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1 | Paper Title | Authors | ||||||||||||||||||||||||
2 | Towards Federated Graph Learning Platform for Anti-Money Laundering | Toyotaro Suzumura (IBM)*; Nathalie Baracaldo ("IBM Almaden Research Center, USA"); Ryo Kawahara (IBM); Lucia Larise Stavarache (Politechnical University, Bucharest) | ||||||||||||||||||||||||
3 | Optimal, Truthful, and Private Securities Lending | Seth Neel (University of Pennsylvania)* | ||||||||||||||||||||||||
4 | A Deep Decision-making Framework for Fraud Detection | Tuyen Pham Le (AgileSoDA Corp.)*; DaeWoo Choi (AgileSoDA Corp.); CheolKyun Rho (AgileSoDA Corp.); YeLin Min (AgileSoDA Corp.); Yong Cha (AgileSoDA Corp.) | ||||||||||||||||||||||||
5 | Making Good on LSTMs Unfulfilled Promise | Daniel Philps (City, University of London)*; Artur Garcez (City University of London); Tillman Weyde (City University of London) | ||||||||||||||||||||||||
6 | Learning to Trade with Market Signals | Chenzhe Tian (J. P. Morgan Securities); Suheng Tao (J. P. Morgan Securities); Pierre Maarek (J. P. Morgan Securities); Liang Zheng (J. P. Morgan Securities)* | ||||||||||||||||||||||||
7 | Which attributes matter the most for loan origination? A neural attention approach | Antonios Alexos (University of Thessaly)*; Sotirios Chatzis (Cyprus University of Technology) | ||||||||||||||||||||||||
8 | Explainable Small Business Credit Scoring | Wei Wang (Intuit)*; Christopher Lesner (Intuit); Alexander Ran (Intuit); Marko Rukonic (in); Jason Xue (Intuit); Eric Shiu (Intuit) | ||||||||||||||||||||||||
9 | Fairness in Multi-agent Reinforcement Learning for Stock Trading | Wenhang Bao (Columbia University)* | ||||||||||||||||||||||||
10 | 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) | ||||||||||||||||||||||||
11 | The Hidden Assumptions Behind CounterfactualExplanations and Principal Reasons | Solon Barocas (Cornell University)*; Andrew D Selbst (Data & Society); Manish Raghavan (Cornell University) | ||||||||||||||||||||||||
12 | Using Generative Adversarial Networks to Synthesize Artificial Financial Datasets | Dmitry Efimov (American Express)* | ||||||||||||||||||||||||
13 | Using Bayes Factors to Control for Fairness A Case Study on Learning To Rank | Swetasudha Panda (Oracle Labs); Jean-Baptiste Tristan (Oracle Labs)*; Michael Wick (Oracle Labs); Haniyeh Mahmoudian (Oracle Labs); Pallika Kanani (Oracle labs) | ||||||||||||||||||||||||
14 | Imperceptible Adversarial Attacks on Tabular Data | Vincent Ballet (AXA/EPFL); Xavier Renard (AXA)*; Jonathan Aigrain (AXA); Thibault Laugel (LIP6); Pascal Frossard (EPFL); Marcin Detyniecki (AXA GIE - Data Innovation Lab) | ||||||||||||||||||||||||
15 | 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) | ||||||||||||||||||||||||
16 | Subpopulation Data Poisoning Attacks | Matthew Jagielski (Northeastern University)* | ||||||||||||||||||||||||
17 | Extracting Incentives from Black-Box Decisions | Yonadav Shavit (Harvard University)*; William S Moses (MIT) | ||||||||||||||||||||||||
18 | Exploring Graph Neural Networks for Stock Market Predictions with Rolling Window Analysis | Daiki E Matsunaga (IBM Japan)*; Toyotaro Suzumura (IBM T.J. Watson Research Center) | ||||||||||||||||||||||||
19 | Fairness Assessment for Artificial Intelligence in Financial Industry | Yukun Zhang (ATB Financial)* | ||||||||||||||||||||||||
20 | Proposed Guidelines for the Responsible Use of Explainable Machine Learning | Patrick Hall (H2O.ai | George Washington University)*; Navdeep Gill (H2O.ai); Nicholas Schmidt (BLDS, LLC) | ||||||||||||||||||||||||
21 | 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) | ||||||||||||||||||||||||
22 | 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) | ||||||||||||||||||||||||
23 | Dynamic Modeling and Equilibria in Fair Decision Making | JOSHUA N WILLIAMS (Carnegie Mellon University)*; Zico Kolter (Carnegie Mellon University) | ||||||||||||||||||||||||
24 | DECO: Debiasing through Compositional Optimization of Machine Learning Models | Naveen Sundar Govindarajulu (Rensselaer Polytechnic Institute)*; Colin White (Carnegie Mellon University) | ||||||||||||||||||||||||
25 | 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) | ||||||||||||||||||||||||
