Eric Benhamou

958 total citations
57 papers, 507 citations indexed

About

Eric Benhamou is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Eric Benhamou has authored 57 papers receiving a total of 507 indexed citations (citations by other indexed papers that have themselves been cited), including 38 papers in Finance, 14 papers in Economics and Econometrics and 12 papers in Management Science and Operations Research. Recurrent topics in Eric Benhamou's work include Stochastic processes and financial applications (27 papers), Financial Risk and Volatility Modeling (12 papers) and Monetary Policy and Economic Impact (10 papers). Eric Benhamou is often cited by papers focused on Stochastic processes and financial applications (27 papers), Financial Risk and Volatility Modeling (12 papers) and Monetary Policy and Economic Impact (10 papers). Eric Benhamou collaborates with scholars based in France, United States and Sweden. Eric Benhamou's co-authors include Emmanuel Gobet, Jamal Atif, Pierre Gauthier, Rida Laraki, Abhishek Mukhopadhyay, Trang Le, Nikola Banić, Emma Lundberg, Wei Ouyang and Jayasankar Mohanakrishnan Kaimal and has published in prestigious journals such as Nature Methods, Communications of the ACM and Journal of Economic Dynamics and Control.

In The Last Decade

Eric Benhamou

51 papers receiving 458 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Eric Benhamou France 12 424 105 94 67 39 57 507
Nikolai Dokuchaev Australia 9 324 0.8× 57 0.5× 176 1.9× 107 1.6× 26 0.7× 97 416
A.C.F. Vorst Netherlands 9 400 0.9× 60 0.6× 158 1.7× 69 1.0× 36 0.9× 20 531
Karsten Prause Germany 4 505 1.2× 55 0.5× 263 2.8× 90 1.3× 42 1.1× 5 573
Daniele Marazzina Italy 11 283 0.7× 78 0.7× 140 1.5× 63 0.9× 11 0.3× 52 418
Fabio Antonelli Italy 12 411 1.0× 121 1.2× 90 1.0× 68 1.0× 13 0.3× 23 481
Stéphane Crépey France 19 891 2.1× 139 1.3× 191 2.0× 185 2.8× 51 1.3× 67 1.0k
Miklós Rásonyi Hungary 12 461 1.1× 48 0.5× 297 3.2× 126 1.9× 24 0.6× 66 557
Huyên Pham France 14 622 1.5× 89 0.8× 323 3.4× 186 2.8× 27 0.7× 23 713
Zhenyu Cui United States 15 770 1.8× 328 3.1× 213 2.3× 153 2.3× 53 1.4× 127 906
Yuh‐Dauh Lyuu Taiwan 14 294 0.7× 27 0.3× 95 1.0× 87 1.3× 34 0.9× 70 517

Countries citing papers authored by Eric Benhamou

Since Specialization
Citations

This map shows the geographic impact of Eric Benhamou's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Eric Benhamou with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Eric Benhamou more than expected).

Fields of papers citing papers by Eric Benhamou

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Eric Benhamou. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Eric Benhamou. The network helps show where Eric Benhamou may publish in the future.

Co-authorship network of co-authors of Eric Benhamou

This figure shows the co-authorship network connecting the top 25 collaborators of Eric Benhamou. A scholar is included among the top collaborators of Eric Benhamou based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Eric Benhamou. Eric Benhamou is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
2.
Benhamou, Eric, et al.. (2024). Sentiment Analysis of Bloomberg Markets Wrap Using ChatGPT: Application to the NASDAQ. SSRN Electronic Journal. 1 indexed citations
3.
Benhamou, Eric, et al.. (2024). Uncertainty in Sentiment Analysis with LLMs using QCM (Quantiles of Correlation Matrices) - Distance. SSRN Electronic Journal. 1 indexed citations
4.
Benhamou, Eric, et al.. (2024). Can ChatGPT Compute Trustworthy Sentiment Scores from Bloomberg Market Wraps?. SSRN Electronic Journal. 4 indexed citations
5.
Benhamou, Eric, et al.. (2023). FSDA: Tackling Tail-Event Analysis in Imbalanced Time Series Data with Feature Selection and Data Augmentation. SSRN Electronic Journal. 1 indexed citations
6.
Benhamou, Eric, et al.. (2023). Comparing Deep RL and Traditional Financial Portfolio Methods. SSRN Electronic Journal. 1 indexed citations
7.
8.
Benhamou, Eric. (2023). Can Deep Reinforcement Learning Solve the Portfolio Allocation Problem? (PhD Manuscript). SSRN Electronic Journal. 1 indexed citations
9.
Le, Trang, Casper F. Winsnes, Ulrika Axelsson, et al.. (2022). Analysis of the Human Protein Atlas Weakly Supervised Single-Cell Classification competition. Nature Methods. 19(10). 1221–1229. 14 indexed citations
10.
Benhamou, Eric, et al.. (2022). Deep Decoding of Strategies. SSRN Electronic Journal.
11.
Benhamou, Eric, et al.. (2021). House allocation with randomly generated preference lists. Base Institutionnelle de Recherche de l'université Paris-Dauphine (BIRD) (University Paris-Dauphine). 10 indexed citations
12.
Benhamou, Eric, et al.. (2021). Deep Reinforcement Learning for Portfolio Allocation. SSRN Electronic Journal. 2 indexed citations
13.
Benhamou, Eric, et al.. (2020). Similarities between policy gradient methods in reinforcement and supervised learning.. The European Symposium on Artificial Neural Networks. 721–726. 1 indexed citations
14.
Benhamou, Eric, et al.. (2020). Deep Reinforcement Learning (DRL) for Portfolio Allocation. SSRN Electronic Journal. 5 indexed citations
15.
Benhamou, Eric, et al.. (2018). Seven proofs of the Pearson Chi-squared independence test and its\n graphical interpretation. arXiv (Cornell University). 9 indexed citations
16.
Benhamou, Eric & Pierre Gauthier. (2009). Impact of Stochastic Interest Rates and Stochastic Volatility on Variable Annuities. SSRN Electronic Journal. 2 indexed citations
17.
Benhamou, Eric, et al.. (2009). Analytical Formulas for Local Volatility Model with Stochastic Rates. SSRN Electronic Journal. 5 indexed citations
18.
Benhamou, Eric, et al.. (2004). A market model for inflation. RePEc: Research Papers in Economics. 1 indexed citations
19.
Benhamou, Eric, et al.. (2004). Valuation of Inflation Swap Volatility Under a Market Model and Pricing of Real Yield Options. SSRN Electronic Journal. 1 indexed citations
20.
Benhamou, Eric, et al.. (2004). Reconciling Year on Year and Zero Coupon Inflation Swap: A Market Model Approach. SSRN Electronic Journal. 6 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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