Svitlana Vyetrenko

Publication Activity (10 Years)

Years Active: 2009-2024
Publications (10 Years): 51

Top Topics

Learning Agents

Similarity Metrics

Simulation Models

Top Venues

Publications

Vamsi K. Potluru, Daniel Borrajo, Andrea Coletta, Niccolò Dalmasso, Yousef El-Laham, Elizabeth Fons, Mohsen Ghassemi, Sriram Gopalakrishnan, Vikesh Gosai, Eleonora Kreacic, Ganapathy Mani, Saheed Obitayo, Deepak Paramanand, Natraj Raman, Mikhail Solonin, Srijan Sood, Svitlana Vyetrenko, Haibei Zhu, Manuela Veloso, Tucker Balch
Synthetic Data Applications in Finance. CoRR (2024)
Yousef El-Laham, Elizabeth Fons, Dillon Daudert, Svitlana Vyetrenko
Augment on Manifold: Mixup Regularization with UMAP. ICASSP (2024)
Matteo Prata, Giuseppe Masi, Leonardo Berti, Viviana Arrigoni, Andrea Coletta, Irene Cannistraci, Svitlana Vyetrenko, Paola Velardi, Novella Bartolini
Lob-based deep learning models for stock price trend prediction: a benchmark study. Artif. Intell. Rev. 57 (5) (2024)
Kshama Dwarakanath, Svitlana Vyetrenko, Toks Oyebode, Tucker Balch
Transparency as Delayed Observability in Multi-Agent Systems. CoRR (2024)
Andrea Coletta, Kshama Dwarakanath, Penghang Liu, Svitlana Vyetrenko, Tucker Balch
LLM-driven Imitation of Subrational Behavior : Illusion or Reality? CoRR (2024)
Zhongchang Sun, Yousef El-Laham, Svitlana Vyetrenko
Neural Stochastic Differential Equations with Change Points: A Generative Adversarial Approach. ICASSP (2024)
Kshama Dwarakanath, Svitlana Vyetrenko, Peyman Tavallali, Tucker Balch
ABIDES-Economist: Agent-Based Simulation of Economic Systems with Learning Agents. CoRR (2024)
Haibei Zhu, Yousef El-Laham, Elizabeth Fons, Svitlana Vyetrenko
A Language Model-Guided Framework for Mining Time Series with Distributional Shifts. CoRR (2024)
Elizabeth Fons, Rachneet Kaur, Soham Palande, Zhen Zeng, Svitlana Vyetrenko, Tucker Balch
Evaluating Large Language Models on Time Series Feature Understanding: A Comprehensive Taxonomy and Benchmark. CoRR (2024)
Haibei Zhu, Svitlana Vyetrenko, Tucker Balch
A Model-Based Synthetic Stock Price Time Series Generation Framework. CoRR (2023)
Andrea Coletta, Svitlana Vyetrenko, Tucker Balch
K-SHAP: Policy Clustering Algorithm for Anonymous Multi-Agent State-Action Pairs. ICML (2023)
Yousef El-Laham, Elizabeth Fons, Dillon Daudert, Svitlana Vyetrenko
Augment on Manifold: Mixup Regularization with UMAP. CoRR (2023)
Haibei Zhu, Svitlana Vyetrenko, Kshama Dwarakanath, Tucker Balch, Serafin Grundl, David Byrd
Once burned, twice shy? The effect of stock market bubbles on traders that learn by experience. WSC (2023)
Jialin Dong, Kshama Dwarakanath, Svitlana Vyetrenko
Analyzing the Impact of Tax Credits on Households in Simulated Economic Systems with Learning Agents. CoRR (2023)
Andrea Coletta, Sriram Gopalakrishnan, Daniel Borrajo, Svitlana Vyetrenko
On the Constrained Time-Series Generation Problem. NeurIPS (2023)
Viviana Arrigoni, Giuseppe Masi, Emanuele Mercanti, Novella Bartolini, Svitlana Vyetrenko
Stock Shocks Modelling and Forecasting. ICDCS Workshops (2023)
Tom Bamford, Elizabeth Fons, Yousef El-Laham, Svitlana Vyetrenko
MADS: Modulated Auto-Decoding SIREN for time series imputation. CoRR (2023)
Yousef El-Laham, Niccolò Dalmasso, Elizabeth Fons, Svitlana Vyetrenko
