Publications
2025
- Entropy-Aware Branching for Improved Mathematical ReasoningarXiv preprint arXiv:2503.21961, 2025
2024
- Capacity planning and scheduling for jobs with uncertainty in resource usage and durationThe Journal of Supercomputing, 2024
- The State of the Art of Large Language Models on Chartered Financial Analyst ExamsIn Proceedings of the 2024 Conference on Empirical Methods in Natural Language Processing: Industry Track, 2024
2023
- Method and system for providing dynamic workspace schedulerApr 2023US Patent App. 17/450,609
- FinRDDL: Can AI planning be used for quantitative finance problems?FinPlan, Apr 2023
- Method and system for solving reconciliation tasks by integrating clustering and optimizationNov 2023US Patent App. 17/661,211
- Towards Asset Allocation Using Behavioural Cloning and Reinforcement LearningIn AAAI Bridge: AI for Financial Services: https://sites.google.com/view/aaai-ai-fin/home, Nov 2023
2022
- System and method for institutional risk identification using automated news profiling and recommendationSep 2022US Patent App. 17/654,843
- Towards Robust Representation of Limit Orders Books for Deep Learning ModelsarXiv preprint arXiv:2110.05479, Sep 2022
2021
- How Robust are Limit Order Book Representations under Data Perturbation?In ICML 2021 Workshop on Representation Learning for Finance and E-Commerce Applications. arXiv preprint: 2110.04752, Sep 2021
- A Framework for Institutional Risk Identification using Knowledge Graphs and Automated News ProfilingarXiv preprint arXiv:2109.09103, Sep 2021
- Learning to Classify and Imitate Trading Agents in Continuous Double Auction MarketsIn ACM International Conference on AI in Finance (ICAIF-2021), Sep 2021
2020
- Generating synthetic data in finance: opportunities, challenges and pitfallsIn ACM International Conference on AI in Finance (ICAIF-2020), Sep 2020
2019
- Compression and interpretability of deep neural networks via tucker tensor layer: From first principles to tensor valued back-propagationarXiv preprint arXiv:1903.06133, Sep 2019
- How to Evaluate Trading Strategies: Single Agent Market Replay or Multiple Agent Interactive Simulation?In ICML 2019 Workshop on AI in Finance: Applications and Infrastructure for Multi-Agent Learning, Sep 2019
- On the Importance of Opponent Modeling in Auction MarketsIn NeurIPS 2019 Workshop on Robust AI in Financial Services: Data, Fairness, Explainability, Trustworthiness, and Privacy, Sep 2019
- Get Real: Realism Metrics for Robust Limit Order Book Market SimulationsIn NeurIPS 2019 Workshop on Robust AI in Financial Services: Data, Fairness, Explainability, Trustworthiness, and Privacy, Sep 2019