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David Saltiel
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2020 – today
- 2024
- [i14]Baptiste Lefort, Eric Benhamou, Jean-Jacques Ohana, David Saltiel, Beatrice Guez, Damien Challet:
Can ChatGPT Compute Trustworthy Sentiment Scores from Bloomberg Market Wraps? CoRR abs/2401.05447 (2024) - [i13]Baptiste Lefort, Eric Benhamou, Jean-Jacques Ohana, David Saltiel, Beatrice Guez, Thomas Jacquot:
Stress index strategy enhanced with financial news sentiment analysis for the equity markets. CoRR abs/2404.00012 (2024) - [i12]Baptiste Lefort, Eric Benhamou, Jean-Jacques Ohana, Beatrice Guez, David Saltiel, Thomas Jacquot:
Examining Independence in Ensemble Sentiment Analysis: A Study on the Limits of Large Language Models Using the Condorcet Jury Theorem. CoRR abs/2409.00094 (2024) - [i11]Baptiste Lefort, Eric Benhamou, Jean-Jacques Ohana, David Saltiel, Beatrice Guez:
Optimizing Performance: How Compact Models Match or Exceed GPT's Classification Capabilities through Fine-Tuning. CoRR abs/2409.11408 (2024) - 2023
- [c8]Raphael Krief, Eric Benhamou, Beatrice Guez, Jean-Jacques Ohana, David Saltiel, Rida Laraki, Jamal Atif:
FSDA: Tackling Tail-Event Analysis in Imbalanced Time Series Data with Feature Selection and Data Augmentation. LIDTA 2023: 45-58 - 2022
- [b1]David Saltiel:
Model-based versus model-free reinforcement learning in quantitative asset management. (Apprentissage par renforcement basé sur un modèle ou sans modèle dans la gestion quantitative des actifs). University of the Littoral Opal Coast, Dunkerque, France, 2022 - 2021
- [c7]Jean-Jacques Ohana, Steve Ohana, Eric Benhamou, David Saltiel, Beatrice Guez:
Explainable AI (XAI) Models Applied to the Multi-agent Environment of Financial Markets. EXTRAAMAS@AAMAS 2021: 189-207 - [c6]Eric Benhamou, David Saltiel, Serge Tabachnik, Corentin Bourdeix, François Chareyron, Beatrice Guez:
Adaptive Supervised Learning for Financial Markets Volatility Targeting Models. PKDD/ECML Workshops (2) 2021: 195-209 - [i10]Eric Benhamou, David Saltiel, Serge Tabachnik, Sui Kai Wong, François Chareyron:
Adaptive learning for financial markets mixing model-based and model-free RL for volatility targeting. CoRR abs/2104.10483 (2021) - 2020
- [c5]Eric Benhamou, David Saltiel:
Similarities between policy gradient methods in reinforcement and supervised learning. ESANN 2020: 721-726 - [c4]Eric Benhamou, David Saltiel, Sébastien Vérel:
Bayesian CMA-ES: a new approach. GECCO Companion 2020: 203-204 - [c3]Eric Benhamou, David Saltiel, Jean-Jacques Ohana, Jamal Atif:
Detecting and adapting to crisis pattern with context based Deep Reinforcement Learning. ICPR 2020: 10050-10057 - [c2]David Saltiel, Eric Benhamou, Rida Laraki, Jamal Atif:
Trade Selection with Supervised Learning and Optimal Coordinate Ascent (OCA). MIDAS@PKDD/ECML 2020: 1-15 - [c1]Eric Benhamou, David Saltiel, Jean-Jacques Ohana, Jamal Atif, Rida Laraki:
Deep Reinforcement Learning (DRL) for Portfolio Allocation. ECML/PKDD (5) 2020: 527-531 - [i9]Eric Benhamou, David Saltiel, Jean-Jacques Ohana, Jamal Atif:
Detecting and adapting to crisis pattern with context based Deep Reinforcement Learning. CoRR abs/2009.07200 (2020) - [i8]Eric Benhamou, David Saltiel, Sandrine Ungari, Abhishek Mukhopadhyay:
Time your hedge with Deep Reinforcement Learning. CoRR abs/2009.14136 (2020) - [i7]Eric Benhamou, David Saltiel, Sandrine Ungari, Abhishek Mukhopadhyay, Jamal Atif:
AAMDRL: Augmented Asset Management with Deep Reinforcement Learning. CoRR abs/2010.08497 (2020) - [i6]Eric Benhamou, David Saltiel, Sandrine Ungari, Abhishek Mukhopadhyay:
Bridging the gap between Markowitz planning and deep reinforcement learning. CoRR abs/2010.09108 (2020)
2010 – 2019
- 2019
- [i5]Eric Benhamou, David Saltiel, Sébastien Vérel, Fabien Teytaud:
BCMA-ES: A Bayesian approach to CMA-ES. CoRR abs/1904.01401 (2019) - [i4]Eric Benhamou, David Saltiel, Beatrice Guez, Nicolas Paris:
BCMA-ES II: revisiting Bayesian CMA-ES. CoRR abs/1904.01466 (2019) - [i3]Eric Benhamou, Jamal Atif, Rida Laraki, David Saltiel:
NGO-GM: Natural Gradient Optimization for Graphical Models. CoRR abs/1905.05444 (2019) - 2018
- [i2]David Saltiel, Eric Benhamou:
Feature selection with optimal coordinate ascent (OCA). CoRR abs/1811.12064 (2018) - [i1]David Saltiel, Eric Benhamou:
Trade Selection with Supervised Learning and OCA. CoRR abs/1812.04486 (2018)
Coauthor Index
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last updated on 2024-10-15 21:39 CEST by the dblp team
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