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ORCIDSvitlana Vyetrenko
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2020 – today
- 2024
[j2]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): 116 (2024)- [c25]Zhongchang Sun, Yousef El-Laham, Svitlana Vyetrenko:
Neural Stochastic Differential Equations with Change Points: A Generative Adversarial Approach. ICASSP 2024: 6965-6969 - [c24]Yousef El-Laham, Elizabeth Fons, Dillon Daudert, Svitlana Vyetrenko:
Augment on Manifold: Mixup Regularization with UMAP. ICASSP 2024: 7040-7044 - [i39]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 abs/2401.00081 (2024) - [i38]Kshama Dwarakanath, Svitlana Vyetrenko, Toks Oyebode, Tucker Balch:
Transparency as Delayed Observability in Multi-Agent Systems. CoRR abs/2401.05563 (2024) - [i37]Andrea Coletta, Kshama Dwarakanath, Penghang Liu, Svitlana Vyetrenko, Tucker Balch:
LLM-driven Imitation of Subrational Behavior : Illusion or Reality? CoRR abs/2402.08755 (2024) - [i36]Kshama Dwarakanath, Svitlana Vyetrenko, Peyman Tavallali, Tucker Balch:
ABIDES-Economist: Agent-Based Simulation of Economic Systems with Learning Agents. CoRR abs/2402.09563 (2024) - [i35]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 abs/2404.16563 (2024) - [i34]Haibei Zhu, Yousef El-Laham, Elizabeth Fons, Svitlana Vyetrenko:
A Language Model-Guided Framework for Mining Time Series with Distributional Shifts. CoRR abs/2406.05249 (2024) - [i33]Jialin Dong, Kshama Dwarakanath, Svitlana Vyetrenko:
Tax Credits and Household Behavior: The Roles of Myopic Decision-Making and Liquidity in a Simulated Economy. CoRR abs/2408.10391 (2024) - [i32]Kshama Dwarakanath, Svitlana Vyetrenko, Tucker Balch:
Empirical Equilibria in Agent-based Economic systems with Learning agents. CoRR abs/2408.12038 (2024) - 2023
- [c23]Andrea Coletta
, Joseph Jerome, Rahul Savani, Svitlana Vyetrenko:
Conditional Generators for Limit Order Book Environments: Explainability, Challenges, and Robustness. ICAIF 2023: 27-35 - [c22]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: 498-506 - [c21]Giuseppe Masi, Matteo Prata, Michele Conti, Novella Bartolini, Svitlana Vyetrenko:
On Correlated Stock Market Time Series Generation. ICAIF 2023: 524-532 - [c20]Viviana Arrigoni, Giuseppe Masi, Emanuele Mercanti, Novella Bartolini, Svitlana Vyetrenko:
Stock Shocks Modelling and Forecasting. ICDCS Workshops 2023: 67-72 - [c19]Andrea Coletta, Svitlana Vyetrenko, Tucker Balch:
K-SHAP: Policy Clustering Algorithm for Anonymous Multi-Agent State-Action Pairs. ICML 2023: 6343-6363 - [c18]Andrea Coletta, Sriram Gopalakrishnan, Daniel Borrajo, Svitlana Vyetrenko:
On the Constrained Time-Series Generation Problem. NeurIPS 2023 - [c17]Yousef El-Laham, Niccolò Dalmasso, Elizabeth Fons, Svitlana Vyetrenko:
Deep Gaussian mixture ensembles. UAI 2023: 549-559 - [c16]Kshama Dwarakanath, Svitlana Vyetrenko, Tucker Balch, Toks Oyebode:
Transparency As Delayed Observability In Multi-Agent Systems. WSC 2023: 279-290 - [c15]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: 291-302 - [i31]Andrea Coletta, Svitlana Vyetrenko, Tucker Balch:
