Nicolas Paris

A.I. Square Connect

35 Boulevard d'Inkermann

Neuilly sur Seine, 92200

France

  • A.I. Square Connect

SCHOLARLY PAPERS

4

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15,390

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9

CROSSREF CITATIONS

2

Scholarly Papers (4)

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1.

Omega and Sharpe Ratio

Number of pages: 10 Posted: 30 Oct 2019
Eric Benhamou, Beatrice Guez and Nicolas Paris
Université Paris Dauphine, AI For Alpha and A.I. Square Connect
Downloads 4,533 (3,593)

Abstract:

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Omega ratio, Sharpe ratio, normal distribution, elliptical distribution

2.

Testing Sharpe Ratio: Luck or Skill?

Number of pages: 56 Posted: 07 Jun 2019
Eric Benhamou, David Saltiel, Beatrice Guez and Nicolas Paris
Université Paris Dauphine, Université Paris Dauphine, AI For Alpha and A.I. Square Connect
Downloads 4,490 (3,645)
Citation 1

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3.

BCMA-ES II: Revisiting Bayesian CMA-ES

A.I Square Working Paper, March 2019, France
Number of pages: 10 Posted: 06 May 2019
Eric Benhamou, David Saltiel, Beatrice Guez and Nicolas Paris
Université Paris Dauphine, Université Paris Dauphine, AI For Alpha and A.I. Square Connect
Downloads 3,908 (4,595)
Citation 1

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

4.

Three Remarkable Properties of the Normal Distribution

Number of pages: 12 Posted: 27 Oct 2018
Eric Benhamou, Beatrice Guez and Nicolas Paris
Université Paris Dauphine, AI For Alpha and A.I. Square Connect
Downloads 2,459 (9,727)
Citation 3

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