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Artificial Intelligence Research
J.P. Morgan AI Research Publications
(all authors are from J.P. Morgan AI Research, unless otherwise noted)
Artificial intelligence research in finance: discussion and examples
Manuela Veloso, Tucker Balch, Daniel Borrajo, Prashant Reddy, Sameena Shah
Oxford Review of Economic Policy, Volume 37, Issue 3, Autumn 2021, Pages 564–584
Intelligent Execution through Plan Analysis
Daniel Borrajo, Manuela Veloso
In General Proceedings of IROS'21, October 2021
A Planning Approach to Agile Project Management. The JIRA Planner
Salwa Alamir, Parisa Zehtabi, Rui Silva, Alberto Pozanco, Daniele Magazzeni, Daniel Borrajo, Sameena Shah, Manuela Veloso
ICAPS'21 Workshop on Planning for Financial Services, August 2021
Computing Opportunities to Augment Plans for Novel Replanning during Execution
Daniel Borrajo, Manuela Veloso
In General Proceedings of ICAPS’21, August 2021
Non-parametric stochastic sequential assignment with random arrival times
Danial Dervovic, Parisa Hassanzadeh, Samuel Assefa, Prashant Reddy
arXiv:2106.04944 [cs.AI], In General Proceedings of IJCAI'21, August 2021
Proving Security of Cryptographic Protocols using Automated Planning
Alberto Pozanco, Antigoni Polychroniadou, Daniele Magazzeni, Daniel Borrajo
ICAPS'21 Workshop on Planning for Financial Services, August 2021
Similarity Metrics for Transfer Learning in Financial Markets
Diego Pino González (Universidad Carlos III de Madrid) , Fernando Fernández Rebollo (Madrid), Francisco Javier García Polo (Madrid), Svitlana Vyetrenko
arXiv:2107.09352 [cs.CE], ICAPS'21 Workshop on Planning for Financial Services, August 2021
Tradeoffs in Sequential Binary Classification under Limited Inspection Resources
Parisa Hassanzadeh, Danial Dervovic, Samuel Assefa, Prashant Reddy, Manuela Veloso
KDD'21 Workshop on Machine Learning in Finance, August 2021
Visual Time Series Forecasting: An Image-driven Approach
Naftali Cohen, Srijan Sood, Zhen Zeng, Tucker Balch, Manuela Veloso
KDD'21, Workshop on Mining and Learning from Time Series, August 2021
Counterfactual Explanations for Arbitrary Regression Models
Thomas Spooner, Danial Dervovic, Jason Long, Jon Shepard, Jiahao Chen, Daniele Magazzeni
arXiv:2106.15212 [cs.LG], ICML’21 Workshop on Algorithmic Recourse, July 2021
How Robust are Limit Order Book Representations under Data Pertubation?
Yufei Wu, Mahmoud Mahfouz, Daniele Magazzeni, Manuela Veloso
ICML'21 Workshop on Representation Learning for Finance and E-Commerce Applications, July 2021
Learning who is in the market from time series: market participant discovery through adversarial calibration of multi-agent simulators
Victor Storchan, Svitlana Vyetrenko, Tucker Balch
ICML'21 Workshop on Time Series, July 2021
ATLAS: Efficient and Scalable MPC in the Honest Majority Setting
Vipul Goyal, Hanjun Li, Rafail Ostrovsky, Antigoni Polychroniadou, Yifan Song
CRYPTO 2021 - 41st Annual International Cryptology Conference, June 2021
Unconditional Communication-Efficient MPC via Hall's Marriage Theorem
Vipul Goyal, Antigoni Polychroniadou, Yifan Song
CRYPTO 2021 - 41st Annual International Cryptology Conference, June 2021
Constant-Overhead Unconditionally Secure Multiparty Computation over Binary Fields
Antigoni Polychroniadou, Yifan Song
EUROCRYPT 2021 - 40th Annual International Conference on the Theory and Applications of Cryptographic Techniques, March 2021
Deep Video Prediction for Time Series Forecasting
Zhen Zeng, Tucker Balch, Manuela Veloso
arXiv:2102.12061 [cs.CV], February 2021
DocuBot : Generating financial reports using natural language interactions
Vineeth Ravi, Sélim Amrouni, Andrea Stefanucci, Armineh Nourbakhsh, Prashant Reddy, Manuela Veloso
arXiv:2010.01169 [cs.CL], AAAI'21 Workshop on Content Authoring and Design, January 2021
PayVAE: A Generative Model for Financial Transactions
Niccolo, Dalmaso, Robert Tillman, Prashant Reddy, Manuela Veloso
AAAI'21 Workshop on Knowledge Discovery from Unstructured Data in Financial Services
Visual Forecasting of Time Series with Image-to-Image Regression
Naftali Cohen, Srijan Sood, Zhen Zeng, Tucker Balch, Manuela Veloso
arXiv:2011.09052 [cs.CV], November 2020
Mapping ESG Trends by Distant Supervision of Neural Language Models
Natraj Raman, Grace Bang (Bloomberg LP) and Armineh Nourbakhsh
Machine Learning and Knowledge Extraction, 2020 Dec, 2(4), pp 453-468.
