Jean-Jacques Ohana

AI For Alpha

35 boulevard d'Inkermann

Neuilly sur Seine, 92200

France

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 483

SSRN RANKINGS

Top 483

in Total Papers Downloads

63,949

SSRN CITATIONS

8

CROSSREF CITATIONS

4

Scholarly Papers (10)

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

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, AI For Alpha, Université Paris Dauphine and Université Paris-Dauphine, PSL Research University
Downloads 10,288 (833)
Citation 6

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, AI For Alpha, Université Paris Dauphine and Université Paris-Dauphine, PSL Research University
Downloads 9,986 (875)

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, AI For Alpha, Université Paris Dauphine, AI For Alpha and affiliation not provided to SSRN
Downloads 9,249 (989)
Citation 3

Abstract:

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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)

Abstract:

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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
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

Abstract:

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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

Abstract:

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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)

Abstract:

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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

Abstract:

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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

Abstract:

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Other Papers (2)

Total Downloads: 22,164
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

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 2,277

Abstract:

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