עקוב אחר
yuriy nevmyvaka
yuriy nevmyvaka
Managing Director, ML Research, Morgan Stanley
כתובת אימייל מאומתת בדומיין morganstanley.com
כותרת
צוטט על ידי
צוטט על ידי
שנה
Reinforcement learning for optimized trade execution‏
Y Nevmyvaka, Y Feng, M Kearns‏
Proceedings of the 23rd international conference on Machine learning, 673-680, 2006‏
3392006
The Penn-Lehman automated trading project‏
M Kearns, L Ortiz‏
IEEE Intelligent systems 18 (6), 22-31, 2003‏
1262003
Empirical limitations on high frequency trading profitability‏
M Kearns, A Kulesza, Y Nevmyvaka‏
arXiv preprint arXiv:1007.2593, 2010‏
1062010
Censored exploration and the dark pool problem‏
K Ganchev, Y Nevmyvaka, M Kearns, JW Vaughan‏
Communications of the ACM 53 (5), 99-107, 2010‏
882010
Machine learning for market microstructure and high frequency trading‏
M Kearns, Y Nevmyvaka‏
High Frequency Trading: New Realities for Traders, Markets, and Regulators, 2013‏
872013
Market making and mean reversion‏
T Chakraborty, M Kearns‏
Proceedings of the 12th ACM conference on Electronic commerce, 307-314, 2011‏
742011
High-frequency trading: New realities for traders, markets and regulators‏
D Easley, L de Prado, M Mailoc, M O'Hara‏
(No Title), 2013‏
312013
Electronic trading in order-driven markets: efficient execution‏
Y Nevmyvaka, M Kearns, M Papandreou, K Sycara‏
Seventh IEEE International Conference on E-Commerce Technology (CEC'05), 190-197, 2005‏
292005
Lag-Llama: Towards Foundation Models for Time Series Forecasting‏
K Rasul, A Ashok, AR Williams, A Khorasani, G Adamopoulos, ...‏
arXiv preprint arXiv:2310.08278, 2023‏
212023
Modeling temporal data as continuous functions with process diffusion‏
M Biloš, K Rasul, A Schneider, Y Nevmyvaka, S Günnemann‏
142022
Machine learning for market microstructure and high frequency trading, High Frequency Trading: New Realities for Traders, Markets, and Regulators‏
M Kearns, Y Nevmyvaka‏
Risk Books, 2013‏
142013
Modeling temporal data as continuous functions with stochastic process diffusion‏
M Biloš, K Rasul, A Schneider, Y Nevmyvaka, S Günnemann‏
International Conference on Machine Learning, 2452-2470, 2023‏
122023
Provably convergent Schrödinger bridge with applications to probabilistic time series imputation‏
Y Chen, W Deng, S Fang, F Li, NT Yang, Y Zhang, K Rasul, S Zhe, ...‏
International Conference on Machine Learning, 4485-4513, 2023‏
122023
Empirical Limitations On High-Frequency Trading Profitability SSRN Working Paper, 17‏
M Kearns, A Kulesza, Y Nevmyvaka‏
September, 2010‏
72010
(In) Stability properties of limit order dynamics‏
E EvenDar, SM Kakade, M Kearns, Y Mansour‏
Proceedings of the 7th ACM conference on Electronic commerce, 120-129, 2006‏
62006
Empowering Time Series Analysis with Large Language Models: A Survey‏
Y Jiang, Z Pan, X Zhang, S Garg, A Schneider, Y Nevmyvaka, D Song‏
arXiv preprint arXiv:2402.03182, 2024‏
52024
Pursuit-evasion without regret, with an application to trading‏
L Dworkin, M Kearns, Y Nevmyvaka‏
International Conference on Machine Learning, 1521-1529, 2014‏
42014
High Frequency Trading‏
M O’Hara, ML de Prado‏
Risk Books, London, 2013‏
42013
In-or out-of-distribution detection via dual divergence estimation‏
S Garg, S Dutta, M Dalirrooyfard, A Schneider, Y Nevmyvaka‏
Uncertainty in Artificial Intelligence, 635-646, 2023‏
32023
Risk Bounds on Aleatoric Uncertainty Recovery‏
Y Zhang, J Lin, F Li, Y Adler, K Rasul, A Schneider, Y Nevmyvaka‏
International Conference on Artificial Intelligence and Statistics, 6015-6036, 2023‏
32023
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מאמרים 1–20