Generating synthetic data in finance: opportunities, challenges and pitfalls S Assefa, D Dervovic, M Mahfouz, T Balch, P Reddy, M Veloso ACM International Conference on AI in Finance (ICAIF-2020), 2020 | 176 | 2020 |
Get Real: Realism Metrics for Robust Limit Order Book Market Simulations S Vyetrenko, D Byrd, N Petosa, M Mahfouz, D Dervovic, M Veloso, ... NeurIPS 2019 Workshop on Robust AI in Financial Services: Data, Fairness …, 2019 | 62 | 2019 |
Tucker tensor layer in fully connected neural networks GG Calvi, A Moniri, M Mahfouz, Z Yu, Q Zhao, DP Mandic arXiv preprint arXiv:1903.06133, 1795-1799, 2019 | 40* | 2019 |
How to Evaluate Trading Strategies: Single Agent Market Replay or Multiple Agent Interactive Simulation? TH Balch, M Mahfouz, J Lockhart, M Hybinette, D Byrd ICML 2019 Workshop on AI in Finance: Applications and Infrastructure for …, 2019 | 27 | 2019 |
Towards Robust Representation of Limit Orders Books for Deep Learning Models Y Wu, M Mahfouz, D Magazzeni, M Veloso arXiv preprint arXiv:2110.05479, 2022 | 8 | 2022 |
On the Importance of Opponent Modeling in Auction Markets M Mahfouz, A Filos, C Chtourou, J Lockhart, S Assefa, M Veloso, ... NeurIPS 2019 Workshop on Robust AI in Financial Services: Data, Fairness …, 2019 | 5 | 2019 |
How Robust are Limit Order Book Representations under Data Perturbation? Y Wu, M Mahfouz, D Magazzeni, M Veloso ICML 2021 Workshop on Representation Learning for Finance and E-Commerce …, 2021 | 4 | 2021 |
Learning to Classify and Imitate Trading Agents in Continuous Double Auction Markets M Mahfouz, T Balch, M Veloso, D Mandic ACM International Conference on AI in Finance (ICAIF-2021), 2021 | 3 | 2021 |
FinRDDL: Can AI Planning be used for Quantitative Finance Problems? S Patra, M Mahfouz, S Gopalakrishnan, D Magazzeni, M Veloso FinPlan 2023, 36, 2023 | 2 | 2023 |
Method and system for solving reconciliation tasks by integrating clustering and optimization P Zehtabi, MA Mahfouz, D Borrajo, D Magazzeni, M Veloso, Y Wu, ... US Patent App. 17/661,211, 2023 | | 2023 |
Method and system for providing dynamic workspace scheduler P Zehtabi, A Pozanco, RMRT Da SILVA, SH Alamir, D Borrajo, M Mahfouz, ... US Patent App. 17/450,609, 2023 | | 2023 |
System and method for institutional risk identification using automated news profiling and recommendation MA Mahfouz, B O'toole, D Schwartzman, A Nourbakhsh, S Shah US Patent App. 17/654,843, 2022 | | 2022 |
A Framework for Institutional Risk Identification using Knowledge Graphs and Automated News Profiling M Mahfouz, A Nourbakhsh, S Shah arXiv preprint arXiv:2109.09103, 2021 | | 2021 |