Calibration of Shared Equilibria in General Sum Partially Observable Markov Games
Nelson Vadori, Sumitra Ganesh, Prashant Reddy, Manuela Veloso
arXiv:2006.13085v5 [cs.MA], In proceedings of NeurIPS’20, Conference on Neural Information Processing Systems, December 2020
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Goal recognition via model-based and model-free techniques
Daniel Borrajo, Sriram Gopalakrishnan (Arizona State University), Vamsi K. Potluru
arXiv:2011.01832 [cs.AI], ICAPS’20 Workshop in Planning for Financial Services (FinPlan), November 2020
Domain-independent generation and classification of behavior traces
Daniel Borrajo, Manuela Veloso
arXiv:2011.02918 [cs.AI], ICAPS’20 Workshop in Planning for Financial Services (FinPlan), November 2020
Daniel Borrajo, Manuela Veloso, Sameena Shah
arXiv: 2011.01826[cs.AI], International Conference on AI in Finance, October 2020
SURF: Improving Classifiers in Production by Learning From Busy and Noisy End Users
Joshua Lockhart, Samuel Assefa, Ayham Alajdad (J.P. Morgan Applied AI & ML), Andrew Alexander (J.P. Morgan Applied AI & ML), Tucker Balch, Manuela Veloso
arXiv:2010.05852v1 [cs.LG], ICAIF’20, International Conference on AI in Finance, October 2020
Get Real: Realism Metrics for Robust Limit Order Book Market Simulations
Svitlana Vyetrenko, David Byrd (Georgia Institute of Technology), Danial Dervovic, Tucker Balch, Mahmoud Mahfouz, Nicholas Petosa (Georgia Institute of Technology)
arXiv:1912.04941 [q-fin.TR], ICAIF’20, International Conference on AI in Finance, October 2020
Risk-Sensitive Reinforcement Learning: a Martingale Approach to Reward Uncertainty
Nelson Vadori, Sumitra Ganesh, Prashant Reddy, Manuela Veloso
arXiv:2006.12686 [cs.LG], ICAIF’20, International Conference on AI in Finance, October 2020
Trading via Image Classification
Naftali Cohen, Tucker Balch, Manuela Veloso
arXiv:1907.10046 [cs.CV], ICAIF’20, International Conference on AI in Finance, October 2020
Heuristics for Link Prediction in Multiplex Networks
Robert E. Tillman, Vamsi Potluru, Jiahao Chen, Prashant Reddy, Manuela Veloso
arXiv:2004.04704 [cs.LG], In Proceedings of ECAI'20, European Conference on Artificial Intelligence, Santiago de Compostela, Spain, June 2020
Succinct Non-Interactive Secure Computation
Andrew Morgan (Cornell University), Rafael Pass (Cornell University), Antigoni Polychroniadou
EUROCRYPT’20, International Conference on the Theory and Applications of Cryptographic Techniques, May 2020
Gilad Asharov, Tucker Balch, Antigoni Polychroniadou, Manuela Veloso
AAMAS’20, International Conference on Autonomous Agents and Multi-Agent Systems, Auckland, New Zealand, May 2020
Classifying and Understand Financial Data Using Graph Neural Network
Xiaoxiao Li (Yale University), Joao Saude, Prashant Reddy, Manuela Veloso
arXiv:2002.00514 [cs.SI], AAAI’20 Workshop on Knowledge Discovery from Unstructured Data in Financial Services, February 2020
Small Memory Robust Simulation of Client-Server Interactive Protocols over Oblivious Noisy Channels
T.-H. Hubert Chan (Hong Kong University), Zhibin Liang (Hong Kong University), Antigoni Polychroniadou, Elaine Shi (Cornell University)
SODA’20, 30th ACM-SIAM Symposium on Discrete Algorithms, Salt Lake City, Utah, January 2020
Reinforcement Learning for Market Making in a Multi-agent Dealer Market
