Table of Contents

• Differentially private secure multi-party computation for federated learning in financial applicationsDavid Byrd, Antigoni Polychroniadou. [doi]
• Mixed membership recurrent neural networks for modeling customer purchasesGhazal Fazelnia, Mark Ibrahim, Ceena Modarres, Kevin Wu, John W. Paisley. [doi]
• Market volatility prediction based on long- and short-term memory retrieval architecturesJie Yuan, Zhu Zhang. [doi]
• What can be learned from satisfaction assessments?Naftali Cohen, Simran Lamba, Prashant Reddy. [doi]
• Multi-agent reinforcement learning in a realistic limit order book market simulationMichäel Karpe, Jin Fang, Zhongyao Ma, Chen Wang. [doi]
• Improved predictive deep temporal neural networks with trend filteringYoungjin Park, Deokjun Eom, Byoungki Seo, Jaesik Choi. [doi]
• SecretMatch: inventory matching from fully homomorphic encryptionTucker Balch, Benjamin E. Diamond, Antigoni Polychroniadou. [doi]
• SURF: improving classifiers in production by learning from busy and noisy end usersJoshua Lockhart, Samuel Assefa, Ayham Alajdad, Andrew Alexander, Tucker Balch, Manuela Veloso. [doi]
• Financial table extraction in image documentsWilliam Watson, Bo Liu. [doi]
• Dynamic prediction length for time series with sequence to sequence networkDiego Klabjan, Mark Harmon. [doi]
• Power-law mixtures of bayesian forests for value added tax audit case selectionChristos Kleanthous, Theodoros Christophides, Sotirios Chatzis. [doi]
• Deep reinforcement learning for automated stock trading: an ensemble strategyHongyang Yang, Xiao-Yang Liu, Shan Zhong, Anwar Walid. [doi]
• An analysis of political turmoil effects on stock prices: a case study of US-China trade frictionYukari Shirota, Kenji Yamaguchi, Akane Murakami, Michiya Morita. [doi]
• Optimal, truthful, and private securities lendingEmily Diana, Michael Kearns, Seth Neel, Aaron Roth 0001. [doi]
• Simulating and classifying behavior in adversarial environments based on action-state traces: an application to money launderingDaniel Borrajo, Manuela Veloso, Sameena Shah. [doi]
• Conditional mutual information-based contrastive loss for financial time series forecastingHanwei Wu, Ather Gattami, Markus Flierl. [doi]
• Learning sampling in financial statement audits using vector quantised variational autoencoder neural networksMarco Schreyer, Timur Sattarov, Anita Gierbl, Bernd Reimer, Damian Borth. [doi]
• Option hedging with risk averse reinforcement learningEdoardo Vittori, Michele Trapletti, Marcello Restelli. [doi]
• Machine learning methods to detect money laundering in the bitcoin blockchain in the presence of label scarcityJoana Lorenz, Maria Inês Silva, David Aparício, João Tiago Ascensão, Pedro Bizarro. [doi]
• Utilization of deep learning to mine insights from earning calls for stock price movement predictionsZhiqiang Ma, Chong Wang, Grace Bang, Xiaomo Liu. [doi]
• Towards self-regulating AI: challenges and opportunities of AI model governance in financial servicesEren Kurshan, Hongda Shen, Jiahao Chen 0001. [doi]
• Algorithms in future capital markets: a survey on AI, ML and associated algorithms in capital marketsAdriano S. Koshiyama, Nick Firoozye, Philip C. Treleaven. [doi]
• Analysis of the impact of maker-taker fees on the stock market using agent-based simulationIsao Yagi, Mahiro Hoshino, Takanobu Mizuta. [doi]
• A tabular sarsa-based stock market agentRenato Arantes de Oliveira, Heitor Soares Ramos Filho, Daniel Hasan Dalip, Adriano César Machado Pereira. [doi]
• Explainable clustering and application to wealth management complianceEnguerrand Horel, Kay Giesecke, Victor Storchan, Naren Chittar. [doi]
• Unsupervised-learning financial reconciliation: a robust, accurate approach inspired by machine translationPeter A. Chew. [doi]
