Program

Monday November 27th 2023

All times are in ET

1:00 - 1:05 pm: Opening Remarks

1:05 - 1:30 pm: Invited Talk — Ali Hirsa (Columbia)

1:30 - 2:05 pm: Accepted Papers Talks (7 papers of 5min each)

Improving Portfolio Construction With Synthetic Data. Presentation. Patrick Bezzina, Vince Vella. 

Temporal Knowledge Distillation for Time Sensitive Financial Services Application. 

Improved Data Generation for Enhanced Asset Allocation: A Synthetic Dataset Approach for the Fixed Income Universe. Szymon Kubiak, Tillman Weyde, Oleksandr Galkin, Dan Philps, Ram Gopal.

FiFAR: A Fraud Detection Dataset for Learning to Defer. Jean Alves, Diogo Leitao, Sergio Jesus, Marco Sampaio, Pedro Saleiro, Mario Figueiredo, Pedro Bizarro

On the Inherent Privacy Properties of Discrete Denoising Diffusion Models. Rongzhe Wei, Eleonora Kreačić, Haoyu Wang, Haoteng Yin, Eli Chien, Vamsi K. Potluru, Pan Li.

GraphMaker: Can Diffusion Models Generate Large Attributed Graphs? Mufei Li, Eleonora Kreačić, Vamsi K. Potluru, Pan Li

Improve Fidelity and Utility of Synthetic Credit Card Transaction Time Series from Data-centric Perspective. 

2:05 - 2:30 pm: Invited Talk — Steven Wu (CMU)

2:30 - 2:50pm: Break 

2:50 - 3:15 pm: Invited Talk — Youssef Mroueh (IBM)

3:15 - 4:00pm: Demos

4:00 - 5:00 pm: Panel — Breann Zickafoose, Irina Moore, Sharone Hutterer (JPMC), Maarten Van Segbroeck (gretel.ai), Tobias Hann (mostly.ai)

5:00 - 5:05 pm: Closing Remarks