Mahmoud Mahfouz

Publication Activity (10 Years)

Years Active: 2019-2021
Publications (10 Years): 9

Top Topics

Learning To Classify

Trading Strategies

Top Venues

Publications

Mahmoud Mahfouz, Tucker Balch, Manuela Veloso, Danilo P. Mandic
Learning to classify and imitate trading agents in continuous double auction markets. ICAIF (2021)
Mahmoud Mahfouz, Tucker Balch, Manuela Veloso, Danilo P. Mandic
Learning to Classify and Imitate Trading Agents in Continuous Double Auction Markets. CoRR (2021)
Mahmoud Mahfouz, Armineh Nourbakhsh, Sameena Shah
A Framework for Institutional Risk Identification using Knowledge Graphs and Automated News Profiling. CoRR (2021)
Yufei Wu, Mahmoud Mahfouz, Daniele Magazzeni, Manuela Veloso
How Robust are Limit Order Book Representations under Data Perturbation? CoRR (2021)
Svitlana Vyetrenko, David Byrd, Nick Petosa, Mahmoud Mahfouz, Danial Dervovic, Manuela Veloso, Tucker Balch
Get real: realism metrics for robust limit order book market simulations. ICAIF (2020)
Samuel A. Assefa, Danial Dervovic, Mahmoud Mahfouz, Robert E. Tillman, Prashant Reddy, Manuela Veloso
Generating synthetic data in finance: opportunities, challenges and pitfalls. ICAIF (2020)
Giuseppe Giovanni Calvi, Ahmad Moniri, Mahmoud Mahfouz, Zeyang Yu, Qibin Zhao, Danilo P. Mandic
Tucker Tensor Layer in Fully Connected Neural Networks. CoRR (2019)
Tucker Hybinette Balch, Mahmoud Mahfouz, Joshua Lockhart, Maria Hybinette, David Byrd
How to Evaluate Trading Strategies: Single Agent Market Replay or Multiple Agent Interactive Simulation? CoRR (2019)
Svitlana Vyetrenko, David Byrd, Nick Petosa, Mahmoud Mahfouz, Danial Dervovic, Manuela Veloso, Tucker Hybinette Balch
Get Real: Realism Metrics for Robust Limit Order Book Market Simulations. CoRR (2019)