Svitlana Vyetrenko

Svitlana Vyetrenko

JP Morgan Chase & Co. - New York / United States
Others
AD Scientific Index ID: 5690374
person_outline Svitlana Vyetrenko's MOST POPULAR ARTICLES
1-) Get real: Realism metrics for robust limit order book market simulations Proceedings of the First ACM International Conference on AI in Finance, 1-8, 2020
2-) ABIDES-gym: gym environments for multi-agent discrete event simulation and application to financial markets Proceedings of the Second ACM International Conference on AI in Finance, 1-9, 2021
3-) Towards realistic market simulations: a generative adversarial networks approach Proceedings of the Second ACM International Conference on AI in Finance, 1-9, 2021
4-) On the constrained time-series generation problem Advances in Neural Information Processing Systems 36, 61048-61059, 2023
5-) Learning to simulate realistic limit order book markets from data as a world agent Proceedings of the third acm international conference on ai in finance, 428-436, 2022