Nicolas Paris

A.I. Square Connect

35 Boulevard d'Inkermann

Neuilly sur Seine, 92200

France

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 3,126

SSRN RANKINGS

Top 3,126

in Total Papers Downloads

15,319

SSRN CITATIONS

9

CROSSREF CITATIONS

2

Scholarly Papers (4)

1.

Omega and Sharpe Ratio

Number of pages: 10 Posted: 30 Oct 2019
Eric Benhamou, Beatrice Guez and Nicolas Paris
Université Paris Dauphine, AI For Alpha and A.I. Square Connect
Downloads 4,507 (2,584)

Abstract:

Loading...

Omega ratio, Sharpe ratio, normal distribution, elliptical distribution

2.

Testing Sharpe Ratio: Luck or Skill?

Number of pages: 56 Posted: 07 Jun 2019
Université Paris Dauphine, A.I. Square Connect, AI For Alpha and A.I. Square Connect
Downloads 4,464 (2,631)
Citation 1

Abstract:

Loading...

3.

BCMA-ES II: Revisiting Bayesian CMA-ES

A.I Square Working Paper, March 2019, France
Number of pages: 10 Posted: 06 May 2019
Université Paris Dauphine, A.I. Square Connect, AI For Alpha and A.I. Square Connect
Downloads 3,899 (3,314)
Citation 1

Abstract:

Loading...

CMA ES, Bayesian, conjugate prior, normal Wishart, normal inverse Wishart, mixture models

4.

Three Remarkable Properties of the Normal Distribution

Number of pages: 12 Posted: 27 Oct 2018
Eric Benhamou, Beatrice Guez and Nicolas Paris
Université Paris Dauphine, AI For Alpha and A.I. Square Connect
Downloads 2,449 (7,227)
Citation 3

Abstract:

Loading...

Geary Theorem, Levy Cramer Theorem, Independence Between Sample Mean and Variance