Multilevel Internetworking Gateways: Architecture and Applications. - Eric Benhamou; Judy Estrin (Computer, 1983)

An Architecture for high Performance Protocol Implementation. - Valerie Lasker; Monte Lien; Eric Benhamou (INFOCOM, 1984)

On the Competition between ECNs, Stock Markets and Market Makers. - Eric Benhamou; Thomas Serval (EC-Web, 2000)

Smart expansion and fast calibration for jump diffusions. - Eric Benhamou; Emmanuel Gobet; Mohammed Miri (Finance Stochastics, 2009)

Assessing the changing U.S. IT R&D ecosystem. - Eric Benhamou; Jon Eisenberg; Randy H. Katz (Commun. ACM, 2010)

Time Dependent Heston Model. - Eric Benhamou; Emmanuel Gobet; Mohammed Miri (SIAM J. Financial Math., 2010)

Kalman filter demystified: from intuition to probabilistic graphical model to real case in financial markets. - Eric Benhamou (CoRR, 2018)

Feature selection with optimal coordinate ascent (OCA). - David Saltiel; Eric Benhamou (CoRR, 2018)

Trade Selection with Supervised Learning and OCA. - David Saltiel; Eric Benhamou (CoRR, 2018)

A new approach to learning in Dynamic Bayesian Networks (DBNs). - Eric Benhamou; Jamal Atif; Rida Laraki; Anne Auger (CoRR, 2018)

A discrete version of CMA-ES. - Eric Benhamou; Jamal Atif; Rida Laraki; Anne Auger (CoRR, 2018)

BCMA-ES: A Bayesian approach to CMA-ES. - Eric Benhamou; David Saltiel; Sébastien Vérel; Fabien Teytaud (CoRR, 2019)

BCMA-ES II: revisiting Bayesian CMA-ES. - Eric Benhamou; David Saltiel; Beatrice Guez; Nicolas Paris (CoRR, 2019)

Similarities between policy gradient methods (PGM) in Reinforcement learning (RL) and supervised learning (SL). - Eric Benhamou (CoRR, 2019)

NGO-GM: Natural Gradient Optimization for Graphical Models. - Eric Benhamou; Jamal Atif; Rida Laraki; David Saltiel (CoRR, 2019)

Variance Reduction in Actor Critic Methods (ACM). - Eric Benhamou (CoRR, 2019)

Estimating Individual Treatment Effects through Causal Populations Identification. - Céline Beji; Eric Benhamou; Michaël Bon; Florian Yger; Jamal Atif (ESANN, 2020)

Similarities between policy gradient methods in reinforcement and supervised learning. - Eric Benhamou; David Saltiel (ESANN, 2020)

Bayesian CMA-ES: a new approach. - Eric Benhamou; David Saltiel; Sébastien Vérel (GECCO Companion, 2020)

Detecting and adapting to crisis pattern with context based Deep Reinforcement Learning. - Eric Benhamou; David Saltiel; Jean-Jacques Ohana; Jamal Atif (ICPR, 2020)

Deep Reinforcement Learning (DRL) for Portfolio Allocation. - Eric Benhamou; David Saltiel; Jean-Jacques Ohana; Jamal Atif; Rida Laraki (ECML/PKDD (5), 2020)

Trade Selection with Supervised Learning and Optimal Coordinate Ascent (OCA). - David Saltiel; Eric Benhamou; Rida Laraki; Jamal Atif (MIDAS@PKDD/ECML, 2020)

Time your hedge with Deep Reinforcement Learning. - Eric Benhamou; David Saltiel; Sandrine Ungari; Abhishek Mukhopadhyay (CoRR, 2020)

AAMDRL: Augmented Asset Management with Deep Reinforcement Learning. - Eric Benhamou; David Saltiel; Sandrine Ungari; Abhishek Mukhopadhyay; Jamal Atif (CoRR, 2020)

Bridging the gap between Markowitz planning and deep reinforcement learning. - Eric Benhamou; David Saltiel; Sandrine Ungari; Abhishek Mukhopadhyay (CoRR, 2020)

Explainable AI (XAI) Models Applied to the Multi-agent Environment of Financial Markets. - Jean-Jacques Ohana; Steve Ohana; Eric Benhamou; David Saltiel; Beatrice Guez (EXTRAAMAS@AAMAS, 2021)

Adaptive Supervised Learning for Financial Markets Volatility Targeting Models. - Eric Benhamou; David Saltiel; Serge Tabachnik; Corentin Bourdeix; François Chareyron; Beatrice Guez (PKDD/ECML Workshops (2), 2021)

Adaptive learning for financial markets mixing model-based and model-free RL for volatility targeting. - Eric Benhamou; David Saltiel; Serge Tabachnik; Sui Kai Wong; François Chareyron (CoRR, 2021)

FSDA: Tackling Tail-Event Analysis in Imbalanced Time Series Data with Feature Selection and Data Augmentation. - Raphael Krief; Eric Benhamou; Beatrice Guez; Jean-Jacques Ohana; David Saltiel; Rida Laraki; Jamal Atif (LIDTA, 2023)

Comparing Deep RL and Traditional Financial Portfolio Methods. - Eric Benhamou; Jean-Jacques Ohana; Beatrice Guez; David Saltiel; Rida Laraki; Jamal Atif (PKDD/ECML Workshops (5), 2023)

Mathematical study of Peierls instability in the discrete polyacetylene model. (Étude mathématique de l'instabilité de Peierls dans le modèle discret du polyacétylène). - Eric Benhamou (2023)

Sentiment Score of Bloomberg Market Wraps with ChatGPT. - Baptiste Lefort; Eric Benhamou; Jean-Jacques Ohana; Beatrice Guez; David Saltiel (ICDM (Workshops), 2024)

Can ChatGPT Compute Trustworthy Sentiment Scores from Bloomberg Market Wraps? - Baptiste Lefort; Eric Benhamou; Jean-Jacques Ohana; David Saltiel; Beatrice Guez; Damien Challet (CoRR, 2024)

Stress index strategy enhanced with financial news sentiment analysis for the equity markets. - Baptiste Lefort; Eric Benhamou; Jean-Jacques Ohana; David Saltiel; Beatrice Guez; Thomas Jacquot (CoRR, 2024)

Examining Independence in Ensemble Sentiment Analysis: A Study on the Limits of Large Language Models Using the Condorcet Jury Theorem. - Baptiste Lefort; Eric Benhamou; Jean-Jacques Ohana; Beatrice Guez; David Saltiel; Thomas Jacquot (CoRR, 2024)

Optimizing Performance: How Compact Models Match or Exceed GPT's Classification Capabilities through Fine-Tuning. - Baptiste Lefort; Eric Benhamou; Jean-Jacques Ohana; David Saltiel; Beatrice Guez (CoRR, 2024)

Re-evaluating Short- and Long-Term Trend Factors in CTA Replication: A Bayesian Graphical Approach. - Eric Benhamou; Jean-Jacques Ohana; Alban Etienne; Beatrice Guez; Ethan Setrouk; Thomas Jacquot (CoRR, 2025)

HARLF: Hierarchical Reinforcement Learning and Lightweight LLM-Driven Sentiment Integration for Financial Portfolio Optimization. - Benjamin Coriat; Eric Benhamou (CoRR, 2025)

FinMarBa: A Market-Informed Dataset for Financial Sentiment Classification. - Baptiste Lefort; Eric Benhamou; Beatrice Guez; Jean-Jacques Ohana; Ethan Setrouk; Alban Etienne (CoRR, 2025)