Hits ?▲ |
Authors |
Title |
Venue |
Year |
Link |
Author keywords |
1 | Shuaicheng Zhang, Yada Zhu, Dawei Zhou 0003 |
TGEditor: Task-Guided Graph Editing for Augmenting Temporal Financial Transaction Networks.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Ruslan Tepelyan, Achintya Gopal |
Generative Machine Learning for Multivariate Equity Returns.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Omkar Nabar, Gautam Shroff |
Conservative Predictions on Noisy Financial Data.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Martin Magris, Alexandros Iosifidis |
Variational Inference for GARCH-family Models.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Andy Chung, Kumiko Tanaka-Ishii |
Predictability of Post-Earnings Announcement Drift with Textual and Contextual Factors of Earnings Calls.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Andrea Coletta, Joseph Jerome, Rahul Savani, Svitlana Vyetrenko |
Conditional Generators for Limit Order Book Environments: Explainability, Challenges, and Robustness.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Zixuan Yuan, Yada Zhu, Wei Zhang 0057, Hui Xiong 0001 |
Earnings Call Analysis Using a Sparse Attention Based Encoder and Multi-Source Counterfactual Augmentation.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Parisa Hassanzadeh, Eleonora Kreacic, Sihan Zeng, Yuchen Xiao, Sumitra Ganesh |
Sequential Fair Resource Allocation under a Markov Decision Process Framework.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Sascha Yves Frey, Kang Li, Peer Nagy, Silvia Sapora, Christopher Lu 0001, Stefan Zohren, Jakob N. Foerster, Anisoara Calinescu |
JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Peer Nagy, Sascha Frey, Silvia Sapora, Kang Li, Anisoara Calinescu, Stefan Zohren, Jakob N. Foerster |
Generative AI for End-to-End Limit Order Book Modelling: A Token-Level Autoregressive Generative Model of Message Flow Using a Deep State Space Network.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Shibal Ibrahim, Max Tell, Rahul Mazumder |
Dyn-GWN: Time-Series Forecasting using Time-varying Graphs with Applications to Finance and Traffic Prediction.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Ana Clara Teixeira, Hamed Yazdanpanah, Aline Pezente, Mohammad Ghassemi |
Bayesian Networks Improve Out-of-Distribution Calibration for Agribusiness Delinquency Risk Assessment.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Anh Tong, Thanh Nguyen-Tang, Dongeun Lee 0001, Toan M. Tran, Jaesik Choi |
SigFormer: Signature Transformers for Deep Hedging.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Fadi Hamad, Shinpei Nakamura-Sakai, Saheed Obitayo, Vamsi K. Potluru |
A supervised generative optimization approach for tabular data.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Wenyu Chen, Riade Benbaki, Yada Zhu, Rahul Mazumder |
Dynamic Covariance Estimation under Structural Assumptions via a Joint Optimization Approach.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Dan Zhou, Ajim Uddin, Zuofeng Shang, Cheickna Sylla, Xinyuan Tao, Dantong Yu |
A Fast Non-Linear Coupled Tensor Completion Algorithm for Financial Data Integration and Imputation.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Timur Sattarov, Marco Schreyer, Damian Borth |
FinDiff: Diffusion Models for Financial Tabular Data Generation.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Tom Bamford, Andrea Coletta, Elizabeth Fons, Sriram Gopalakrishnan, Svitlana Vyetrenko, Tucker Balch, Manuela Veloso |
Multi-Modal Financial Time-Series Retrieval Through Latent Space Projections.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Ziyi Wang, Carmine Ventre, Maria Polukarov |
Robust Market Making: To Quote, or not To Quote.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Defu Cao, Yixiang Zheng, Parisa Hassanzadeh, Simran Lamba, Xiaomo Liu, Yan Liu |
