Svitlana Vyetrenko

CoRR, 2023

Augment on Manifold: Mixup Regularization with UMAP.

[BibT_eX]

[DOI]

CoRR, 2023

Analyzing the Impact of Tax Credits on Households in Simulated Economic Systems with Learning Agents.

[BibT_eX]

[DOI]

Jialin Dong

CoRR, 2023

A Model-Based Synthetic Stock Price Time Series Generation Framework.

[BibT_eX]

[DOI]

Haibei Zhu

CoRR, 2023

ATMS: Algorithmic Trading-Guided Market Simulation.

[BibT_eX]

[DOI]

CoRR, 2023

LOB-Based Deep Learning Models for Stock Price Trend Prediction: A Benchmark Study.

[BibT_eX]

[DOI]

CoRR, 2023

MADS: Modulated Auto-Decoding SIREN for time series imputation.

[BibT_eX]

[DOI]

CoRR, 2023

K-SHAP: Policy Clustering Algorithm for Anonymous State-Action Pairs.

[BibT_eX]

[DOI]

CoRR, 2023

Once burned, twice shy? The effect of stock market bubbles on traders that learn by experience.

[BibT_eX]

[DOI]

Proceedings of the Winter Simulation Conference, 2023

Transparency As Delayed Observability In Multi-Agent Systems.

[BibT_eX]

[DOI]

Proceedings of the Winter Simulation Conference, 2023

Deep Gaussian mixture ensembles.

[BibT_eX]

[DOI]

Proceedings of the Uncertainty in Artificial Intelligence, 2023

On the Constrained Time-Series Generation Problem.

[BibT_eX]

[DOI]

Sriram Gopalakrishnan

Daniel Borrajo

Proceedings of the Advances in Neural Information Processing Systems 36: Annual Conference on Neural Information Processing Systems 2023, 2023

K-SHAP: Policy Clustering Algorithm for Anonymous Multi-Agent State-Action Pairs.

[BibT_eX]

[DOI]

Proceedings of the International Conference on Machine Learning, 2023

Stock Shocks Modelling and Forecasting.

[BibT_eX]

[DOI]

Proceedings of the 43rd IEEE International Conference on Distributed Computing Systems, 2023

On Correlated Stock Market Time Series Generation.

[BibT_eX]

[DOI]

Proceedings of the 4th ACM International Conference on AI in Finance, 2023

Conditional Generators for Limit Order Book Environments: Explainability, Challenges, and Robustness.

[BibT_eX]

[DOI]

Proceedings of the 4th ACM International Conference on AI in Finance, 2023

Multi-Modal Financial Time-Series Retrieval Through Latent Space Projections.

[BibT_eX]

[DOI]

Tom Bamford

Elizabeth Fons

Sriram Gopalakrishnan

Manuela Veloso

Proceedings of the 4th ACM International Conference on AI in Finance, 2023

2022

DSLOB: A Synthetic Limit Order Book Dataset for Benchmarking Forecasting Algorithms under Distributional Shift.

[BibT_eX]

[DOI]

CoRR, 2022

Biased or Limited: Modeling Sub-Rational Human Investors in Financial Markets.

[BibT_eX]

[DOI]

Penghang Liu

Svitlana S. Vyetrenko

CoRR, 2022

HyperTime: Implicit Neural Representation for Time Series.

[BibT_eX]

[DOI]

CoRR, 2022

StyleTime: Style Transfer for Synthetic Time Series Generation.

[BibT_eX]

[DOI]

Yousef El-Laham

Proceedings of the 3rd ACM International Conference on AI in Finance, 2022

Equitable Marketplace Mechanism Design.

[BibT_eX]

[DOI]

Proceedings of the 3rd ACM International Conference on AI in Finance, 2022

Optimal Stopping with Gaussian Processes.

[BibT_eX]

[DOI]

Proceedings of the 3rd ACM International Conference on AI in Finance, 2022

Learning to simulate realistic limit order book markets from data as a World Agent.

[BibT_eX]

[DOI]

Proceedings of the 3rd ACM International Conference on AI in Finance, 2022

Efficient Calibration of Multi-Agent Simulation Models from Output Series with Bayesian Optimization.

[BibT_eX]

[DOI]

Proceedings of the 3rd ACM International Conference on AI in Finance, 2022

2021

Efficient Calibration of Multi-Agent Market Simulators from Time Series with Bayesian Optimization.

[BibT_eX]

[DOI]

CoRR, 2021

Learning who is in the market from time series: market participant discovery through adversarial calibration of multi-agent simulators.

[BibT_eX]

[DOI]

Victor Storchan

CoRR, 2021

Similarity metrics for Different Market Scenarios in Abides.

[BibT_eX]

[DOI]

CoRR, 2021

Calibrating Over-Parametrized Simulation Models: A Framework via Eligibility Set.

[BibT_eX]

[DOI]

CoRR, 2021

Profit equitably: an investigation of market maker's impact on equitable outcomes.

[BibT_eX]

[DOI]

Svitlana S. Vyetrenko

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

Towards realistic market simulations: a generative adversarial networks approach.

[BibT_eX]

[DOI]

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

ABIDES-gym: gym environments for multi-agent discrete event simulation and application to financial markets.

[BibT_eX]

[DOI]

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.

[BibT_eX]

[DOI]

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

2019

Risk-Sensitive Compact Decision Trees for Autonomous Execution in Presence of Simulated Market Response.

[BibT_eX]

[DOI]

Shaojie Xu

CoRR, 2019

2011

Multiple-Access Network Information-Flow and Correction Codes.

[BibT_eX]

[DOI]

Theodoros K. Dikaliotis

IEEE Trans. Inf. Theory, 2011

Universal and robust distributed network codes.

[BibT_eX]

[DOI]

Proceedings of the INFOCOM 2011. 30th IEEE International Conference on Computer Communications, 2011

Erasure correction for nested receivers.

[BibT_eX]

[DOI]

Proceedings of the 49th Annual Allerton Conference on Communication, 2011

2010

Outer bounds on the error correction capacity region for non-multicast networks.

[BibT_eX]

[DOI]

Tracey Ho

Theodoros K. Dikaliotis

Proceedings of the 48th Annual Allerton Conference on Communication, 2010

2009

Rate rRegions for coherent and noncoherent multisource network error correction.

[BibT_eX]

[DOI]

Proceedings of the IEEE International Symposium on Information Theory, 2009

On noncoherent correction of network errors and erasures with random locations.

[BibT_eX]

[DOI]