Jean-Jacques Ohana

affiliation not provided to SSRN

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 494

SSRN RANKINGS

Top 494

in Total Papers Downloads

55,428

SSRN CITATIONS

4

CROSSREF CITATIONS

4

Scholarly Papers (9)

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, affiliation not provided to SSRN, Université Paris Dauphine and AI For Alpha
Downloads 11,032 (604)

Abstract:

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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
Université Paris Dauphine, Université Paris Dauphine, affiliation not provided to SSRN, Université Paris Dauphine and Université Paris-Dauphine, PSL Research University
Downloads 10,227 (688)
Citation 1

Abstract:

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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
Université Paris Dauphine, Université Paris Dauphine, affiliation not provided to SSRN, Université Paris Dauphine and Université Paris-Dauphine, PSL Research University
Downloads 9,942 (724)

Abstract:

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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
Université Paris Dauphine, affiliation not provided to SSRN, Université Paris Dauphine, AI For Alpha and affiliation not provided to SSRN
Downloads 9,181 (835)
Citation 1

Abstract:

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regime changes, regime detection, machine learning

5.

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 7,373 (1,222)
Citation 1

Abstract:

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market crash, GBDT, Shapley

6.

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, affiliation not provided to SSRN and Université Paris Dauphine
Downloads 6,741 (1,435)
Citation 5

Abstract:

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Deep Reinforcement Learning, Portfolio selection

7.

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, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 738 (47,674)

Abstract:

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

8.

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, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 194 (212,896)
Citation 1

Abstract:

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

9.

Risk vs Trend Driven Global Tactical Asset Allocation

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

Abstract:

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Other Papers (2)

Total Downloads: 5,950
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 affiliation not provided to SSRN
Downloads 3,681

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
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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