AI is transforming how financial markets operate, how institutions manage risk, and how leaders make decisions. But unlocking its potential requires rigorous research and education that connect emerging AI methods with the complex realities of finance. Through dedicated awards, the center supports research at the intersection of AI and finance—creating opportunities to explore new questions, test new approaches, and translate emerging technologies into meaningful insights. Awards are open to all Goizueta faculty and PhD students, with faculty sponsorship required for student proposals.
Center for AI in Finance
Publications & Research
Research & Educational Grants
Advancing the Frontiers of AI and Finance
Funded Projects
- Decision-Focused Machine Learning for Optimal Business Resource Allocation Under Uncertainty (Matthew Lyle)
- Debiasing LLM-Generated Event Studies: Correcting Market Response Bias from AI-Generated Observations (William Schmidt, with Shawn Mankad)
- Augmenting Conjoint Analysis with Digital Twins (David Schweidel)
- Scaling CourseChat: A Self-Serve AI Teaching Assistant Platform for Faculty (Educational Grant) (William Mann and David Schweidel)
- Investing with Intelligence: Productivity and Creativity in Innovation with AI (Zhishuo Han, with faculty sponsors Wei Jiang and Gonzalo Maturana)
- Derivatives Usage by Mutual Funds in Stressed Market Conditions (Avinash Pandey, with faculty sponsor Tarun Chordia)
- Measuring AI Scribe's Financial Returns to Digital Investment in Healthcare (Yixuan Wang, with faculty sponsor Ruomeng Cui and collaborator Anwar Ferdinand)
Past Publications
2026
- Applying large language models to sponsored search advertising. M Reisenbichler, T Reutterer, DA Schweidel. Marketing Science 45(1), 123–141.
- Can GenAI Move from Individual Use to Collaborative Work? Experiences, Challenges, and Opportunities of Coordinating GenAI into Collaborative Newswork. Q Xiao, Q Hu, J Xiao, H Cao, H Shen. Proceedings of the 2026 CHI Conference on Human Factors in Computing Systems.
- Commentaries on “Generative grounded theory (GGT): Inductive theory building in the age of generative AI”. G Tomaino, DA Schweidel, PY Dolbec, E Fischer, AN Smith, S Puntoni, et al. Journal of Consumer Psychology.
- Deep reinforcement learning for optimal portfolio allocation: A comparative study with mean-variance optimization. S Sood, K Papasotiriou, M Vaiciulis, T Balch. arXiv:2602.17098.
- From Production to Discernment: Evaluation-Centered Organization Design Under AI-Enabled Production Abundance. H Cao, R Zhu, H Shen, Q Xiao. Cornell SC Johnson College of Business Research Paper.
- From replication to redesign: Exploring pairwise comparisons for LLM-based peer review. Y Zhang, H Zhang, W Ji, T Hua, N Haber, H Cao, W Liang. Advances in Neural Information Processing Systems 38, 11778–11805.
- Human-AI Collaboration in Science at Scale: A Global Large-scale Randomized Field Experiment. B Wang, W Liang, J Xue, Y Zhang, H Cao, D Wang, Y Yin. arXiv:2605.24180.
- Human–AI Collaboration in Science at Scale: A Large-Scale Randomized Field Experiment. B Wang, W Liang, J Xue, Y Zhang, H Cao, D Wang, Y Yin. Academy of Management Proceedings 2026(1), 21478.
- Limited or Biased: Modeling Subrational Human Investors in Financial Markets. P Liu, K Dwarakanath, S Vyetrenko, T Balch. Journal of Behavioral Finance 27(2), 157–180.
- Method and system for detecting anomalous behavior in stream data. T Balch, V Bustamante, M Howard, M Kawawa-Beaudan, et al. US Patent 12,585,762.
- Method and system for forecasting time series by image inpainting. M Veloso, Z Zeng, N Cohen, S Sood, J Maat, T Balch. US Patent 12,541,828.
- Method and system for performing table question-answering tasks while preserving data security. W Watson, N Cho, T Balch, M Veloso. US Patent 12,596,838.
