Accent Letter

J.P. Morgan Publications

bg Created with Sketch.

2020

Heuristics for Link Prediction in Multiplex Networks

Robert E. Tillman (J.P. Morgan), Vamsi Potluru (J.P. Morgan), Jiahao Chen (J.P. Morgan), Prashant Reddy (J.P. Morgan), Manuela Veloso (J.P. Morgan)

In Proceedings of ECAI'20, European Conference on Artificial Intelligence, Santiago de Compostela, Spain, June, 2020

Classifying and Understand Financial Data Using Graph Neural Network

Xiaoxiao Li (Yale University), Joao Saude (J.P. Morgan), Prashant Reddy (J.P. Morgan), Manuela Veloso (J.P. Morgan)

AAAI-20 Workshop on Knowledge Discovery from Unstructured Data in Financial Services, February, 2020

2019

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

2018

Idiosyncrasies and challenges of data driven learning in electronic trading

Vangelis Bacoyannis, Vacslav Glukhov, Tom Jin, Jonathan Kochems, Doo Re Song (J.P. Morgan)

NIPS 2018 Workshop on Challenges and Opportunities for AI in Financial Services (FEAP-AI4Fin 2018), Montréal, Canada, December, 2018

Deep Hedging: Hedging Derivatives Under Generic Market Frictions Using Reinforcement Learning

Hans Buehler, Lukas Gonon, Josef Teichmann, Ben Wood, Baranidharan Mohan, Jonathan Kochems (J.P. Morgan)

NIPS 2018 Workshop on Challenges and Opportunities for AI in Financial Services (FEAP-AI4Fin 2018), Montréal, Canada, December, 2018

Sensitivity based Neural Networks Explanations

Kay Giesecke (Stanford University), Virgile Mison (J.P. Morgan), Tao Xiong (J.P. Morgan), Lidia Mangu (J.P. Morgan)

NeurIPS 2018 Workshop on Challenges and Opportunities for AI in Financial Services: the Impact of Fairness, Explainability, Accuracy, and Privacy, Montréal, Canada, December 2018

LMVP: Video Predictor with Leaked Motion Information

Dong Wang (Duke University) , Yitong Li (Duke University) , Wei Cao (Tsinghua University) , Liqun Chen (Duke University) , Qi Wei (J.P. Morgan), Lawrence Carin (Duke University)

NeurIPS'18 Workshop on Modeling and Decision-Making in the Spatiotemporal Domain, Montréal, Canada, December 2018

2017

An Inner-loop Free Solution to Inverse Problems using Deep Neural Networks

Qi Wei (J.P. Morgan), Kai Fan, Lawrence Carin, Katherine A. Heller (Duke University)

NIPS'17 Regular Paper, Long Beach, CA, December 2017

*Equal contribution by the authors

The [papers/presentations] on this page were prepared for information purposes by various [technology and engineering] groups within JPMorgan Chase & Co. and its affiliates (“J.P. Morgan”), and is not a product of the Research Department of J.P. Morgan. J.P. Morgan makes no representation and warranty whatsoever and disclaims all liability, for the completeness, accuracy or reliability of the information contained herein. This document is not intended as investment research or investment advice, or a recommendation, offer or solicitation for the purchase or sale of any security, financial instrument, financial product or service, or to be used in any way for evaluating the merits of participating in any transaction, and shall not constitute a solicitation under any jurisdiction or to any person, if such solicitation under such jurisdiction or to such person would be unlawful.

 

Copyright © 2020 JPMorgan Chase & Co. All rights reserved.