157 citations · 459 across the 14 of their papers we have counts for
15 papers
FinBloom: Knowledge Grounding Large Language Model with Real-time Financial Data
Ankur Sinha, Chaitanya Agarwal, Pekka Malo
Large language models (LLMs) excel at generating human-like responses but often struggle with interactive tasks that require access to real-time information. This limitation poses…
SEntFiN 1.0: Entity-Aware Sentiment Analysis for Financial News
Ankur Sinha, Satishwar Kedas, Rishu Kumar +1
Fine-grained financial sentiment analysis on news headlines is a challenging task requiring human-annotated datasets to achieve high performance. Limited studies have tried to addr…
Non-parametric Structural Change Detection in Multivariate Systems
Pekka Malo, Lauri Viitasaari, Olga Gorskikh +1
Structural change detection problems are often encountered in analytics and econometrics, where the performance of a model can be significantly affected by unforeseen changes in th…
A Review on Bilevel Optimization: From Classical to Evolutionary Approaches and Applications
Ankur Sinha, Pekka Malo, Kalyanmoy Deb
Bilevel optimization is defined as a mathematical program, where an optimization problem contains another optimization problem as a constraint. These problems have received signifi…
Bilevel Optimization based on Iterative Approximation of Multiple Mappings
Ankur Sinha, Zhichao Lu, Kalyanmoy Deb +1
A large number of application problems involve two levels of optimization, where one optimization task is nested inside the other. These problems are known as bilevel optimization…
Optimal Management of Naturally Regenerating Uneven-aged Forests
Ankur Sinha, Janne Rämö, Pekka Malo +2
A shift from even-aged forest management to uneven-aged management practices leads to a problem rather different from the existing straightforward practice that follows a rotation…
Test Problem Construction for Single-Objective Bilevel Optimization
Ankur Sinha, Pekka Malo, Kalyanmoy Deb
In this paper, we propose a procedure for designing controlled test problems for single-objective bilevel optimization. The construction procedure is flexible and allows its user t…
Multi-objective Stackelberg Game Between a Regulating Authority and a Mining Company: A Case Study in Environmental Economics
Ankur Sinha, Pekka Malo, Anton Frantsev +1
Bilevel programming problems are often found in practice. In this paper, we handle one such bilevel application problem from the domain of environmental economics. The problem is a…
Finding Optimal Strategies in a Multi-Period Multi-Leader-Follower Stackelberg Game Using an Evolutionary Algorithm
Ankur Sinha, Pekka Malo, Anton Frantsev +1
Stackelberg games are a classic example of bilevel optimization problems, which are often encountered in game theory and economics. These are complex problems with a hierarchical s…
Good Debt or Bad Debt: Detecting Semantic Orientations in Economic Texts
Pekka Malo, Ankur Sinha, Pyry Takala +2
The use of robo-readers to analyze news texts is an emerging technology trend in computational finance. In recent research, a substantial effort has been invested to develop sophis…
Efficient Evolutionary Algorithm for Single-Objective Bilevel Optimization
Ankur Sinha, Pekka Malo, Kalyanmoy Deb
Bilevel optimization problems are a class of challenging optimization problems, which contain two levels of optimization tasks. In these problems, the optimal solutions to the lowe…
A Multi-objective Exploratory Procedure for Regression Model Selection
Ankur Sinha, Pekka Malo, Timo Kuosmanen
Variable selection is recognized as one of the most critical steps in statistical modeling. The problems encountered in engineering and social sciences are commonly characterized b…
Semantic Content Filtering with Wikipedia and Ontologies
Pekka Malo, Pyry Siitari, Oskar Ahlgren +2
The use of domain knowledge is generally found to improve query efficiency in content filtering applications. In particular, tangible benefits have been achieved when using knowled…
Automated Query Learning with Wikipedia and Genetic Programming
Pekka Malo, Pyry Siitari, Ankur Sinha
Most of the existing information retrieval systems are based on bag of words model and are not equipped with common world knowledge. Work has been done towards improving the effici…
Reduced form modeling of limit order markets
Pekka Malo, Teemu Pennanen
This paper proposes a parametric approach for stochastic modeling of limit order markets. The models are obtained by augmenting classical perfectly liquid market models by few addi…