• CryptoCredit: securely training fair modelsLeo de Castro, Jiahao Chen, Antigoni Polychroniadou. [doi]
• Graphical models for financial time series and portfolio selectionNi Zhan, Yijia Sun, Aman Jakhar, He Liu. [doi]
• Index tracking with differentiate asset selectionYu Zheng, Yunpeng Li, Qiuhua Xu, Timothy M. Hospedales, Yongxin Yang. [doi]
• A hybrid learning approach to detecting regime switches in financial marketsPeter Akioyamen, Yi Zhou Tang, Hussien Hussien. [doi]
• Risk-sensitive reinforcement learning: a martingale approach to reward uncertaintyNelson Vadori, Sumitra Ganesh, Prashant P. Reddy, Manuela Veloso. [doi]
• Sig-SDEs model for quantitative financeImanol Perez Arribas, Cristopher Salvi, Lukasz Szpruch. [doi]
• Navigating the dynamics of financial embeddings over timeAntonia Gogoglou, Brian Nguyen, Alan Salimov, Jonathan B. Rider, C. Bayan Bruss. [doi]
• Recommending missing and suspicious links in multiplex financial networksRobert E. Tillman, Prashant P. Reddy, Manuela Veloso. [doi]
• Quantifying ESG alpha using scholar big data: an automated machine learning approachQian Chen, Xiao-Yang Liu. [doi]
• Social media data reveals signal for public consumer perceptionsNeeti Pokhriyal, Abenezer Dara, Benjamin Valentino, Soroush Vosoughi. [doi]
• Choosing news topics to explain stock market returnsPaul Glasserman, Kriste Krstovski, Paul Laliberte, Harry Mamaysky. [doi]
• Predicting the behavior of dealers in over-the-counter corporate bond marketsYusen Lin, Jinming Xue, Louiqa Raschid. [doi]
• Dealing with transaction costs in portfolio optimization: online gradient descent with momentumEdoardo Vittori, Martino Bernasconi de Luca, Francesco Trovò, Marcello Restelli. [doi]
• Fast direct calibration of interest rate derivatives pricing modelsLuca Sabbioni, Marcello Restelli, Andrea Prampolini. [doi]
• A multi-faceted approach to large scale financial forecastingAntony Papadimitriou, Urjitkumar Patel, Lisa Kim, Grace Bang, Azadeh Nematzadeh, Xiaomo Liu. [doi]
• Understanding distributional ambiguity via non-robust chance constraintShumin Ma, Cheuk Hang Leung, Qi Wu 0009, Wei Liu 0005, Nanbo Peng. [doi]
• Trading via image classificationNaftali Cohen, Tucker Balch, Manuela Veloso. [doi]
• Get real: realism metrics for robust limit order book market simulationsSvitlana Vyetrenko, David Byrd, Nick Petosa, Mahmoud Mahfouz, Danial Dervovic, Manuela Veloso, Tucker Balch. [doi]
• Paying down metadata debt: learning the representation of concepts using topic modelsJiahao Chen, Manuela Veloso. [doi]
• Machine learning fund categorizationsDhagash Mehta, Dhruv Desai, Jithin Pradeep. [doi]
• Subgraph anomaly detection in financial transaction networksYulong Pei, Fang Lyu, Werner van Ipenburg, Mykola Pechenizkiy. [doi]
• Classifying high-frequency FX rate movements with technical indicators and inception modelZheng Gong, Carmine Ventre, John O'Hara. [doi]
• Learning-based trading strategies in the face of market manipulationXintong Wang, Christopher Hoang, Michael P. Wellman. [doi]
• Generating synthetic data in finance: opportunities, challenges and pitfallsSamuel A. Assefa, Danial Dervovic, Mahmoud Mahfouz, Robert E. Tillman, Prashant Reddy, Manuela Veloso. [doi]
• Foreign exchange trading: a risk-averse batch reinforcement learning approachLorenzo Bisi, Pierre Liotet, Luca Sabbioni, Gianmarco Reho, Nico Montali, Marcello Restelli, Cristiana Corno. [doi]
• Deep Q-network-based adaptive alert threshold selection policy for payment fraud systems in retail bankingHongda Shen, Eren Kurshan. [doi]
• Connecting the dots: forecasting and explaining short-term market volatilityJie Yuan, Zhu Zhang. [doi]