InverseNet: Solving Inverse Problems of Multimedia Data with Splitting Networks
Qi Wei (J.P. Morgan), Kai Fan (Alibaba DAMO Academy), Wenlin Wang (Duke University), Tianhang Zheng (SUNY at Buffalo), Chakraborty Amit (Siemens Corporate Technology), Katherine Heller (Google Brain), Changyou Chen (SUNY at Buffalo), Kui Ren (Zhejiang University)
ICME’19 Regular Paper, Shanghai, China, July 2019
Towards Inverse Reinforcement Learning for Limit Order Book Dynamics
Jacobo Roa-Vicens, Cyrine Chtourou (J.P. Morgan), Angelos Filos, Yarin Gal (University of Oxford) Francisco Rul-lan, Ricardo Silva (University College London) In ICML Workshop 'AI in Finance: Applications and Infrastructure for Multi-Agent Learning’ at the 36th International Conference on Machine Learning, ICML 2019, Long Beach, CA, USA, 2019.
(arXiv:1906.04813v1 [cs.LG] 11 Jun 2019)
Model-based Reinforcement Learning for Predictions and Control for Limit Order Books
Haoran Wei (University of Delaware), Yuanbo Wang (Twitter), Lidia Mangu (J.P. Morgan), Keith Decker (University of Delaware)
NeurIPS 2019 Workshop on Robust AI in Financial Services: Data, Fairness, Explainability, Trustworthiness, and Privacy, Vancouver, Canada, December 2019
Adversarial recovery of agent rewards from latent spaces of the limit order book
Jacobo Roa-Vicens (J.P. Morgan), Yuanbo Wang (Twitter), Virgile Mison (J.P. Morgan), Yarin Gal (University of Oxford)
NeurIPS 2019 Workshop on Robust AI in Financial Services: Data, Fairness, Explainability, Trustworthiness, and Privacy, Vancouver, Canada, December 2019
Classifying and Understand Financial Data Using Graph Neural Network
Sumitra Ganesh (J.P. Morgan); Nelson Vadori (J.P. Morgan); Mengda Xu (J.P. Morgan); Prashant Reddy (J.P. Morgan); Manuela Veloso (J.P. Morgan)
NeurIPS'19 Workshop on Robust AI in Financial Services, Vancouver, Canada, December, 2019
Get Real: Realism Metrics for Robust Limit Order Book Market Simulations
Svitlana Vyetrenko (J.P. Morgan); David Byrd (Georgia Institute of Technology); Nick Petosa (Georgia Institute of Technology); Mahmoud Mahfouz (J.P. Morgan); Danial Dervovic (J.P. Morgan); Tucker Balch (J.P. Morgan)
NeurIPS'19 Workshop on Robust AI in Financial Services, Vancouver, Canada, December, 2019
Latent Bayesian Inference for Robust Earnings Estimates
Chirag Nagpal (Carnegie Mellon University); Robert E Tillman (J.P. Morgan AI Research); Prashant Reddy (J.P. Morgan); Manuela Veloso (J.P. Morgan)
NeurIPS'19 Workshop on Robust AI in Financial Services, Vancouver, Canada, December, 2019
On the Importance of Opponent Modeling in Auction Markets
Mahmoud Mahfouz (J.P. Morgan), Angelos Filos (J.P. Morgan), Cyrine Chtourou (J.P. Morgan), Joshua Lockhart (J.P. Morgan), Samuel Assefa (J.P. Morgan), Manuela Veloso (J.P. Morgan), Danilo Mandic (Imperial College), Tucker Balch (J.P. Morgan)
NeurIPS'19 Workshop on Robust AI in Financial Services, Vancouver, Canada, December, 2019
Some people aren’t worth listening to: periodically retraining classifiers with feedback from a team of end users
Joshua Lockhart (J.P. Morgan); Samuel Assefa (J.P. Morgan); Tucker Balch (J.P. Morgan); Manuela Veloso (J.P. Morgan)
ICML'19 Workshop on AI in Finance, Long Beach, CA, June, 2019
How to Evaluate Trading Strategies: Single Agent Market Replay or Multiple Agent Interactive Simulation?
Tucker Hybinette Balch (J.P. Morgan); Mahmoud Mahfouz (J.P.Morgan); Joshua Lockhart (J.P. Morgan); Maria Hybinette (University of Georgia); David Byrd (Georgia Institute of Technology)
ICML'19 Workshop on AI in Finance, Long Beach, CA, June, 2019
Risk-Sensitive Compact Decision Trees for Autonomous Execution in Presence of Simulated Market Response
Svitlana Vyetrenko (J.P. Morgan); Shaojie Xu (Georgia Institute of Technology)
ICML'19 Workshop on AI in Finance, Long Beach, CA, June, 2019
Small Memory Robust Simulation of Interactive Protocols over Oblivious Noisy Channels
Hubert Chan, Zhibin Liang (Hong Kong U.), Antigoni Polychroniadou (J.P. Morgan), Elaine Shi (Cornell)
ACM - SIAM'19 Symposium on Discrete Algorithms, San Diego, CA, January, 2019
Trading via Image Classification
Naftali Cohen (J.P. Morgan), Tucker Balch (J.P. Morgan), Manuela Veloso (J.P. Morgan)
arXiv:1907.10046 [cs.CV], October, 2019
The Effect of Visual Design in Image Classification
Naftali Cohen (J.P. Morgan), Tucker Balch (J.P. Morgan), Manuela Veloso (J.P. Morgan)
arXiv:1907.09567 [cs.CV], August, 2019