Anisoara Calinescu

Publication Activity (10 Years)

Years Active: 2012-2024
Publications (10 Years): 22

Top Topics

Intelligent Transport Systems

Combinatorial Optimisation

Trading Strategies

Top Venues

Publications

Joel Dyer, Arnau Quera-Bofarull, Nicholas Bishop, J. Doyne Farmer, Anisoara Calinescu, Michael J. Wooldridge
Population Synthesis as Scenario Generation for Simulation-based Planning under Uncertainty. AAMAS (2024)
Fabio Massimo Zennaro, Nicholas Bishop, Joel Dyer, Yorgos Felekis, Anisoara Calinescu, Michael J. Wooldridge, Theodoros Damoulas
Causally Abstracted Multi-armed Bandits. CoRR (2024)
Imran Mahmood, Nicholas Bishop, Anisoara Calinescu, Michael J. Wooldridge, Ioannis Zachos
A multi-objective combinatorial optimisation framework for large scale hierarchical population synthesis. CoRR (2024)
Joel Dyer, Nicholas Bishop, Yorgos Felekis, Fabio Massimo Zennaro, Anisoara Calinescu, Theodoros Damoulas, Michael Wooldridge
Interventionally Consistent Surrogates for Agent-based Simulators. CoRR (2023)
Arnau Quera-Bofarull, Ayush Chopra, Joseph Aylett-Bullock, Carolina Cuesta-Lázaro, Anisoara Calinescu, Ramesh Raskar, Michael J. Wooldridge
Don't Simulate Twice: One-Shot Sensitivity Analyses via Automatic Differentiation. AAMAS (2023)
Sascha Yves Frey, Kang Li, Peer Nagy, Silvia Sapora, Christopher Lu, 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)
Arnau Quera-Bofarull, Ayush Chopra, Anisoara Calinescu, Michael J. Wooldridge, Joel Dyer
Bayesian calibration of differentiable agent-based models. CoRR (2023)
Bogdan Sitaru, Anisoara Calinescu, Mihai Cucuringu
Order Flow Decomposition for Price Impact Analysis in Equity Limit Order Books. ICAIF (2023)
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)
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. CoRR (2023)
Arnau Quera-Bofarull, Joel Dyer, Anisoara Calinescu, Michael J. Wooldridge
Some challenges of calibrating differentiable agent-based models. CoRR (2023)
Arnau Quera-Bofarull, Joel Dyer, Anisoara Calinescu, J. Doyne Farmer, Michael J. Wooldridge
BlackBIRDS: Black-Box Inference foR Differentiable Simulators. J. Open Source Softw. 8 (90) (2023)
Sascha Frey, Kang Li, Peer Nagy, Silvia Sapora, Chris Lu, Stefan Zohren, Jakob N. Foerster, Anisoara Calinescu
JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading. CoRR (2023)
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)
Angira Sharma, Edward Elson Kosasih, Jie Zhang, Alexandra Brintrup, Anisoara Calinescu
Digital Twins: State of the art theory and practice, challenges, and open research questions. J. Ind. Inf. Integr. 30 (2022)
Jie Zhang, Alexandra Brintrup, Anisoara Calinescu, Edward Elson Kosasih, Angira Sharma
Supply Chain Digital Twin Framework Design: An Approach of Supply Chain Operations Reference Model and System of Systems. CoRR (2021)
Gloria Cerasela Crisan, Camelia-Mihaela Pintea, Anisoara Calinescu, Corina Pop Sitar, Petrica C. Pop
Secure traveling salesman problem with intelligent transport systems features. Log. J. IGPL 29 (6) (2021)
Angira Sharma, Edward Elson Kosasih, Jie Zhang, Alexandra Brintrup, Anisoara Calinescu
Digital Twins: State of the Art Theory and Practice, Challenges, and Open Research Questions. CoRR (2020)
Camelia-Mihaela Pintea, Anisoara Calinescu, Corina Pop Sitar, Petrica C. Pop
Towards secure & green two-stage supply chain networks. Log. J. IGPL 27 (2) (2019)
James Paulin, Anisoara Calinescu, Michael J. Wooldridge
Agent-Based Modeling for Complex Financial Systems. IEEE Intell. Syst. 33 (2) (2018)
James Paulin, Anisoara Calinescu, Michael J. Wooldridge
Understanding Flash Crash Contagion and Systemic Risk: A Micro-Macro Agent-Based Approach. CoRR (2018)
Camelia-Mihaela Pintea, Anisoara Calinescu, Petrica C. Pop, Cosmin Sabo
Towards a Secure Two-Stage Supply Chain Network: A Transportation-Cost Approach. SOCO-CISIS-ICEUTE (2016)
Natalia Ponomareva, Anisoara Calinescu
Revisiting Agent-Based Models of Algorithmic Trading Strategies. Trans. Comput. Collect. Intell. 16 (2014)
Natalia Ponomareva, Anisoara Calinescu
Extending and Evaluating Agent-Based Models of Algorithmic Trading Strategies. ICECCS (2012)