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Paper TitleAuthors
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Towards Federated Graph Learning Platform for Anti-Money LaunderingToyotaro Suzumura (IBM)*; Nathalie Baracaldo ("IBM Almaden Research Center, USA"); Ryo Kawahara (IBM); Lucia Larise Stavarache (Politechnical University, Bucharest)
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Optimal, Truthful, and Private Securities LendingSeth Neel (University of Pennsylvania)*
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A Deep Decision-making Framework for Fraud DetectionTuyen Pham Le (AgileSoDA Corp.)*; DaeWoo Choi (AgileSoDA Corp.); CheolKyun Rho (AgileSoDA Corp.); YeLin Min (AgileSoDA Corp.); Yong Cha (AgileSoDA Corp.)
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Making Good on LSTMs Unfulfilled PromiseDaniel Philps (City, University of London)*; Artur Garcez (City University of London); Tillman Weyde (City University of London)
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Learning to Trade with Market SignalsChenzhe Tian (J. P. Morgan Securities); Suheng Tao (J. P. Morgan Securities); Pierre Maarek (J. P. Morgan Securities); Liang Zheng (J. P. Morgan Securities)*
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Which attributes matter the most for loan origination? A neural attention approachAntonios Alexos (University of Thessaly)*; Sotirios Chatzis (Cyprus University of Technology)
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Explainable Small Business Credit ScoringWei Wang (Intuit)*; Christopher Lesner (Intuit); Alexander Ran (Intuit); Marko Rukonic (in); Jason Xue (Intuit); Eric Shiu (Intuit)
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Fairness in Multi-agent Reinforcement Learning for Stock TradingWenhang Bao (Columbia University)*
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Exploring Multi-Banking Customer-to-CustomerRelations in AML Context with Poincare Embeddings
Lucia Larise Stavarache (Politechnical University, Bucharest)*; Ray Harishankar (IBM); Donatas Narbutis (IBM Lithuania); Augustas Zaltauskas (IBM Lithuania); Toyotaro Suzumura (IBM T.J. Watson Research Center)
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The Hidden Assumptions Behind CounterfactualExplanations and Principal ReasonsSolon Barocas (Cornell University)*; Andrew D Selbst (Data & Society); Manish Raghavan (Cornell University)
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Using Generative Adversarial Networks to Synthesize Artificial Financial DatasetsDmitry Efimov (American Express)*
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Using Bayes Factors to Control for Fairness A Case Study on Learning To RankSwetasudha Panda (Oracle Labs); Jean-Baptiste Tristan (Oracle Labs)*; Michael Wick (Oracle Labs); Haniyeh Mahmoudian (Oracle Labs); Pallika Kanani (Oracle labs)
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Imperceptible Adversarial Attacks on Tabular DataVincent Ballet (AXA/EPFL); Xavier Renard (AXA)*; Jonathan Aigrain (AXA); Thibault Laugel (LIP6); Pascal Frossard (EPFL); Marcin Detyniecki (AXA GIE - Data Innovation Lab)
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Subgroup Preservation in Financial Data Anonymized by a Variational Autoencoder
Samuel C Maina (IBM Research)*; Reginald Bryant (IBM Research - Africa); William Ogallo (IBM Research); Kush R Varshney (IBM Research); Celia Cintas (IBM Research); Skyler D Speakman (IBM Research); Aisha Walcott-Bryant (IBM Research - Africa); Robert-Florian Samoilescu (IBM Research)
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Subpopulation Data Poisoning AttacksMatthew Jagielski (Northeastern University)*
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Extracting Incentives from Black-Box DecisionsYonadav Shavit (Harvard University)*; William S Moses (MIT)
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Exploring Graph Neural Networks for Stock Market Predictions with Rolling Window AnalysisDaiki E Matsunaga (IBM Japan)*; Toyotaro Suzumura (IBM T.J. Watson Research Center)
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Fairness Assessment for Artificial Intelligence in Financial IndustryYukun Zhang (ATB Financial)*
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Proposed Guidelines for the Responsible Use of Explainable Machine LearningPatrick Hall (H2O.ai | George Washington University)*; Navdeep Gill (H2O.ai); Nicholas Schmidt (BLDS, LLC)
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Towards Robust and Stable Deep Learning Algorithms for Forward Backward Stochastic Differential Equations
Panos Parpas (Imperial College London)*; Batuhan Guler (Imperial College London); Alexis Laignelet (Imperial College London)
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Predicting and Explaining Causes of Changes in Stock Prices By Reading Annual Reports
Ye Eun Chun (Ulsan National Institute of Science and Technology); Jaesik Choi (KAIST)*; Nakwon Sung (Ulsan National Institute of Science and Technology); Junyoup Lee (Ulsan National Institute of Science and Technology); Byoung Ki (Ulsan National Institute of Science and Technology); Kevin Compher (US Security and Exchange Commission)
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Dynamic Modeling and Equilibria in Fair Decision MakingJOSHUA N WILLIAMS (Carnegie Mellon University)*; Zico Kolter (Carnegie Mellon University)
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DECO: Debiasing through Compositional Optimization of Machine Learning ModelsNaveen Sundar Govindarajulu (Rensselaer Polytechnic Institute)*; Colin White (Carnegie Mellon University)
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ExpertMatcher: Automating ML Model Selection for Clients using Hidden Representations
Vivek Sharma (MIT, KIT)*; Praneeth Vepakomma (MIT); Tristan Swedish (MIT); Ken Chang (Massachusetts General Hospital); Jayashree Kalpathy-Cramer (MGH/Harvard Medical School); Ramesh Raskar (Massachusetts Institute of Technology)
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Model-based Reinforcement Learning for Predictions and Control for Limit Order BooksYuanbo Wang (Twitter); Haoran Wei (University of Delaware)*
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Labelless Concept Drift Detection and Explanation
Shihao Zheng (Eindhoven University of Technology)*; Simon van der Zon (Eindhoven University of Technology); Mykola Pechenizkiy (TU Eindhoven); Cassio de Campos (Eindhoven University of Technology); Werner van Ipenburg (Cooperatieve Rabobank U.A.); Hennie de Harder (Cooperatieve Rabobank U.A.)
