Svitlana Vyetrenko

82 papers A* 6A 2B 2Misc 4Journal 52Unranked 16

Year	Rank	Type	Title / Venue / Authors
2026	J	`jnl`	Calibrating Non-Identifiable High-Dimensional Simulation Models: A Framework via Eligibility Set. ACM Trans. Model. Comput. Simul. Yuanlu Bai, Tucker Balch, Haoxian Chen, Danial Dervovic, Henry Lam, Svitlana Vyetrenko
2026	J	`jnl`	DiffCATS: Causally Associated Time-Series Generation through Diffusion Models. Trans. Mach. Learn. Res. Giuseppe Masi, Andrea Coletta, Elizabeth Fons, Svitlana Vyetrenko, Novella Bartolini
2025	J	`jnl`	AI Analyst: Framework and Comprehensive Evaluation of Large Language Models for Financial Time Series Report Generation. CoRR Elizabeth Fons, Elena Kochkina, Rachneet Kaur, Zhen Zeng, Berowne Hlavaty, Charese Smiley, Svitlana Vyetrenko, Manuela Veloso
2025	A*	`conf`	LOB-Bench: Benchmarking Generative AI for Finance - an Application to Limit Order Book Data. ICML Peer Nagy, Sascha Yves Frey, Kang Li, Bidipta Sarkar, Svitlana Vyetrenko, Stefan Zohren, Ani Calinescu, Jakob Nicolaus Foerster
2025	J	`jnl`	LOB-Bench: Benchmarking Generative AI for Finance - an Application to Limit Order Book Data. CoRR Peer Nagy, Sascha Frey, Kang Li, Bidipta Sarkar, Svitlana Vyetrenko, Stefan Zohren, Ani Calinescu, Jakob N. Foerster
2025	A*	`conf`	LSCD: Lomb-Scargle Conditioned Diffusion for Time series Imputation. ICML Elizabeth Fons, Alejandro Sztrajman, Yousef El-Laham, Luciana Ferrer, Svitlana Vyetrenko, Manuela Veloso
2025	J	`jnl`	LSCD: Lomb-Scargle Conditioned Diffusion for Time series Imputation. CoRR Elizabeth Fons, Alejandro Sztrajman, Yousef El-Laham, Luciana Ferrer, Svitlana Vyetrenko, Manuela Veloso
2025	A	`conf`	Mixup Regularization: A Probabilistic Perspective. UAI Yousef El-Laham, Niccolò Dalmasso, Svitlana Vyetrenko, Vamsi K. Potluru, Manuela Veloso
2025	J	`jnl`	Mixup Regularization: A Probabilistic Perspective. CoRR Yousef El-Laham, Niccolò Dalmasso, Svitlana Vyetrenko, Vamsi K. Potluru, Manuela Veloso
2025	J	`jnl`	Privacy-Aware Time Series Synthesis via Public Knowledge Distillation. CoRR Penghang Liu, Haibei Zhu, Eleonora Kreacic, Svitlana Vyetrenko
2025	J	`jnl`	Privacy-Aware Time Series Synthesis via Public Knowledge Distillation. Trans. Mach. Learn. Res. Penghang Liu, Haibei Zhu, Eleonora Kreacic, Svitlana Vyetrenko
2025	J	`jnl`	TADACap: Time-series Adaptive Domain-Aware Captioning. CoRR Elizabeth Fons, Rachneet Kaur, Zhen Zeng, Soham Palande, Tucker Balch, Svitlana Vyetrenko, Manuela Veloso
2025	J	`jnl`	TS-Agent: A Time Series Reasoning Agent with Iterative Statistical Insight Gathering. CoRR Penghang Liu, Elizabeth Fons, Svitlana Vyetrenko, Daniel Borrajo, Vamsi K. Potluru, Manuela Veloso
2025	J	`jnl`	Time-RA: Towards Time Series Reasoning for Anomaly with LLM Feedback. CoRR Yiyuan Yang, Zichuan Liu, Lei Song, Kai Ying, Zhiguang Wang, Tom Bamford, Svitlana Vyetrenko, Jiang Bian, Qingsong Wen
2025	J	`jnl`	Towards Interpretable Time Series Foundation Models. CoRR Matthieu Boileau, Philippe Helluy, Jeremy Pawlus, Svitlana Vyetrenko
