default search action
Svitlana Vyetrenko
Person information
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2024
- [j2]Matteo Prata, Giuseppe Masi, Leonardo Berti, Viviana Arrigoni, Andrea Coletta, Irene Cannistraci, Svitlana Vyetrenko, Paola Velardi, Novella Bartolini:
Lob-based deep learning models for stock price trend prediction: a benchmark study. Artif. Intell. Rev. 57(5): 116 (2024) - [c28]Elizabeth Fons, Rachneet Kaur, Soham Palande, Zhen Zeng, Tucker Balch, Manuela Veloso, Svitlana Vyetrenko:
Evaluating Large Language Models on Time Series Feature Understanding: A Comprehensive Taxonomy and Benchmark. EMNLP 2024: 21598-21634 - [c27]Elizabeth Fons, Rachneet Kaur, Zhen Zeng, Soham Palande, Tucker Balch, Svitlana Vyetrenko, Manuela Veloso:
TADACap: Time-series Adaptive Domain-Aware Captioning. ICAIF 2024: 54-62 - [c26]Kshama Dwarakanath, Jialin Dong, Svitlana Vyetrenko:
Tax Credits and Household Behavior: The Roles of Myopic Decision-Making and Liquidity in a Simulated Economy. ICAIF 2024: 168-176 - [c25]Zhongchang Sun, Yousef El-Laham, Svitlana Vyetrenko:
Neural Stochastic Differential Equations with Change Points: A Generative Adversarial Approach. ICASSP 2024: 6965-6969 - [c24]Yousef El-Laham, Elizabeth Fons, Dillon Daudert, Svitlana Vyetrenko:
Augment on Manifold: Mixup Regularization with UMAP. ICASSP 2024: 7040-7044 - [i39]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:
Synthetic Data Applications in Finance. CoRR abs/2401.00081 (2024) - [i38]Kshama Dwarakanath, Svitlana Vyetrenko, Toks Oyebode, Tucker Balch:
Transparency as Delayed Observability in Multi-Agent Systems. CoRR abs/2401.05563 (2024) - [i37]Andrea Coletta, Kshama Dwarakanath, Penghang Liu, Svitlana Vyetrenko, Tucker Balch:
LLM-driven Imitation of Subrational Behavior : Illusion or Reality? CoRR abs/2402.08755 (2024) - [i36]Kshama Dwarakanath, Svitlana Vyetrenko, Peyman Tavallali, Tucker Balch:
ABIDES-Economist: Agent-Based Simulation of Economic Systems with Learning Agents. CoRR abs/2402.09563 (2024) - [i35]Elizabeth Fons, Rachneet Kaur, Soham Palande, Zhen Zeng, Svitlana Vyetrenko, Tucker Balch:
Evaluating Large Language Models on Time Series Feature Understanding: A Comprehensive Taxonomy and Benchmark. CoRR abs/2404.16563 (2024) - [i34]Haibei Zhu, Yousef El-Laham, Elizabeth Fons, Svitlana Vyetrenko:
A Language Model-Guided Framework for Mining Time Series with Distributional Shifts. CoRR abs/2406.05249 (2024) - [i33]Jialin Dong, Kshama Dwarakanath, Svitlana Vyetrenko:
Tax Credits and Household Behavior: The Roles of Myopic Decision-Making and Liquidity in a Simulated Economy. CoRR abs/2408.10391 (2024) - [i32]Kshama Dwarakanath, Svitlana Vyetrenko, Tucker Balch:
Empirical Equilibria in Agent-based Economic systems with Learning agents. CoRR abs/2408.12038 (2024) - 2023
- [c23]Andrea Coletta
, Joseph Jerome
Conditional Generators for Limit Order Book Environments: Explainability, Challenges, and Robustness. ICAIF 2023: 27-35 - [c22]Tom Bamford
Multi-Modal Financial Time-Series Retrieval Through Latent Space Projections. ICAIF 2023: 498-506 - [c21]Giuseppe Masi
On Correlated Stock Market Time Series Generation. ICAIF 2023: 524-532 - [c20]Viviana Arrigoni, Giuseppe Masi, Emanuele Mercanti, Novella Bartolini, Svitlana Vyetrenko:
