08:00 - 08:10 am Opening Remarks
08:10 - 08:40 am Invited Talk1: Srijan Kumar, Georgia Tech: Trustworthy Machine Learning for Fraud Detection
08:40 - 09:10 am Invited Talk 2: Mihai Cucuringu, Oxford: Clustering signed and directed networks with applications to finance
09:10 - 10:10 am Paper Session 1: 4 papers - 15 mins each (See details below)
10:10 - 10:30 am Break
10:30 - 11:00 am Invited Talk 3: Hima Lakkaraju, Harvard University: Towards Reliable and Robust Algorithmic Recourse
11:00 - 11:30 am Invited Talk 4: Neil Shah, Snap, Inc: Machine Learning on Graphs with Scarce Labels
11:30 am - 12:00 pm Invited Talk 5: Amar Gupta, MIT CSAIL: Machine Learning in Finance: Addressing Evolving Global Expectation
12:00 - 01:00 pm Lunch
01:00 - 01:30 pm Invited Talk 6: Pedro Bizarro, Feedzai: ML in Finance: Trends and Challenges in Business Critical Systems
01:30 - 02:00 pm Invited Talk 7: Hamid Benbrahim, Thomas: Empowering Quant: Fundamental, and Thematic Investors with realtime industrial production data and AI
02:00 - 02:30 pm Invited Talk 8: Mikhail Yurochkin, MIT-IBM Watson AI Lab: Black Loans Matter: Fighting Bias for AI Fairness in Lending
02:30 - 03:00 pm Invited Talk 9: Mahashweta Das, Visa Research: Machine Learning for Financial Transaction Data: A Recommendation Use Case
03:00 - 03:30 pm Break
03:30 - 04:30 pm Paper Session 2: 4 papers - 15 mins each (See details below)
04:30 - 05:30 pm Lightning Talks: 18 talks; 3 mins each (See details below)
ASAT: Adaptively Scaled Adversarial Training in Time Series. Zhiyuan Zhang (Peking University)*; Wei Li (Beijing Language and Culture University); Ruihan Bao (Mizuho Bank); Keiko Harimoto (Mizuho Bank); Yunfang Wu (北京大学); Xu Sun (Peking University)
Computational Marxism and How It May Help Fat-Cat Bankers. Dmitriy Volinskiy (ATB Financial)
Energy-Based Generative Models for Privacy-Preserving Synthetic Financial Data. Robert E Tillman (JPMorgan AI Research)*; Tucker Balch (JP Morgan); Manuela Veloso (J.P. Morgan AI Research )
Seven challenges for harmonizing explainability requirements. Jiahao Chen (J. P. Morgan AI Research)*; Victor Storchan (JP Morgan)
Adversarial Attacks on Machine Learning Systems for High-Frequency Trading. Micah Goldblum (University of Maryland)*; Avi Schwarzschild (University of Maryland); Ankit B Patel (Rice University); Tom Goldstein (University of Maryland, College Park)
Using AntiPatterns to avoid MLOps Mistakes. Nikhil Muralidhar (Virginia Tech)*; Sathappan Muthiah (Virginia Tech); Patrick Butler (Virginia Tech); Manish Jain (The Bank of New York Mellon); Yu Yu (The Bank of New York Mellon); Katy Burne (The Bank of New York Mellon); Weipeng Li (The Bank of New York Mellon); David Jones (The Bank of New York Mellon); Prakash Arunachalam (The Bank of New York Mellon); Hays McCormick (The Bank of New York Mellon); Naren Ramakrishnan (Virginia Tech)
XtracTree: a Simple and Effective Method for Regulator Validation of Bagging Methods Used in Retail Banking. Jeremy Charlier (National Bank of Canada)*; Vladimir Makarenkov (Université du Québec à Montréal (UQAM))
GuiltyWalker: Distance to illicit nodes in the Bitcoin network. João Tiago T Ascensão (Feedzai)*; Catarina Oliveira (Instituto Superior Técnico); João Torres (Instituto Superior Técnico); Maria Ines P P Silva (Feedzai); David Aparicio (Feedzai); Pedro Bizarro (Feedzai)
Discovering material information using hierarchical Reformer model on financial regulatory filings. Francois Mercier (Mila)*; Makesh Narsimhan Sreedhar (MILA)