Deep Gaussian Mixture Ensembles. CoRR (2023)
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)
Giuseppe Masi, Matteo Prata, Michele Conti, Novella Bartolini, Svitlana Vyetrenko
On Correlated Stock Market Time Series Generation. ICAIF (2023)
Zhongchang Sun, Yousef El-Laham, Svitlana Vyetrenko
Neural Stochastic Differential Equations with Change Points: A Generative Adversarial Approach. CoRR (2023)
Yousef El-Laham, Niccolò Dalmasso, Elizabeth Fons, Svitlana Vyetrenko
Deep Gaussian mixture ensembles. UAI (2023)
Andrea Coletta, Sriram Gopalakrishnan, Daniel Borrajo, Svitlana Vyetrenko
On the Constrained Time-Series Generation Problem. CoRR (2023)
Andrea Coletta, Joseph Jerome, Rahul Savani, Svitlana Vyetrenko
Conditional Generators for Limit Order Book Environments: Explainability, Challenges, and Robustness. ICAIF (2023)
Song Wei, Andrea Coletta, Svitlana Vyetrenko, Tucker Balch
ATMS: Algorithmic Trading-Guided Market Simulation. CoRR (2023)
Kshama Dwarakanath, Svitlana Vyetrenko, Tucker Balch, Toks Oyebode
Transparency As Delayed Observability In Multi-Agent Systems. WSC (2023)
Haibei Zhu, Svitlana Vyetrenko, Serafin Grundl, David Byrd, Kshama Dwarakanath, Tucker Balch
Once Burned, Twice Shy? The Effect of Stock Market Bubbles on Traders that Learn by Experience. CoRR (2023)
Andrea Coletta, Joseph Jerome, Rahul Savani, Svitlana Vyetrenko
Conditional Generators for Limit Order Book Environments: Explainability, Challenges, and Robustness. CoRR (2023)
Andrea Coletta, Svitlana Vyetrenko, Tucker Balch
K-SHAP: Policy Clustering Algorithm for Anonymous State-Action Pairs. CoRR (2023)
Matteo Prata, Giuseppe Masi, Leonardo Berti, Viviana Arrigoni, Andrea Coletta, Irene Cannistraci, Svitlana Vyetrenko, Paola Velardi, Novella Bartolini
LOB-Based Deep Learning Models for Stock Price Trend Prediction: A Benchmark Study. CoRR (2023)
Tom Bamford, Andrea Coletta, Elizabeth Fons, Sriram Gopalakrishnan, Svitlana Vyetrenko, Tucker Balch, Manuela Veloso
Multi-Modal Financial Time-Series Retrieval Through Latent Space Projections. CoRR (2023)
Yousef El-Laham, Svitlana Vyetrenko
StyleTime: Style Transfer for Synthetic Time Series Generation. CoRR (2022)
Kshama Dwarakanath, Svitlana Vyetrenko, Tucker Balch
Equitable Marketplace Mechanism Design. ICAIF (2022)
Andrea Coletta, Aymeric Moulin, Svitlana Vyetrenko, Tucker Balch
Learning to simulate realistic limit order book markets from data as a World Agent. ICAIF (2022)
Defu Cao, Yousef El-Laham, Loc Trinh, Svitlana Vyetrenko, Yan Liu
DSLOB: A Synthetic Limit Order Book Dataset for Benchmarking Forecasting Algorithms under Distributional Shift. CoRR (2022)
Kshama Dwarakanath, Danial Dervovic, Peyman Tavallali, Svitlana Vyetrenko, Tucker Balch
Optimal Stopping with Gaussian Processes. ICAIF (2022)
Yousef El-Laham, Svitlana Vyetrenko
StyleTime: Style Transfer for Synthetic Time Series Generation. ICAIF (2022)
Elizabeth Fons, Alejandro Sztrajman, Yousef El-Laham, Alexandros Iosifidis, Svitlana Vyetrenko
HyperTime: Implicit Neural Representation for Time Series. CoRR (2022)
Andrea Coletta, Aymeric Moulin, Svitlana Vyetrenko, Tucker Balch
Learning to simulate realistic limit order book markets from data as a World Agent. CoRR (2022)