Stock Shocks Modelling and Forecasting. ICDCS Workshops 2023: 67-72 - [c19]Andrea Coletta, Svitlana Vyetrenko, Tucker Balch:
K-SHAP: Policy Clustering Algorithm for Anonymous Multi-Agent State-Action Pairs. ICML 2023: 6343-6363 - [c18]Andrea Coletta, Sriram Gopalakrishnan, Daniel Borrajo, Svitlana Vyetrenko:
On the Constrained Time-Series Generation Problem. NeurIPS 2023 - [c17]Yousef El-Laham, Niccolò Dalmasso, Elizabeth Fons, Svitlana Vyetrenko:
Deep Gaussian mixture ensembles. UAI 2023: 549-559 - [c16]Kshama Dwarakanath, Svitlana Vyetrenko, Tucker Balch, Toks Oyebode:
Transparency As Delayed Observability In Multi-Agent Systems. WSC 2023: 279-290 - [c15]Haibei Zhu, Svitlana Vyetrenko, Kshama Dwarakanath, Tucker Balch, Serafin Grundl, David Byrd:
Once burned, twice shy? The effect of stock market bubbles on traders that learn by experience. WSC 2023: 291-302 - [i31]Andrea Coletta, Svitlana Vyetrenko, Tucker Balch:
K-SHAP: Policy Clustering Algorithm for Anonymous State-Action Pairs. CoRR abs/2302.11996 (2023) - [i30]Yousef El-Laham, Niccolò Dalmasso, Elizabeth Fons, Svitlana Vyetrenko:
Deep Gaussian Mixture Ensembles. CoRR abs/2306.07235 (2023) - [i29]Andrea Coletta, Joseph Jerome, Rahul Savani
Conditional Generators for Limit Order Book Environments: Explainability, Challenges, and Robustness. CoRR abs/2306.12806 (2023) - [i28]Tom Bamford, Elizabeth Fons, Yousef El-Laham, Svitlana Vyetrenko:
MADS: Modulated Auto-Decoding SIREN for time series imputation. CoRR abs/2307.00868 (2023) - [i27]Andrea Coletta, Sriram Gopalakrishnan, Daniel Borrajo, Svitlana Vyetrenko:
On the Constrained Time-Series Generation Problem. CoRR abs/2307.01717 (2023) - [i26]Matteo Prata, Giuseppe Masi, Leonardo Berti, Viviana Arrigoni, Andrea Coletta, Irene Cannistraci, Svitlana Vyetrenko, Paola Velardi, Novella Bartolini:
LOB-Based Deep Learning Models for Stock Price Trend Prediction: A Benchmark Study. CoRR abs/2308.01915 (2023) - [i25]Song Wei, Andrea Coletta, Svitlana Vyetrenko, Tucker Balch:
ATMS: Algorithmic Trading-Guided Market Simulation. CoRR abs/2309.01784 (2023) - [i24]Tom Bamford, Andrea Coletta, Elizabeth Fons, Sriram Gopalakrishnan, Svitlana Vyetrenko, Tucker Balch, Manuela Veloso:
Multi-Modal Financial Time-Series Retrieval Through Latent Space Projections. CoRR abs/2309.16741 (2023) - [i23]Haibei Zhu, Svitlana Vyetrenko, Tucker Balch:
A Model-Based Synthetic Stock Price Time Series Generation Framework. CoRR abs/2311.02209 (2023) - [i22]Jialin Dong, Kshama Dwarakanath, Svitlana Vyetrenko:
Analyzing the Impact of Tax Credits on Households in Simulated Economic Systems with Learning Agents. CoRR abs/2311.17252 (2023) - [i21]Yousef El-Laham, Elizabeth Fons, Dillon Daudert, Svitlana Vyetrenko:
Augment on Manifold: Mixup Regularization with UMAP. CoRR abs/2312.13141 (2023) - [i20]Zhongchang Sun, Yousef El-Laham, Svitlana Vyetrenko:
Neural Stochastic Differential Equations with Change Points: A Generative Adversarial Approach. CoRR abs/2312.13152 (2023) - [i19]Haibei Zhu, Svitlana Vyetrenko, Serafin Grundl, David Byrd, Kshama Dwarakanath, Tucker Balch:
