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Document de travail / Working paper (64)

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Feature selection with optimal coordinate ascent (OCA).  

Saltiel, David; Benhamou, Eric (2018-12) Document de travail / Working paper
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Reverse Blending: an efficient answer to the challenge of obtaining required fertilizer variety.  

Benhamou, Latifa; Fontane, Frédéric; Giard, Vincent; Grabot, Bernard (2018) Document de travail / Working paper
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Seven proofs of the Pearson Chi-squared independence test and its graphical interpretation.  

Benhamou, Eric; Melot, Valentin (2018) Document de travail / Working paper
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T-statistic for Autoregressive process.  

Benhamou, Eric (2018) Document de travail / Working paper
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A few properties of sample variance.  

Benhamou, Eric (2018) Document de travail / Working paper
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Kalman filter demystified: from intuition to probabilistic graphical model to real case in financial markets.  

Benhamou, Eric (2018) Document de travail / Working paper
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Trade Selection with Supervised Learning and OCA.  

Saltiel, David; Benhamou, Eric (2018) Document de travail / Working paper
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Connecting Sharpe ratio and Student t-statistic, and beyond.  

Benhamou, Eric (2018) Document de travail / Working paper
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A discrete version of CMA-ES.  

Benhamou, Eric; Atif, Jamal; Laraki, Rida (2018) Document de travail / Working paper
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Information sharing is not always the right option when it comes to CPR extraction management: experimental finding.  

Dubois, Dimitri; Farolfi, Stefano; Nguyen-Van, Phu; Rouchier, Juliette (2018) Document de travail / Working paper
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