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@inproceedings{DBLP:conf/icaif/AkioyamenTH20,
author = {Peter Akioyamen and
Yi Zhou Tang and
Hussien Hussien},
editor = {Tucker Balch},
title = {A hybrid learning approach to detecting regime switches in financial
markets},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {33:1--33:7},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422521},
doi = {10.1145/3383455.3422521},
timestamp = {Fri, 08 Oct 2021 09:02:48 +0200},
biburl = {https://dblp.org/rec/conf/icaif/AkioyamenTH20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/ArribasSS20,
author = {Imanol P{\'{e}}rez Arribas and
Cristopher Salvi and
Lukasz Szpruch},
editor = {Tucker Balch},
title = {Sig-SDEs model for quantitative finance},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {7:1--7:8},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422553},
doi = {10.1145/3383455.3422553},
timestamp = {Mon, 08 May 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/ArribasSS20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/AssefaDMTRV20,
author = {Samuel A. Assefa and
Danial Dervovic and
Mahmoud Mahfouz and
Robert E. Tillman and
Prashant Reddy and
Manuela Veloso},
editor = {Tucker Balch},
title = {Generating synthetic data in finance: opportunities, challenges and
pitfalls},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {44:1--44:8},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422554},
doi = {10.1145/3383455.3422554},
timestamp = {Fri, 08 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/AssefaDMTRV20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/BalchDP20,
author = {Tucker Balch and
Benjamin E. Diamond and
Antigoni Polychroniadou},
editor = {Tucker Balch},
title = {SecretMatch: inventory matching from fully homomorphic encryption},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {15:1--15:7},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422569},
doi = {10.1145/3383455.3422569},
timestamp = {Fri, 08 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/BalchDP20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/BisiLSRMRC20,
author = {Lorenzo Bisi and
Pierre Liotet and
Luca Sabbioni and
Gianmarco Reho and
Nico Montali and
Marcello Restelli and
Cristiana Corno},
editor = {Tucker Balch},
title = {Foreign exchange trading: a risk-averse batch reinforcement learning
approach},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {26:1--26:8},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422571},
doi = {10.1145/3383455.3422571},
timestamp = {Sat, 09 Apr 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/BisiLSRMRC20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/BorrajoVS20,
author = {Daniel Borrajo and
Manuela Veloso and
Sameena Shah},
editor = {Tucker Balch},
title = {Simulating and classifying behavior in adversarial environments based
on action-state traces: an application to money laundering},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {3:1--3:8},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422536},
doi = {10.1145/3383455.3422536},
timestamp = {Fri, 08 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/BorrajoVS20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/ByrdP20,
author = {David Byrd and
Antigoni Polychroniadou},
editor = {Tucker Balch},
title = {Differentially private secure multi-party computation for federated
learning in financial applications},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {16:1--16:9},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422562},
doi = {10.1145/3383455.3422562},
timestamp = {Fri, 08 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/ByrdP20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/CastroCP20,
author = {Leo de Castro and
Jiahao Chen and
Antigoni Polychroniadou},
editor = {Tucker Balch},
title = {CryptoCredit: securely training fair models},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {17:1--17:8},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422567},
doi = {10.1145/3383455.3422567},
timestamp = {Thu, 09 Mar 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/icaif/CastroCP20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/ChenL20,
author = {Qian Chen and
Xiao{-}Yang Liu},
editor = {Tucker Balch},
title = {Quantifying {ESG} alpha using scholar big data: an automated machine
learning approach},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {41:1--41:8},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422529},
doi = {10.1145/3383455.3422529},
timestamp = {Fri, 08 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/ChenL20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/ChenV20,
author = {Jiahao Chen and
Manuela Veloso},
editor = {Tucker Balch},
title = {Paying down metadata debt: learning the representation of concepts
using topic models},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {43:1--43:8},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422537},
doi = {10.1145/3383455.3422537},
timestamp = {Thu, 09 Mar 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/icaif/ChenV20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/Chew20,
author = {Peter A. Chew},
editor = {Tucker Balch},
title = {Unsupervised-learning financial reconciliation: a robust, accurate
approach inspired by machine translation},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {46:1--46:12},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422517},
doi = {10.1145/3383455.3422517},
