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Eric Benhamou

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Papers (18)

  1. Variance Reduction in Actor Critic Methods (ACM) cs.LG · 2019 · author #1
  2. Testing Sharpe ratio: luck or skill? q-fin.RM · 2019 · author #1
  3. NGO-GM: Natural Gradient Optimization for Graphical Models cs.LG · 2019 · author #1
  4. Similarities between policy gradient methods (PGM) in Reinforcement learning (RL) and supervised learning (SL) cs.LG · 2019 · author #1
  5. BCMA-ES II: revisiting Bayesian CMA-ES cs.LG · 2019 · author #1
  6. BCMA-ES: A Bayesian approach to CMA-ES cs.LG · 2019 · author #1
  7. A discrete version of CMA-ES cs.LG · 2018 · author #1
  8. Operator norm upper bound for sub-Gaussian tailed random matrices math.PR · 2018 · author #1
  9. Trade Selection with Supervised Learning and OCA cs.LG · 2018 · author #2
  10. Feature selection with optimal coordinate ascent (OCA) stat.ML · 2018 · author #2
  11. Kalman filter demystified: from intuition to probabilistic graphical model to real case in financial markets q-fin.ST · 2018 · author #1
  12. Gram Charlier and Edgeworth expansion for sample variance math.ST · 2018 · author #1
  13. T-statistic for Autoregressive process math.ST · 2018 · author #1
  14. A few properties of sample variance math.ST · 2018 · author #1
  15. Seven proofs of the Pearson Chi-squared independence test and its graphical interpretation math.ST · 2018 · author #1
  16. Connecting Sharpe ratio and Student t-statistic, and beyond q-fin.ST · 2018 · author #1
  17. Trend without hiccups: a Kalman filter approach q-fin.TR · 2018 · author #1
  18. Incremental Sharpe and other performance ratios q-fin.PM · 2018 · author #1

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