Jamal Atif

Université Paris Dauphine

Place du Maréchal de Tassigny

Paris, Cedex 16 75775

France

  • Université Paris Dauphine

SCHOLARLY PAPERS

11

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10

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Scholarly Papers (11)

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1.

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, AI For Alpha, Université Paris Dauphine and Université Paris-Dauphine, PSL Research University
Downloads 10,297 (881)
Citation 6

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Deep Reinforcement Learning, Portfolio Selection

2.

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, AI For Alpha, Université Paris Dauphine and Université Paris-Dauphine, PSL Research University
Downloads 9,999 (936)

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3.

AAMDRL: Augmented Asset Management With Deep Reinforcement Learning

Université Paris-Dauphine Research Paper No. 3702113
Number of pages: 15 Posted: 28 Jan 2021
Eric Benhamou, David Saltiel, Sandrine Ungari, Jamal Atif and Abhishek Mukhopadhyay
Université Paris Dauphine, Université Paris Dauphine, Societe Generale, Université Paris Dauphine and SGCIB
Downloads 6,925 (1,746)
Citation 1

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Deep Reinforcement Learning, Portfolio selection

4.

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 6,769 (1,801)
Citation 9

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Deep Reinforcement Learning, Portfolio selection

5.

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

Université Paris-Dauphine Research Paper No. 3813403
Number of pages: 25 Posted: 13 Apr 2021
Eric Benhamou, David Saltiel, Beatrice Guez, Jamal Atif and Rida Laraki
Université Paris Dauphine, Université Paris Dauphine, AI For Alpha, Université Paris Dauphine and Université Paris-Dauphine, PSL Research University
Downloads 5,208 (2,831)
Citation 1

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6.

Trade Selection with Supervised Learning and OCA

ECML PKDD worshop MIDAS 2020, ECML PKDD worshop MIDAS 2020
Number of pages: 16 Posted: 27 Dec 2018 Last Revised: 21 Jun 2021
David Saltiel, Eric Benhamou, Rida Laraki and Jamal Atif
Université Paris Dauphine, Université Paris Dauphine, Université Paris-Dauphine, PSL Research University and Université Paris Dauphine
Downloads 4,528 (3,604)

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Trade Selection, OCA, Supervised Learning, Features Selection

7.

NGO-GM: Natural Gradient Optimization for Graphical Models

Université Paris-Dauphine Research Paper No. 3387874
Number of pages: 18 Posted: 03 Jun 2019
Eric Benhamou, Jamal Atif, Rida Laraki and David Saltiel
Université Paris Dauphine, Université Paris Dauphine, Université Paris-Dauphine, PSL Research University and Université Paris Dauphine
Downloads 4,351 (3,853)

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Graphical Model, Natural Gradient, Overfitting

8.

Operator Norm Upper Bound for Sub-Gaussian Tailed Random Matrices

Number of pages: 12 Posted: 09 Jan 2019 Last Revised: 13 Feb 2019
Eric Benhamou, Jamal Atif and Rida Laraki
Université Paris Dauphine, Université Paris Dauphine and Université Paris-Dauphine, PSL Research University
Downloads 3,958 (4,492)
Citation 2

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9.

Comparing Deep RL and Traditional Financial Portfolio Methods

Number of pages: 22 Posted: 01 Sep 2023
Eric Benhamou, Jean-Jacques Ohana, Beatrice Guez, David Saltiel, Rida Laraki and Jamal Atif
Université Paris Dauphine, AI For Alpha, AI For Alpha, Université Paris Dauphine, Université Paris-Dauphine, PSL Research University and Université Paris Dauphine
Downloads 3,372 (6,016)

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Deep Reinforcement Learning, Portfolio Allocation

10.

A Discrete Version of CMA-ES

Number of pages: 11 Posted: 09 Jan 2019 Last Revised: 13 Feb 2019
Eric Benhamou, Jamal Atif and Rida Laraki
Université Paris Dauphine, Université Paris Dauphine and Université Paris-Dauphine, PSL Research University
Downloads 2,447 (9,798)
Citation 2

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11.

FSDA: Tackling Tail-Event Analysis in Imbalanced Time Series Data with Feature Selection and Data Augmentation

Number of pages: 14 Posted: 01 Sep 2023 Last Revised: 19 Sep 2023
Raphael Krief, Eric Benhamou, Beatrice Guez, Jean-Jacques Ohana, David Saltiel, Rida Laraki and Jamal Atif
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 28 (781,960)

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Imbalanced data