timestamp = {Fri, 08 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/Chew20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/CohenBV20,
author = {Naftali Cohen and
Tucker Balch and
Manuela Veloso},
editor = {Tucker Balch},
title = {Trading via image classification},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {53:1--53:6},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422544},
doi = {10.1145/3383455.3422544},
timestamp = {Fri, 08 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/CohenBV20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/CohenLR20,
author = {Naftali Cohen and
Simran Lamba and
Prashant Reddy},
editor = {Tucker Balch},
title = {What can be learned from satisfaction assessments?},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {35:1--35:8},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422535},
doi = {10.1145/3383455.3422535},
timestamp = {Fri, 08 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/CohenLR20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/DianaKN020,
author = {Emily Diana and
Michael Kearns and
Seth Neel and
Aaron Roth},
editor = {Tucker Balch},
title = {Optimal, truthful, and private securities lending},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {48:1--48:8},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422541},
doi = {10.1145/3383455.3422541},
timestamp = {Sat, 30 Sep 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/DianaKN020.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/FazelniaIMWP20,
author = {Ghazal Fazelnia and
Mark Ibrahim and
Ceena Modarres and
Kevin Wu and
John W. Paisley},
editor = {Tucker Balch},
title = {Mixed membership recurrent neural networks for modeling customer purchases},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {36:1--36:8},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422543},
doi = {10.1145/3383455.3422543},
timestamp = {Fri, 08 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/FazelniaIMWP20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/GlassermanKLM20,
author = {Paul Glasserman and
Kriste Krstovski and
Paul Laliberte and
Harry Mamaysky},
editor = {Tucker Balch},
title = {Choosing news topics to explain stock market returns},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {39:1--39:8},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422557},
doi = {10.1145/3383455.3422557},
timestamp = {Fri, 08 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/GlassermanKLM20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/GogoglouNSRB20,
author = {Antonia Gogoglou and
Brian Nguyen and
Alan Salimov and
Jonathan B. Rider and
C. Bayan Bruss},
editor = {Tucker Balch},
title = {Navigating the dynamics of financial embeddings over time},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {21:1--21:8},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422552},
doi = {10.1145/3383455.3422552},
timestamp = {Fri, 08 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/GogoglouNSRB20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/GongVO20,
author = {Zheng Gong and
Carmine Ventre and
John G. O'Hara},
editor = {Tucker Balch},
title = {Classifying high-frequency {FX} rate movements with technical indicators
and inception model},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {50:1--50:8},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422560},
doi = {10.1145/3383455.3422560},
timestamp = {Sat, 09 Apr 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/GongVO20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/HorelGSC20,
author = {Enguerrand Horel and
Kay Giesecke and
Victor Storchan and
Naren Chittar},
editor = {Tucker Balch},
title = {Explainable clustering and application to wealth management compliance},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {47:1--47:6},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422530},
doi = {10.1145/3383455.3422530},
timestamp = {Fri, 08 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/HorelGSC20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/KarpeFMW20,
author = {Mich{\"{a}}el Karpe and
Jin Fang and
Zhongyao Ma and
Chen Wang},
editor = {Tucker Balch},
title = {Multi-agent reinforcement learning in a realistic limit order book
market simulation},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {30:1--30:7},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422570},
doi = {10.1145/3383455.3422570},
timestamp = {Mon, 05 Feb 2024 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/icaif/KarpeFMW20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/KlabjanH20,
author = {Diego Klabjan and
Mark Harmon},
editor = {Tucker Balch},
title = {Dynamic prediction length for time series with sequence to sequence
network},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {4:1--4:9},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422533},
doi = {10.1145/3383455.3422533},
timestamp = {Fri, 08 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/KlabjanH20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/KleanthousCC20,
author = {Christos Kleanthous and
Theodoros Christophides and
Sotirios Chatzis},
editor = {Tucker Balch},
title = {Power-law mixtures of bayesian forests for value added tax audit case
selection},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {22:1--22:8},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422515},
doi = {10.1145/3383455.3422515},
