Generating synthetic data in finance: opportunities, challenges and pitfalls SA Assefa, D Dervovic, M Mahfouz, RE Tillman, P Reddy, M Veloso Proceedings of the First ACM International Conference on AI in Finance, 1-8, 2020 | 176 | 2020 |
Quantum linear systems algorithms: a primer D Dervovic, M Herbster, P Mountney, S Severini, N Usher, L Wossnig arXiv preprint arXiv:1802.08227, 2018 | 111 | 2018 |
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 | 62 | 2020 |
Counterfactual shapley additive explanations E Albini, J Long, D Dervovic, D Magazzeni Proceedings of the 2022 ACM Conference on Fairness, Accountability, and …, 2022 | 47 | 2022 |
Counterfactual explanations for arbitrary regression models T Spooner, D Dervovic, J Long, J Shepard, J Chen, D Magazzeni arXiv preprint arXiv:2106.15212, 2021 | 26 | 2021 |
Non-parametric stochastic sequential assignment with random arrival times D Dervovic, P Hassanzadeh, S Assefa, P Reddy arXiv preprint arXiv:2106.04944, 2021 | 5 | 2021 |
Optimal admission control for multiclass queues with time-varying arrival rates via state abstraction M Rigter, D Dervovic, P Hassanzadeh, J Long, P Zehtabi, D Magazzeni Proceedings of the AAAI Conference on Artificial Intelligence 36 (9), 9918-9925, 2022 | 3 | 2022 |
For every quantum walk there is a (classical) lifted Markov chain with faster mixing time D Dervovic arXiv preprint arXiv:1712.02318, 2017 | 3 | 2017 |
On the connection between game-theoretic feature attributions and counterfactual explanations E Albini, S Sharma, S Mishra, D Dervovic, D Magazzeni Proceedings of the 2023 AAAI/ACM Conference on AI, Ethics, and Society, 411-431, 2023 | 2 | 2023 |
Systems and methods for multi-agent based fraud detection SA Assefa, S Siddagangappa, D Dervovic, PP Reddy, MM Veloso US Patent App. 17/118,209, 2022 | 2 | 2022 |
Bounding the Excess Risk for Linear Models Trained on Marginal-Preserving, Differentially-Private, Synthetic Data Y Zhou, M Liang, I Brugere, D Dachman-Soled, D Dervovic, ... arXiv preprint arXiv:2402.04375, 2024 | 1 | 2024 |
Optimal Stopping with Gaussian Processes K Dwarakanath, D Dervovic, P Tavallali, S Vyetrenko, T Balch Proceedings of the Third ACM International Conference on AI in Finance, 497-505, 2022 | 1 | 2022 |
Systems and methods for fraud detection using game theory SA Assefa, D Dervovic, S Siddagangappa, PP Reddy, MM Veloso, ... US Patent App. 16/941,647, 2022 | 1 | 2022 |
Tradeoffs in streaming binary classification under limited inspection resources P Hassanzadeh, D Dervovic, S Assefa, P Reddy, M Veloso Proceedings of the Second ACM International Conference on AI in Finance, 1-9, 2021 | 1 | 2021 |
Calibrating over-parametrized simulation models: A framework via eligibility set Y Bai, T Balch, H Chen, D Dervovic, H Lam, S Vyetrenko arXiv preprint arXiv:2105.12893, 2021 | 1 | 2021 |
Quantum Computation, Markov Chains and Combinatorial Optimisation D Dervovic UCL (University College London), 2020 | 1 | 2020 |
Cross-Domain Graph Data Scaling: A Showcase with Diffusion Models W Tang, H Mao, D Dervovic, I Brugere, S Mishra, Y Xie, J Tang arXiv preprint arXiv:2406.01899, 2024 | | 2024 |
Characterizing Multimodal Long-form Summarization: A Case Study on Financial Reports T Cao, N Raman, D Dervovic, C Tan arXiv preprint arXiv:2404.06162, 2024 | | 2024 |
Method and system for optimal stopping using fast probabilistic learning algorithms K Dwarakanath, D Dervovic, P Tavallali, S Vyetrenko, TR Balch US Patent App. 18/203,748, 2024 | | 2024 |
Surrogate Assisted Monte Carlo Tree Search in Combinatorial Optimization S Amiri, P Zehtabi, D Dervovic, M Cashmore arXiv preprint arXiv:2403.09925, 2024 | | 2024 |