Sumitra Ganesh, Nelson Vadori, Mengda Xu, Prashant Reddy, Manuela Veloso
arXiv:1911.05892 [q-fin.TR], 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, David Byrd (Georgia Institute of Technology), Nick Petosa (Georgia Institute of Technology), Mahmoud Mahfouz, Danial Dervovic, Tucker Balch
arXiv:1912.04941 [q-fin.TR], NeurIPS'19 Workshop on Robust AI in Financial Services, Vancouver, Canada, December 2019
AI pptX: Robust Continuous Learning for Document Generation with AI Insights
Vineeth Ravi, Sélim Amrouni, Andrea Stefanucci, Prashant Reddy, Manuela Veloso
arXiv:2010.01169v1 [cs.CL], NeurIPS'19 Workshop on Robust AI in Financial Services, Vancouver, Canada, December 2019
Towards Explaining Exchange Traded Funds' Impact on Market Volatility Using an Agent-based Model
Megan J Shearer (University of Michigan), David Byrd (Georgia Institute of Technology), Tucker Balch
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, Prashant Reddy, Manuela Veloso
arXiv:2004.06565 [q-fin.ST], NeurIPS'19 Workshop on Robust AI in Financial Services, Vancouver, Canada, December 2019
On the Importance of Opponent Modeling in Auction Markets
Mahmoud Mahfouz, Angelos Filos, Cyrine Chtourou, Joshua Lockhart, Samuel Assefa, Manuela Veloso, Danilo Mandic (Imperial College), Tucker Balch
arXiv:1911.12816 [q-fin.CP], NeurIPS'19 Workshop on Robust AI in Financial Services, Vancouver, Canada, December 2019
Generating Synthetic Data in Finance: Opportunities, Challenges and Pitfalls
Samuel Assefa, Danial Dervovic, Mahmoud Mahfouz, Tucker Balch, Prashant Reddy, Manuela Veloso
NeurIPS'19 Workshop on Robust AI in Financial Services, Vancouver, Canada, December 2019
SMPAI: Secure Multi-Party Computation for Federated Learning
Antigoni Polychroniadou, Vaikkunth Mugunthan (MIT), David Byrd (Georgia Institute of Technology), Tucker Balch
NeurIPS'19 Workshop on Robust AI in Financial Services, Vancouver, Canada, December 2019
Multi-Agent Simulation for Pricing and Hedging in a Dealer Market
Sumitra Ganesh, Nelson Vadori*, Mengda Xu*, Hua Zheng, Prashant Reddy, Manuela Veloso
ICML'19 Workshop on AI in Finance, Long Beach, CA, June 2019
Joshua Lockhart, Samuel Assefa, Tucker Balch, Manuela Veloso
arXiv:2004.13152 [cs.LG], ICML'19 Workshop on AI in Finance, Long Beach, CA, June 2019
Tucker Balch, Mahmoud Mahfouz, Joshua Lockhart, Maria Hybinette (University of Georgia), David Byrd (Georgia Institute of Technology)
arXiv:1906.12010 [q-fin.TR], ICML'19 Workshop on AI in Finance, Long Beach, CA, June 2019
Svitlana Vyetrenko, Shaojie Xu (Georgia Institute of Technology)
arXiv:1906.02312 [q-fin.TR], 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 University), Antigoni Polychroniadou, Elaine Shi (Cornell University)
arXiv:1910.12175 [cs.IT], ACM - SIAM'19 Symposium on Discrete Algorithms, San Diego, CA, January 2019
The Effect of Visual Design in Image Classification
Naftali Cohen, Tucker Balch, Manuela Veloso
arXiv:1907.09567 [cs.CV], August 2019
*Equal contribution by the authors
This [paper/presentation] was prepared for informational purposes by the [Artificial Intelligence Research] group of JPMorgan Chase & Co and its affiliates (“JP Morgan”), and is not a product of the Research Department of JP Morgan. JP 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.
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