Beatrice Guez

A.I. Square Connect

35 Boulevard d'Inkermann

Neuilly sur Seine, 92200

France

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 13,283

SSRN RANKINGS

Top 13,283

in Total Papers Downloads

4,463

SSRN CITATIONS

10

CROSSREF CITATIONS

2

Scholarly Papers (8)

1.

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

Number of pages: 18 Posted: 22 Mar 2021 Last Revised: 29 Mar 2021
affiliation not provided to SSRN, ESCP Europe, LAMSADE- Paris Dauphine University, A.I. Square Connect and A.I. Square Connect
Downloads 796 (37,588)
Citation 1

Abstract:

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market crash, GBDT, Shapley

2.

BCMA-ES II: Revisiting Bayesian CMA-ES

A.I Square Working Paper, March 2019, France
Number of pages: 10 Posted: 06 May 2019
LAMSADE- Paris Dauphine University, A.I. Square Connect, A.I. Square Connect and A.I. Square Connect
Downloads 613 (53,451)
Citation 1

Abstract:

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CMA ES, Bayesian, conjugate prior, normal Wishart, normal inverse Wishart, mixture models

3.

From Forecast to Decisions in Graphical Models: A Natural Gradient Optimization Approach

Number of pages: 25 Posted: 13 Apr 2021
LAMSADE- Paris Dauphine University, A.I. Square Connect, A.I. Square Connect, Université Paris Dauphine and Université Paris-Dauphine, PSL Research University
Downloads 552 (60,946)

Abstract:

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4.

Testing Sharpe Ratio: Luck or Skill?

Number of pages: 56 Posted: 07 Jun 2019
LAMSADE- Paris Dauphine University, A.I. Square Connect, A.I. Square Connect and A.I. Square Connect
Downloads 521 (65,413)
Citation 1

Abstract:

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5.

Incremental Sharpe and Other Performance Ratios

Number of pages: 18 Posted: 26 Aug 2018 Last Revised: 24 Sep 2018
Eric Benhamou and Beatrice Guez
LAMSADE- Paris Dauphine University and A.I. Square Connect
Downloads 520 (65,753)

Abstract:

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C12, G11

6.

Omega and Sharpe Ratio

Number of pages: 10 Posted: 30 Oct 2019
Eric Benhamou, Beatrice Guez and Nicolas Paris
LAMSADE- Paris Dauphine University, A.I. Square Connect and A.I. Square Connect
Downloads 518 (66,079)

Abstract:

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Omega ratio, Sharpe ratio, normal distribution, elliptical distribution

7.

Three Remarkable Properties of the Normal Distribution

Number of pages: 12 Posted: 27 Oct 2018
Eric Benhamou, Beatrice Guez and Nicolas Paris
LAMSADE- Paris Dauphine University, A.I. Square Connect and A.I. Square Connect
Downloads 506 (68,061)
Citation 2

Abstract:

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Geary Theorem, Levy Cramer Theorem, Independence Between Sample Mean and Variance

8.

Computation of the marginal contribution of Sharpe ratio and other performance ratios

Université Paris-Dauphine Research Paper Forthcoming
Number of pages: 20 Posted: 14 Apr 2021
Eric Benhamou and Beatrice Guez
LAMSADE- Paris Dauphine University and A.I. Square Connect
Downloads 437 (81,758)

Abstract:

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Marginal contribution, Sharpe, Treynor, recovery and incremental Sharpe ratio, portfolio analysis

Other Papers (1)

Total Downloads: 47
1.

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
affiliation not provided to SSRN, ESCP Europe, LAMSADE- Paris Dauphine University, A.I. Square Connect and A.I. Square Connect
Downloads 47

Abstract:

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