timestamp = {Fri, 08 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/KleanthousCC20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/KoshiyamaFT20,
author = {Adriano S. Koshiyama and
Nick Firoozye and
Philip C. Treleaven},
editor = {Tucker Balch},
title = {Algorithms in future capital markets: a survey on AI, {ML} and associated
algorithms in capital markets},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {14:1--14:8},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422539},
doi = {10.1145/3383455.3422539},
timestamp = {Tue, 21 Mar 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/icaif/KoshiyamaFT20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/KurshanS020,
author = {Eren Kurshan and
Hongda Shen and
Jiahao Chen},
editor = {Tucker Balch},
title = {Towards self-regulating {AI:} challenges and opportunities of {AI}
model governance in financial services},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {49:1--49:8},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422564},
doi = {10.1145/3383455.3422564},
timestamp = {Fri, 08 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/KurshanS020.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/LinXR20,
author = {Yusen Lin and
Jinming Xue and
Louiqa Raschid},
editor = {Tucker Balch},
title = {Predicting the behavior of dealers in over-the-counter corporate bond
markets},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {29:1--29:3},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422542},
doi = {10.1145/3383455.3422542},
timestamp = {Fri, 08 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/LinXR20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/LockhartAAABV20,
author = {Joshua Lockhart and
Samuel Assefa and
Ayham Alajdad and
Andrew Alexander and
Tucker Balch and
Manuela Veloso},
editor = {Tucker Balch},
title = {{SURF:} improving classifiers in production by learning from busy
and noisy end users},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {37:1--37:8},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422547},
doi = {10.1145/3383455.3422547},
timestamp = {Fri, 08 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/LockhartAAABV20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/LorenzSAAB20,
author = {Joana Lorenz and
Maria In{\^{e}}s Silva and
David Apar{\'{\i}}cio and
Jo{\~{a}}o Tiago Ascens{\~{a}}o and
Pedro Bizarro},
editor = {Tucker Balch},
title = {Machine learning methods to detect money laundering in the bitcoin
blockchain in the presence of label scarcity},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {23:1--23:8},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422549},
doi = {10.1145/3383455.3422549},
timestamp = {Fri, 08 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/LorenzSAAB20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/MaL00P20,
author = {Shumin Ma and
Cheuk Hang Leung and
Qi Wu and
Wei Liu and
Nanbo Peng},
editor = {Tucker Balch},
title = {Understanding distributional ambiguity via non-robust chance constraint},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {42:1--42:8},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422522},
doi = {10.1145/3383455.3422522},
timestamp = {Fri, 08 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/MaL00P20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/MaWBL20,
author = {Zhiqiang Ma and
Chong Wang and
Grace Bang and
Xiaomo Liu},
editor = {Tucker Balch},
title = {Utilization of deep learning to mine insights from earning calls for
stock price movement predictions},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {38:1--38:8},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422524},
doi = {10.1145/3383455.3422524},
timestamp = {Fri, 08 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/MaWBL20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/MehtaDP20,
author = {Dhagash Mehta and
Dhruv Desai and
Jithin Pradeep},
editor = {Tucker Balch},
title = {Machine learning fund categorizations},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {13:1--13:8},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422555},
doi = {10.1145/3383455.3422555},
timestamp = {Fri, 08 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/MehtaDP20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/OliveiraFDP20,
author = {Renato Arantes de Oliveira and
Heitor Soares Ramos Filho and
Daniel Hasan Dalip and
Adriano C{\'{e}}sar Machado Pereira},
editor = {Tucker Balch},
title = {A tabular sarsa-based stock market agent},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {32:1--32:8},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422559},
doi = {10.1145/3383455.3422559},
timestamp = {Sun, 12 Nov 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/icaif/OliveiraFDP20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/PapadimitriouPK20,
author = {Antony Papadimitriou and
Urjitkumar Patel and
Lisa Kim and
Grace Bang and
Azadeh Nematzadeh and
Xiaomo Liu},
editor = {Tucker Balch},
title = {A multi-faceted approach to large scale financial forecasting},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {5:1--5:8},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422551},
doi = {10.1145/3383455.3422551},
timestamp = {Fri, 08 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/PapadimitriouPK20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/ParkESC20,
author = {Youngjin Park and
Deokjun Eom and
Byoungki Seo and
Jaesik Choi},
editor = {Tucker Balch},