K-SHAP: Policy Clustering Algorithm for Anonymous State-Action Pairs. CoRR abs/2302.11996 (2023) - [i30]Yousef El-Laham, Niccolò Dalmasso, Elizabeth Fons, Svitlana Vyetrenko:
Deep Gaussian Mixture Ensembles. CoRR abs/2306.07235 (2023) - [i29]Andrea Coletta, Joseph Jerome, Rahul Savani, Svitlana Vyetrenko:
Conditional Generators for Limit Order Book Environments: Explainability, Challenges, and Robustness. CoRR abs/2306.12806 (2023) - [i28]Tom Bamford, Elizabeth Fons, Yousef El-Laham, Svitlana Vyetrenko:
MADS: Modulated Auto-Decoding SIREN for time series imputation. CoRR abs/2307.00868 (2023) - [i27]Andrea Coletta, Sriram Gopalakrishnan, Daniel Borrajo, Svitlana Vyetrenko:
On the Constrained Time-Series Generation Problem. CoRR abs/2307.01717 (2023) - [i26]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 abs/2308.01915 (2023) - [i25]Song Wei, Andrea Coletta, Svitlana Vyetrenko, Tucker Balch:
ATMS: Algorithmic Trading-Guided Market Simulation. CoRR abs/2309.01784 (2023) - [i24]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 abs/2309.16741 (2023) - [i23]Haibei Zhu, Svitlana Vyetrenko, Tucker Balch:
A Model-Based Synthetic Stock Price Time Series Generation Framework. CoRR abs/2311.02209 (2023) - [i22]Jialin Dong, Kshama Dwarakanath, Svitlana Vyetrenko:
Analyzing the Impact of Tax Credits on Households in Simulated Economic Systems with Learning Agents. CoRR abs/2311.17252 (2023) - [i21]Yousef El-Laham, Elizabeth Fons, Dillon Daudert, Svitlana Vyetrenko:
Augment on Manifold: Mixup Regularization with UMAP. CoRR abs/2312.13141 (2023) - [i20]Zhongchang Sun, Yousef El-Laham, Svitlana Vyetrenko:
Neural Stochastic Differential Equations with Change Points: A Generative Adversarial Approach. CoRR abs/2312.13152 (2023) - [i19]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 abs/2312.17472 (2023) - 2022
- [c14]Kshama Dwarakanath, Svitlana Vyetrenko, Tucker Balch:
Equitable Marketplace Mechanism Design. ICAIF 2022: 232-239 - [c13]Andrea Coletta, Aymeric Moulin, Svitlana Vyetrenko, Tucker Balch:
Learning to simulate realistic limit order book markets from data as a World Agent. ICAIF 2022: 428-436 - [c12]Yuanlu Bai, Henry Lam, Tucker Balch, Svitlana Vyetrenko:
Efficient Calibration of Multi-Agent Simulation Models from Output Series with Bayesian Optimization. ICAIF 2022: 437-445 - [c11]Yousef El-Laham, Svitlana Vyetrenko:
StyleTime: Style Transfer for Synthetic Time Series Generation. ICAIF 2022: 489-496 - [c10]Kshama Dwarakanath, Danial Dervovic, Peyman Tavallali, Svitlana Vyetrenko, Tucker Balch:
Optimal Stopping with Gaussian Processes. ICAIF 2022: 497-505 - [i18]Elizabeth Fons, Alejandro Sztrajman, Yousef El-Laham, Alexandros Iosifidis, Svitlana Vyetrenko:
HyperTime: Implicit Neural Representation for Time Series. CoRR abs/2208.05836 (2022) - [i17]Yousef El-Laham, Svitlana Vyetrenko:
StyleTime: Style Transfer for Synthetic Time Series Generation. CoRR abs/2209.11306 (2022) - [i16]Kshama Dwarakanath, Danial Dervovic, Peyman Tavallali, Svitlana S. Vyetrenko, Tucker Balch:
Optimal Stopping with Gaussian Processes. CoRR abs/2209.14738 (2022) - [i15]Kshama Dwarakanath, Svitlana S. Vyetrenko, Tucker Balch:
Equitable Marketplace Mechanism Design. CoRR abs/2209.15418 (2022) - [i14]Penghang Liu, Kshama Dwarakanath, Svitlana S. Vyetrenko:
