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)

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)

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)

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)

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