Steve Ohana

affiliation not provided to SSRN

SCHOLARLY PAPERS

8

DOWNLOADS
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Top 2,830

in Total Papers Downloads

17,588

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (8)

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
Université Paris Dauphine, affiliation not provided to SSRN, Université Paris Dauphine, AI For Alpha and affiliation not provided to SSRN
Downloads 9,181 (828)
Citation 1

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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
affiliation not provided to SSRN, affiliation not provided to SSRN, Université Paris Dauphine, Université Paris Dauphine and AI For Alpha
Downloads 7,371 (1,217)
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
SMILE Investment Solutions, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 738 (47,555)

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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
SMILE Investment Solutions, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 192 (214,457)
Citation 1

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

5.

Revisiting the Link between Political and Financial Crises in Africa

Number of pages: 44 Posted: 05 Feb 2015
AXA Group, affiliation not provided to SSRN and ESCP Europe
Downloads 54 (496,689)

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Political crises, financial crises, contagion, Africa

6.

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 52 (504,927)

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capital structure, health and safety programs

7.

Does the Impact of Exchange-Traded Funds Flows on Commodities Prices Involve Stockpiling as a Signature? An Empirical Investigation

Journal of Energy Markets, Forthcoming
Number of pages: 24 Posted: 12 Jun 2018
Steve Ohana and Xiaoying Huang
affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 0 (876,149)
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exchange-traded funds (ETFs), energy commodities, agricultural commodities, commodity index funds, inventory, term structure

8.

Risk vs Trend Driven Global Tactical Asset Allocation

Posted: 19 Apr 2013
SMILE Investment Solutions, affiliation not provided to SSRN and affiliation not provided to SSRN

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Other Papers (1)

Total Downloads: 2,269
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
affiliation not provided to SSRN, affiliation not provided to SSRN, Université Paris Dauphine, Université Paris Dauphine and AI For Alpha
Downloads 2,269

Abstract:

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