Large Scale Financial Time Series Forecasting with Multi-faceted Model.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Lefteris Loukas, Ilias Stogiannidis, Odysseas Diamantopoulos, Prodromos Malakasiotis, Stavros Vassos |
Making LLMs Worth Every Penny: Resource-Limited Text Classification in Banking.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Kausik Lakkaraju, Sara E. Jones, Sai Krishna Revanth Vuruma, Vishal Pallagani, Bharath C. Muppasani, Biplav Srivastava |
LLMs for Financial Advisement: A Fairness and Efficacy Study in Personal Decision Making.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Megan Shearer, Gabriel Rauterberg, Michael P. Wellman |
Learning to Manipulate a Financial Benchmark.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Ricardo Ribeiro Pereira, Jacopo Bono, João Tiago Ascensão, David Aparício, Pedro Ribeiro 0004, Pedro Bizarro |
The GANfather: Controllable generation of malicious activity to improve defence systems.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Betul Seyhan, Emre Sefer |
NFT Primary Sale Price and Secondary Sale Prediction via Deep Learning.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Joseph Jerome, Leandro Sánchez-Betancourt, Rahul Savani, Martin Herdegen |
Mbt-gym: Reinforcement learning for model-based limit order book trading.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | David Ricardo Montalvan Hernandez, Cassio de Campos |
Portfolio Optimization via Credal Probabilistic Circuits.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Masanori Hirano 0001, Kentaro Minami, Kentaro Imajo |
Adversarial Deep Hedging: Learning to Hedge without Price Process Modeling.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Domingo Ramírez, José-Manuel Peña, Fernando Suárez, Omar Larré, Arturo Cifuentes |
A Machine Learning Plus-Features Based Approach for Optimal Asset Allocation.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Sandro Gössi, Ziwei Chen, Wonseong Kim, Bernhard Bermeitinger, Siegfried Handschuh |
FinBERT-FOMC: Fine-Tuned FinBERT Model with Sentiment Focus Method for Enhancing Sentiment Analysis of FOMC Minutes.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Siqi Jiang, Ajim Uddin, Zhi Wei 0001, Dantong Yu |
The Network of Mutual Funds: A Dynamic Heterogeneous Graph Neural Network for Estimating Mutual Funds Performance.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Nelson Vadori |
Calibration of Derivative Pricing Models: a Multi-Agent Reinforcement Learning Perspective.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Marcus Jun Rong Foo, Nixie S. Lesmana, Chi Seng Pun |
DRL Trading with CPT Actor and Truncated Quantile Critics.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Bogdan Sitaru, Anisoara Calinescu, Mihai Cucuringu |
Order Flow Decomposition for Price Impact Analysis in Equity Limit Order Books.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Namid R. Stillman, Rory Baggott, Justin Lyon, Jianfei Zhang, Dingqiu Zhu, Tao Chen, Perukrishnen Vytelingum |
Deep Calibration of Market Simulations using Neural Density Estimators and Embedding Networks.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Uras Varolgunes, Dan Zhou, Dantong Yu, Ajim Uddin |
NMTucker: Non-linear Matryoshka Tucker Decomposition for Financial Time Series Imputation.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Giuseppe Masi, Matteo Prata, Michele Conti, Novella Bartolini, Svitlana Vyetrenko |
On Correlated Stock Market Time Series Generation.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Qi Jin, Mihai Cucuringu, Álvaro Cartea |
Correlation Matrix Clustering for Statistical Arbitrage Portfolios.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Roberto Daluiso, Marco Pinciroli, Michele Trapletti, Edoardo Vittori |
CVA Hedging with Reinforcement Learning.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Jiseon Yun, Jae Eui Sohn, Sunghyon Kyeong |
Fine-Tuning Pretrained Language Models to Enhance Dialogue Summarization in Customer Service Centers.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | He Sun, Zhun Deng, Hui Chen, David C. Parkes |
Decision-Aware Conditional GANs for Time Series Data.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Francois Buet-Golfouse, Nicholas William David Martin |
Lifting Volterra Diffusions via Kernel Decomposition.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Aldo Glielmo, Marco Favorito, Debmallya Chanda, Domenico Delli Gatti |
Reinforcement Learning for Combining Search Methods in the Calibration of Economic ABMs.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Xueying Ding, Nikita Seleznev, Senthil Kumar, C. Bayan Bruss, Leman Akoglu |
From Detection to Action: a Human-in-the-loop Toolkit for Anomaly Reasoning and Management.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Xin Du, Kai Moriyama, Kumiko Tanaka-Ishii |
Co-Training Realized Volatility Prediction Model with Neural Distributional Transformation.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Niccolò Dalmasso, Renbo Zhao, Mohsen Ghassemi, Vamsi K. Potluru, Tucker Balch, Manuela Veloso |
Efficient Event Series Data Modeling via First-Order Constrained Optimization.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Yichi Zhang, Mihai Cucuringu, Alexander Y. Shestopaloff, Stefan Zohren |
Dynamic Time Warping for Lead-Lag Relationship Detection in Lagged Multi-Factor Models.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Haochen Li, Maria Polukarov, Carmine Ventre |
Detecting Financial Market Manipulation with Statistical Physics Tools.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | |
4th ACM International Conference on AI in Finance, ICAIF 2023, Brooklyn, NY, USA, November 27-29, 2023  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Edward Turner, Mihai Cucuringu |
Graph Denoising Networks: A Deep Learning Framework for Equity Portfolio Construction.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Zikai Wei, Bo Dai 0002, Dahua Lin |
E2EAI: End-to-End Deep Learning Framework for Active Investing.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Soumava Ghosh, Ravi Anand, Tanmoy Bhowmik, Siddhanth Chandrashekhar |
GoSage: Heterogeneous Graph Neural Network Using Hierarchical Attention for Collusion Fraud Detection.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Yuanrong Wang, Antonio Briola, Tomaso Aste |
Topological Portfolio Selection and Optimization.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Jingyi Gu, Wenlu Du, A M. Muntasir Rahman, Guiling Wang 0001 |
Margin Trader: A Reinforcement Learning Framework for Portfolio Management with Margin and Constraints.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Boyu Zhang, Hongyang Yang, Tianyu Zhou, Ali Babar 0001, Xiao-Yang Liu |
Enhancing Financial Sentiment Analysis via Retrieval Augmented Large Language Models.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Seyoung Kim, Joohwan Hong, Yongjae Lee |
A GANs-Based Approach for Stock Price Anomaly Detection and Investment Risk Management.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Jacopo Bono, Ahmad Naser Eddin, David Aparício, Hugo Ferreira 0006, João Tiago Ascensão, Pedro Ribeiro 0004, Pedro Bizarro |
From random-walks to graph-sprints: a low-latency node embedding framework on continuous-time dynamic graphs.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Zhen Zeng, William Watson, Nicole Cho, Saba Rahimi, Shayleen Reynolds, Tucker Balch, Manuela Veloso |
FlowMind: Automatic Workflow Generation with LLMs.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Piotr Skalski, David Sutton, Stuart Burrell, Iker Perez, Jason Wong |
Towards a Foundation Purchasing Model: Pretrained Generative Autoregression on Transaction Sequences.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Ana Clara Teixeira, Vaishali Marar, Hamed Yazdanpanah, Aline Pezente, Mohammad Ghassemi |
Enhancing Credit Risk Reports Generation using LLMs: An Integration of Bayesian Networks and Labeled Guide Prompting.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Jinan Zou, Yanxi Liu 0002, Yuankai Qi, Haiyao Cao, Lingqiao Liu, Javen Qinfeng Shi |
A Generative Approach for Comprehensive Financial Event Extraction at the Document Level.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Yoontae Hwang, Junhyeong Lee, Daham Kim, Seunghwan Noh, Joohwan Hong, Yongjae Lee |
SimStock : Representation Model for Stock Similarities.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Emmanuel Djanga, Mihai Cucuringu, Chao Zhang |
Cryptocurrency volatility forecasting using commonality in intraday volatility.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Jesse S. Ghashti, John R. J. Thompson |
The complexity of financial wellness: examining survey patterns via kernel metric learning and clustering of mixed-type data.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Abhinav Prasad, Prakash Arunachalam, Ali Motamedi, Ranjeeta Bhattacharya, Beibei Liu, Hays McCormick, Shengzhe Xu, Nikhil Muralidhar, Naren Ramakrishnan |
ML-Assisted Optimization of Securities Lending.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Dhruv Desai, Ashmita Dhiman, Tushar Sharma, Deepika Sharma, Dhagash Mehta, Stefano Pasquali |
Quantifying Outlierness of Funds from their Categories using Supervised Similarity.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Seonmi Kim, Seyoung Kim, Yejin Kim, Junpyo Park, Seongjin Kim, Moolkyeol Kim, Chang Hwan Sung, Joohwan Hong, Yongjae Lee |
LLMs Analyzing the Analysts: Do BERT and GPT Extract More Value from Financial Analyst Reports?  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Andy Chung, Kumiko Tanaka-Ishii |
Modeling Momentum Spillover with Economic Links Discovered from Financial Documents.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Danni Shi, Jan-Peter Calliess, Mihai Cucuringu |
Multireference Alignment for Lead-Lag Detection in Multivariate Time Series and Equity Trading.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Kang Gao, Stephen Weston, Perukrishnen Vytelingum, Namid R. Stillman, Wayne Luk, Ce Guo |
Deeper Hedging: A New Agent-based Model for Effective Deep Hedging.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Pritam Kumar Nath, Govind Waghmare, Nikhil Tumbde, Nitish Kumar, Siddhartha Asthana |
Learning Temporal Representations of Bipartite Financial Graphs.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Ruihua Ruan |
Liquidity takers behavior representation through a contrastive learning approach.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Zhiyu Cao, Zihan Chen, Prerna Mishra, Hamed Amini, Zachary Feinstein |
Modeling Inverse Demand Function with Explainable Dual Neural Networks.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Francois Buet-Golfouse, Islam Utyagulov, Parth Pahwa, Peter Hill |
Turbo-Charging Deep Learning Methods for Partial Differential Equations.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Joel Dyer, Arnau Quera-Bofarull, Ayush Chopra, J. Doyne Farmer, Anisoara Calinescu, Michael J. Wooldridge |
Gradient-Assisted Calibration for Financial Agent-Based Models.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Hamed Amini, Zhongyuan Cao, Agnès Sulem |
The Default Cascade Process in Stochastic Financial Networks.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Anubha Pandey, Himanshu Chaudhary, Alekhya Bhatraju, Deepak Bhatt, Maneet Singh |
Improving the Robustness of Financial Models through Identification of the Minimal Vulnerable Feature Set.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Yinheng Li, Shaofei Wang, Han Ding 0004, Hang Chen |
Large Language Models in Finance: A Survey.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Lingxiao Zhao, Maria Polukarov, Carmine Ventre |
Liquidity and Solvency Risks in Financial Networks.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Zhen Zeng, Rachneet Kaur, Suchetha Siddagangappa, Tucker Balch, Manuela Veloso |
From Pixels to Predictions: Spectrogram and Vision Transformer for Better Time Series Forecasting.  |
ICAIF  |
2023 |
DBLP DOI BibTeX RDF |
|
1 | Di Chen 0001, Yada Zhu, Miao Liu 0001, Jianbo Li |
Cost-Efficient Reinforcement Learning for Optimal Trade Execution on Dynamic Market Environment.  |
ICAIF  |
2022 |
DBLP DOI BibTeX RDF |
|
1 | Yanqing Ma, Carmine Ventre, Maria Polukarov |
Denoised Labels for Financial Time Series Data via Self-Supervised Learning.  |
ICAIF  |
2022 |
DBLP DOI BibTeX RDF |
|
1 | Phillip Murray, Ben Wood, Hans Buehler, Magnus Wiese, Mikko Pakkanen |
Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk Aversions.  |
ICAIF  |
2022 |
DBLP DOI BibTeX RDF |
|
1 | Kshama Dwarakanath, Svitlana Vyetrenko, Tucker Balch |
Equitable Marketplace Mechanism Design.  |
ICAIF  |
2022 |
DBLP DOI BibTeX RDF |
|
1 | Martino Bernasconi, Stefano Martino, Edoardo Vittori, Francesco Trovò, Marcello Restelli |
Dark-Pool Smart Order Routing: a Combinatorial Multi-armed Bandit Approach.  |
ICAIF  |
2022 |
DBLP DOI BibTeX RDF |
|
1 | Raad Khraishi, Ramin Okhrati |
Offline Deep Reinforcement Learning for Dynamic Pricing of Consumer Credit.  |
ICAIF  |
2022 |
DBLP DOI BibTeX RDF |
|
1 | Guhyuk Chung, Munki Chung, Yongjae Lee, Woo Chang Kim |
Market Making under Order Stacking Framework: A Deep Reinforcement Learning Approach.  |
ICAIF  |
2022 |
DBLP DOI BibTeX RDF |
|
1 | Jacobo Roa-Vicens, Yao Lei Xu, Ricardo Silva 0001, Danilo P. Mandic |
Graph and tensor-train recurrent neural networks for high-dimensional models of limit order books.  |
ICAIF  |
2022 |
DBLP DOI BibTeX RDF |
|
1 | Anastasios Petropoulos, Vasilis Siakoulis, Konstantinos P. Panousis, Loukas Papadoulas, Sotirios Chatzis |
A Deep Learning Approach for Dynamic Balance Sheet Stress Testing.  |
ICAIF  |
2022 |
DBLP DOI BibTeX RDF |
|
1 | Ji Qi, Carmine Ventre |
Incentivising Market Making in Financial Markets.  |
ICAIF  |
2022 |
DBLP DOI BibTeX RDF |
|
1 | Shubhi Asthana, Ruchi Mahindru |
Mapping of Financial Services datasets using Human-in-the-Loop.  |
ICAIF  |
2022 |
DBLP DOI BibTeX RDF |
|
1 | Jingwei Ji, Renyuan Xu, Ruihao Zhu |
Risk-Aware Linear Bandits with Application in Smart Order Routing.  |
ICAIF  |
2022 |
DBLP DOI BibTeX RDF |
|
1 | Bingyan Han |
Can maker-taker fees prevent algorithmic cooperation in market making?  |
ICAIF  |
2022 |
DBLP DOI BibTeX RDF |
|
1 | Dan Zhou, Ajim Uddin, Xinyuan Tao, Zuofeng Shang, Dantong Yu |
Temporal Bipartite Graph Neural Networks for Bond Prediction.  |
ICAIF  |
2022 |
DBLP DOI BibTeX RDF |
|
1 | Tina Ruiwen Wang, Jithin Pradeep, Jerry Zikun Chen |
Objective Driven Portfolio Construction Using Reinforcement Learning.  |
ICAIF  |
2022 |
DBLP DOI BibTeX RDF |
|
1 | Christina Ovezik, Aggelos Kiayias |
Decentralization Analysis of Pooling Behavior in Cardano Proof of Stake.  |
ICAIF  |
2022 |
DBLP DOI BibTeX RDF |
|
1 | Joseph Jerome, Gregory Palmer, Rahul Savani |
Market Making with Scaled Beta Policies.  |
ICAIF  |
2022 |
DBLP DOI BibTeX RDF |
|
1 | Mário Cardoso, Pedro Saleiro, Pedro Bizarro |
LaundroGraph: Self-Supervised Graph Representation Learning for Anti-Money Laundering.  |
ICAIF  |
2022 |
DBLP DOI BibTeX RDF |
|
1 | Antonio Riva, Lorenzo Bisi, Pierre Liotet, Luca Sabbioni, Edoardo Vittori, Marco Pinciroli, Michele Trapletti, Marcello Restelli |
Addressing Non-Stationarity in FX Trading with Online Model Selection of Offline RL Experts.  |
ICAIF  |
2022 |
DBLP DOI BibTeX RDF |
|
1 | Eric Luxenberg, Stephen P. Boyd, Misha van Beek, Wen Cao, Mykel J. Kochenderfer |
Strategic Asset Allocation with Illiquid Alternatives.  |
ICAIF  |
2022 |
DBLP DOI BibTeX RDF |
|