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4th ICAIF 2023: Brooklyn, NY, USA
- 4th ACM International Conference on AI in Finance, ICAIF 2023, Brooklyn, NY, USA, November 27-29, 2023. ACM 2023
- Seyoung Kim
, Joohwan Hong
A GANs-Based Approach for Stock Price Anomaly Detection and Investment Risk Management. 1-9 - Haochen Li
Detecting Financial Market Manipulation with Statistical Physics Tools. 1 - Fadi Hamad
A supervised generative optimization approach for tabular data. 10-18 - Masanori Hirano
Adversarial Deep Hedging: Learning to Hedge without Price Process Modeling. 19-26 - Andrea Coletta
Conditional Generators for Limit Order Book Environments: Explainability, Challenges, and Robustness. 27-35 - He Sun
Decision-Aware Conditional GANs for Time Series Data. 36-45 - Namid R. Stillman
Deep Calibration of Market Simulations using Neural Density Estimators and Embedding Networks. 46-54 - Zikai Wei
E2EAI: End-to-End Deep Learning Framework for Active Investing. 55-63 - Timur Sattarov
FinDiff: Diffusion Models for Financial Tabular Data Generation. 64-72 - Zhen Zeng
FlowMind: Automatic Workflow Generation with LLMs. 73-81 - Zhen Zeng
From Pixels to Predictions: Spectrogram and Vision Transformer for Better Time Series Forecasting. 82-90 - Peer Nagy
Generative AI for End-to-End Limit Order Book Modelling: A Token-Level Autoregressive Generative Model of Message Flow Using a Deep State Space Network. 91-99 - Kausik Lakkaraju
LLMs for Financial Advisement: A Fairness and Efficacy Study in Personal Decision Making. 100-107 - Zhiyu Cao
Modeling Inverse Demand Function with Explainable Dual Neural Networks. 108-115 - Betul Seyhan
NFT Primary Sale Price and Secondary Sale Prediction via Deep Learning. 116-123 - Anh Tong
SigFormer: Signature Transformers for Deep Hedging. 124-132 - Ricardo Ribeiro Pereira, Jacopo Bono, João Tiago Ascensão, David Aparício, Pedro Ribeiro, Pedro Bizarro:
The GANfather: Controllable generation of malicious activity to improve defence systems. 133-140 - Piotr Skalski
Towards a Foundation Purchasing Model: Pretrained Generative Autoregression on Transaction Sequences. 141-149 - Francois Buet-Golfouse
Turbo-Charging Deep Learning Methods for Partial Differential Equations. 150-158 - Ruslan Tepelyan
Generative Machine Learning for Multivariate Equity Returns. 159-166 - Shibal Ibrahim
Dyn-GWN: Time-Series Forecasting using Time-varying Graphs with Applications to Finance and Traffic Prediction. 167-175 - Jacopo Bono, Ahmad Naser Eddin, David Aparício, Hugo Ferreira, João Tiago Ascensão, Pedro Ribeiro, Pedro Bizarro:
From random-walks to graph-sprints: a low-latency node embedding framework on continuous-time dynamic graphs. 176-184 - Soumava Ghosh
GoSage: Heterogeneous Graph Neural Network Using Hierarchical Attention for Collusion Fraud Detection. 185-192 - Edward Turner
Graph Denoising Networks: A Deep Learning Framework for Equity Portfolio Construction. 193-201 - Pritam Kumar Nath
Learning Temporal Representations of Bipartite Financial Graphs. 202-209 - Lingxiao Zhao
Liquidity and Solvency Risks in Financial Networks. 210-218 - Shuaicheng Zhang
TGEditor: Task-Guided Graph Editing for Augmenting Temporal Financial Transaction Networks. 219-226 - Hamed Amini
The Default Cascade Process in Stochastic Financial Networks. 227-234 - Siqi Jiang
The Network of Mutual Funds: A Dynamic Heterogeneous Graph Neural Network for Estimating Mutual Funds Performance. 235-243 - Ana Clara Teixeira
Bayesian Networks Improve Out-of-Distribution Calibration for Agribusiness Delinquency Risk Assessment. 244-252 - Nelson Vadori
Calibration of Derivative Pricing Models: a Multi-Agent Reinforcement Learning Perspective. 253-260 - Roberto Daluiso
CVA Hedging with Reinforcement Learning. 261-269 - Kang Gao
Deeper Hedging: A New Agent-based Model for Effective Deep Hedging. 270-278 - Xueying Ding
From Detection to Action: a Human-in-the-loop Toolkit for Anomaly Reasoning and Management. 279-287 - Joel Dyer
Gradient-Assisted Calibration for Financial Agent-Based Models. 288-296 - Anubha Pandey
Improving the Robustness of Financial Models through Identification of the Minimal Vulnerable Feature Set. 297-304 - Aldo Glielmo
Reinforcement Learning for Combining Search Methods in the Calibration of Economic ABMs. 305-313 - Jesse S. Ghashti
The complexity of financial wellness: examining survey patterns via kernel metric learning and clustering of mixed-type data. 314-322 - Jinan Zou
A Generative Approach for Comprehensive Financial Event Extraction at the Document Level. 323-330 - Zixuan Yuan
Earnings Call Analysis Using a Sparse Attention Based Encoder and Multi-Source Counterfactual Augmentation. 331-339 - Ana Clara Teixeira
Enhancing Credit Risk Reports Generation using LLMs: An Integration of Bayesian Networks and Labeled Guide Prompting. 340-348 - Boyu Zhang
Enhancing Financial Sentiment Analysis via Retrieval Augmented Large Language Models. 349-356 - Sandro Gössi, Ziwei Chen, Wonseong Kim
FinBERT-FOMC: Fine-Tuned FinBERT Model with Sentiment Focus Method for Enhancing Sentiment Analysis of FOMC Minutes. 357-364 - Jiseon Yun
Fine-Tuning Pretrained Language Models to Enhance Dialogue Summarization in Customer Service Centers. 365-373 - Yinheng Li
Large Language Models in Finance: A Survey. 374-382 - Seonmi Kim, Seyoung Kim
LLMs Analyzing the Analysts: Do BERT and GPT Extract More Value from Financial Analyst Reports? 383-391 - Lefteris Loukas
Making LLMs Worth Every Penny: Resource-Limited Text Classification in Banking. 392-400 - Andy Chung
Predictability of Post-Earnings Announcement Drift with Textual and Contextual Factors of Earnings Calls. 401-408 - Dan Zhou
A Fast Non-Linear Coupled Tensor Completion Algorithm for Financial Data Integration and Imputation. 409-417 - Xin Du
Co-Training Realized Volatility Prediction Model with Neural Distributional Transformation. 418-426 - Omkar Nabar
Conservative Predictions on Noisy Financial Data. 427-435 - Emmanuel Djanga
Cryptocurrency volatility forecasting using commonality in intraday volatility. 436-444 - Wenyu Chen
Dynamic Covariance Estimation under Structural Assumptions via a Joint Optimization Approach. 445-453 - Yichi Zhang
Dynamic Time Warping for Lead-Lag Relationship Detection in Lagged Multi-Factor Models. 454-462 - Niccolò Dalmasso
Efficient Event Series Data Modeling via First-Order Constrained Optimization. 463-471 - Defu Cao
Large Scale Financial Time Series Forecasting with Multi-faceted Model. 472-480 - Francois Buet-Golfouse
Lifting Volterra Diffusions via Kernel Decomposition. 481-489 - Andy Chung
Modeling Momentum Spillover with Economic Links Discovered from Financial Documents. 490-497 - Tom Bamford
Multi-Modal Financial Time-Series Retrieval Through Latent Space Projections. 498-506 - Danni Shi
Multireference Alignment for Lead-Lag Detection in Multivariate Time Series and Equity Trading. 507-515 - Uras Varolgunes
NMTucker: Non-linear Matryoshka Tucker Decomposition for Financial Time Series Imputation. 516-523 - Giuseppe Masi
On Correlated Stock Market Time Series Generation. 524-532 - Yoontae Hwang
SimStock : Representation Model for Stock Similarities. 533-540 - Martin Magris
Variational Inference for GARCH-family Models. 541-548 - Domingo Ramírez
A Machine Learning Plus-Features Based Approach for Optimal Asset Allocation. 549-556 - Qi Jin
Correlation Matrix Clustering for Statistical Arbitrage Portfolios. 557-564 - Marcus Jun Rong Foo
DRL Trading with CPT Actor and Truncated Quantile Critics. 574-582 - Sascha Yves Frey
JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading. 583-591 - Megan Shearer
Learning to Manipulate a Financial Benchmark. 592-600 - Ruihua Ruan
Liquidity takers behavior representation through a contrastive learning approach. 601-609 - Jingyi Gu
Margin Trader: A Reinforcement Learning Framework for Portfolio Management with Margin and Constraints. 610-618 - Joseph Jerome
Mbt-gym: Reinforcement learning for model-based limit order book trading. 619-627 - Abhinav Prasad
ML-Assisted Optimization of Securities Lending. 628-636 - Bogdan Sitaru
Order Flow Decomposition for Price Impact Analysis in Equity Limit Order Books. 637-645 - David Ricardo Montalvan Hernandez
Portfolio Optimization via Credal Probabilistic Circuits. 646-654 - Dhruv Desai
Quantifying Outlierness of Funds from their Categories using Supervised Similarity. 655-663 - Ziyi Wang
Robust Market Making: To Quote, or not To Quote. 664-672 - Parisa Hassanzadeh
Sequential Fair Resource Allocation under a Markov Decision Process Framework. 673-680 - Yuanrong Wang
Topological Portfolio Selection and Optimization. 681-688
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