- Multi-agent teams hold experts back. A Pappu, B El, H Cao, C di Nolfo, Y Sun, M Cao, J Zou. arXiv:2602.01011.
- Picture perfect. M Heitmann, TPJ Jansen, M Reisenbichler, DA Schweidel.
- Preparing your brand for agentic AI. OA Acar, DA Schweidel. Harvard Business Review.
- Pricing of Multidimensional Skills in IT Labor Market: Complementarities between AI and Traditional IT Skills. S Nath, J Yeo, A Bharadwaj, S Bharadwaj. Available at SSRN 6188398.
- Seeing the Goal, Missing the Truth: Human Accountability for AI Bias. S Cao, W Jiang, H Xu. arXiv:2602.09504.
- Targeted Automation and Sustaining Human-AI Learning. C Imdahl, W Schmidt, K Hoberg. Production and Operations Management 35(4), 1520–1538.
- The Impact of AI Search on the Online Content Ecosystem: Evidence from Google and Reddit. P Zhang, R Cui, D Zhang. arXiv:2605.16428.
- Trusting AI Agents: Uncertainty Reduction by Design. E Hermann, S Puntoni, DA Schweidel. The Wharton School Research Paper.
- Vibe Coding in Product Teams: Reconfiguring AI-Assisted Workflows, Prototyping, and Collaboration. J Li, Y Hou, L Lin, R Zhu, H Cao, A El Ali. Proceedings of the 5th Annual Symposium on Human-Computer Interaction for Work.
- When your boss is an AI Bot: Exploring opportunities and risks of manager clone agents in the future workplace. Q Hu, Q Xiao, H Cao, H Shen. Proceedings of the 2026 CHI Conference on Human Factors in Computing Systems.
2025
- Adaptagent: Adapting multimodal web agents with few-shot learning from human demonstrations. G Verma, R Kaur, N Srishankar, Z Zeng, T Balch, M Veloso. Proceedings of the 63rd Annual Meeting of the Association for Computational Linguistics.
- AI and the Extended Workday: Productivity, Contracting Efficiency, and Distribution of Rents. W Jiang, J Park, RJ Xiao, S Zhang. National Bureau of Economic Research.
- AI Driven Fraud, Financial and Cybercrime: Emerging Threats and The Evolving Landscape of AI versus AI. E Kurshan, T Balch, D Mehta, D Byrd.
- AI Hasn't Fixed Teamwork, But It Shifted Collaborative Culture: A Longitudinal Study in a Project-Based Software Development Organization (2023–2025). Q Xiao, X Hu, M Whiting, A Karunakaran, H Shen, H Cao. arXiv:2509.10956.
- Auditing and enforcing conditional fairness via optimal transport. M Ghassemi, A Mishler, N Dalmasso, L Zhang, V Potluru, T Balch, et al. Proceedings of the AAAI Conference on Artificial Intelligence 39(16), 16808–.
- Beyond Fair Predictions: Auditing and Mitigating Disparity in Post-Hoc Model Explanations. IS Umuhoza, R Garg. 2025 IEEE 4th International Conference on Signal, Control and Communication.
- Blind spots in broad strokes: Caveats for the use of LLMs in marketing research. M Stromberg, WW Moe, T Reutterer, DA Schweidel. Available at SSRN 5145114.
- Calibrating non-identifiable high-dimensional simulation models: A framework via eligibility set. Y Bai, T Balch, H Chen, D Dervovic, H Lam, S Vyetrenko. ACM Transactions on Modeling and Computer Simulation 36(1), 1–50.
- Can GenAI Move from Individual Use to Collaborative Work? Experiences, Challenges, and Opportunities of Integrating GenAI into Collaborative Newsroom Routines. Q Xiao, J Xiao, H Cao, H Shen. arXiv:2509.10950.
- Conversational AI: The next frontier of digital platform monetization. E Hermann, S Puntoni, DA Schweidel. The Wharton School Research Paper.
