Jean-Jacques Ohana

AI For Alpha

35 boulevard d'Inkermann

Neuilly sur Seine, 92200

France

SCHOLARLY PAPERS

24

DOWNLOADS
Rank 262

SSRN RANKINGS

Top 262

in Total Papers Downloads

102,445

SSRN CITATIONS
Rank 46,561

SSRN RANKINGS

Top 46,561

in Total Papers Citations

13

CROSSREF CITATIONS

5

Scholarly Papers (24)

1.

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 20,203 (289)

Abstract:

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Decoding, risk management

2.

Comparing Deep RL and Traditional Financial Portfolio Methods

Université Paris-Dauphine Research Paper No. 4557792
Number of pages: 22 Posted: 01 Sep 2023
Université Paris Dauphine, AI For Alpha, AI For Alpha, Université Paris Dauphine, Université Paris-Dauphine, PSL Research University and Université Paris Dauphine
Downloads 11,790 (774)
Citation 1

Abstract:

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Deep Reinforcement Learning, Portfolio Allocation

3.

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 11,100 (871)
Citation 2

Abstract:

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Machine Learning, GBDT

4.

Deep Reinforcement Learning (DRL) for Portfolio Allocation

ECML PKDD Demo track 2020
Number of pages: 5 Posted: 02 Jul 2021
Université Paris Dauphine, Université Paris Dauphine, AI For Alpha, Université Paris Dauphine and Université Paris-Dauphine, PSL Research University
Downloads 10,307 (981)
Citation 7

Abstract:

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Deep Reinforcement Learning, Portfolio Selection

5.

Comparing Deep RL and Traditional Financial Portfolio Methods (ECML PKDD 2023 - MIDAS Slides)

Number of pages: 13 Posted: 21 Oct 2023
Université Paris Dauphine, AI For Alpha, AI For Alpha, Université Paris Dauphine, Université Paris-Dauphine, PSL Research University and Université Paris Dauphine
Downloads 10,093 (1,027)

Abstract:

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deep reinforcement learning, portfolio allocation, risk-adjusted return, Sharpe ratio, financial markets

6.

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

ECML PKDD Demo track, 2021
Number of pages: 11 Posted: 06 Jul 2021
Université Paris Dauphine, Université Paris Dauphine, AI For Alpha, Université Paris Dauphine and Université Paris-Dauphine, PSL Research University
Downloads 10,013 (1,035)
Citation 1

Abstract:

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7.

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, AI For Alpha, Université Paris Dauphine, AI For Alpha and affiliation not provided to SSRN
Downloads 9,294 (1,164)
Citation 4

Abstract:

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regime changes, regime detection, machine learning

8.

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
AI For Alpha, affiliation not provided to SSRN, Université Paris Dauphine, Université Paris Dauphine and AI For Alpha
Downloads 7,463 (1,703)
Citation 1

Abstract:

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market crash, GBDT, Shapley

9.

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 6,778 (2,015)
Citation 11

Abstract:

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Deep Reinforcement Learning, Portfolio selection

10.

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 781 (59,525)

Abstract:

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

11.

Sentiment Analysis of Bloomberg Markets Wrap Using ChatGPT: Application to the NASDAQ

Number of pages: 10 Posted: 15 Apr 2024
University of Paris-Saclay - CentraleSupélec, Université Paris Dauphine, AI For Alpha, Université Paris Dauphine, AI For Alpha and AI For Alpha
Downloads 515

Abstract:

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LLMs, NLP, Sentiment Analysis

12.

Uncertainty in Sentiment Analysis with LLMs using QCM (Quantiles of Correlation Matrices) - Distance

Number of pages: 11 Posted: 15 Apr 2024
University of Paris-Saclay - CentraleSupélec, Université Paris Dauphine, AI For Alpha, AI For Alpha and Université Paris Dauphine
Downloads 515

Abstract:

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LLMs, Quantile distance

13.

GRIP: Graphical Models Revealing Insights for Portfolio Replication - A Learning Approach

Number of pages: 8 Posted: 15 Apr 2024
Eric Benhamou, Jean-Jacques Ohana and Beatrice Guez
Université Paris Dauphine, AI For Alpha and AI For Alpha
Downloads 511

Abstract:

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Graphical Models, Portfolio allocation

14.

