4 results for “Multiple Allocation”
Research Article
Open Access Open and Auditable Drawdown Control: An Exit-Reserve Shield for Learned Portfolios
Eric Benhamou, Benhamou E, Jean-Jacques Ohana, Ohana J, Beatrice Guez, Guez B, Thomas Jacquot, Jacquot T, Ethan Setrouk, Setrouk E, Chamyl Saadi, Saadi C
Proceedings of the International Conference on Open Finance (ICOF 2026) 2026 https://doi.org/10.36287/setsci.25.1.001
Open-finance systems increasingly compose portfolio models, data services, and execution interfaces supplied by different parties. This modularity is useful only if the executed wealth path can be checked independently of the model that proposed it. We study a…
Research Article
Open Access Signal Collision in Open Finance: An Auditable Common-Trade Penalty for Learned Portfolios
Eric Benhamou, Benhamou E, Jean-Jacques Ohana, Ohana J, Beatrice Guez, Guez B, Thomas Jacquot, Jacquot T, Ethan Setrouk, Setrouk E, Chamyl Saadi, Saadi C
Proceedings of the International Conference on Open Finance (ICOF 2026) 2026 https://doi.org/10.36287/setsci.25.4.001
Open-finance platforms can combine models from different vendors while still concentrating capital in the same trade. Shared data, objectives, and representations make decision diversity the relevant object, rather than diversity of model names. We call loadin…
Research Article
Open Access Can We Stop the Backtest Yet? Anytime-Valid Promotion Tests for Adaptive Financial Research Agents
Eric Benhamou, Benhamou E, Jean-Jacques Ohana, Ohana J, Beatrice Guez, Guez B, Thomas Jacquot, Jacquot T, Ethan Setrouk, Setrouk E, Chamyl Saadi, Saadi C
Proceedings of the International Conference on Open Finance (ICOF 2026) 2026 https://doi.org/10.36287/setsci.25.3.001
Adaptive research systems can generate, discard, revise, and monitor trading rules faster than their selection history can be audited. We ask when such a system may promote a frozen rule to governed forward evaluation. The proposed protocol assigns each candid…
Research Article
Open Access Business-Aware Agentic Forecast Refinement for Enterprise Financial Planning
Hari Rajagopalan, Rajagopalan H
Proceedings of the International Conference on Open Finance (ICOF 2026) 2026 https://doi.org/10.36287/setsci.25.7.001
Enterprise financial forecasts are generated across multiple business dimensions such as products, regions, channels, customer cohorts, and segments. In a large enterprise, this can result in billions of populated intersections that finance teams cannot review…
