2 citations · 3 across the 3 of their papers we have counts for
4 papers
Same Book, Different Fills: Partial Identification of FIFO Execution from Aggregate Order Books
Riya Danait, Yuliana Zamora, Ioana Boier
Price-level limit order book (L2) data reveal aggregate liquidity but not the ordered queue required by price--time priority. Passive-execution backtests can therefore depend on an…
Scaling Laws for Task-Specific LLM Distillation
Lavinia Ghita, Dhruv Desai, Ioana Boier
Large Language Models (LLMs) achieve strong performance across a growing range of domains, yet their scale poses deployment challenges in applications where latency and cost constr…
Scaling Conditional Autoencoders for Portfolio Optimization via Uncertainty-Aware Factor Selection
Ryan Engel, Yu Chen, Pawel Polak +1
Conditional Autoencoders (CAEs) offer a flexible, interpretable approach for estimating latent asset-pricing factors from firm characteristics. However, existing studies usually li…
Multiresolution Signal Processing of Financial Market Objects
Ioana Boier
Multiresolution analysis has applications across many disciplines in the study of complex systems and their dynamics. Financial markets are among the most complex entities in our e…