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)

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)