26 | Model-based Reinforcement Learning for Predictions and Control for Limit Order Books | Yuanbo Wang (Twitter); Haoran Wei (University of Delaware)* | ||||||||||||||||||||||||
27 | 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.) | ||||||||||||||||||||||||
28 | Adversarial Learning of Deepfakes in Accounting | Marco Schreyer (University of St. Gallen)*; Timur Sattarov (Deutsche Bundesbank); Bernd Reimer (PricewaterhouseCoopers WPG); Damian Borth (University of St. Gallen) | ||||||||||||||||||||||||
29 | A data-driven, automation system for regulatory response processes using Transfer Learning | Li Ling (JPMorgan Chase)* | ||||||||||||||||||||||||
30 | Latent Bayesian Inference for Robust Earnings Estimates | Chirag Nagpal (Carnegie Mellon University)*; Robert E Tillman (JPMorgan AI Research); Prashant Reddy (JPMorgan); Manuela Veloso (Carnegie Mellon University) | ||||||||||||||||||||||||
31 | Reinforcement Learning for Market Making in a Multi-agent Dealer Market | Sumitra Ganesh (JPMorgan)*; Nelson Vadori (JPMorgan); Mengda Xu (JPMorgan); Prashant Reddy (JP Morgan); Manuela Veloso (JP Morgan) | ||||||||||||||||||||||||
32 | Get Real: Realism Metrics for Robust Limit Order Book Market Simulations | Tucker Balch (J.P. Morgan AI Research)*; Tucker Balch (JP Morgan); Svitlana Vyetrenko (J.P. Morgan); David Byrd (Ga Tech); Mahmoud Mahfouz (J.P. Morgan) | ||||||||||||||||||||||||
33 | AI pptX: Robust Continuous Learning for Document Generation with AI Insights | Vineeth Ravi (JPMorgan Chase & Company)*; Sélim Amrouni (JPMorgan Chase); Andrea Stefanucci (JPMorgan Chase & Company); Prashant Reddy (JP Morgan); Manuela Veloso (JP Morgan) | ||||||||||||||||||||||||
34 | On the Importance of Opponent Modeling in Auction Markets | Mahmoud Mahfouz (J.P. Morgan)* | ||||||||||||||||||||||||
35 | DP-LSTM: Differential Privacy-inspired LSTM for Stock Prediction Using Financial News | Xinyi Li (Columbia University); Yinchuan Li (Beijing Institute of Technology)*; Hongyang Yang (Columbia University); Liuqing Yang (Columbia University); Xiao-Yang Liu (Columbia University) | ||||||||||||||||||||||||
36 | Semi-supervised Anomaly Detection in Financial Applications via Adversarial Autoencoder | Hongda Shen (University of Alabama in Huntsville)*; Eren Kursun (Columbia University) | ||||||||||||||||||||||||
37 | Forecasting Firm Material Event Sequences from SEC 8-K Reports: A Transformer Model | Sophie Zhai (Iowa State University)*; Zhu (Drew) Zhang (ISU) | ||||||||||||||||||||||||
38 | Improving the Explainability of Neural Sentiment Classifiers via Data Augmentation | Hanjie Chen (University of Virginia)*; Yangfeng Ji (University of Virginia) | ||||||||||||||||||||||||
39 | Estimating Policy Functions in Payments Systems using Deep Reinforcement Learning | Ajit 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) | ||||||||||||||||||||||||
40 | Market manipulation: An adversarial learning framework for detection and evasion | Xintong Wang (University of Michigan)*; Tucker Balch (JP Morgan); Michael Wellman (University of Michigan) | ||||||||||||||||||||||||
41 | 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) | ||||||||||||||||||||||||
42 | Modeling A/B Test Data is Hard: Effects of Overdispersion, Random Walks, and Cointegration | Matthew van Adelsberg (Capital One)*; Mackenzie Sweeney (Capital One) | ||||||||||||||||||||||||
43 | Deep Hedging: Learning to Simulate Equity Option Markets | Magnus R Wiese (JP Morgan); Ben Wood (J.P.Morgan)*; Len Bai (J.P. Morgan); Hans Buehler (JPMorgan) | ||||||||||||||||||||||||
44 | Adversarial recovery of agent rewards from latent spaces of the limit order book | Jacobo Roa Vicens (University College London)*; Yuanbo Wang (Twitter); Virgile Mison (JP Morgan); Yarin Gal (University of Oxford); Ricardo Silva (University College London) | ||||||||||||||||||||||||
45 | Generating synthetic data in finance: opportunities, challenges and pitfalls | Samuel Assefa (J.P.Morgan)* | ||||||||||||||||||||||||
46 | SMPAI: Secure Multi-Party Computation for Federated Learning | antigoni polychroniadou (JPMorgan AI Research )*; Vaikkunth Mugunthan (MIT); David Byrd (Georgia Institute of Technology); Tucker Balch (JP Morgan) | ||||||||||||||||||||||||
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