Once Burned, Twice Shy? The Effect of Stock Market Bubbles on Traders that Learn by Experience. CoRR abs/2312.17472 (2023) - 2022
- [c14]Kshama Dwarakanath, Svitlana Vyetrenko, Tucker Balch:
Equitable Marketplace Mechanism Design. ICAIF 2022: 232-239 - [c13]Andrea Coletta
Learning to simulate realistic limit order book markets from data as a World Agent. ICAIF 2022: 428-436 - [c12]Yuanlu Bai, Henry Lam, Tucker Balch, Svitlana Vyetrenko:
Efficient Calibration of Multi-Agent Simulation Models from Output Series with Bayesian Optimization. ICAIF 2022: 437-445 - [c11]Yousef El-Laham, Svitlana Vyetrenko:
StyleTime: Style Transfer for Synthetic Time Series Generation. ICAIF 2022: 489-496 - [c10]Kshama Dwarakanath, Danial Dervovic, Peyman Tavallali, Svitlana Vyetrenko, Tucker Balch:
Optimal Stopping with Gaussian Processes. ICAIF 2022: 497-505 - [i18]Elizabeth Fons, Alejandro Sztrajman, Yousef El-Laham, Alexandros Iosifidis, Svitlana Vyetrenko:
HyperTime: Implicit Neural Representation for Time Series. CoRR abs/2208.05836 (2022) - [i17]Yousef El-Laham, Svitlana Vyetrenko:
StyleTime: Style Transfer for Synthetic Time Series Generation. CoRR abs/2209.11306 (2022) - [i16]Kshama Dwarakanath, Danial Dervovic, Peyman Tavallali, Svitlana S. Vyetrenko, Tucker Balch:
Optimal Stopping with Gaussian Processes. CoRR abs/2209.14738 (2022) - [i15]Kshama Dwarakanath, Svitlana S. Vyetrenko, Tucker Balch:
Equitable Marketplace Mechanism Design. CoRR abs/2209.15418 (2022) - [i14]Penghang Liu, Kshama Dwarakanath, Svitlana S. Vyetrenko:
Biased or Limited: Modeling Sub-Rational Human Investors in Financial Markets. CoRR abs/2210.08569 (2022) - [i13]Andrea Coletta, Aymeric Moulin, Svitlana Vyetrenko, Tucker Balch:
Learning to simulate realistic limit order book markets from data as a World Agent. CoRR abs/2210.09897 (2022) - [i12]Defu Cao
DSLOB: A Synthetic Limit Order Book Dataset for Benchmarking Forecasting Algorithms under Distributional Shift. CoRR abs/2211.11513 (2022) - 2021
- [c9]Kshama Dwarakanath, Svitlana S. Vyetrenko, Tucker Balch:
Profit equitably: an investigation of market maker's impact on equitable outcomes. ICAIF 2021: 4:1-4:8 - [c8]Selim Amrouni, Aymeric Moulin, Jared Vann, Svitlana Vyetrenko, Tucker Balch, Manuela Veloso:
ABIDES-gym: gym environments for multi-agent discrete event simulation and application to financial markets. ICAIF 2021: 30:1-30:9 - [c7]Andrea Coletta, Matteo Prata, Michele Conti, Emanuele Mercanti, Novella Bartolini, Aymeric Moulin, Svitlana Vyetrenko, Tucker Balch:
Towards realistic market simulations: a generative adversarial networks approach. ICAIF 2021: 46:1-46:9 - [i11]Yuanlu Bai, Tucker Balch, Haoxian Chen, Danial Dervovic, Henry Lam, Svitlana Vyetrenko:
Calibrating Over-Parametrized Simulation Models: A Framework via Eligibility Set. CoRR abs/2105.12893 (2021) - [i10]Diego Pino, Javier García, Fernando Fernández, Svitlana Vyetrenko:
Similarity metrics for Different Market Scenarios in Abides. CoRR abs/2107.09352 (2021) - [i9]Victor Storchan, Svitlana Vyetrenko, Tucker Balch:
Learning who is in the market from time series: market participant discovery through adversarial calibration of multi-agent simulators. CoRR abs/2108.00664 (2021) - [i8]Andrea Coletta, Matteo Prata, Michele Conti, Emanuele Mercanti, Novella Bartolini, Aymeric Moulin, Svitlana Vyetrenko, Tucker Balch:
