| Get real: Realism metrics for robust limit order book market simulations S Vyetrenko, D Byrd, N Petosa, M Mahfouz, D Dervovic, M Veloso, ... Proceedings of the First ACM International Conference on AI in Finance, 1-8, 2020 | 60 | 2020 |
| ABIDES-gym: gym environments for multi-agent discrete event simulation and application to financial markets S Amrouni, A Moulin, J Vann, S Vyetrenko, T Balch, M Veloso Proceedings of the Second ACM International Conference on AI in Finance, 1-9, 2021 | 33 | 2021 |
| Towards realistic market simulations: a generative adversarial networks approach A 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, 2021 | 30 | 2021 |
| Multiple-access network information-flow and correction codes TK Dikaliotis, T Ho, S Jaggi, S Vyetrenko, H Yao, M Effros, J Kliewer, ... IEEE transactions on information theory 57 (2), 1067-1079, 2011 | 27 | 2011 |
| Learning to simulate realistic limit order book markets from data as a World Agent A Coletta, A Moulin, S Vyetrenko, T Balch Proceedings of the third acm international conference on ai in finance, 428-436, 2022 | 21 | 2022 |
| On combining information-theoretic and cryptographic approaches to network coding security against the pollution attack S Vyetrenko, A Khosla, T Ho 2009 Conference Record of the Forty-Third Asilomar Conference on Signals …, 2009 | 16 | 2009 |
| Rate regions for coherent and noncoherent multisource network error correction S Vyetrenko, T Ho, M Effros, J Kliewer, E Erez 2009 IEEE International Symposium on Information Theory, 1001-1005, 2009 | 15 | 2009 |
| Risk-sensitive compact decision trees for autonomous execution in presence of simulated market response S Vyetrenko, S Xu arXiv preprint arXiv:1906.02312, 2019 | 12 | 2019 |
| Universal and robust distributed network codes T Ho, S Jaggi, S Vyetrenko, L Xia 2011 Proceedings IEEE INFOCOM, 766-774, 2011 | 11 | 2011 |
| Hypertime: Implicit neural representation for time series E Fons, A Sztrajman, Y El-Laham, A Iosifidis, S Vyetrenko arXiv preprint arXiv:2208.05836, 2022 | 10 | 2022 |
| Learning who is in the market from time series: market participant discovery through adversarial calibration of multi-agent simulators V Storchan, S Vyetrenko, T Balch arXiv preprint arXiv:2108.00664, 2021 | 10 | 2021 |
| On the constrained time-series generation problem A Coletta, S Gopalakrishnan, D Borrajo, S Vyetrenko Advances in Neural Information Processing Systems 36, 2024 | 9 | 2024 |
| Conditional generators for limit order book environments: Explainability, challenges, and robustness A Coletta, J Jerome, R Savani, S Vyetrenko Proceedings of the Fourth ACM International Conference on AI in Finance, 27-35, 2023 | 8 | 2023 |
| Biased or limited: Modeling sub-rational human investors in financial markets P Liu, K Dwarakanath, SS Vyetrenko arXiv preprint arXiv:2210.08569, 2022 | 7 | 2022 |
| On noncoherent correction of network errors and erasures with random locations S Vyetrenko, T Ho, E Erez 2009 IEEE International Symposium on Information Theory, 996-1000, 2009 | 7 | 2009 |
| Efficient calibration of multi-agent simulation models from output series with bayesian optimization Y Bai, H Lam, T Balch, S Vyetrenko Proceedings of the Third ACM International Conference on AI in Finance, 437-445, 2022 | 6 | 2022 |
| Erasure correction for nested receivers ÖF Tekin, S Vyetrenko, T Ho, H Yao 2011 49th Annual Allerton Conference on Communication, Control, and …, 2011 | 6 | 2011 |
| Network coding for error correction SS Vyetrenko California Institute of Technology, 2011 | 5 | 2011 |
| K-shap: Policy clustering algorithm for anonymous multi-agent state-action pairs A Coletta, S Vyetrenko, T Balch arXiv preprint arXiv:2302.11996, 2023 | 4 | 2023 |
| MAS-GAN: Adversarial Calibration of Multi-Agent Market Simulators. V Storchan, S Vyetrenko, T Balch | 4 | 2020 |