- Corporate Finance and Governance with Artificial Intelligence: Old and New. W Jiang. Available at SSRN 5290033.
- Domain Anchorage in GPT-4: A Computational Linguistic Analysis of Lexicographic Profiling and Its Implications for Unintended Information Dissemination. L Challappa, Z Zhang, R Garg.
- Domain anchorage in LLMs: Lexicon profiling and unintended information leakage. L Challappa, Z Zhang, R Garg. Data & Policy 7, e73.
- Financial executives' responses to the use of artificial intelligence in financial reporting and auditing. P Csere, C Estep, E Griffith, N MacKenzie. Current Issues in Auditing, 1–9.
- Generative AI May Be Good For Artists: Understanding the Impact of Artistic Style on Preference and Willingness to Pay. W Wang, JJ Bell, JP Dotson, DA Schweidel.
- HashMark: Watermarking Tabular/Synthetic Data For Machine Learning Via Cryptographic Hash Functions. H Karthikeyan, L de Castro, A Polychroniadou, M Veloso, T Balch. NeurIPS 2025 Workshop: Generative AI in Finance.
- Is all the information in the price? LLM embeddings versus the EMH in stock clustering. B Wang, G Johnson, M Hybinette, T Balch. arXiv:2509.01590.
- LAW: Legal agentic workflows for custody and fund services contracts. W Watson, N Cho, N Srishankar, Z Zeng, L Cecchi, D Scott, et al. Proceedings of the 31st International Conference on Computational Linguistics.
- Lets-c: Leveraging text embedding for time series classification. R Kaur, Z Zeng, T Balch, M Veloso. Proceedings of the 63rd Annual Meeting of the Association for Computational Linguistics.
- Method and system for analyzing natural language data by using domain-specific language models. N Cho, Z Zeng, W Watson, M Veloso, M Mackay, T Balch. US Patent 12,298,970.
- Method and system for automatic workflow generation by large language models. Z Zeng, W Watson, S Rahimi, T Balch, M Veloso. US Patent 12,399,691.
- Method and system for differentially private learning of Hawkes processes. M Ghassemi, E Kreacic, N Dalmasso, V Potluru, T Balch, et al. US Patent 12,223,088.
- Method and system for generating keywords. K Papasotiriou, T Balch, S Sood, S Reynolds, L Yong, N Akalin, et al. US Patent 12,235,907.
- Method and system for multi-modal time-series retrieval through latent space projections. A Coletta, F Elizabeth, S Gopalakrishnan, S Vyetrenko, T Balch, et al. US Patent 12,475,133.
- Mind the gaps: auditing and reducing group inequity in large-scale mobility prediction. A Kumar, H Zhang, DA Schweidel, W Yeoh. arXiv:2510.26940.
- Picture perfect: Engaging customers with visual generative AI. TPJ Jansen, M Heitmann, M Reisenbichler, DA Schweidel.
- Prototypical human-AI collaboration behaviors from LLM-Assisted writing in the wild. S Mysore, D Das, H Cao, B Sarrafzadeh. Proceedings of the 2025 Conference on Empirical Methods in Natural Language Processing.
- Quantifying large language model usage in scientific papers. W Liang, Y Zhang, Z Wu, H Lepp, W Ji, X Zhao, H Cao, et al. Nature Human Behaviour 9(12), 2599–2609.
- Snack and Snap: A Novel Recipe for Yelp Reviews with Explainable AI. Y Byarugaba, B Wang, R Garg.
- System and method for generating order agnostic dynamic citation network. W Watson, N Cho, T Balch, M Veloso. US Patent 12,443,662.
- System and method for watermarking tabular data while obscuring underlying data for improving data integrity and security. V Potluru, T Balch, M Veloso. US Patent 12,488,135.
- The agentic regulator: risks for AI in finance and a proposed agent-based framework for governance. E Kurshan, T Balch, D Byrd. arXiv:2512.11933.
- The Impact of Hospital Algorithm Adoption on Care Delivery, Outcomes, and Equity. Q Wang, J Liu, A Bharadwaj, R Aljafari, A Goyal.
