activity
20202022
most citedHow Robust are Limit Order Book Representations under Data Perturbation?

2 citations · 5 across the 6 of their papers we have counts for

collaborators

7 papers

cs.LG2022

Towards learning to explain with concept bottleneck models: mitigating information leakage

Joshua Lockhart, Nicolas Marchesotti, Daniele Magazzeni +1

Concept bottleneck models perform classification by first predicting which of a list of human provided concepts are true about a datapoint. Then a downstream model uses these predi…

cs.LG20222 cited

ASPiRe:Adaptive Skill Priors for Reinforcement Learning

Mengda Xu, Manuela Veloso, Shuran Song

We introduce ASPiRe (Adaptive Skill Prior for RL), a new approach that leverages prior experience to accelerate reinforcement learning. Unlike existing methods that learn a single…

cs.LG20221 cited

Bandit Sampling for Multiplex Networks

Cenk Baykal, Vamsi K. Potluru, Sameena Shah +1

Graph neural networks have gained prominence due to their excellent performance in many classification and prediction tasks. In particular, they are used for node classification an…

cs.LG2021

Tradeoffs in Streaming Binary Classification under Limited Inspection Resources

Parisa Hassanzadeh, Danial Dervovic, Samuel Assefa +2

Institutions are increasingly relying on machine learning models to identify and alert on abnormal events, such as fraud, cyber attacks and system failures. These alerts often need…

cs.IR2021

Parameterized Explanations for Investor / Company Matching

Simerjot Kaur, Ivan Brugere, Andrea Stefanucci +3

Matching companies and investors is usually considered a highly specialized decision making process. Building an AI agent that can automate such recommendation process can signific…

q-fin.TR20212 cited

How Robust are Limit Order Book Representations under Data Perturbation?

Yufei Wu, Mahmoud Mahfouz, Daniele Magazzeni +1

The success of machine learning models in the financial domain is highly reliant on the quality of the data representation. In this paper, we focus on the representation of limit o…