8 citations · 16 across the 18 of their papers we have counts for
8 papers · 1 filter
Behavioral Sequence Modeling with Ensemble Learning
Maxime Kawawa-Beaudan, Srijan Sood, Soham Palande +3
We investigate the use of sequence analysis for behavior modeling, emphasizing that sequential context often outweighs the value of aggregate features in understanding human behavi…
Auditing and Enforcing Conditional Fairness via Optimal Transport
Mohsen Ghassemi, Alan Mishler, Niccolo Dalmasso +4
Conditional demographic parity (CDP) is a measure of the demographic parity of a predictive model or decision process when conditioning on an additional feature or set of features.…
Ensemble Methods for Sequence Classification with Hidden Markov Models
Maxime Kawawa-Beaudan, Srijan Sood, Soham Palande +3
We present a lightweight approach to sequence classification using Ensemble Methods for Hidden Markov Models (HMMs). HMMs offer significant advantages in scenarios with imbalanced…
LETS-C: Leveraging Text Embedding for Time Series Classification
Rachneet Kaur, Zhen Zeng, Tucker Balch +1
Recent advancements in language modeling have shown promising results when applied to time series data. In particular, fine-tuning pre-trained large language models (LLMs) for time…
Synthetic Data Applications in Finance
Vamsi K. Potluru, Daniel Borrajo, Andrea Coletta +17
Synthetic data has made tremendous strides in various commercial settings including finance, healthcare, and virtual reality. We present a broad overview of prototypical applicatio…
FairWASP: Fast and Optimal Fair Wasserstein Pre-processing
Zikai Xiong, Niccolò Dalmasso, Alan Mishler +3
Recent years have seen a surge of machine learning approaches aimed at reducing disparities in model outputs across different subgroups. In many settings, training data may be used…
Multi-Modal Financial Time-Series Retrieval Through Latent Space Projections
Tom Bamford, Andrea Coletta, Elizabeth Fons +4
Financial firms commonly process and store billions of time-series data, generated continuously and at a high frequency. To support efficient data storage and retrieval, specialize…
Fast Learning of Multidimensional Hawkes Processes via Frank-Wolfe
Renbo Zhao, Niccolò Dalmasso, Mohsen Ghassemi +3
Hawkes processes have recently risen to the forefront of tools when it comes to modeling and generating sequential events data. Multidimensional Hawkes processes model both the sel…