Protecting Retail Investors from Order Book Spoofing using a GRU-based Detection Model. Philip Nadler (Imperial College London)*; Ovidiu Serban (Data Science Institute, Imperial College London); Jean-Noel Tuccella (Imperial College London)
Recurrent Attributed Graph Embedding for Digital Gifts Fraud Detection. Yanfei Dong (National University of Singapore)*; Sandro Cavallari (PayPal); Wei Wang (National University of Singapore)
Zero-Shot Open Information Extraction using Question Generation and Reading Comprehension. Himanshu Gupta (American Express)*; Amogh Badugu (American Express); Tamanna Agrawal (American Express); Himanshu S Bhatt (Amex)
Deep learning for financial distress prediction considering individual effect and complex system. NohYoon Seong (College of Business, KAIST)*; KiHwan Nam (Dongguk University)
Prevention of machine learning models scoring pitfalls in adversarial environments. Ana Armenta (AT&T)*; Prince Paulraj (AT&T); Maisam Wasti (AT&T); Chinmay Abhyankar (AT&T)
CNN-LSTM Hybrid Model for Stock Trend Forecasting. Kaivalya A Pandey (Novosibirsk State University)*
Active learning for online training in imbalanced data streams under cold start. Ricardo Barata (Feedzai); Miguel Leite (Feedzai); Ricardo Pacheco (Feedzai); Marco O P Sampaio (Feedzai)*; Jo‹o Tiago T Ascens‹o (Feedzai); Pedro Bizarro (Feedzai)
Heterogeneous Ensemble for ESG Ratings Prediction. Tim Krappel (University of St. Gallen); Alex Bogun (University of St. Gallen)*; Damian Borth (University of St. Gallen)
Beyond Fairness Metrics: Roadblocks and Challenges for Ethical AI in Practice. Victor Storchan (JP Morgan); Jiahao Chen (J. P. Morgan AI Research)*; Eren Kurshan (Bank of America)
Knowledge Graph Guided Simultaneous Forecasting and Network Learning for Multivariate Financial Time Series. Shibal Ibrahim (Massachusetts Institute of Technology)*; Wenyu Chen (Massachusetts Institute of Technology); Yada Zhu (IBM Research); Yang Zhang (IBM T. J. Watson Research); Pin-Yu Chen (IBM Research); Rahul Mazumder (Massachusetts Institute of Technology
Generating Large-Scale Synthetic Payment Graphs with Realistic Fraudulent and Money Laundering Patterns. Xiao Tian (Visa)*; Mahashweta Das (Visa Research); Chiranjeet Chetia (Visa Research)
Relational Graph Neural Networks for Fraud Detection in a Super-App environment. Jaime D Acevedo-Viloria (Rappi)*; Luisa Roa (Rappi, Universidad de los Andes); Soji Adeshina (AWS, Berkeley); Cesar Charalla Olazo (Rappi); AndrŽs Rodr’guez-Rey (University of California in San Diego); Jose Alberto Ramos (Rappi); Alejandro Correa-Bahnsen
Towards Theme Detection in Personal Finance Questions. John X Qiu (Capital One)*; Adam Faulkner (Capital One); Aysu Ezen Can (Capital One)
Risk Analytics for Renewal of Purchase Orders. Shubhi Asthana (IBM Research - Almaden)*; Pawan Chowdhary (IBM Research - Almaden); Taiga Nakamura (IBM Research - Almaden); Roberta J. Mac Fadden (IBM Finance and Operations)
Smart Annotation using Semantic Search for Employee Chatbot Platform in Financial Services. Samarth Agarwal (DBS)*; Yang-yu Tseng (DBS); Ying Yang Lee (DBS); Xuejie Zhang (DBS); John Jianan Lu (DBS)
Tradeoffs in Streaming Binary Classification under Limited Inspection Resources. Parisa Hassanzadeh (JPMorgan Chase)*; Danial Dervovic (JPMorgan Chase); Samuel Assefa (JPMorgan Chase); Prashant Reddy (JPMorgan Chase); Manuela Veloso (JP Morgan)
Absolute Redundancy Analysis Based Features Selection. Ginel Dorleon (Toulouse Institute of Computer Science Research)*