Jean-Jacques Ohana

AI For Alpha

35 boulevard d'Inkermann

Neuilly sur Seine, 92200

France

SCHOLARLY PAPERS

10

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Top 483

in Total Papers Downloads

63,949

SSRN CITATIONS

8

CROSSREF CITATIONS

4

Scholarly Papers (10)

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1.

Planning in Financial Markets in Presence of Spikes: Using Machine Learning GBDT

Université Paris-Dauphine Research Paper No. 3862428
Number of pages: 9 Posted: 17 Jun 2021
Eric Benhamou, Jean-Jacques Ohana, David Saltiel and Beatrice Guez
Université Paris Dauphine, AI For Alpha, Université Paris Dauphine and AI For Alpha
Downloads 11,079 (722)
Citation 1

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Machine Learning, GBDT

2.

Deep Reinforcement Learning (DRL) for Portfolio Allocation

ECML PKDD Demo track 2020
Number of pages: 5 Posted: 02 Jul 2021
Eric Benhamou, David Saltiel, Jean-Jacques Ohana, Jamal Atif and Rida Laraki
Université Paris Dauphine, Université Paris Dauphine, AI For Alpha, Université Paris Dauphine and Université Paris-Dauphine, PSL Research University
Downloads 10,288 (833)
Citation 6

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Deep Reinforcement Learning, Portfolio Selection

3.

DRLPS: Deep Reinforcement Learning for Portfolio Selection (Presentation Slides ECML PKDD)

ECML PKDD Demo track, 2021
Number of pages: 11 Posted: 06 Jul 2021
Eric Benhamou, David Saltiel, Jean-Jacques Ohana, Jamal Atif and Rida Laraki
Université Paris Dauphine, Université Paris Dauphine, AI For Alpha, Université Paris Dauphine and Université Paris-Dauphine, PSL Research University
Downloads 9,986 (875)

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4.

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 9,249 (989)
Citation 3

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regime changes, regime detection, machine learning

5.

Deep Decoding of Strategies

Université Paris-Dauphine Research Paper No. 4128693
Number of pages: 20 Posted: 16 Jun 2022
Jean-Jacques Ohana, Eric Benhamou, David Saltiel and Beatrice Guez
AI For Alpha, Université Paris Dauphine, Université Paris Dauphine and AI For Alpha
Downloads 8,178 (1,237)

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Decoding, risk management

6.

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 7,436 (1,448)
Citation 1

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market crash, GBDT, Shapley

7.

Detecting and Adapting to Crisis Pattern with Context Based Deep Reinforcement Learning

Université Paris-Dauphine Research Paper No. 3688353
Number of pages: 9 Posted: 10 Sep 2020 Last Revised: 16 Jun 2021
Eric Benhamou, David Saltiel, Jean-Jacques Ohana and Jamal Atif
Université Paris Dauphine, Université Paris Dauphine, AI For Alpha and Université Paris Dauphine
Downloads 6,765 (1,702)
Citation 5

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Deep Reinforcement Learning, Portfolio selection

8.

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 756 (53,946)

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

9.

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 212 (229,479)
Citation 1

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

10.

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 (2)

Total Downloads: 22,164
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1.

Deep Reinforcement Learning for Asset Management - Abu Dhabi Machine Mearning meetup (ADML) Presentation Slides

Number of pages: 33 Posted: 24 Mar 2022
Eric Benhamou and Jean-Jacques Ohana
Université Paris Dauphine and AI For Alpha
Downloads 19,887

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Strategy Decoding, Portfolio Allocation, Reinforcement Learning

2.

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 2,277

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