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Adversarial Learning of Deepfakes in AccountingMarco Schreyer (University of St. Gallen)*; Timur Sattarov (Deutsche Bundesbank); Bernd Reimer (PricewaterhouseCoopers WPG); Damian Borth (University of St. Gallen)
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A data-driven, automation system for regulatory response processes using Transfer LearningLi Ling (JPMorgan Chase)*
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Latent Bayesian Inference for Robust Earnings EstimatesChirag Nagpal (Carnegie Mellon University)*; Robert E Tillman (JPMorgan AI Research); Prashant Reddy (JPMorgan); Manuela Veloso (Carnegie Mellon University)
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Reinforcement Learning for Market Making in a Multi-agent Dealer MarketSumitra Ganesh (JPMorgan)*; Nelson Vadori (JPMorgan); Mengda Xu (JPMorgan); Prashant Reddy (JP Morgan); Manuela Veloso (JP Morgan)
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Get Real: Realism Metrics for Robust Limit Order Book Market SimulationsTucker Balch (J.P. Morgan AI Research)*; Tucker Balch (JP Morgan); Svitlana Vyetrenko (J.P. Morgan); David Byrd (Ga Tech); Mahmoud Mahfouz (J.P. Morgan)
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AI pptX: Robust Continuous Learning for Document Generation with AI InsightsVineeth Ravi (JPMorgan Chase & Company)*; Sélim Amrouni (JPMorgan Chase); Andrea Stefanucci (JPMorgan Chase & Company); Prashant Reddy (JP Morgan); Manuela Veloso (JP Morgan)
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On the Importance of Opponent Modeling in Auction MarketsMahmoud Mahfouz (J.P. Morgan)*
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DP-LSTM: Differential Privacy-inspired LSTM for Stock Prediction Using Financial NewsXinyi Li (Columbia University); Yinchuan Li (Beijing Institute of Technology)*; Hongyang Yang (Columbia University); Liuqing Yang (Columbia University); Xiao-Yang Liu (Columbia University)
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Semi-supervised Anomaly Detection in Financial Applications via Adversarial AutoencoderHongda Shen (University of Alabama in Huntsville)*; Eren Kursun (Columbia University)
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Forecasting Firm Material Event Sequences from SEC 8-K Reports: A Transformer ModelSophie Zhai (Iowa State University)*; Zhu (Drew) Zhang (ISU)
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Improving the Explainability of Neural Sentiment Classifiers via Data AugmentationHanjie Chen (University of Virginia)*; Yangfeng Ji (University of Virginia)
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Estimating Policy Functions in Payments Systems using Deep Reinforcement LearningAjit Desai (Bank of Canada)*; Han Du (Bank of Canada); Rodney Garratt (University of California Santa Barbara); Francisco Rivadeneyra (Bank of Canada); Pablo Samuel Castro (Google)
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Market manipulation: An adversarial learning framework for detection and evasionXintong Wang (University of Michigan)*; Tucker Balch (JP Morgan); Michael Wellman (University of Michigan)
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Towards Explaining Exchange Traded Funds' Impact on Market Volatility Using an Agent-based Model
Megan J Shearer (University of Michigan)*; David Byrd (Georgia Institute of Technology); Tucker Balch (JP Morgan)
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Modeling A/B Test Data is Hard: Effects of Overdispersion, Random Walks, and CointegrationMatthew van Adelsberg (Capital One)*; Mackenzie Sweeney (Capital One)
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Deep Hedging: Learning to Simulate Equity Option MarketsMagnus R Wiese (JP Morgan); Ben Wood (J.P.Morgan)*; Len Bai (J.P. Morgan); Hans Buehler (JPMorgan)
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Adversarial recovery of agent rewards from latent spaces of the limit order bookJacobo Roa Vicens (University College London)*; Yuanbo Wang (Twitter); Virgile Mison (JP Morgan); Yarin Gal (University of Oxford); Ricardo Silva (University College London)
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Generating synthetic data in finance: opportunities, challenges and pitfallsSamuel Assefa (J.P.Morgan)*
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SMPAI: Secure Multi-Party Computation for Federated Learningantigoni polychroniadou (JPMorgan AI Research )*; Vaikkunth Mugunthan (MIT); David Byrd (Georgia Institute of Technology); Tucker Balch (JP Morgan)
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