Svitlana Vyetrenko

According to our database, Svitlana Vyetrenko authored at least 50 papers between 2009 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of three.

2024

Lob-based deep learning models for stock price trend prediction: a benchmark study.

Matteo Prata, Giuseppe Masi, Leonardo Berti, Viviana Arrigoni, Andrea Coletta, Irene Cannistraci, Svitlana Vyetrenko, Paola Velardi, Novella Bartolini

Artif. Intell. Rev., May, 2024

Variational Neural Stochastic Differential Equations with Change Points.

Yousef El-Laham, Zhongchang Sun, Haibei Zhu, Tucker Balch, Svitlana Vyetrenko

CoRR, 2024

Empirical Equilibria in Agent-based Economic systems with Learning agents.

Kshama Dwarakanath, Svitlana Vyetrenko, Tucker Balch

CoRR, 2024

A Language Model-Guided Framework for Mining Time Series with Distributional Shifts.

Haibei Zhu, Yousef El-Laham, Elizabeth Fons, Svitlana Vyetrenko

CoRR, 2024

Evaluating Large Language Models on Time Series Feature Understanding: A Comprehensive Taxonomy and Benchmark.

Elizabeth Fons, Rachneet Kaur, Soham Palande, Zhen Zeng, Svitlana Vyetrenko, Tucker Balch

CoRR, 2024

ABIDES-Economist: Agent-Based Simulation of Economic Systems with Learning Agents.

Kshama Dwarakanath, Svitlana Vyetrenko, Peyman Tavallali, Tucker Balch

CoRR, 2024

LLM-driven Imitation of Subrational Behavior : Illusion or Reality?

Andrea Coletta, Kshama Dwarakanath, Penghang Liu, Svitlana Vyetrenko, Tucker Balch

CoRR, 2024

Synthetic Data Applications in Finance.

Vamsi K. Potluru, Daniel Borrajo, Andrea Coletta, Niccolò Dalmasso, Yousef El-Laham, Elizabeth Fons, Mohsen Ghassemi, Sriram Gopalakrishnan, Vikesh Gosai, Eleonora Kreacic, Ganapathy Mani, Saheed Obitayo, Deepak Paramanand, Natraj Raman, Mikhail Solonin, Srijan Sood, Svitlana Vyetrenko, Haibei Zhu, Manuela Veloso, Tucker Balch

CoRR, 2024

Neural Stochastic Differential Equations with Change Points: A Generative Adversarial Approach.

Zhongchang Sun, Yousef El-Laham, Svitlana Vyetrenko

Proceedings of the IEEE International Conference on Acoustics, 2024

Augment on Manifold: Mixup Regularization with UMAP.

Yousef El-Laham, Elizabeth Fons, Dillon Daudert, Svitlana Vyetrenko

Proceedings of the IEEE International Conference on Acoustics, 2024

TADACap: Time-series Adaptive Domain-Aware Captioning.

Elizabeth Fons, Rachneet Kaur, Zhen Zeng, Soham Palande, Tucker Balch, Svitlana Vyetrenko, Manuela Veloso

Proceedings of the 5th ACM International Conference on AI in Finance, 2024

Tax Credits and Household Behavior: The Roles of Myopic Decision-Making and Liquidity in a Simulated Economy.

Kshama Dwarakanath, Jialin Dong, Svitlana Vyetrenko

Proceedings of the 5th ACM International Conference on AI in Finance, 2024

Evaluating Large Language Models on Time Series Feature Understanding: A Comprehensive Taxonomy and Benchmark.

Elizabeth Fons, Rachneet Kaur, Soham Palande, Zhen Zeng, Tucker Balch, Manuela Veloso, Svitlana Vyetrenko

Proceedings of the 2024 Conference on Empirical Methods in Natural Language Processing, 2024

2023

Analyzing the Impact of Tax Credits on Households in Simulated Economic Systems with Learning Agents.

Jialin Dong, Kshama Dwarakanath, Svitlana Vyetrenko

CoRR, 2023

A Model-Based Synthetic Stock Price Time Series Generation Framework.

Haibei Zhu, Svitlana Vyetrenko, Tucker Balch

CoRR, 2023

ATMS: Algorithmic Trading-Guided Market Simulation.

