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Tucker Balch

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Financial Time Series Forecasting using CNN and Transformer

Apr 11, 2023
Zhen Zeng, Rachneet Kaur, Suchetha Siddagangappa, Saba Rahimi, Tucker Balch, Manuela Veloso

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K-SHAP: Policy Clustering Algorithm for Anonymous State-Action Pairs

Feb 23, 2023
Andrea Coletta, Svitlana Vyetrenko, Tucker Balch

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Fast Learning of Multidimensional Hawkes Processes via Frank-Wolfe

Dec 12, 2022
Renbo Zhao, Niccolò Dalmasso, Mohsen Ghassemi, Vamsi K. Potluru, Tucker Balch, Manuela Veloso

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Towards Multi-Agent Reinforcement Learning driven Over-The-Counter Market Simulations

Oct 13, 2022
Nelson Vadori, Leo Ardon, Sumitra Ganesh, Thomas Spooner, Selim Amrouni, Jared Vann, Mengda Xu, Zeyu Zheng, Tucker Balch, Manuela Veloso

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Optimal Stopping with Gaussian Processes

Oct 07, 2022
Kshama Dwarakanath, Danial Dervovic, Peyman Tavallali, Svitlana S Vyetrenko, Tucker Balch

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Equitable Marketplace Mechanism Design

Sep 22, 2022
Kshama Dwarakanath, Svitlana S Vyetrenko, Tucker Balch

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Online Learning for Mixture of Multivariate Hawkes Processes

Aug 16, 2022
Mohsen Ghassemi, Niccolò Dalmasso, Simran Lamba, Vamsi K. Potluru, Sameena Shah, Tucker Balch, Manuela Veloso

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Differentially Private Learning of Hawkes Processes

Jul 27, 2022
Mohsen Ghassemi, Eleonora Kreačić, Niccolò Dalmasso, Vamsi K. Potluru, Tucker Balch, Manuela Veloso

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CTMSTOU driven markets: simulated environment for regime-awareness in trading policies

Feb 03, 2022
Selim Amrouni, Aymeric Moulin, Tucker Balch

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