- The widespread adoption of large language model-assisted writing across society. W Liang, Y Zhang, M Codreanu, J Wang, H Cao, J Zou. Patterns 6(12).
- Using colocation networks to predict customer acquisition: A deep heterogeneous network representation learning approach. H Zhang, K Zhang, DA Schweidel. Available at SSRN 5264915.
- Using computer vision to measure design similarity: An application to design rights. E Amoncio, T Chan, C Storz. Research Policy 54(9), 105309.
- Vibe Coding for UX Design: Understanding UX Professionals' Perceptions of AI-Assisted Design and Development. J Li, Y Hou, L Lin, R Zhu, H Cao, A El Ali. arXiv:2509.10652.
2024
- Abides-economist: Agent-based simulator of economic systems with learning agents. K Dwarakanath, T Balch, S Vyetrenko. arXiv:2402.09563.
- AI in investment analysis: LLMs for equity stock ratings. K Papasotiriou, S Sood, S Reynolds, T Balch. Proceedings of the 5th ACM International Conference on AI in Finance, 419–427.
- AI versus AI in financial crimes & detection: GenAI crime waves to co-evolutionary AI. E Kurshan, D Mehta, T Balch. Proceedings of the 5th ACM International Conference on AI in Finance, 745–751.
- AI versus AI in Financial Crimes and Detection: GenAI Crime Waves to Co-Evolutionary AI. E Kurshan, D Mehta, B Bruss, T Balch. arXiv:2410.09066.
- Applied AI for finance and accounting: Alternative data and opportunities. SS Cao, W Jiang, LG Lei. Pacific-Basin Finance Journal 84, 102307.
- Behavioral Sequence Modeling with Ensemble Learning. M Kawawa-Beaudan, S Sood, S Palande, G Mani, T Balch, M Veloso. arXiv:2411.02174.
- Boosted generalized normal distributions: Integrating machine learning with operations knowledge. R Gurlek, F de Véricourt, DKK Lee. arXiv:2407.19092.
- Can large language models provide useful feedback on research papers? A large-scale empirical analysis. W Liang, Y Zhang, H Cao, B Wang, D Ding, X Yang, K Vodrahalli, et al. NEJM AI 1(8).
- Differential privacy for axe obfuscation. A Polychroniadou, T Balch, G Cipriani. US Patent 12,100,044.
- Distributionally and adversarially robust logistic regression via intersecting wasserstein balls. A Selvi, E Kreacic, M Ghassemi, V Potluru, T Balch, M Veloso. arXiv:2407.13625.
- Downstream task-oriented generative model selections on synthetic data training for fraud detection models. Y Cheng, C Wang, V Potluru, T Balch, G Cheng. arXiv:2401.00974.
- Empirical equilibria in agent-based economic systems with learning agents. K Dwarakanath, S Vyetrenko, T Balch. arXiv:2408.12038.
- Ensemble methods for sequence classification with hidden Markov models. M Kawawa-Beaudan, S Sood, S Palande, G Mani, T Balch, M Veloso. arXiv:2409.07619.
- Evaluating and Designing Computing Systems for the Future of Work. H Cao. PhD dissertation, Stanford University.
- Evaluating large language models on time series feature understanding: A comprehensive taxonomy and benchmark. E Fons, R Kaur, S Palande, Z Zeng, T Balch, M Veloso, S Vyetrenko. Proceedings of the 2024 Conference on Empirical Methods in Natural Language Processing.
- Fair wasserstein coresets. Z Xiong, N Dalmasso, S Sharma, F Lecue, D Magazzeni, V Potluru, T Balch, et al. Advances in Neural Information Processing Systems 37, 132–168.
- Fairwasp: Fast and optimal fair wasserstein pre-processing. Z Xiong, N Dalmasso, A Mishler, V Potluru, T Balch, M Veloso. Proceedings of the AAAI Conference on Artificial Intelligence 38(14), 16120–.
- How do financial executives respond to the use of artificial intelligence in financial reporting and auditing? C Estep, E Griffith, N MacKenzie. Review of Accounting Studies 29(3), 2798–2831.
