Accepted Papers

Anti-Money Laundering Alert Optimization Using Machine Learning with Graphs.pdf

Anti-Money Laundering Alert Optimization Using Machine Learning with Graphs

Authors: Ahmad Naser Eddin (Feedzai)*, Jacopo Bono (Feedzai), David Aparı́cio (University of Porto), David Polido (Feedzai), João Tiago Ascensão (Feedzai), Pedro Bizarro (Feedzai), Pedro Ribeiro (University of Porto)

Continual Learning for Unsupervised Anomaly Detection in Continuous Auditing of Financial Accounting Data.pdf

Continual Learning for Unsupervised Anomaly Detection in Continuous Auditing of Financial Accounting Data

Authors: Hamed Hemati (University of St. Gallen)*; Marco Schreyer (University of St. Gallen); Damian Borth (University of St. Gallen)

Learning to Liquidate Forex: Optimal Stopping via Adaptive Top-K Regression.pdf

Learning to Liquidate Forex: Optimal Stopping via Adaptive Top-K Regression

Authors: Diksha Garg (TCS Innovation Labs)*; Anil Bhatia (TCS Innovation Labs); Pankaj Malhotra (Tata Consultancy Services Ltd.); Sanjay P. P. Bhat (Tata Consultancy Services Limited); Lovekesh Vig (TCS Innovation Labs); Gautam Shroff (Tata Consultancy Services Ltd.)

CTMSTOU driven markets: simulated environment for regime-awareness in trading policies.pdf

CTMSTOU driven markets: simulated environment for regime-awareness in trading policies

Authors: Sélim Amrouni (J.P. Morgan Chase)*; Aymeric Moulin (J.P. Morgan Chase); Tucker Balch (J.P. Morgan)

Risk-Neutral Market Simulation.pdf

Risk-Neutral Market Simulation

Authors: Phillip Murray (J.P. Morgan)*; Magnus R Wiese (University of Kaiserslautern)

Queue Size Simulation with Generative Adversarial Networks.pdf

Queue Size Simulation with Generative Adversarial Networks

Author: Felix Prenzel (University of Oxford)*

Federated Learning: Balancing the Thin Line Between Data Intelligence and Privacy.pdf

Federated Learning: Balancing the Thin Line Between Data Intelligence and Privacy

Authors: Sherin M Mathews (U.S. Bank)*; Samuel A Assefa (U.S. Bank)