Yuanlu Bai, Henry Lam, Tucker Balch, Svitlana Vyetrenko
Efficient Calibration of Multi-Agent Simulation Models from Output Series with Bayesian Optimization. ICAIF (2022)
Andrea Coletta, Matteo Prata, Michele Conti, Emanuele Mercanti, Novella Bartolini, Aymeric Moulin, Svitlana Vyetrenko, Tucker Balch
Towards Realistic Market Simulations: a Generative Adversarial Networks Approach. CoRR (2021)
Yuanlu Bai, Henry Lam, Svitlana Vyetrenko, Tucker Balch
Efficient Calibration of Multi-Agent Market Simulators from Time Series with Bayesian Optimization. CoRR (2021)
Selim Amrouni, Aymeric Moulin, Jared Vann, Svitlana Vyetrenko, Tucker Balch, Manuela Veloso
ABIDES-gym: gym environments for multi-agent discrete event simulation and application to financial markets. ICAIF (2021)
Victor Storchan, Svitlana Vyetrenko, Tucker Balch
Learning who is in the market from time series: market participant discovery through adversarial calibration of multi-agent simulators. CoRR (2021)
Selim Amrouni, Aymeric Moulin, Jared Vann, Svitlana Vyetrenko, Tucker Balch, Manuela Veloso
ABIDES-Gym: Gym Environments for Multi-Agent Discrete Event Simulation and Application to Financial Markets. CoRR (2021)
Diego Pino, Javier García, Fernando Fernández, Svitlana Vyetrenko
Similarity metrics for Different Market Scenarios in Abides. CoRR (2021)
Yuanlu Bai, Tucker Balch, Haoxian Chen, Danial Dervovic, Henry Lam, Svitlana Vyetrenko
Calibrating Over-Parametrized Simulation Models: A Framework via Eligibility Set. CoRR (2021)
Andrea Coletta, Matteo Prata, Michele Conti, Emanuele Mercanti, Novella Bartolini, Aymeric Moulin, Svitlana Vyetrenko, Tucker Balch
Towards realistic market simulations: a generative adversarial networks approach. ICAIF (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)
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)
Svitlana Vyetrenko, Shaojie Xu
Risk-Sensitive Compact Decision Trees for Autonomous Execution in Presence of Simulated Market Response. CoRR (2019)
Ömer Faruk Tekin, Svitlana Vyetrenko, Tracey Ho, Hongyi Yao
Erasure correction for nested receivers. Allerton (2011)
Theodoros K. Dikaliotis, Tracey Ho, Sidharth Jaggi, Svitlana Vyetrenko, Hongyi Yao, Michelle Effros, Jörg Kliewer, Elona Erez
Multiple-Access Network Information-Flow and Correction Codes. IEEE Trans. Inf. Theory 57 (2) (2011)
Tracey Ho, Sidharth Jaggi, Svitlana Vyetrenko, Lingxiao Xia
Universal and robust distributed network codes. INFOCOM (2011)
Theodoros K. Dikaliotis, Tracey Ho, Sidharth Jaggi, Svitlana Vyetrenko, Hongyi Yao, Michelle Effros, Jörg Kliewer, Elona Erez
Multiple-access Network Information-flow and Correction Codes CoRR (2010)
Tracey Ho, Sidharth Jaggi, Svitlana Vyetrenko, Lingxiao Xia
Universal and Robust Distributed Network Codes CoRR (2010)
Svitlana Vyetrenko, Tracey Ho, Theodoros K. Dikaliotis
Outer bounds on the error correction capacity region for non-multicast networks. Allerton (2010)
Svitlana Vyetrenko, Tracey Ho, Michelle Effros, Jörg Kliewer, Elona Erez
Rate rRegions for coherent and noncoherent multisource network error correction. ISIT (2009)
Svitlana Vyetrenko, Tracey Ho, Elona Erez
On noncoherent correction of network errors and erasures with random locations. ISIT (2009)