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20182025
most citedExamining Independence in Ensemble Sentiment Analysis: A Study on the Limits of Large Language Models Using the Condorcet Jury Theorem

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math.PR2018

Three remarkable properties of the Normal distribution

Eric Benhamou, Beatrice Guez, Nicolas Paris

In this paper, we present three remarkable properties of the normal distribution: first that if two independent variables's sum is normally distributed, then each random variable f…

q-fin.PM2018

Incremental Sharpe and other performance ratios

Eric Benhamou, Beatrice Guez

We present a new methodology of computing incremental contribution for performance ratios for portfolio like Sharpe, Treynor, Calmar or Sterling ratios. Using Euler's homogeneous f…