Steve Ohana

affiliation not provided to SSRN

SCHOLARLY PAPERS

7

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18,072

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8

Scholarly Papers (7)

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1.

Explainable AI (XAI) Models Applied to Planning in Financial Markets

Université Paris-Dauphine Research Paper No. 3862437
Number of pages: 9 Posted: 13 Jun 2021 Last Revised: 22 Feb 2022
Eric Benhamou, Jean-Jacques Ohana, David Saltiel, Beatrice Guez and Steve Ohana
Université Paris Dauphine, AI For Alpha, Université Paris Dauphine, AI For Alpha and affiliation not provided to SSRN
Downloads 9,330 (1,364)
Citation 4

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regime changes, regime detection, machine learning

2.

Explainable AI Models of Stock Crashes: A Machine-Learning Explanation of the Covid March 2020 Equity Meltdown

Université Paris-Dauphine Research Paper No. 3809308
Number of pages: 18 Posted: 22 Mar 2021 Last Revised: 22 Feb 2022
Jean-Jacques Ohana, Steve Ohana, Eric Benhamou, David Saltiel and Beatrice Guez
AI For Alpha, affiliation not provided to SSRN, Université Paris Dauphine, Université Paris Dauphine and AI For Alpha
Downloads 7,491 (1,974)
Citation 1

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market crash, GBDT, Shapley

3.

A new financial stress indicator: properties and conditional asset price behavior

Number of pages: 41 Posted: 28 Aug 2013 Last Revised: 13 May 2014
Benoît Guilleminot, Jean-Jacques Ohana and Steve Ohana
SMILE Investment Solutions, AI For Alpha and affiliation not provided to SSRN
Downloads 844 (62,831)
Citation 2

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Financial stress indicators, risk premiums, tactical asset allocation, risk measures, systemic risk

4.

The Interaction of Speculators and Index Investors in Agricultural Derivatives Markets

Number of pages: 58 Posted: 19 Apr 2013 Last Revised: 30 Dec 2013
Benoît Guilleminot, Jean-Jacques Ohana and Steve Ohana
SMILE Investment Solutions, AI For Alpha and affiliation not provided to SSRN
Downloads 236 (279,157)
Citation 1

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index investors, hedge funds, agricultural markets, trend-following

5.

Are Leveraged Firms Focused on the Short-Run? Evidence from Health and Safety Programs in U.S. Firms

Number of pages: 33 Posted: 13 Dec 2012 Last Revised: 17 Dec 2012
Christophe Moussu and Steve Ohana
ESCP Business School and affiliation not provided to SSRN
Downloads 86 (634,384)

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capital structure, health and safety programs

6.

Revisiting the Link between Political and Financial Crises in Africa

Number of pages: 44 Posted: 05 Feb 2015
Sara Bertin, Steve Ohana and Vanessa Strauss‐Kahn
AXA Group, affiliation not provided to SSRN and ESCP Europe
Downloads 85 (638,902)

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Political crises, financial crises, contagion, Africa

7.

Risk vs Trend Driven Global Tactical Asset Allocation

Posted: 19 Apr 2013
Benoît Guilleminot, Jean-Jacques Ohana and Steve Ohana
SMILE Investment Solutions, AI For Alpha and affiliation not provided to SSRN

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Other Papers (1)

Total Downloads: 2,283
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1.

Explainable AI Models Applied to the Multi-Agent Environment of FInancial Markets (Slides EXTRAAMAS 2021 Seminar)

EXTRAAMAS 2021, 4 May 2021, online
Number of pages: 17 Posted: 06 May 2021 Last Revised: 15 Nov 2021
Jean-Jacques Ohana, Steve Ohana, Eric Benhamou, David Saltiel and Beatrice Guez
AI For Alpha, affiliation not provided to SSRN, Université Paris Dauphine, Université Paris Dauphine and AI For Alpha
Downloads 2,283

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