2025	J	`jnl`	Variational Neural Stochastic Differential Equations with Change Points. Trans. Mach. Learn. Res. Yousef El-Laham, Zhongchang Sun, Haibei Zhu, Tucker Balch, Svitlana Vyetrenko
2024	J	`jnl`	A Language Model-Guided Framework for Mining Time Series with Distributional Shifts. CoRR Haibei Zhu, Yousef El-Laham, Elizabeth Fons, Svitlana Vyetrenko
2024	J	`jnl`	ABIDES-Economist: Agent-Based Simulation of Economic Systems with Learning Agents. CoRR Kshama Dwarakanath, Svitlana Vyetrenko, Peyman Tavallali, Tucker Balch
2024	Misc	`conf`	Augment on Manifold: Mixup Regularization with UMAP. ICASSP Yousef El-Laham, Elizabeth Fons, Dillon Daudert, Svitlana Vyetrenko
2024	J	`jnl`	Empirical Equilibria in Agent-based Economic systems with Learning agents. CoRR Kshama Dwarakanath, Svitlana Vyetrenko, Tucker Balch
2024	A*	`conf`	Evaluating Large Language Models on Time Series Feature Understanding: A Comprehensive Taxonomy and Benchmark. EMNLP Elizabeth Fons, Rachneet Kaur, Soham Palande, Zhen Zeng, Tucker Balch, Manuela Veloso, Svitlana Vyetrenko
2024	J	`jnl`	Evaluating Large Language Models on Time Series Feature Understanding: A Comprehensive Taxonomy and Benchmark. CoRR Elizabeth Fons, Rachneet Kaur, Soham Palande, Zhen Zeng, Svitlana Vyetrenko, Tucker Balch
2024	J	`jnl`	LLM-driven Imitation of Subrational Behavior : Illusion or Reality? CoRR Andrea Coletta, Kshama Dwarakanath, Penghang Liu, Svitlana Vyetrenko, Tucker Balch
2024	J	`jnl`	Lob-based deep learning models for stock price trend prediction: a benchmark study. Artif. Intell. Rev. Matteo Prata, Giuseppe Masi, Leonardo Berti, Viviana Arrigoni, Andrea Coletta, Irene Cannistraci, Svitlana Vyetrenko, Paola Velardi, Novella Bartolini
2024	Misc	`conf`	Neural Stochastic Differential Equations with Change Points: A Generative Adversarial Approach. ICASSP Zhongchang Sun, Yousef El-Laham, Svitlana Vyetrenko
2024	J	`jnl`	Synthetic Data Applications in Finance. CoRR Vamsi K. Potluru, Daniel Borrajo, Andrea Coletta, Niccolò Dalmasso, Yousef El-Laham, Elizabeth Fons, Mohsen Ghassemi, Sriram Gopalakrishnan, Vikesh Gosai, Eleonora Kreacic, Ganapathy Mani, Saheed Obitayo, Deepak Paramanand, Natraj Raman, Mikhail Solonin, Srijan Sood, Svitlana Vyetrenko, Haibei Zhu, Manuela Veloso, Tucker Balch
2024	—	`conf`	TADACap: Time-series Adaptive Domain-Aware Captioning. ICAIF Elizabeth Fons, Rachneet Kaur, Zhen Zeng, Soham Palande, Tucker Balch, Svitlana Vyetrenko, Manuela Veloso
2024	—	`conf`	Tax Credits and Household Behavior: The Roles of Myopic Decision-Making and Liquidity in a Simulated Economy. ICAIF Kshama Dwarakanath, Jialin Dong, Svitlana Vyetrenko
2024	J	`jnl`	Tax Credits and Household Behavior: The Roles of Myopic Decision-Making and Liquidity in a Simulated Economy. CoRR Jialin Dong, Kshama Dwarakanath, Svitlana Vyetrenko
2024	J	`jnl`	Transparency as Delayed Observability in Multi-Agent Systems. CoRR Kshama Dwarakanath, Svitlana Vyetrenko, Toks Oyebode, Tucker Balch
