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  Eric Benhamou
Home     Publications


2018
A discrete version of CMA-ES E Benhamou, J Atif, R Laraki, A Auger arXiv preprint arXiv:1812.11859
Operator norm upper bound for sub-Gaussian tailed random matrices E Benhamou, J Atif, R Laraki arXiv preprint arXiv:1812.09618
A new approach to learning in Dynamic Bayesian Networks (DBNs) E Benhamou, J Atif, R Laraki, A Auger arXiv preprint arXiv:1812.09027
Trade Selection with Supervised Learning and OCA D Saltiel, E Benhamou SSRN 3298347
Feature selection with optimal coordinate ascent (OCA) D Saltiel, E Benhamou SSRN 3293503
Kalman filter demystified: from intuition to probabilistic graphical model to real case in financial markets E Benhamou SSRN 3292762
Three remarkable properties of the Normal distribution E Benhamou, B Guez, N Paris arXiv preprint arXiv:1810.01768
T-statistic for Autoregressive process E Benhamou Journal of Statistical and Econometric Methods 8 (1), 43-67
Gram Charlier and Edgeworth expansion for sample variance E Benhamou SSRN 3251324
A few properties of sample variance E Benhamou arXiv preprint arXiv:1809.03774
Incremental Sharpe and other performance ratios E Benhamou, B Guez Journal of Statistical and Econometric Methods 7 (4), 19-37
Seven proofs of the Pearson Chi-squared independence test and its graphical interpretation E Benhamou, V Melot SSRN 3239829
Connecting Sharpe ratio and Student t-statistic, and beyond E Benhamou, V Melot SrXiv preprint arXiv:1808.04233