Beatrice Guez

12 papers Journal 7Unranked 5
YearRankTypeTitle / Venue / Authors
2025 J jnl
FinMarBa: A Market-Informed Dataset for Financial Sentiment Classification.
CoRR
Baptiste Lefort, Eric Benhamou, Beatrice Guez, Jean-Jacques Ohana, Ethan Setrouk, Alban Etienne
2025 J jnl
Re-evaluating Short- and Long-Term Trend Factors in CTA Replication: A Bayesian Graphical Approach.
CoRR
Eric Benhamou, Jean-Jacques Ohana, Alban Etienne, Beatrice Guez, Ethan Setrouk, Thomas Jacquot
2024 J jnl
Can ChatGPT Compute Trustworthy Sentiment Scores from Bloomberg Market Wraps?
CoRR
Baptiste Lefort, Eric Benhamou, Jean-Jacques Ohana, David Saltiel, Beatrice Guez, Damien Challet
2024 J jnl
Examining Independence in Ensemble Sentiment Analysis: A Study on the Limits of Large Language Models Using the Condorcet Jury Theorem.
CoRR
Baptiste Lefort, Eric Benhamou, Jean-Jacques Ohana, Beatrice Guez, David Saltiel, Thomas Jacquot
2024 J jnl
Optimizing Performance: How Compact Models Match or Exceed GPT's Classification Capabilities through Fine-Tuning.
CoRR
Baptiste Lefort, Eric Benhamou, Jean-Jacques Ohana, David Saltiel, Beatrice Guez
2024 — conf
Sentiment Score of Bloomberg Market Wraps with ChatGPT.
ICDM (Workshops)
Baptiste Lefort, Eric Benhamou, Jean-Jacques Ohana, Beatrice Guez, David Saltiel
2024 J jnl
Stress index strategy enhanced with financial news sentiment analysis for the equity markets.
CoRR
Baptiste Lefort, Eric Benhamou, Jean-Jacques Ohana, David Saltiel, Beatrice Guez, Thomas Jacquot
2023 — conf
Comparing Deep RL and Traditional Financial Portfolio Methods.
PKDD/ECML Workshops (5)
Eric Benhamou, Jean-Jacques Ohana, Beatrice Guez, David Saltiel, Rida Laraki, Jamal Atif
2023 — conf
FSDA: Tackling Tail-Event Analysis in Imbalanced Time Series Data with Feature Selection and Data Augmentation.
LIDTA
Raphael Krief, Eric Benhamou, Beatrice Guez, Jean-Jacques Ohana, David Saltiel, Rida Laraki, Jamal Atif
2021 — conf
Adaptive Supervised Learning for Financial Markets Volatility Targeting Models.
PKDD/ECML Workshops (2)
Eric Benhamou, David Saltiel, Serge Tabachnik, Corentin Bourdeix, François Chareyron, Beatrice Guez
2021 — conf
Explainable AI (XAI) Models Applied to the Multi-agent Environment of Financial Markets.
EXTRAAMAS@AAMAS
Jean-Jacques Ohana, Steve Ohana, Eric Benhamou, David Saltiel, Beatrice Guez
2019 J jnl
BCMA-ES II: revisiting Bayesian CMA-ES.
CoRR
Eric Benhamou, David Saltiel, Beatrice Guez, Nicolas Paris