title = {Improved predictive deep temporal neural networks with trend filtering},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {8:1--8:8},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422565},
doi = {10.1145/3383455.3422565},
timestamp = {Tue, 07 May 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/ParkESC20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/PeiLIP20,
author = {Yulong Pei and
Fang Lyu and
Werner van Ipenburg and
Mykola Pechenizkiy},
editor = {Tucker Balch},
title = {Subgraph anomaly detection in financial transaction networks},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {18:1--18:8},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422548},
doi = {10.1145/3383455.3422548},
timestamp = {Fri, 08 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/PeiLIP20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/PokhriyalDVV20,
author = {Neeti Pokhriyal and
Abenezer Dara and
Benjamin Valentino and
Soroush Vosoughi},
editor = {Tucker Balch},
title = {Social media data reveals signal for public consumer perceptions},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {34:1--34:8},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422556},
doi = {10.1145/3383455.3422556},
timestamp = {Fri, 08 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/PokhriyalDVV20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/SabbioniRP20,
author = {Luca Sabbioni and
Marcello Restelli and
Andrea Prampolini},
editor = {Tucker Balch},
title = {Fast direct calibration of interest rate derivatives pricing models},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {6:1--6:8},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422534},
doi = {10.1145/3383455.3422534},
timestamp = {Sat, 09 Apr 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/SabbioniRP20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/SchreyerSGRB20,
author = {Marco Schreyer and
Timur Sattarov and
Anita Gierbl and
Bernd Reimer and
Damian Borth},
editor = {Tucker Balch},
title = {Learning sampling in financial statement audits using vector quantised
variational autoencoder neural networks},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {45:1--45:8},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422546},
doi = {10.1145/3383455.3422546},
timestamp = {Sun, 17 Dec 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/icaif/SchreyerSGRB20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/ShenK20,
author = {Hongda Shen and
Eren Kurshan},
editor = {Tucker Balch},
title = {Deep Q-network-based adaptive alert threshold selection policy for
payment fraud systems in retail banking},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {24:1--24:7},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422563},
doi = {10.1145/3383455.3422563},
timestamp = {Fri, 08 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/ShenK20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/ShirotaYMM20,
author = {Yukari Shirota and
Kenji Yamaguchi and
Akane Murakami and
Michiya Morita},
editor = {Tucker Balch},
title = {An analysis of political turmoil effects on stock prices: a case study
of US-China trade friction},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {40:1--40:7},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422558},
doi = {10.1145/3383455.3422558},
timestamp = {Fri, 08 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/ShirotaYMM20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/TillmanRV20,
author = {Robert E. Tillman and
Prashant P. Reddy and
Manuela Veloso},
editor = {Tucker Balch},
title = {Recommending missing and suspicious links in multiplex financial networks},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {20:1--20:8},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422538},
doi = {10.1145/3383455.3422538},
timestamp = {Fri, 08 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/TillmanRV20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/VadoriGRV20,
author = {Nelson Vadori and
Sumitra Ganesh and
Prashant P. Reddy and
Manuela Veloso},
editor = {Tucker Balch},
title = {Risk-sensitive reinforcement learning: a martingale approach to reward
uncertainty},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {28:1--28:9},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422519},
doi = {10.1145/3383455.3422519},
timestamp = {Fri, 08 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/VadoriGRV20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/VittoriLTR20,
author = {Edoardo Vittori and
Martino {Bernasconi de Luca} and
Francesco Trov{\`{o}} and
Marcello Restelli},
editor = {Tucker Balch},
title = {Dealing with transaction costs in portfolio optimization: online gradient
descent with momentum},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {11:1--11:8},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422531},
doi = {10.1145/3383455.3422531},
timestamp = {Sun, 02 Oct 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/VittoriLTR20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/VittoriTR20,
author = {Edoardo Vittori and
Michele Trapletti and
Marcello Restelli},
editor = {Tucker Balch},
title = {Option hedging with risk averse reinforcement learning},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {27:1--27:8},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422532},
doi = {10.1145/3383455.3422532},
timestamp = {Sun, 02 Oct 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/VittoriTR20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/VyetrenkoBPMDVB20,
