Jean-Jacques Ohana

AI For Alpha

35 boulevard d'Inkermann

Neuilly sur Seine, 92200

France

SCHOLARLY PAPERS

26

DOWNLOADS
Rank 138

SSRN RANKINGS

Top 138

in Total Papers Downloads

126,351

TOTAL CITATIONS
Rank 41,972

SSRN RANKINGS

Top 41,972

in Total Papers Citations

35

Scholarly Papers (26)

1.

Deep Decoding of Strategies

Université Paris-Dauphine Research Paper No. 4128693
Number of pages: 20 Posted: 16 Jun 2022 Last Revised: 05 May 2024
Jean-Jacques Ohana, Eric Benhamou, David Saltiel and Beatrice Guez
AI For Alpha, Université Paris Dauphine, Université Paris Dauphine and AI For Alpha
Downloads 20,669 (318)

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 13,235 (720)
Citation 1

Abstract:

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Deep Reinforcement Learning, Portfolio Allocation

3.

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 11,618 (918)

Abstract:

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

4.

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 11,119 (995)
Citation 2

Abstract:

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Machine Learning, GBDT

5.

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 10,338 (1,123)
Citation 10

Abstract:

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Deep Reinforcement Learning, Portfolio Selection

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 10,028 (1,183)
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 9,326 (1,320)
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 7,490 (1,908)
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 6,787 (2,260)
Citation 12

Abstract:

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Deep Reinforcement Learning, Portfolio selection

10.

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 3,307 (7,644)

Abstract:

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LLMs, NLP, Sentiment Analysis

11.

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 3,092 (8,501)

Abstract:

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Large Language Models, GPT, sentiment

12.

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 2,977 (9,011)

Abstract:

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Graphical Models, Portfolio allocation

13.

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 2,756 (10,158)

Abstract:

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14.

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 2,716 (10,432)

Abstract:

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chatGPT, GPT, Sentiment, LLMs

15.

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 2,634 (10,924)

Abstract:

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sentiment analysis, ChatGPT, stock exchange, financial news

16.

Mixing Financial Stress with GPT-4 News Sentiment Analysis for Optimal Risk-On/Risk-Off Decisions

Number of pages: 44 Posted: 15 Apr 2024 Last Revised: 27 Apr 2024
University of Paris-Saclay - CentraleSupélec, Université Paris Dauphine, AI For Alpha, Université Paris Dauphine, AI For Alpha and AI For Alpha
Downloads 2,619 (11,034)

Abstract:

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Market stress, Volatility, News sentiment, Investment strategy

17.

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 2,498 (11,896)

Abstract:

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ChatGPT, Sentiment Indicator, GPT

18.

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

Number of pages: 11 Posted: 15 Apr 2024 Last Revised: 28 Apr 2024
University of Paris-Saclay - CentraleSupélec, Université Paris Dauphine, AI For Alpha, AI For Alpha and Université Paris Dauphine
Downloads 1,612 (23,735)

Abstract:

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LLMs, Quantile distance

19.

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 841 (60,595)
Citation 2

Abstract:

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

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 233 (270,828)
Citation 1

Abstract:

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

21.

Crafting Portfolios Tailored to Investor Preferences with Generative AI

Number of pages: 16 Posted: 30 Apr 2024
AI For Alpha, Université Paris Dauphine, AI For Alpha, University of Paris-Saclay - CentraleSupélec, Université Paris Dauphine and AI For Alpha
Downloads 181 (343,089)

Abstract:

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Graphical Models, portfolio replication, investor preferences

22.

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 126 (462,914)
Citation 1

Abstract:

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Imbalanced data

23.

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 79 (633,770)

Abstract:

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

24.

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 70 (676,058)

Abstract:

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Machine Learning

25.

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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26.

PEARL: Private Equity Accessibility Reimagined with Liquidity

Number of pages: 9
Université Paris Dauphine, AI For Alpha, AI For Alpha, affiliation not provided to SSRN, University of Paris-Saclay - CentraleSupélec and AI For Alpha
Downloads 0

Abstract:

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Private equity funds replication, Liquid assets, Performance improvement, Decoding, Machine Learning

Other Papers (2)

Total Downloads: 42,199
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 39,916

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 2,283

Abstract:

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