Table of Contents

• FinRL-podracer: high performance and scalable deep reinforcement learning for quantitative financeZechu Li, Xiao-Yang Liu, Jiahao Zheng, Zhaoran Wang, Anwar Walid, Jian Guo. [doi]
• Privacy-preserving portfolio pricingGilad Asharov, Tucker Balch, Antigoni Polychroniadou. [doi]
• ABIDES-gym: gym environments for multi-agent discrete event simulation and application to financial marketsSelim Amrouni, Aymeric Moulin, Jared Vann, Svitlana Vyetrenko, Tucker Balch, Manuela Veloso. [doi]
• A machine learning approach to detect early signs of startup successAbhinav Nadh Thirupathi, Tuka Alhanai, Mohammad M. Ghassemi. [doi]
• Fund2Vec: mutual funds similarity using graph learningVipul Satone, Dhruv Desai, Dhagash Mehta. [doi]
• Learning knowledge-enriched company embeddings for investment managementGary Ang, Ee-Peng Lim. [doi]
• An automated portfolio trading system with feature preprocessing and recurrent reinforcement learningLin Li. [doi]
• High frequency automated market making algorithms with adverse selection risk control via reinforcement learningMuchen Zhao, Vadim Linetsky. [doi]
• Towards realistic market simulations: a generative adversarial networks approachAndrea Coletta, Matteo Prata, Michele Conti, Emanuele Mercanti, Novella Bartolini, Aymeric Moulin, Svitlana Vyetrenko, Tucker Balch. [doi]
• Interactions of market making algorithms: a study on perceived collusionWei Xiong, Rama Cont. [doi]
• Stability effects of arbitrage in exchange traded funds: an agent-based modelMegan Shearer, David Byrd, Tucker Hybinette Balch, Michael P. Wellman. [doi]
• On the current and emerging challenges of developing fair and ethical AI solutions in financial servicesEren Kurshan, Jiahao Chen 0001, Victor Storchan, Hongda Shen. [doi]
• Intelligent trading systems: a sentiment-aware reinforcement learning approachFrancisco Caio Lima Paiva, Leonardo Kanashiro Felizardo, Reinaldo Augusto da Costa Bianchi, Anna Helena Reali Costa. [doi]
• Deep Q-learning market makers in a multi-agent simulated stock marketOscar Fernández Vicente, Fernando Fernández-Rebollo, Francisco Javier García-Polo. [doi]
• Explainable deep reinforcement learning for portfolio management: an empirical approachMao Guan, Xiao-Yang Liu. [doi]
• Multi-view contrastive self-supervised learning of accounting data representations for downstream audit tasksMarco Schreyer, Timur Sattarov, Damian Borth. [doi]
• TeGraF: temporal and graph based fraudulent transaction detection frameworkShivshankar Reddy, Pranav Poduval, Anand Vir Singh Chauhan, Maneet Singh, Sangam Verma, Karamjit Singh, Tanmoy Bhowmik. [doi]
• Timing is money: the impact of arrival order in beta-bernoulli prediction marketsBlake Martin, Mithun Chakraborty, Sindhu Kutty. [doi]
• Towards a fully rl-based market simulatorLeo Ardon, Nelson Vadori, Thomas Spooner, Mengda Xu, Jared Vann, Sumitra Ganesh. [doi]
• Deep risk model: a deep learning solution for mining latent risk factors to improve covariance matrix estimationHengxu Lin, Dong Zhou, Weiqing Liu, Jiang Bian 0002. [doi]
• Visual time series forecasting: an image-driven approachSrijan Sood, Zhen Zeng, Naftali Cohen, Tucker Balch, Manuela Veloso. [doi]
• Financial misstatement detection: a realistic evaluationElias Zavitsanos, Dimitris Mavroeidis, Konstantinos Bougiatiotis, Eirini Spyropoulou, Lefteris Loukas, Georgios Paliouras. [doi]
• Learning to classify and imitate trading agents in continuous double auction marketsMahmoud Mahfouz, Tucker Balch, Manuela Veloso, Danilo P. Mandic. [doi]
• Investor behavior modeling by analyzing financial advisor notes: a machine learning perspectiveCynthia Pagliaro, Dhagash Mehta, Han-Tai Shiao, Shaofei Wang, Luwei Xiong. [doi]
