2 citations · 4 across the 4 of their papers we have counts for
15 papers
Examining Independence in Ensemble Sentiment Analysis: A Study on the Limits of Large Language Models Using the Condorcet Jury Theorem
Baptiste Lefort, Eric Benhamou, Jean-Jacques Ohana +3
This paper explores the application of the Condorcet Jury theorem to the domain of sentiment analysis, specifically examining the performance of various large language models (LLMs…
Optimizing Performance: How Compact Models Match or Exceed GPT's Classification Capabilities through Fine-Tuning
Baptiste Lefort, Eric Benhamou, Jean-Jacques Ohana +2
In this paper, we demonstrate that non-generative, small-sized models such as FinBERT and FinDRoBERTa, when fine-tuned, can outperform GPT-3.5 and GPT-4 models in zero-shot learnin…
Stress index strategy enhanced with financial news sentiment analysis for the equity markets
Baptiste Lefort, Eric Benhamou, Jean-Jacques Ohana +3
This paper introduces a new risk-on risk-off strategy for the stock market, which combines a financial stress indicator with a sentiment analysis done by ChatGPT reading and interp…
Can ChatGPT Compute Trustworthy Sentiment Scores from Bloomberg Market Wraps?
Baptiste Lefort, Eric Benhamou, Jean-Jacques Ohana +3
We used a dataset of daily Bloomberg Financial Market Summaries from 2010 to 2023, reposted on large financial media, to determine how global news headlines may affect stock market…
Adaptive learning for financial markets mixing model-based and model-free RL for volatility targeting
Eric Benhamou, David Saltiel, Serge Tabachnik +2
Model-Free Reinforcement Learning has achieved meaningful results in stable environments but, to this day, it remains problematic in regime changing environments like financial mar…
Bridging the gap between Markowitz planning and deep reinforcement learning
Eric Benhamou, David Saltiel, Sandrine Ungari +1
While researchers in the asset management industry have mostly focused on techniques based on financial and risk planning techniques like Markowitz efficient frontier, minimum vari…