhyay

Jamal Atif

CoRR, 2020

Time your hedge with Deep Reinforcement Learning.

[BibT_eX]

[DOI]

Eric Benhamou

David Saltiel

Sandrine Ungari

Abhishek Mukhopadhyay

CoRR, 2020

Trade Selection with Supervised Learning and Optimal Coordinate Ascent (OCA).

[BibT_eX]

[DOI]

Proceedings of the Mining Data for Financial Applications - 5th ECML PKDD Workshop, 2020

Deep Reinforcement Learning (DRL) for Portfolio Allocation.

[BibT_eX]

[DOI]

Proceedings of the Machine Learning and Knowledge Discovery in Databases. Applied Data Science and Demo Track, 2020

Detecting and adapting to crisis pattern with context based Deep Reinforcement Learning.

[BibT_eX]

[DOI]

Proceedings of the 25th International Conference on Pattern Recognition, 2020

Bayesian CMA-ES: a new approach.

[BibT_eX]

[DOI]

Eric Benhamou

David Saltiel

Sébastien Vérel

Proceedings of the GECCO '20: Genetic and Evolutionary Computation Conference, 2020

Similarities between policy gradient methods in reinforcement and supervised learning.

[BibT_eX]

[DOI]

Eric Benhamou

David Saltiel

Proceedings of the 28th European Symposium on Artificial Neural Networks, 2020

Estimating Individual Treatment Effects through Causal Populations Identification.

[BibT_eX]

[DOI]

Proceedings of the 28th European Symposium on Artificial Neural Networks, 2020

2019

Variance Reduction in Actor Critic Methods (ACM).

[BibT_eX]

[DOI]

Eric Benhamou

CoRR, 2019

NGO-GM: Natural Gradient Optimization for Graphical Models.

[BibT_eX]

[DOI]

CoRR, 2019

Similarities between policy gradient methods (PGM) in Reinforcement learning (RL) and supervised learning (SL).

[BibT_eX]

[DOI]

Eric Benhamou

CoRR, 2019

BCMA-ES II: revisiting Bayesian CMA-ES.

[BibT_eX]

[DOI]

CoRR, 2019

BCMA-ES: A Bayesian approach to CMA-ES.

[BibT_eX]

[DOI]

CoRR, 2019

2018

A discrete version of CMA-ES.

[BibT_eX]

[DOI]

CoRR, 2018

A new approach to learning in Dynamic Bayesian Networks (DBNs).

[BibT_eX]

[DOI]

CoRR, 2018

Trade Selection with Supervised Learning and OCA.

[BibT_eX]

[DOI]

David Saltiel

Eric Benhamou

CoRR, 2018

Feature selection with optimal coordinate ascent (OCA).

[BibT_eX]

[DOI]

David Saltiel

Eric Benhamou

CoRR, 2018

Kalman filter demystified: from intuition to probabilistic graphical model to real case in financial markets.

[BibT_eX]

[DOI]

Eric Benhamou

CoRR, 2018

2010

Time Dependent Heston Model.

[BibT_eX]

[DOI]

Eric Benhamou

Emmanuel Gobet

Mohammed Miri

SIAM J. Financial Math., 2010

Assessing the changing U.S. IT R&D ecosystem.

[BibT_eX]

[DOI]

Eric Benhamou

Jon Eisenberg

Randy H. Katz

Commun. ACM, 2010

2009

Smart expansion and fast calibration for jump diffusions.

[BibT_eX]

[DOI]

Eric Benhamou

Emmanuel Gobet

Mohammed Miri

Finance Stochastics, 2009

2000

On the Competition between ECNs, Stock Markets and Market Makers.

[BibT_eX]

[DOI]

Eric Benhamou

Thomas Serval

Proceedings of the Electronic Commerce and Web Technologies, 2000

1984

An Architecture for high Performance Protocol Implementation.

[BibT_eX]

Valerie Lasker

Monte Lien

Eric Benhamou

Proceedings of the Proceedings IEEE INFOCOM 84, San Francisco, CA, USA, April 9-12, 1984, 1984

1983

Multilevel Internetworking Gateways: Architecture and Applications.

[BibT_eX]

[DOI]

Eric Benhamou

Judy Estrin

Computer, 1983

Eric Benhamou

Timeline

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