David Saltiel - RankMe

25 papers B 2Journal 14Unranked 8

Year	Rank	Type	Title / Venue / Authors
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
2022	—	`—`	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). David Saltiel
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	J	`jnl`	Adaptive learning for financial markets mixing model-based and model-free RL for volatility targeting. CoRR Eric Benhamou, David Saltiel, Serge Tabachnik, Sui Kai Wong, François Chareyron
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
2020	J	`jnl`	AAMDRL: Augmented Asset Management with Deep Reinforcement Learning. CoRR Eric Benhamou, David Saltiel, Sandrine Ungari, Abhishek Mukhopadhyay, Jamal Atif
2020	—	`conf`	Bayesian CMA-ES: a new approach. GECCO Companion Eric Benhamou, David Saltiel, Sébastien Vérel
2020	J	`jnl`	Bridging the gap between Markowitz planning and deep reinforcement learning. CoRR Eric Benhamou, David Saltiel, Sandrine Ungari, Abhishek Mukhopadhyay
2020	—	`conf`	Deep Reinforcement Learning (DRL) for Portfolio Allocation. ECML/PKDD (5) Eric Benhamou, David Saltiel, Jean-Jacques Ohana, Jamal Atif, Rida Laraki
2020	B	`conf`	Detecting and adapting to crisis pattern with context based Deep Reinforcement Learning. ICPR Eric Benhamou, David Saltiel, Jean-Jacques Ohana, Jamal Atif
2020	J	`jnl`	Detecting and adapting to crisis pattern with context based Deep Reinforcement Learning. CoRR Eric Benhamou, David Saltiel, Jean-Jacques Ohana, Jamal Atif
2020	B	`conf`	Similarities between policy gradient methods in reinforcement and supervised learning. ESANN Eric Benhamou, David Saltiel
2020	J	`jnl`	Time your hedge with Deep Reinforcement Learning. CoRR Eric Benhamou, David Saltiel, Sandrine Ungari, Abhishek Mukhopadhyay
2020	—	`conf`	Trade Selection with Supervised Learning and Optimal Coordinate Ascent (OCA). MIDAS@PKDD/ECML David Saltiel, Eric Benhamou, Rida Laraki, Jamal Atif
2019	J	`jnl`	BCMA-ES II: revisiting Bayesian CMA-ES. CoRR Eric Benhamou, David Saltiel, Beatrice Guez, Nicolas Paris
2019	J	`jnl`	BCMA-ES: A Bayesian approach to CMA-ES. CoRR Eric Benhamou, David Saltiel, Sébastien Vérel, Fabien Teytaud
2019	J	`jnl`	NGO-GM: Natural Gradient Optimization for Graphical Models. CoRR Eric Benhamou, Jamal Atif, Rida Laraki, David Saltiel
2018	J	`jnl`	Feature selection with optimal coordinate ascent (OCA). CoRR David Saltiel, Eric Benhamou
2018	J	`jnl`	Trade Selection with Supervised Learning and OCA. CoRR David Saltiel, Eric Benhamou