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 simulationsS Vyetrenko, D Byrd, N Petosa, M Mahfouz, D Dervovic, M Veloso, ...Proceedings of the First ACM International Conference on AI in Finance, 1-8, 2020632020
2-) ABIDES-gym: gym environments for multi-agent discrete event simulation and application to financial marketsS Amrouni, A Moulin, J Vann, S Vyetrenko, T Balch, M VelosoProceedings of the Second ACM International Conference on AI in Finance, 1-9, 2021372021
3-) Towards realistic market simulations: a generative adversarial networks approachA Coletta, M Prata, M Conti, E Mercanti, N Bartolini, A Moulin, S Vyetrenko, ...Proceedings of the Second ACM International Conference on AI in Finance, 1-9, 2021362021
4-) Learning to simulate realistic limit order book markets from data as a world agentA Coletta, A Moulin, S Vyetrenko, T BalchProceedings of the third acm international conference on ai in finance, 428-436, 2022332022
5-) On the constrained time-series generation problemA Coletta, S Gopalakrishnan, D Borrajo, S VyetrenkoAdvances in Neural Information Processing Systems 36, 2024302024