ICAIF

Keyphrases

Publications

2023

Marcus Jun Rong Foo, Nixie S. Lesmana, Chi Seng Pun
DRL Trading with CPT Actor and Truncated Quantile Critics. ICAIF (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)
Defu Cao, Yixiang Zheng, Parisa Hassanzadeh, Simran Lamba, Xiaomo Liu, Yan Liu
Large Scale Financial Time Series Forecasting with Multi-faceted Model. ICAIF (2023)
Jiseon Yun, Jae Eui Sohn, Sunghyon Kyeong
Fine-Tuning Pretrained Language Models to Enhance Dialogue Summarization in Customer Service Centers. ICAIF (2023)
Parisa Hassanzadeh, Eleonora Kreacic, Sihan Zeng, Yuchen Xiao, Sumitra Ganesh
Sequential Fair Resource Allocation under a Markov Decision Process Framework. ICAIF (2023)
Namid R. Stillman, Rory Baggott, Justin Lyon, Jianfei Zhang, Dingqui Zhu, Tao Chen, Perukrishnen Vytelingum
Deep Calibration of Market Simulations using Neural Density Estimators and Embedding Networks. ICAIF (2023)
Betul Seyhan, Emre Sefer
NFT Primary Sale Price and Secondary Sale Prediction via Deep Learning. ICAIF (2023)
Ricardo Ribeiro Pereira, Jacopo Bono, João Tiago Ascensão, David Aparício, Pedro Ribeiro, Pedro Bizarro
The GANfather: Controllable generation of malicious activity to improve defence systems. ICAIF (2023)
Shibal Ibrahim, Max Tell, Rahul Mazumder
Dyn-GWN: Time-Series Forecasting using Time-varying Graphs with Applications to Finance and Traffic Prediction. 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. ICAIF (2023)
Aldo Glielmo, Marco Favorito, Debmallya Chanda, Domenico Delli Gatti
Reinforcement Learning for Combining Search Methods in the Calibration of Economic ABMs. ICAIF (2023)
Martin Magris, Alexandros Iosifidis
Variational Inference for GARCH-family Models. ICAIF (2023)
Francois Buet-Golfouse, Nicholas William David Martin
Lifting Volterra Diffusions via Kernel Decomposition. ICAIF (2023)
Uras Varolgunes, Dan Zhou, Dantong Yu, Ajim Uddin
NMTucker: Non-linear Matryoshka Tucker Decomposition for Financial Time Series Imputation. ICAIF (2023)
Roberto Daluiso, Marco Pinciroli, Michele Trapletti, Edoardo Vittori
CVA Hedging with Reinforcement Learning. ICAIF (2023)
Masanori Hirano, Kentaro Minami, Kentaro Imajo
Adversarial Deep Hedging: Learning to Hedge without Price Process Modeling. ICAIF (2023)
David Ricardo Montalvan Hernandez, Cassio de Campos
Portfolio Optimization via Credal Probabilistic Circuits. ICAIF (2023)
Lefteris Loukas, Ilias Stogiannidis, Odysseas Diamantopoulos, Prodromos Malakasiotis, Stavros Vassos
Making LLMs Worth Every Penny: Resource-Limited Text Classification in Banking. ICAIF (2023)
Nelson Vadori
Calibration of Derivative Pricing Models: a Multi-Agent Reinforcement Learning Perspective. ICAIF (2023)
Ana Clara Teixeira, Hamed Yazdanpanah, Aline Pezente, Mohammad Ghassemi
Bayesian Networks Improve Out-of-Distribution Calibration for Agribusiness Delinquency Risk Assessment. ICAIF (2023)
Wenyu Chen, Riade Benbaki, Yada Zhu, Rahul Mazumder
Dynamic Covariance Estimation under Structural Assumptions via a Joint Optimization Approach. ICAIF (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)
Dan Zhou, Ajim Uddin, Zuofeng Shang, Cheickna Sylla, Xinyuan Tao, Dantong Yu
A Fast Non-Linear Coupled Tensor Completion Algorithm for Financial Data Integration and Imputation. ICAIF (2023)
Andy Chung, Kumiko Tanaka-Ishii
Predictability of Post-Earnings Announcement Drift with Textual and Contextual Factors of Earnings Calls. ICAIF (2023)
Andrea Coletta, Joseph Jerome, Rahul Savani, Svitlana Vyetrenko
Conditional Generators for Limit Order Book Environments: Explainability, Challenges, and Robustness. ICAIF (2023)
