vix.ing · top · new · best · stats · spec

Svitlana Vyetrenko

  1. On the Constrained Time-Series Generation Problem
    2023/07/04 by Andrea Coletta, Sriram Gopalakrishan, Coletta, Andrea +5 · 17 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. HyperTime: Implicit Neural Representation for Time Series
    2022/08/11 by Elizabeth Fons, Fons, Elizabeth, Alejandro Sztrajman +7 · 10 citations
    Computer Science · #Time Series Analysis and Forecasting #Generative Adversarial Networks and Image Synthesis #Advanced Vision and Imaging
  3. Evaluating Large Language Models on Time Series Feature Understanding: A Comprehensive Taxonomy and Benchmark
    2024/04/25 by Elizabeth Fons, Rachneet Kaur, Fons, Elizabeth +10 · 15 citations
    Computer Science · #Computation and Language (cs.CL) #FOS: Computer and information sciences #Topic Modeling
  4. Synthetic Data Applications in Finance
    2023/12/29 by Vamsi K. Potluru, Daniel Borrajo, Potluru, Vamsi K. +37 · 7 citations
    Computer Science · Decision Sciences · Economics, Econometrics and Finance · #Blockchain Technology Applications and Security #Complex Systems and Time Series Analysis #FOS: Computer and information sciences #FOS: Economics and business #General Finance (q-fin.GN) #Machine Learning (cs.LG) #Stock Market Forecasting Methods
  5. Towards Realistic Market Simulations: a Generative Adversarial Networks\n Approach
    2021/10/25 by Andrea Coletta, Coletta, Andrea, Matteo Prata +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)
  6. LOB-Based Deep Learning Models for Stock Price Trend Prediction: A Benchmark Study
    2023/07/05 by Matteo Prata, Prata, Matteo, Giuseppe Masi +15 · 4 citations
    Decision Sciences · Engineering · #Energy Load and Power Forecasting #FOS: Computer and information sciences #FOS: Economics and business #Forecasting Techniques and Applications #Machine Learning (cs.LG) #Stock Market Forecasting Methods #Trading and Market Microstructure (q-fin.TR)
  7. MADS: Modulated Auto-Decoding SIREN for time series imputation
    2023/07/03 by Tom Bamford, Bamford, Tom, Elizabeth Fons +5 · 4 citations
    Computer Science · Engineering · #Time Series Analysis and Forecasting #Anomaly Detection Techniques and Applications #Advanced Chemical Sensor Technologies
  8. 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)
  9. LLM-driven Imitation of Subrational Behavior : Illusion or Reality?
    2024/02/13 by Andrea Coletta, Kshama Dwarakanath, Coletta, Andrea +7 · 3 citations
    Computer Science · #Reinforcement Learning in Robotics #Neural Networks and Applications #Advanced Text Analysis Techniques
  10. ABIDES-Economist: Agent-Based Simulator of Economic Systems with Learning Agents
    2024/02/14 by Kshama Dwarakanath, Tucker Balch, Dwarakanath, Kshama +3 · 2 citations
    Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Computer and information sciences #FOS: Economics and business #General Economics (econ.GN) #Multiagent Systems (cs.MA)
  11. Multi-Modal Financial Time-Series Retrieval Through Latent Space Projections
    2023/09/28 by Tom Bamford, Andrea Coletta, Bamford, Tom +11 · 2 citations
    Computer Science · Decision Sciences · Economics, Econometrics and Finance · #Artificial Intelligence (cs.AI) #Complex Systems and Time Series Analysis #FOS: Computer and information sciences #Human-Computer Interaction (cs.HC) #Machine Learning (cs.LG) #Stock Market Forecasting Methods #Time Series Analysis and Forecasting
  12. Tax Credits and Household Behavior: The Roles of Myopic Decision-Making and Liquidity in a Simulated Economy
    2024/08/19 by Kshama Dwarakanath, Jialin Dong, Dwarakanath, Kshama +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)
  13. 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)
  14. 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)
  15. Augment on Manifold: Mixup Regularization with UMAP
    2023/12/20 by Yousef El-Laham, Elizabeth Fons, El-Laham, Yousef +5 · 1 citation
    Computer Science · #Face and Expression Recognition #Domain Adaptation and Few-Shot Learning #Human Pose and Action Recognition
  16. DSLOB: A Synthetic Limit Order Book Dataset for Benchmarking Forecasting Algorithms under Distributional Shift
    2022/11/17 by Defu Cao, Yousef El-Laham, Cao, Defu +7 · 1 citation
    Decision Sciences · Economics, Econometrics and Finance · #Artificial Intelligence (cs.AI) #Auction Theory and Applications #FOS: Computer and information sciences #FOS: Economics and business #Financial Markets and Investment Strategies #Machine Learning (cs.LG) #Statistical Finance (q-fin.ST) #Stock Market Forecasting Methods