Program

Wednesday, November 2nd, 2022

All times are in ET

1:00 - 1:05 pm: Opening Remarks

1:05 - 1:30 pm: Invited Talk — Aleksander Madry (MIT)

1:30 - 2:00 pm: Accepted Papers Lightning Presentations

Downstream Task-Oriented Generative Model Selections on Synthetic Data Training for Fraud Detection Models,

Yinan Cheng (University of California, Davis); Chi-Hua Wang (UCLA)*; Vamsi K. Potluru (J.P. Morgan AI Research); Tucker Balch (JP Morgan); Guang Cheng (UCLA), paper

Towards Transactional Data Simulator based on Dynamic Spending Profiles 

Giacomo Domeniconi (U.S. Bank)*; Kai-min K Chang (US Bank); Samuel A Assefa (U.S. Bank), paper

Limit Order Book and its Role in Price Development - A Hybrid Approach to Simulating a Market

Patrick J Liston (The Australian National University)*, paper

A Hybrid Learning Approach to Synthetic Position Construction for Tax Loss Harvesting

Nikhil A Patel (USC)*, paper

Generating synthetic implied volatility surfaces from independent features

Zheng Gong (Unviersity of Essex)*; Wojciech Frys (UBS); Renzo Tiranti (UBS); Carmine Ventre (King's College London); John O'Hara (University of Essex); Yingbo Bai (UBS), paper

Adaptive Weighting Scheme for Automatic Data Augmentation

Elizabeth M Fons (University of Manchester)*; Paula Dawson (AllianceBernstein); Xiao-jun Zeng (University of Manchester); John Keane (University of Manchester); Alexandros Iosifidis (Aarhus University), paper

Differentially Private Synthetic Minority Over-sampling Technique

Yuliia Lut (Columbia University)*; Ethan Turok (Columbia University); Marco Avella (Columbia University); Rachel Cummings (Columbia University), paper

Generating synthetic implied volatility surfaces from independent features

2:00 - 2:10 pm: Break

2:10 - 2:35 pm: Industry Talk — Tucker Balch (JP Morgan AI Research)

2:35 - 3:00 pm: Invited Talk — Thomas Strohmer (UC Davis)

3:00 - 3:20 pm: Break

3:20 - 4:10 pm: Industry Panel — Michael Platzer (Mostly.ai), Fabiana Clemente (YData), Alireza Zaheri (American Express)

4:10 - 5:00 pm: Research Panel — Pan Li (Purdue) , Nikolas Kantas (Imperial College London), Rachel Cummings (Columbia), Drago Plecko (Columbia)

5:00 - 5:02 pm: Closing Remarks