2024	J	`jnl`	Variational Neural Stochastic Differential Equations with Change Points. CoRR Yousef El-Laham, Zhongchang Sun, Haibei Zhu, Tucker Balch, Svitlana Vyetrenko
2024	J	`jnl`	iHyperTime: Interpretable Time Series Generation with Implicit Neural Representations. Trans. Mach. Learn. Res. Elizabeth Fons, Alejandro Sztrajman, Yousef El-Laham, Andrea Coletta, Alexandros Iosifidis, Svitlana Vyetrenko
2023	J	`jnl`	A Model-Based Synthetic Stock Price Time Series Generation Framework. CoRR Haibei Zhu, Svitlana Vyetrenko, Tucker Balch
2023	J	`jnl`	ATMS: Algorithmic Trading-Guided Market Simulation. CoRR Song Wei, Andrea Coletta, Svitlana Vyetrenko, Tucker Balch
2023	J	`jnl`	Analyzing the Impact of Tax Credits on Households in Simulated Economic Systems with Learning Agents. CoRR Jialin Dong, Kshama Dwarakanath, Svitlana Vyetrenko
2023	J	`jnl`	Augment on Manifold: Mixup Regularization with UMAP. CoRR Yousef El-Laham, Elizabeth Fons, Dillon Daudert, Svitlana Vyetrenko
2023	—	`conf`	Conditional Generators for Limit Order Book Environments: Explainability, Challenges, and Robustness. ICAIF Andrea Coletta, Joseph Jerome, Rahul Savani, Svitlana Vyetrenko
2023	J	`jnl`	Conditional Generators for Limit Order Book Environments: Explainability, Challenges, and Robustness. CoRR Andrea Coletta, Joseph Jerome, Rahul Savani, Svitlana Vyetrenko
2023	J	`jnl`	Deep Gaussian Mixture Ensembles. CoRR Yousef El-Laham, Niccolò Dalmasso, Elizabeth Fons, Svitlana Vyetrenko
2023	A	`conf`	Deep Gaussian mixture ensembles. UAI Yousef El-Laham, Niccolò Dalmasso, Elizabeth Fons, Svitlana Vyetrenko
2023	A*	`conf`	K-SHAP: Policy Clustering Algorithm for Anonymous Multi-Agent State-Action Pairs. ICML Andrea Coletta, Svitlana Vyetrenko, Tucker Balch
2023	J	`jnl`	K-SHAP: Policy Clustering Algorithm for Anonymous State-Action Pairs. CoRR Andrea Coletta, Svitlana Vyetrenko, Tucker Balch
2023	J	`jnl`	LOB-Based Deep Learning Models for Stock Price Trend Prediction: A Benchmark Study. CoRR Matteo Prata, Giuseppe Masi, Leonardo Berti, Viviana Arrigoni, Andrea Coletta, Irene Cannistraci, Svitlana Vyetrenko, Paola Velardi, Novella Bartolini
2023	J	`jnl`	MADS: Modulated Auto-Decoding SIREN for time series imputation. CoRR Tom Bamford, Elizabeth Fons, Yousef El-Laham, Svitlana Vyetrenko
2023	—	`conf`	Multi-Modal Financial Time-Series Retrieval Through Latent Space Projections. ICAIF Tom Bamford, Andrea Coletta, Elizabeth Fons, Sriram Gopalakrishnan, Svitlana Vyetrenko, Tucker Balch, Manuela Veloso
2023	J	`jnl`	Multi-Modal Financial Time-Series Retrieval Through Latent Space Projections. CoRR Tom Bamford, Andrea Coletta, Elizabeth Fons, Sriram Gopalakrishnan, Svitlana Vyetrenko, Tucker Balch, Manuela Veloso
2023	J	`jnl`	Neural Stochastic Differential Equations with Change Points: A Generative Adversarial Approach. CoRR Zhongchang Sun, Yousef El-Laham, Svitlana Vyetrenko