author = {Svitlana Vyetrenko and
David Byrd and
Nick Petosa and
Mahmoud Mahfouz and
Danial Dervovic and
Manuela Veloso and
Tucker Balch},
editor = {Tucker Balch},
title = {Get real: realism metrics for robust limit order book market simulations},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {2:1--2:8},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422561},
doi = {10.1145/3383455.3422561},
timestamp = {Fri, 08 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/VyetrenkoBPMDVB20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/WangHW20,
author = {Xintong Wang and
Christopher Hoang and
Michael P. Wellman},
editor = {Tucker Balch},
title = {Learning-based trading strategies in the face of market manipulation},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {25:1--25:8},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422568},
doi = {10.1145/3383455.3422568},
timestamp = {Fri, 08 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/WangHW20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/WatsonL20,
author = {William Watson and
Bo Liu},
editor = {Tucker Balch},
title = {Financial table extraction in image documents},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {51:1--51:8},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422520},
doi = {10.1145/3383455.3422520},
timestamp = {Sun, 12 Nov 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/icaif/WatsonL20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/WuGF20,
author = {Hanwei Wu and
Ather Gattami and
Markus Flierl},
editor = {Tucker Balch},
title = {Conditional mutual information-based contrastive loss for financial
time series forecasting},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {9:1--9:7},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422550},
doi = {10.1145/3383455.3422550},
timestamp = {Tue, 21 Mar 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/icaif/WuGF20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/YagiHM20,
author = {Isao Yagi and
Mahiro Hoshino and
Takanobu Mizuta},
editor = {Tucker Balch},
title = {Analysis of the impact of maker-taker fees on the stock market using
agent-based simulation},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {1:1--1:6},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422523},
doi = {10.1145/3383455.3422523},
timestamp = {Fri, 08 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/YagiHM20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/YangLZW20,
author = {Hongyang Yang and
Xiao{-}Yang Liu and
Shan Zhong and
Anwar Walid},
editor = {Tucker Balch},
title = {Deep reinforcement learning for automated stock trading: an ensemble
strategy},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {31:1--31:8},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422540},
doi = {10.1145/3383455.3422540},
timestamp = {Fri, 08 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/YangLZW20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/YuanZ20,
author = {Jie Yuan and
Zhu (Drew) Zhang},
editor = {Tucker Balch},
title = {Connecting the dots: forecasting and explaining short-term market
volatility},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {10:1--10:8},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422518},
doi = {10.1145/3383455.3422518},
timestamp = {Thu, 30 Mar 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/YuanZ20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/YuanZ20a,
author = {Jie Yuan and
Zhu (Drew) Zhang},
editor = {Tucker Balch},
title = {Market volatility prediction based on long- and short-term memory
retrieval architectures},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {52:1--52:8},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422545},
doi = {10.1145/3383455.3422545},
timestamp = {Thu, 30 Mar 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/YuanZ20a.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/ZhanSJL20,
author = {Ni Zhan and
Yijia Sun and
Aman Jakhar and
He Liu},
editor = {Tucker Balch},
title = {Graphical models for financial time series and portfolio selection},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {19:1--19:6},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422566},
doi = {10.1145/3383455.3422566},
timestamp = {Fri, 08 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/ZhanSJL20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/icaif/ZhengLXHY20,
author = {Yu Zheng and
Yunpeng Li and
Qiuhua Xu and
Timothy M. Hospedales and
Yongxin Yang},
editor = {Tucker Balch},
title = {Index tracking with differentiate asset selection},
booktitle = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
pages = {12:1--12:8},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455.3422516},
doi = {10.1145/3383455.3422516},
timestamp = {Fri, 08 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/ZhengLXHY20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@proceedings{DBLP:conf/icaif/2020,
editor = {Tucker Balch},
title = {{ICAIF} '20: The First {ACM} International Conference on {AI} in Finance,
New York, NY, USA, October 15-16, 2020},
publisher = {{ACM}},
year = {2020},
url = {https://doi.org/10.1145/3383455},
doi = {10.1145/3383455},
isbn = {978-1-4503-7584-9},
timestamp = {Fri, 08 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/icaif/2020.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
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