Song Wei, Andrea Coletta, Svitlana Vyetrenko, Tucker Balch

CoRR, 2023

MADS: Modulated Auto-Decoding SIREN for time series imputation.

Tom Bamford, Elizabeth Fons, Yousef El-Laham, Svitlana Vyetrenko

CoRR, 2023

K-SHAP: Policy Clustering Algorithm for Anonymous State-Action Pairs.

Andrea Coletta, Svitlana Vyetrenko, Tucker Balch

CoRR, 2023

Once burned, twice shy? The effect of stock market bubbles on traders that learn by experience.

Haibei Zhu, Svitlana Vyetrenko, Kshama Dwarakanath, Tucker Balch, Serafin Grundl, David Byrd

Proceedings of the Winter Simulation Conference, 2023

Transparency As Delayed Observability In Multi-Agent Systems.

Kshama Dwarakanath, Svitlana Vyetrenko, Tucker Balch, Toks Oyebode

Proceedings of the Winter Simulation Conference, 2023

Deep Gaussian mixture ensembles.

Yousef El-Laham, Niccolò Dalmasso, Elizabeth Fons, Svitlana Vyetrenko

Proceedings of the Uncertainty in Artificial Intelligence, 2023

On the Constrained Time-Series Generation Problem.

Andrea Coletta, Sriram Gopalakrishnan, Daniel Borrajo, Svitlana Vyetrenko

Proceedings of the Advances in Neural Information Processing Systems 36: Annual Conference on Neural Information Processing Systems 2023, 2023

K-SHAP: Policy Clustering Algorithm for Anonymous Multi-Agent State-Action Pairs.

Andrea Coletta, Svitlana Vyetrenko, Tucker Balch

Proceedings of the International Conference on Machine Learning, 2023

Stock Shocks Modelling and Forecasting.

Viviana Arrigoni, Giuseppe Masi, Emanuele Mercanti, Novella Bartolini, Svitlana Vyetrenko

Proceedings of the 43rd IEEE International Conference on Distributed Computing Systems, 2023

On Correlated Stock Market Time Series Generation.

Giuseppe Masi, Matteo Prata, Michele Conti, Novella Bartolini, Svitlana Vyetrenko

Proceedings of the 4th ACM International Conference on AI in Finance, 2023

Conditional Generators for Limit Order Book Environments: Explainability, Challenges, and Robustness.

Andrea Coletta, Joseph Jerome, Rahul Savani, Svitlana Vyetrenko

Proceedings of the 4th ACM International Conference on AI in Finance, 2023

Multi-Modal Financial Time-Series Retrieval Through Latent Space Projections.

Tom Bamford, Andrea Coletta, Elizabeth Fons, Sriram Gopalakrishnan, Svitlana Vyetrenko, Tucker Balch, Manuela Veloso

Proceedings of the 4th ACM International Conference on AI in Finance, 2023

2022

DSLOB: A Synthetic Limit Order Book Dataset for Benchmarking Forecasting Algorithms under Distributional Shift.

Defu Cao, Yousef El-Laham, Loc Trinh, Svitlana Vyetrenko, Yan Liu

CoRR, 2022

Biased or Limited: Modeling Sub-Rational Human Investors in Financial Markets.

Penghang Liu, Kshama Dwarakanath, Svitlana S. Vyetrenko

CoRR, 2022

HyperTime: Implicit Neural Representation for Time Series.

Elizabeth Fons, Alejandro Sztrajman, Yousef El-Laham, Alexandros Iosifidis, Svitlana Vyetrenko

CoRR, 2022

StyleTime: Style Transfer for Synthetic Time Series Generation.

Yousef El-Laham, Svitlana Vyetrenko

Proceedings of the 3rd ACM International Conference on AI in Finance, 2022

Equitable Marketplace Mechanism Design.

Kshama Dwarakanath, Svitlana Vyetrenko, Tucker Balch

Proceedings of the 3rd ACM International Conference on AI in Finance, 2022

Optimal Stopping with Gaussian Processes.

Kshama Dwarakanath, Danial Dervovic, Peyman Tavallali, Svitlana Vyetrenko, Tucker Balch

Proceedings of the 3rd ACM International Conference on AI in Finance, 2022

Learning to simulate realistic limit order book markets from data as a World Agent.

Andrea Coletta, Aymeric Moulin, Svitlana Vyetrenko, Tucker Balch

Proceedings of the 3rd ACM International Conference on AI in Finance, 2022

Efficient Calibration of Multi-Agent Simulation Models from Output Series with Bayesian Optimization.

Yuanlu Bai, Henry Lam, Tucker Balch, Svitlana Vyetrenko

Proceedings of the 3rd ACM International Conference on AI in Finance, 2022

2021

Efficient Calibration of Multi-Agent Market Simulators from Time Series with Bayesian Optimization.

Yuanlu Bai, Henry Lam, Svitlana Vyetrenko, Tucker Balch

CoRR, 2021

Learning who is in the market from time series: market participant discovery through adversarial calibration of multi-agent simulators.

Victor Storchan, Svitlana Vyetrenko, Tucker Balch

CoRR, 2021

Similarity metrics for Different Market Scenarios in Abides.

Diego Pino, Javier García, Fernando Fernández, Svitlana Vyetrenko

CoRR, 2021

Calibrating Over-Parametrized Simulation Models: A Framework via Eligibility Set.

Yuanlu Bai, Tucker Balch, Haoxian Chen, Danial Dervovic, Henry Lam, Svitlana Vyetrenko

CoRR, 2021

Profit equitably: an investigation of market maker's impact on equitable outcomes.

Kshama Dwarakanath, Svitlana S. Vyetrenko, Tucker Balch

Proceedings of the ICAIF'21: 2nd ACM International Conference on AI in Finance, Virtual Event, November 3, 2021

Towards realistic market simulations: a generative adversarial networks approach.

Andrea Coletta, Matteo Prata, Michele Conti, Emanuele Mercanti, Novella Bartolini, Aymeric Moulin, Svitlana Vyetrenko, Tucker Balch

Proceedings of the ICAIF'21: 2nd ACM International Conference on AI in Finance, Virtual Event, November 3, 2021

ABIDES-gym: gym environments for multi-agent discrete event simulation and application to financial markets.

Selim Amrouni, Aymeric Moulin, Jared Vann, Svitlana Vyetrenko, Tucker Balch, Manuela Veloso

Proceedings of the ICAIF'21: 2nd ACM International Conference on AI in Finance, Virtual Event, November 3, 2021

2020

Get real: realism metrics for robust limit order book market simulations.

Svitlana Vyetrenko, David Byrd, Nick Petosa, Mahmoud Mahfouz, Danial Dervovic, Manuela Veloso, Tucker Balch

Proceedings of the ICAIF '20: The First ACM International Conference on AI in Finance, 2020

2019

Risk-Sensitive Compact Decision Trees for Autonomous Execution in Presence of Simulated Market Response.

Svitlana Vyetrenko, Shaojie Xu

CoRR, 2019

2011

Multiple-Access Network Information-Flow and Correction Codes.

Theodoros K. Dikaliotis, Tracey Ho, Sidharth Jaggi, Svitlana Vyetrenko, Hongyi Yao, Michelle Effros, Jörg Kliewer, Elona Erez

IEEE Trans. Inf. Theory, 2011

Universal and robust distributed network codes.

Tracey Ho, Sidharth Jaggi, Svitlana Vyetrenko, Lingxiao Xia

Proceedings of the INFOCOM 2011. 30th IEEE International Conference on Computer Communications, 2011

Erasure correction for nested receivers.

Ömer Faruk Tekin, Svitlana Vyetrenko, Tracey Ho, Hongyi Yao

Proceedings of the 49th Annual Allerton Conference on Communication, 2011

2010

Outer bounds on the error correction capacity region for non-multicast networks.

Svitlana Vyetrenko, Tracey Ho, Theodoros K. Dikaliotis

Proceedings of the 48th Annual Allerton Conference on Communication, 2010

2009

Rate rRegions for coherent and noncoherent multisource network error correction.

Svitlana Vyetrenko, Tracey Ho, Michelle Effros, Jörg Kliewer, Elona Erez

Proceedings of the IEEE International Symposium on Information Theory, 2009

On noncoherent correction of network errors and erasures with random locations.

Svitlana Vyetrenko, Tracey Ho, Elona Erez

Proceedings of the IEEE International Symposium on Information Theory, 2009