2023	—	`conf`	On Correlated Stock Market Time Series Generation. ICAIF Giuseppe Masi, Matteo Prata, Michele Conti, Novella Bartolini, Svitlana Vyetrenko
2023	A*	`conf`	On the Constrained Time-Series Generation Problem. NeurIPS Andrea Coletta, Sriram Gopalakrishnan, Daniel Borrajo, Svitlana Vyetrenko
2023	J	`jnl`	On the Constrained Time-Series Generation Problem. CoRR Andrea Coletta, Sriram Gopalakrishnan, Daniel Borrajo, Svitlana Vyetrenko
2023	J	`jnl`	Once Burned, Twice Shy? The Effect of Stock Market Bubbles on Traders that Learn by Experience. CoRR Haibei Zhu, Svitlana Vyetrenko, Serafin Grundl, David Byrd, Kshama Dwarakanath, Tucker Balch
2023	Misc	`conf`	Once burned, twice shy? The effect of stock market bubbles on traders that learn by experience. WSC Haibei Zhu, Svitlana Vyetrenko, Kshama Dwarakanath, Tucker Balch, Serafin Grundl, David Byrd
2023	—	`conf`	Stock Shocks Modelling and Forecasting. ICDCS Workshops Viviana Arrigoni, Giuseppe Masi, Emanuele Mercanti, Novella Bartolini, Svitlana Vyetrenko
2023	Misc	`conf`	Transparency As Delayed Observability In Multi-Agent Systems. WSC Kshama Dwarakanath, Svitlana Vyetrenko, Tucker Balch, Toks Oyebode
2022	J	`jnl`	DSLOB: A Synthetic Limit Order Book Dataset for Benchmarking Forecasting Algorithms under Distributional Shift. CoRR Defu Cao, Yousef El-Laham, Loc Trinh, Svitlana Vyetrenko, Yan Liu
2022	—	`conf`	Efficient Calibration of Multi-Agent Simulation Models from Output Series with Bayesian Optimization. ICAIF Yuanlu Bai, Henry Lam, Tucker Balch, Svitlana Vyetrenko
2022	—	`conf`	Equitable Marketplace Mechanism Design. ICAIF Kshama Dwarakanath, Svitlana Vyetrenko, Tucker Balch
2022	J	`jnl`	HyperTime: Implicit Neural Representation for Time Series. CoRR Elizabeth Fons, Alejandro Sztrajman, Yousef El-Laham, Alexandros Iosifidis, Svitlana Vyetrenko
2022	—	`conf`	Learning to simulate realistic limit order book markets from data as a World Agent. ICAIF Andrea Coletta, Aymeric Moulin, Svitlana Vyetrenko, Tucker Balch
2022	J	`jnl`	Learning to simulate realistic limit order book markets from data as a World Agent. CoRR Andrea Coletta, Aymeric Moulin, Svitlana Vyetrenko, Tucker Balch
2022	—	`conf`	Optimal Stopping with Gaussian Processes. ICAIF Kshama Dwarakanath, Danial Dervovic, Peyman Tavallali, Svitlana Vyetrenko, Tucker Balch
2022	—	`conf`	StyleTime: Style Transfer for Synthetic Time Series Generation. ICAIF Yousef El-Laham, Svitlana Vyetrenko
2022	J	`jnl`	StyleTime: Style Transfer for Synthetic Time Series Generation. CoRR Yousef El-Laham, Svitlana Vyetrenko
2021	J	`jnl`	ABIDES-Gym: Gym Environments for Multi-Agent Discrete Event Simulation and Application to Financial Markets. CoRR Selim Amrouni, Aymeric Moulin, Jared Vann, Svitlana Vyetrenko, Tucker Balch, Manuela Veloso
2021	—	`conf`	ABIDES-gym: gym environments for multi-agent discrete event simulation and application to financial markets. ICAIF Selim Amrouni, Aymeric Moulin, Jared Vann, Svitlana Vyetrenko, Tucker Balch, Manuela Veloso