Can ChatGPT Compute Trustworthy Sentiment Scores from Bloomberg Market Wraps?

Université Paris-Dauphine Research Paper No. 4688451
Number of pages: 32 Posted: 01 Feb 2024
University of Paris-Saclay - CentraleSupélec, Université Paris Dauphine, AI For Alpha, Université Paris Dauphine, AI For Alpha and CentraleSupélec
Downloads 511 (114,059)

Abstract:

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sentiment analysis, ChatGPT, stock exchange, financial news

15.

Using ChatGPT to Predict the Equity Markets - PSL Week Slides

Number of pages: 61 Posted: 01 Jan 2024
Université Paris Dauphine, AI For Alpha, AI For Alpha, Université Paris Dauphine and Independent
Downloads 509 (113,475)

Abstract:

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ChatGPT, Sentiment Indicator, GPT

16.

Deep Reinforcement Learning: Extending Traditional Financial Portfolio Methods

Number of pages: 8 Posted: 15 Apr 2024
Eric Benhamou, Beatrice Guez and Jean-Jacques Ohana
Université Paris Dauphine, AI For Alpha and AI For Alpha
Downloads 507

Abstract:

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17.

When Small Wins Big: Classification Tasks Where Compact Models Outperform Original GPT-4

Number of pages: 13 Posted: 15 Apr 2024
University of Paris-Saclay - CentraleSupélec, Université Paris Dauphine, AI For Alpha, AI For Alpha, Université Paris Dauphine and CentraleSupélec
Downloads 486

Abstract:

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chatGPT, GPT, Sentiment, LLMs

18.

Stress index strategy enhanced with financial news sentiment analysis for the equity markets

Number of pages: 41 Posted: 15 Apr 2024
University of Paris-Saclay - CentraleSupélec, Université Paris Dauphine, AI For Alpha, Université Paris Dauphine, AI For Alpha and AI For Alpha
Downloads 351

Abstract:

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Market stress, Volatility, News sentiment, Investment strategy

19.

Stress Index Strategy Enhanced With Financial News Sentiment Analysis for the Equity Markets

Number of pages: 41 Posted: 15 Apr 2024
Independent, Université Paris Dauphine, AI For Alpha, AI For Alpha, Université Paris Dauphine and AI For Alpha
Downloads 345

Abstract:

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Large Language Models, GPT, sentiment

20.

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 227 (246,142)
Citation 1

Abstract:

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

21.

FSDA: Tackling Tail-Event Analysis in Imbalanced Time Series Data with Feature Selection and Data Augmentation

Université Paris-Dauphine Research Paper No. 4557797
Number of pages: 14 Posted: 01 Sep 2023 Last Revised: 07 Dec 2023
Université Paris Saclay, Université Paris Dauphine, AI For Alpha, AI For Alpha, Université Paris Dauphine, Université Paris-Dauphine, PSL Research University and Université Paris Dauphine
Downloads 88 (527,609)
Citation 1

Abstract:

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Imbalanced data

22.

FSDA: Tackling Tail-Event Analysis in Imbalanced Time Series Data (ECML PKDD 2023 - LIDTA Slides)

Number of pages: 11 Posted: 21 Oct 2023
Université Paris Saclay, Université Paris Dauphine, AI For Alpha, AI For Alpha, Université Paris Dauphine, Université Paris-Dauphine, PSL Research University and Université Paris Dauphine
Downloads 56 (669,482)

Abstract:

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Financial time series, Tail events, Imbalanced data, Feature selection, Data augmentation

23.

Generative AI: Crafting Portfolios Tailored to Investor Preferences

Number of pages: 9 Posted: 15 Apr 2024
Eric Benhamou, Jean-Jacques Ohana and Beatrice Guez
Université Paris Dauphine, AI For Alpha and AI For Alpha
Downloads 2

Abstract:

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Machine Learning

24.

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

Abstract:

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Other Papers (2)

Total Downloads: 42,187
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 39,905

Abstract:

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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
AI For Alpha, affiliation not provided to SSRN, Université Paris Dauphine, Université Paris Dauphine and AI For Alpha
Downloads 2,282

Abstract:

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