20 citations · 36 across the 9 of their papers we have counts for
5 papers · 1 filter
LOB-Based Deep Learning Models for Stock Price Trend Prediction: A Benchmark Study
Matteo Prata, Giuseppe Masi, Leonardo Berti +6
The recent advancements in Deep Learning (DL) research have notably influenced the finance sector. We examine the robustness and generalizability of fifteen state-of-the-art DL mod…
On the Constrained Time-Series Generation Problem
Andrea Coletta, Sriram Gopalakrishan, Daniel Borrajo +1
Synthetic time series are often used in practical applications to augment the historical time series dataset for better performance of machine learning algorithms, amplify the occu…
Conditional Generators for Limit Order Book Environments: Explainability, Challenges, and Robustness
Andrea Coletta, Joseph Jerome, Rahul Savani +1
Limit order books are a fundamental and widespread market mechanism. This paper investigates the use of conditional generative models for order book simulation. For developing a tr…
K-SHAP: Policy Clustering Algorithm for Anonymous Multi-Agent State-Action Pairs
Andrea Coletta, Svitlana Vyetrenko, Tucker Balch
Learning agent behaviors from observational data has shown to improve our understanding of their decision-making processes, advancing our ability to explain their interactions with…
A-UAV: Application-Aware Content and Network Optimization of Edge-Assisted UAV Systems
Andrea Coletta, Flavio Giorgi, Gaia Maselli +4
To perform advanced surveillance, Unmanned Aerial Vehicles (UAVs) require the execution of edge-assisted computer vision (CV) tasks. In multi-hop UAV networks, the successful trans…