2021	J	`jnl`	Calibrating Over-Parametrized Simulation Models: A Framework via Eligibility Set. CoRR Yuanlu Bai, Tucker Balch, Haoxian Chen, Danial Dervovic, Henry Lam, Svitlana Vyetrenko
2021	J	`jnl`	Efficient Calibration of Multi-Agent Market Simulators from Time Series with Bayesian Optimization. CoRR Yuanlu Bai, Henry Lam, Svitlana Vyetrenko, Tucker Balch
2021	J	`jnl`	Learning who is in the market from time series: market participant discovery through adversarial calibration of multi-agent simulators. CoRR Victor Storchan, Svitlana Vyetrenko, Tucker Balch
2021	J	`jnl`	Similarity metrics for Different Market Scenarios in Abides. CoRR Diego Pino, Javier García, Fernando Fernández, Svitlana Vyetrenko
2021	J	`jnl`	Towards Realistic Market Simulations: a Generative Adversarial Networks Approach. CoRR Andrea Coletta, Matteo Prata, Michele Conti, Emanuele Mercanti, Novella Bartolini, Aymeric Moulin, Svitlana Vyetrenko, Tucker Balch
2021	—	`conf`	Towards realistic market simulations: a generative adversarial networks approach. ICAIF Andrea Coletta, Matteo Prata, Michele Conti, Emanuele Mercanti, Novella Bartolini, Aymeric Moulin, Svitlana Vyetrenko, Tucker Balch
2020	—	`conf`	Get real: realism metrics for robust limit order book market simulations. ICAIF Svitlana Vyetrenko, David Byrd, Nick Petosa, Mahmoud Mahfouz, Danial Dervovic, Manuela Veloso, Tucker Balch
2019	J	`jnl`	Get Real: Realism Metrics for Robust Limit Order Book Market Simulations. CoRR Svitlana Vyetrenko, David Byrd, Nick Petosa, Mahmoud Mahfouz, Danial Dervovic, Manuela Veloso, Tucker Hybinette Balch
2019	J	`jnl`	Risk-Sensitive Compact Decision Trees for Autonomous Execution in Presence of Simulated Market Response. CoRR Svitlana Vyetrenko, Shaojie Xu
2011	—	`conf`	Erasure correction for nested receivers. Allerton Ömer Faruk Tekin, Svitlana Vyetrenko, Tracey Ho, Hongyi Yao
2011	J	`jnl`	Multiple-Access Network Information-Flow and Correction Codes. IEEE Trans. Inf. Theory Theodoros K. Dikaliotis, Tracey Ho, Sidharth Jaggi, Svitlana Vyetrenko, Hongyi Yao, Michelle Effros, Jörg Kliewer, Elona Erez
2011	A*	`conf`	Universal and robust distributed network codes. INFOCOM Tracey Ho, Sidharth Jaggi, Svitlana Vyetrenko, Lingxiao Xia
2010	J	`jnl`	Multiple-access Network Information-flow and Correction Codes CoRR Theodoros K. Dikaliotis, Tracey Ho, Sidharth Jaggi, Svitlana Vyetrenko, Hongyi Yao, Michelle Effros, Jörg Kliewer, Elona Erez
2010	—	`conf`	Outer bounds on the error correction capacity region for non-multicast networks. Allerton Svitlana Vyetrenko, Tracey Ho, Theodoros K. Dikaliotis
2010	J	`jnl`	Universal and Robust Distributed Network Codes CoRR Tracey Ho, Sidharth Jaggi, Svitlana Vyetrenko, Lingxiao Xia
2009	B	`conf`	On noncoherent correction of network errors and erasures with random locations. ISIT Svitlana Vyetrenko, Tracey Ho, Elona Erez
2009	B	`conf`	Rate rRegions for coherent and noncoherent multisource network error correction. ISIT Svitlana Vyetrenko, Tracey Ho, Michelle Effros, Jörg Kliewer, Elona Erez