Towards Realistic Market Simulations: a Generative Adversarial Networks Approach. CoRR abs/2110.13287 (2021) - [i7]Selim Amrouni, Aymeric Moulin, Jared Vann, Svitlana Vyetrenko, Tucker Balch, Manuela Veloso:
ABIDES-Gym: Gym Environments for Multi-Agent Discrete Event Simulation and Application to Financial Markets. CoRR abs/2110.14771 (2021) - [i6]Kshama Dwarakanath, Svitlana S. Vyetrenko, Tucker Balch:
Profit equitably: An investigation of market maker's impact on equitable outcomes. CoRR abs/2111.00094 (2021) - [i5]Yuanlu Bai, Henry Lam, Svitlana Vyetrenko, Tucker Balch:
Efficient Calibration of Multi-Agent Market Simulators from Time Series with Bayesian Optimization. CoRR abs/2112.03874 (2021) - 2020
- [c6]Svitlana Vyetrenko, David Byrd, Nick Petosa, Mahmoud Mahfouz, Danial Dervovic, Manuela Veloso, Tucker Balch:
Get real: realism metrics for robust limit order book market simulations. ICAIF 2020: 2:1-2:8
2010 – 2019
- 2019
- [i4]Svitlana Vyetrenko, Shaojie Xu:
Risk-Sensitive Compact Decision Trees for Autonomous Execution in Presence of Simulated Market Response. CoRR abs/1906.02312 (2019) - [i3]Svitlana Vyetrenko, David Byrd, Nick Petosa, Mahmoud Mahfouz, Danial Dervovic, Manuela Veloso, Tucker Hybinette Balch:
Get Real: Realism Metrics for Robust Limit Order Book Market Simulations. CoRR abs/1912.04941 (2019) - 2011
- [j1]Theodoros K. Dikaliotis, Tracey Ho, Sidharth Jaggi, Svitlana Vyetrenko, Hongyi Yao, Michelle Effros, Jörg Kliewer, Elona Erez:
Multiple-Access Network Information-Flow and Correction Codes. IEEE Trans. Inf. Theory 57(2): 1067-1079 (2011) - [c5]Ömer Faruk Tekin, Svitlana Vyetrenko, Tracey Ho, Hongyi Yao:
Erasure correction for nested receivers. Allerton 2011: 1454-1461 - [c4]Tracey Ho, Sidharth Jaggi, Svitlana Vyetrenko, Lingxiao Xia:
Universal and robust distributed network codes. INFOCOM 2011: 766-774 - 2010
- [c3]Svitlana Vyetrenko, Tracey Ho, Theodoros K. Dikaliotis:
Outer bounds on the error correction capacity region for non-multicast networks. Allerton 2010: 867-874 - [i2]Tracey Ho, Sidharth Jaggi, Svitlana Vyetrenko, Lingxiao Xia:
Universal and Robust Distributed Network Codes. CoRR abs/1008.0045 (2010) - [i1]Theodoros K. Dikaliotis, Tracey Ho, Sidharth Jaggi, Svitlana Vyetrenko, Hongyi Yao, Michelle Effros, Jörg Kliewer, Elona Erez:
Multiple-access Network Information-flow and Correction Codes. CoRR abs/1012.0112 (2010)
2000 – 2009
- 2009
- [c2]Svitlana Vyetrenko, Tracey Ho, Elona Erez:
On noncoherent correction of network errors and erasures with random locations. ISIT 2009: 996-1000 - [c1]Svitlana Vyetrenko, Tracey Ho, Michelle Effros, Jörg Kliewer, Elona Erez:
Rate rRegions for coherent and noncoherent multisource network error correction. ISIT 2009: 1001-1005
Coauthor Index
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from ,
, and
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and
to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from .
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-11-19 20:49 CET by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by: