Author Page for Jean-Jacques Ohana

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:

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, affiliation not provided to SSRN, Université Paris Dauphine and Université Paris-Dauphine, PSL Research University

Downloads 10,227 (688)

Citation 1

Abstract:

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, affiliation not provided to SSRN, Université Paris Dauphine and Université Paris-Dauphine, PSL Research University

Downloads 9,942 (724)

Abstract:

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

Downloads 9,181 (835)

Citation 1

Abstract:

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

Jean-Jacques Ohana, Steve Ohana, Eric Benhamou, David Saltiel and Beatrice Guez

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:

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:

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:

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:

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

Jean-Jacques Ohana

affiliation not provided to SSRN

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Scholarly Papers (9)

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

Abstract:

Deep Reinforcement Learning (DRL) for Portfolio Allocation

Abstract:

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

Abstract:

Explainable AI (XAI) Models Applied to Planning in Financial Markets

Abstract:

Explainable AI Models of Stock Crashes: A Machine-Learning Explanation of the Covid March 2020 Equity Meltdown

Abstract:

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

Abstract:

A new financial stress indicator: properties and conditional asset price behavior

Abstract:

The Interaction of Speculators and Index Investors in Agricultural Derivatives Markets

Abstract:

Risk vs Trend Driven Global Tactical Asset Allocation

Abstract:

Other Papers (2)

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

Abstract:

Explainable AI Models Applied to the Multi-Agent Environment of FInancial Markets (Slides EXTRAAMAS 2021 Seminar)

Abstract: