Vyetrenko, Svitlana

1. On the Constrained Time-Series Generation Problem
   2023/07/04 by Andrea Coletta, Sriram Gopalakrishan, Coletta, Andrea +5 · 12 citations
   Decision Sciences · Engineering · #Artificial Intelligence (cs.AI) #Energy Load and Power Forecasting #FOS: Computer and information sciences #Machine Learning (cs.LG) #Reservoir Engineering and Simulation Methods #Stock Market Forecasting Methods
2. Evaluating Large Language Models on Time Series Feature Understanding: A Comprehensive Taxonomy and Benchmark
   2024/04/25 by Fons, Elizabeth, Kaur, Rachneet, Palande, Soham +4 · 11 citations
   #Computation and Language (cs.CL) #FOS: Computer and information sciences
3. HyperTime: Implicit Neural Representation for Time Series
   2022/08/11 by Elizabeth Fons, Alejandro Sztrajman, Fons, Elizabeth +7 · 5 citations
   Computer Science · #Time Series Analysis and Forecasting #Generative Adversarial Networks and Image Synthesis #Advanced Vision and Imaging
4. Towards Realistic Market Simulations: a Generative Adversarial Networks\n Approach
   2021/10/25 by Andrea Coletta, Matteo Prata, Coletta, Andrea +13 · 3 citations
   Decision Sciences · Economics, Econometrics and Finance · #Artificial Intelligence (cs.AI) #Complex Systems and Time Series Analysis #Computational Engineering #FOS: Computer and information sciences #FOS: Economics and business #Finance #Financial Markets and Investment Strategies #I.2 #I.6 #Machine Learning (cs.LG) #Multiagent Systems (cs.MA) #Sports Analytics and Performance #Stock Market Forecasting Methods #Trading and Market Microstructure (q-fin.TR) #and Science (cs.CE)
5. Conditional Generators for Limit Order Book Environments: Explainability, Challenges, and Robustness
   2023/06/22 by Andrea Coletta, Coletta, Andrea, Joseph W. Jerome +5 · 3 citations
   Computer Science · Economics, Econometrics and Finance · #Artificial Intelligence (cs.AI) #Artificial Intelligence in Games #Computational Engineering #FOS: Computer and information sciences #FOS: Economics and business #Finance #Machine Learning (cs.LG) #Sports Analytics and Performance #Topic Modeling #Trading and Market Microstructure (q-fin.TR) #and Science (cs.CE)
6. Synthetic Data Applications in Finance
   2023/12/29 by Potluru, Vamsi K., Borrajo, Daniel, Coletta, Andrea +17 · 3 citations
   #FOS: Computer and information sciences #FOS: Economics and business #General Finance (q-fin.GN) #Machine Learning (cs.LG)
7. LOB-Based Deep Learning Models for Stock Price Trend Prediction: A Benchmark Study
   2023/07/05 by Prata, Matteo, Masi, Giuseppe, Berti, Leonardo +6 · 2 citations
   #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (cs.LG) #Trading and Market Microstructure (q-fin.TR)
8. LLM-driven Imitation of Subrational Behavior : Illusion or Reality?
   2024/02/13 by Andrea Coletta, Coletta, Andrea, Kshama Dwarakanath +7 · 2 citations
   Computer Science · #Reinforcement Learning in Robotics #Neural Networks and Applications #Advanced Text Analysis Techniques
9. Tax Credits and Household Behavior: The Roles of Myopic Decision-Making and Liquidity in a Simulated Economy
   2024/08/19 by Kshama Dwarakanath, Dwarakanath, Kshama, Jialin Dong +3 · 2 citations
   Business, Management and Accounting · Economics, Econometrics and Finance · #FOS: Computer and information sciences #FOS: Economics and business #Financial Literacy, Pension, Retirement Analysis #Fiscal Policy and Economic Growth #General Economics (econ.GN) #Housing Market and Economics #Multiagent Systems (cs.MA)
10. Deep Gaussian Mixture Ensembles
    2023/06/12 by Yousef El-Laham, El-Laham, Yousef, Niccolò Dalmasso +5 · 1 citation
    Computer Science · #Adversarial Robustness in Machine Learning #Anomaly Detection Techniques and Applications #FOS: Computer and information sciences #Gaussian Processes and Bayesian Inference #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Methodology (stat.ME)
11. LOB-Bench: Benchmarking Generative AI for Finance -- an Application to Limit Order Book Data
    2025/02/13 by Peer Nagy, Nagy, Peer, S. Frey +12 · 3 citations
    Decision Sciences · #Computational Engineering #Computational Finance (q-fin.CP) #FOS: Computer and information sciences #FOS: Economics and business #Finance #Machine Learning (cs.LG) #Stock Market Forecasting Methods #Trading and Market Microstructure (q-fin.TR) #and Science (cs.CE)
12. ABIDES-Economist: Agent-Based Simulator of Economic Systems with Learning Agents
    2024/02/14 by Dwarakanath, Kshama, Balch, Tucker, Vyetrenko, Svitlana · 1 citation
    #FOS: Computer and information sciences #FOS: Economics and business #General Economics (econ.GN) #Multiagent Systems (cs.MA)
13. DSLOB: A Synthetic Limit Order Book Dataset for Benchmarking Forecasting Algorithms under Distributional Shift
    2022/11/17 by Cao, Defu, El-Laham, Yousef, Trinh, Loc +2 · 1 citation
    #Artificial Intelligence (cs.AI) #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (cs.LG) #Statistical Finance (q-fin.ST)
14. TADACap: Time-series Adaptive Domain-Aware Captioning
    2025/04/15 by Fons, Elizabeth, Kaur, Rachneet, Zeng, Zhen +4 · 2 citations
    #Computation and Language (cs.CL) #Computer Vision and Pattern Recognition (cs.CV) #FOS: Computer and information sciences
15. Empirical Equilibria in Agent-based Economic systems with Learning agents
    2024/08/21 by Dwarakanath, Kshama, Vyetrenko, Svitlana, Balch, Tucker · 1 citation
    #Computer Science and Game Theory (cs.GT) #FOS: Computer and information sciences #FOS: Economics and business #General Economics (econ.GN) #Multiagent Systems (cs.MA)
16. Time-RA: Towards Time Series Reasoning for Anomaly with LLM Feedback
    2025/07/20 by Yang, Yiyuan, Liu, Zichuan, Song, Lei +6 · 3 citations
    #Artificial Intelligence (cs.AI) #FOS: Computer and information sciences #Machine Learning (cs.LG) #Multimedia (cs.MM)