Xueying Ding, Nikita Seleznev, Senthil Kumar, C. Bayan Bruss, Leman Akoglu
From Detection to Action: a Human-in-the-loop Toolkit for Anomaly Reasoning and Management. ICAIF (2023)
Ruslan Tepelyan, Achintya Gopal
Generative Machine Learning for Multivariate Equity Returns. ICAIF (2023)
Xin Du, Kai Moriyama, Kumiko Tanaka-Ishii
Co-Training Realized Volatility Prediction Model with Neural Distributional Transformation. ICAIF (2023)
He Sun, Zhun Deng, Hui Chen, David C. Parkes
Decision-Aware Conditional GANs for Time Series Data. ICAIF (2023)
Niccolò Dalmasso, Renbo Zhao, Mohsen Ghassemi, Vamsi K. Potluru, Tucker Balch, Manuela Veloso
Efficient Event Series Data Modeling via First-Order Constrained Optimization. ICAIF (2023)
Giuseppe Masi, Matteo Prata, Michele Conti, Novella Bartolini, Svitlana Vyetrenko
On Correlated Stock Market Time Series Generation. ICAIF (2023)
Qi Jin, Mihai Cucuringu, Álvaro Cartea
Correlation Matrix Clustering for Statistical Arbitrage Portfolios. ICAIF (2023)
Bogdan Sitaru, Anisoara Calinescu, Mihai Cucuringu
Order Flow Decomposition for Price Impact Analysis in Equity Limit Order Books. ICAIF (2023)
Yichi Zhang, Mihai Cucuringu, Alexander Y. Shestopaloff, Stefan Zohren
Dynamic Time Warping for Lead-Lag Relationship Detection in Lagged Multi-Factor Models. ICAIF (2023)
Domingo Ramírez, José-Manuel Peña, Fernando Suárez, Omar Larré, Arturo Cifuentes
A Machine Learning Plus-Features Based Approach for Optimal Asset Allocation. ICAIF (2023)
Sandro Gössi, Ziwei Chen, Wonseong Kim, Bernhard Bermeitinger, Siegfried Handschuh
FinBERT-FOMC: Fine-Tuned FinBERT Model with Sentiment Focus Method for Enhancing Sentiment Analysis of FOMC Minutes. ICAIF (2023)
Joseph Jerome, Leandro Sánchez-Betancourt, Rahul Savani, Martin Herdegen
Mbt-gym: Reinforcement learning for model-based limit order book trading. ICAIF (2023)
Siqi Jiang, Ajim Uddin, Zhi Wei, Dantong Yu
The Network of Mutual Funds: A Dynamic Heterogeneous Graph Neural Network for Estimating Mutual Funds Performance. ICAIF (2023)
Kausik Lakkaraju, Sara E. Jones, Sai Krishna Revanth Vuruma, Vishal Pallagani, Bharath C. Muppasani, Biplav Srivastava
LLMs for Financial Advisement: A Fairness and Efficacy Study in Personal Decision Making. ICAIF (2023)
Megan Shearer, Gabriel Rauterberg, Michael P. Wellman
Learning to Manipulate a Financial Benchmark. ICAIF (2023)
Ziyi Wang, Carmine Ventre, Maria Polukarov
Robust Market Making: To Quote, or not To Quote. ICAIF (2023)
Haochen Li, Maria Polukarov, Carmine Ventre
Detecting Financial Market Manipulation with Statistical Physics Tools. ICAIF (2023)
Anh Tong, Thanh Nguyen-Tang, Dongeun Lee, Toan M. Tran, Jaesik Choi
SigFormer: Signature Transformers for Deep Hedging. ICAIF (2023)
Fadi Hamad, Shinpei Nakamura-Sakai, Saheed Obitayo, Vamsi K. Potluru
A supervised generative optimization approach for tabular data. ICAIF (2023)
Edward Turner, Mihai Cucuringu
Graph Denoising Networks: A Deep Learning Framework for Equity Portfolio Construction. ICAIF (2023)
4th ACM International Conference on AI in Finance, ICAIF 2023, Brooklyn, NY, USA, November 27-29, 2023 ICAIF (2023)
Timur Sattarov, Marco Schreyer, Damian Borth
FinDiff: Diffusion Models for Financial Tabular Data Generation. ICAIF (2023)
Zixuan Yuan, Yada Zhu, Wei Zhang, Hui Xiong
Earnings Call Analysis Using a Sparse Attention Based Encoder and Multi-Source Counterfactual Augmentation. ICAIF (2023)
Omkar Nabar, Gautam Shroff
Conservative Predictions on Noisy Financial Data. ICAIF (2023)
Shuaicheng Zhang, Yada Zhu, Dawei Zhou
TGEditor: Task-Guided Graph Editing for Augmenting Temporal Financial Transaction Networks. ICAIF (2023)