• Financial network gamesPanagiotis Kanellopoulos, Maria Kyropoulou, Hao Zhou. [doi]
• A strategic analysis of portfolio compressionKatherine Mayo, Michael P. Wellman. [doi]
• Sig-wasserstein GANs for time series generationHao Ni, Lukasz Szpruch, Marc Sabate Vidales, Baoren Xiao, Magnus Wiese, Shujian Liao. [doi]
• A hybrid model for forecasting short-term electricity demandMaria Eleni Athanasopoulou, Justina Deveikyte, Alan Mosca, Ilaria Peri, Alessandro Provetti. [doi]
• The efficient hedging frontier with deep neural networksZheng Gong, Carmine Ventre, John G. O'Hara. [doi]
• Tradeoffs in streaming binary classification under limited inspection resourcesParisa Hassanzadeh, Danial Dervovic, Samuel Assefa, Prashant Reddy, Manuela Veloso. [doi]
• Synthesizing credit card transactionsErik Altman. [doi]
• Learning FX trading strategies with FQI and persistent actionsAntonio Riva, Lorenzo Bisi, Pierre Liotet, Luca Sabbioni, Edoardo Vittori, Marco Pinciroli, Michele Trapletti, Marcello Restelli. [doi]
• Active learning for imbalanced data under cold startRicardo Barata, Miguel Leite, Ricardo Pacheco, Marco O. P. Sampaio, João Tiago Ascensão, Pedro Bizarro. [doi]
• Deep video prediction for time series forecastingZhen Zeng, Tucker Balch, Manuela Veloso. [doi]
• Monte carlo tree search for trading and hedgingEdoardo Vittori, Amarildo Likmeta, Marcello Restelli. [doi]
• Learning regulator influence on internal risk weightsChristoph Siebenbrunner, Michael Sigmund. [doi]
• Graph neural network for merger and acquisition predictionYinfei Li, Jiafeng Shou, Philip C. Treleaven, Jun Wang. [doi]
• Agent-based markets: equilibrium strategies and robustnessBuhong Liu, Maria Polukarov, Carmine Ventre, Lingbo Li 0001, Leslie Kanthan. [doi]
• Bit by bit: how to realistically simulate a crypto-exchangeChristopher J. Cho, Timothy J. Norman. [doi]
• AuthSHAP: authentication vulnerability detection on tabular data in black box settingDebasmita Das, Yatin Katyal, Ram Ganesh, Rohit Bhattacharya, Rajesh Kumar Ranjan. [doi]
• Time horizon-aware modeling of financial texts for stock price predictionFuli Feng, Xiang Wang, Xiangnan He 0001, Ritchie Ng, Tat-Seng Chua. [doi]
• Asynchronous collaborative learning across data silosTiffany Tuor, Joshua Lockhart, Daniele Magazzeni. [doi]
• Risk and return prediction for pricing portfolios of non-performing consumer creditSiyi Wang, Xing Yan, Bangqi Zheng, Hu Wang, Wangli Xu, Nanbo Peng, Qi Wu 0009. [doi]
• Probabilistic framework for modeling event shocks to financial time seriesYada Zhu, Wenyu Chen, Yang Zhang, Tian Gao, Jianbo Li. [doi]
• The evolving causal structure of equity risk factorsGabriele D'Acunto, Paolo Bajardi, Francesco Bonchi, Gianmarco De Francisci Morales. [doi]
• Pre-training and evaluation of numeracy-oriented language modelFuli Feng, Xilin Rui, Wenjie Wang, Yixin Cao 0002, Tat-Seng Chua. [doi]
• Equity2Vec: end-to-end deep learning framework for cross-sectional asset pricingQiong Wu 0008, Christopher G. Brinton, Zheng Zhang 0018, Andrea Pizzoferrato, Zhenming Liu, Mihai Cucuringu. [doi]
• FinRL: deep reinforcement learning framework to automate trading in quantitative financeXiao-Yang Liu, Hongyang Yang, Jiechao Gao, Christina Dan Wang. [doi]
• Adversarial attacks on machine learning systems for high-frequency tradingMicah Goldblum, Avi Schwarzschild, Ankit B. Patel, Tom Goldstein. [doi]
• Trading via selective classificationNestoras Chalkidis, Rahul Savani. [doi]
• An agent-based model of strategic adoption of real-time paymentsKatherine Mayo, Shaily Fozdar, Michael P. Wellman. [doi]
• Profit equitably: an investigation of market maker's impact on equitable outcomesKshama Dwarakanath, Svitlana S. Vyetrenko, Tucker Balch. [doi]