User profiles for Emmanuel Sérié

Emmanuel Sérié

Verified email at cfm.fr
Cited by 144

[HTML][HTML] Deep deterministic portfolio optimization

A Chaouki, S Hardiman, C Schmidt, E Sérié… - The Journal of Finance …, 2020 - Elsevier
Can deep reinforcement learning algorithms be exploited as solvers for optimal trading
strategies? The aim of this work is to test reinforcement learning algorithms on conceptually …

The Size Premium in Equity Markets: Where Is the Risk?

S Ciliberti, E Sérié, G Simon… - The Journal of …, 2019 - jpm.pm-research.com
The authors find that when measured in terms of dollar-turnover, and once β and low volatility
(low-vol) neutralized, the size effect is alive and well. With a long-term t-statistic of 5.1, the …

WAX-ML: A Python library for machine learning and feedback loops on streaming data

E Sérié - arXiv preprint arXiv:2106.06524, 2021 - arxiv.org
Wax is what you put on a surfboard to avoid slipping. It is an essential tool to go surfing...
We introduce WAX-ML a research-oriented Python library providing tools to design powerful …

Noncommutative gauge theories with Endomorphism algebras

E Sérié - 2006 - hal.science
We formulate a Yang-Mills action principle for noncommutative connections on an endomorphism
algebra of a vector bundle. It is shown that there is an influence of the topology of the …

COSMOLOGICAL MODEL WITH BORN–INFELD TYPE SCALAR FIELD

A Troisi, E Sérié, R Kerner - International Journal of Geometric …, 2007 - World Scientific
The non-abelian generalization of the Born–Infeld non-linear lagrangian is extended to the
non-commutative geometry of matrices on a manifold. In this case, not only do the usual SU(n…

[PDF][PDF] The author-recipient-topic model for topic and role discovery in social networks: Experiments with enron and academic email

…, A Corrada-Emmanuel… - … Publication Series, 2005 - scholarworks.umass.edu
Previous work in social network analysis (SNA) has modeled the existence of links from one
entity to another, but not the language content or topics on those links. We present the …

[BOOK][B] Emmanuel Levinas

S Hand - 2008 - taylorfrancis.com
… this series offer introductions to major critical thinkers who have influenced literary studies
and the humanities. The Routledge Critical Thinkers series … figures, the series stresses that no …

Spinal Column Deformity and Instability After Lumbar or Thoracolumbar Laminectomy for Intraspinal Tumors in Children and Young Adults1996 Program Committee

…, HA Peterson, MJ Ebersold, RP Emmanuel… - Spine, 1997 - journals.lww.com
… In our series, the most common spinal column deformity after thoracolumbar multilevel …
In the present series, Grade I spondylolisthesis was present in four patients at the latest …

Feasibility of using fMRI to study mothers responding to infant cries

…, D Vincent, MR Johnson, N Emmanuel… - Depression and …, 1999 - Wiley Online Library
… This study is the first in a planned series of studies designed toward understanding the
functional neuroanatomy of human maternal behavior and, more generally, mother-infant …

Thermal comfort implications of urbanization in a warm-humid city: the Colombo Metropolitan Region (CMR), Sri Lanka

R Emmanuel - Building and environment, 2005 - Elsevier
In this paper we analyze the historic trends in thermal comfort (measured in terms of
Temperature–Humidity Index [THI] and Relative Strain Index [RSI]) in the Sri Lankan primate city of …