Biased or Limited: Modeling Sub-Rational Human Investors in Financial Markets. CoRR abs/2210.08569 (2022) - [i13]Andrea Coletta, Aymeric Moulin, Svitlana Vyetrenko, Tucker Balch:
Learning to simulate realistic limit order book markets from data as a World Agent. CoRR abs/2210.09897 (2022) - [i12]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 abs/2211.11513 (2022) - 2021
- [c9]Kshama Dwarakanath, Svitlana S. Vyetrenko, Tucker Balch:
Profit equitably: an investigation of market maker's impact on equitable outcomes. ICAIF 2021: 4:1-4:8 - [c8]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: 30:1-30:9 - [c7]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: 46:1-46:9 - [i11]Yuanlu Bai, Tucker Balch, Haoxian Chen, Danial Dervovic, Henry Lam, Svitlana Vyetrenko:
Calibrating Over-Parametrized Simulation Models: A Framework via Eligibility Set. CoRR abs/2105.12893 (2021) - [i10]Diego Pino, Javier García, Fernando Fernández, Svitlana Vyetrenko:
Similarity metrics for Different Market Scenarios in Abides. CoRR abs/2107.09352 (2021) - [i9]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 abs/2108.00664 (2021) - [i8]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 abs/2110.13287 (2021) - [i7]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 abs/2110.14771 (2021) - [i6]Kshama Dwarakanath, Svitlana S. Vyetrenko, Tucker Balch:
Profit equitably: An investigation of market maker's impact on equitable outcomes. CoRR abs/2111.00094 (2021) - [i5]Yuanlu Bai, Henry Lam, Svitlana Vyetrenko, Tucker Balch:
Efficient Calibration of Multi-Agent Market Simulators from Time Series with Bayesian Optimization. CoRR abs/2112.03874 (2021) - 2020
- [c6]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: 2:1-2:8
2010 – 2019
- 2019
- [i4]Svitlana Vyetrenko, Shaojie Xu:
Risk-Sensitive Compact Decision Trees for Autonomous Execution in Presence of Simulated Market Response. CoRR abs/1906.02312 (2019) - [i3]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 abs/1912.04941 (2019) - 2011
- [j1]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): 1067-1079 (2011) - [c5]Ömer Faruk Tekin, Svitlana Vyetrenko, Tracey Ho, Hongyi Yao:
Erasure correction for nested receivers. Allerton 2011: 1454-1461 - [c4]Tracey Ho, Sidharth Jaggi, Svitlana Vyetrenko, Lingxiao Xia:
Universal and robust distributed network codes. INFOCOM 2011: 766-774 - 2010
- [c3]Svitlana Vyetrenko, Tracey Ho, Theodoros K. Dikaliotis:
Outer bounds on the error correction capacity region for non-multicast networks. Allerton 2010: 867-874 - [i2]Tracey Ho, Sidharth Jaggi, Svitlana Vyetrenko, Lingxiao Xia:
Universal and Robust Distributed Network Codes. CoRR abs/1008.0045 (2010) - [i1]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 abs/1012.0112 (2010)
2000 – 2009
- 2009
- [c2]Svitlana Vyetrenko, Tracey Ho, Elona Erez:
On noncoherent correction of network errors and erasures with random locations. ISIT 2009: 996-1000 - [c1]Svitlana Vyetrenko, Tracey Ho, Michelle Effros, Jörg Kliewer, Elona Erez:
Rate rRegions for coherent and noncoherent multisource network error correction. ISIT 2009: 1001-1005
Coauthor Index
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