| Mar 12, 2025 | Happy to share our latest work, “Entropy-Aware Branching for Improved Mathematical Reasoning,” which is now available as a preprint on arXiv. |
| Nov 12, 2024 | Our paper, “The State of the Art of Large Language Models on Chartered Financial Analyst Exams,” was presented at the EMNLP 2024 Industry Track in Miami, Florida. |
| May 20, 2024 | Our work on “Capacity planning and scheduling for jobs with uncertainty in resource usage and duration” has been published in The Journal of Supercomputing. |
| Nov 02, 2023 | Our patent application for a “Method and system for solving reconciliation tasks by integrating clustering and optimization” has been published. |
| Apr 13, 2023 | Our patent application for a “Method and system for providing dynamic workspace scheduler” has been published. |
| Feb 13, 2023 | Presented our work, “Towards Asset Allocation Using Behavioural Cloning and Reinforcement Learning,” at the AAAI 2023 Bridge Program on AI for Financial Services. |
| Jan 20, 2023 | Our paper, “FinRDDL: Can AI planning be used for quantitative finance problems?,” has been published in the proceedings of the FinPlan-2023 Workshop. |
| Oct 13, 2022 | Our work, “Towards Robust Representation of Limit Orders Books for Deep Learning Models,” is available on arXiv. This work explores the stability of LOB representations. |
| Sep 22, 2022 | Our patent, “System and method for institutional risk identification using automated news profiling and recommendation,” has been filed. |
| Nov 03, 2021 | Pleased to present our paper, “Learning to Classify and Imitate Trading Agents in Continuous Double Auction Markets,” at the ACM International Conference on AI in Finance (ICAIF-2021). |
| Sep 17, 2021 | Our new preprint, “A Framework for Institutional Risk Identification using Knowledge Graphs and Automated News Profiling,” is now available on arXiv. |
| Jul 23, 2021 | Presented our research, “How Robust are Limit Order Book Representations under Data Perturbation?,” at the ICML 2021 Workshop on Representation Learning for Finance and E-Commerce Applications. |
| Oct 15, 2020 | Our paper, “Generating synthetic data in finance: opportunities, challenges and pitfalls,” was presented at the ACM International Conference on AI in Finance (ICAIF-2020). |
| Dec 14, 2019 | Presented our paper, “Get Real: Realism Metrics for Robust Limit Order Book Market Simulations,” at the NeurIPS 2019 Workshop on Robust AI in Financial Services. |
| Dec 14, 2019 | Our paper, “On the Importance of Opponent Modeling in Auction Markets,” was presented at the NeurIPS 2019 Workshop on Robust AI in Financial Services. |
| Jun 14, 2019 | Presented “How to Evaluate Trading Strategies: Single Agent Market Replay or Multiple Agent Interactive Simulation?” at the ICML 2019 Workshop on AI in Finance. |
| Mar 14, 2019 | Our preprint, “Compression and interpretability of deep neural networks via tucker tensor layer,” is available on arXiv. |