Mahmoud Mahfouz

According to our database, Mahmoud Mahfouz authored at least 7 papers between 2019 and 2021.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2021

How Robust are Limit Order Book Representations under Data Perturbation?

Yufei Wu, Mahmoud Mahfouz, Daniele Magazzeni, Manuela Veloso

CoRR, 2021

A Framework for Institutional Risk Identification using Knowledge Graphs and Automated News Profiling.

Mahmoud Mahfouz, Armineh Nourbakhsh, Sameena Shah

CoRR, 2021

Learning to classify and imitate trading agents in continuous double auction markets.

Mahmoud Mahfouz, Tucker Balch, Manuela Veloso, Danilo P. Mandic

Proceedings of the ICAIF'21: 2nd ACM International Conference on AI in Finance, Virtual Event, November 3, 2021

2020

Get real: realism metrics for robust limit order book market simulations.

Svitlana Vyetrenko, David Byrd, Nick Petosa, Mahmoud Mahfouz, Danial Dervovic, Manuela Veloso, Tucker Balch

Proceedings of the ICAIF '20: The First ACM International Conference on AI in Finance, 2020

Generating synthetic data in finance: opportunities, challenges and pitfalls.

Samuel A. Assefa, Danial Dervovic, Mahmoud Mahfouz, Robert E. Tillman, Prashant Reddy, Manuela Veloso

Proceedings of the ICAIF '20: The First ACM International Conference on AI in Finance, 2020

2019

How to Evaluate Trading Strategies: Single Agent Market Replay or Multiple Agent Interactive Simulation?

Tucker Hybinette Balch, Mahmoud Mahfouz, Joshua Lockhart, Maria Hybinette, David Byrd

CoRR, 2019

Tucker Tensor Layer in Fully Connected Neural Networks.

Giuseppe Giovanni Calvi, Ahmad Moniri, Mahmoud Mahfouz, Zeyang Yu, Qibin Zhao, Danilo P. Mandic

CoRR, 2019