- Lets-c: Leveraging language embedding for time series classification. R Kaur, Z Zeng, T Balch, M Veloso. arXiv:2407.06533.
- LLM-driven imitation of subrational behavior: Illusion or reality? A Coletta, K Dwarakanath, P Liu, S Vyetrenko, T Balch. arXiv:2402.08755.
- Mapping the increasing use of LLMs in scientific papers. W Liang, Y Zhang, Z Wu, H Lepp, W Ji, X Zhao, H Cao, S Liu, S He, et al. arXiv:2404.01268.
- Measuring Sustainability with AI. W Jiang, M Wang, B Yang. Artificial Intelligence, Finance, and Sustainability: Economic, Ecological.
- Measuring Sustainability with AI. M Wang, B Yang, W Jiang. Available at SSRN 5364388.
- Microsecagg: Streamlined single-server secure aggregation. Y Guo, A Polychroniadou, E Shi, D Byrd, T Balch. Proceedings on Privacy Enhancing Technologies.
- Monitoring AI-modified content at scale: A case study on the impact of ChatGPT on AI conference peer reviews. W Liang, Z Izzo, Y Zhang, H Lepp, H Cao, X Zhao, L Chen, et al. Proceedings of the 41st International Conference on Machine Learning.
- Moving beyond ChatGPT: Applying large language models in marketing contexts. DA Schweidel, M Reisenbichler, T Reutterer. NIM Marketing Intelligence Review 16(1), 24–29.
- Realtime, multimodal invasive ventilation risk monitoring using language models and BoXHED. A Pakbin, A Su, DKK Lee, BJ Mortazavi. arXiv:2410.03725.
- Segmenting Bitcoin Transactions for Price Movement Prediction. Y Zhang, R Garg, LL Golden, PL Brockett, A Sharma. Journal of Risk and Financial Management 17(3), 128.
- Shining a Light on Hurricane Damage Estimation via Nighttime Light Data: Pre-Processing Matters. N Thomas, S Rahimi, A Vapsi, C Ansell, E Christie, D Borrajo, T Balch, et al. IGARSS 2024–2024 IEEE International Geoscience and Remote Sensing Symposium.
- Six levels of privacy: A framework for financial synthetic data. T Balch, V Potluru, D Paramanand, M Veloso. arXiv:2403.14724.
- Soft Governance Across Digital Platforms Using Transparency. AR Doshi, W Schmidt. Strategy Science 9(2), 185–204.
- Tadacap: Time-series adaptive domain-aware captioning. E Fons, R Kaur, Z Zeng, S Palande, T Balch, S Vyetrenko, M Veloso. Proceedings of the 5th ACM International Conference on AI in Finance, 54–62.
- The Impact of Generative Artificial Intelligence on Higher Education: Disruption or Seamless Integration? R Garg. Available at SSRN 4762814.
- Tm-okc: An unsupervised topic model for text in online knowledge communities. D Zhang, K Zhang, Y Yang, DA Schweidel. MIS Quarterly 48(3), 931–978.
- Variational neural stochastic differential equations with change points. Y El-Laham, Z Sun, H Zhu, T Balch, S Vyetrenko. arXiv:2411.00635.
2023
- A Model-Based Synthetic Stock Price Time Series Generation Framework. H Zhu, S Vyetrenko, T Balch. arXiv:2311.02209.
- ATMS: Algorithmic Trading-Guided Market Simulation. S Wei, A Coletta, S Vyetrenko, T Balch. arXiv:2309.01784.
- Automated alignment: Guiding visual generative AI for brand building and customer engagement. T Jansen, M Heitmann, M Reisenbichler, DA Schweidel. Available at SSRN 4656622.
- Breaking out of the ivory tower: A large-scale analysis of patent citations to HCI research. H Cao, Y Lu, Y Deng, D McFarland, M Bernstein. Proceedings of the 2023 CHI Conference on Human Factors in Computing Systems. (Best Paper Award)
- Comparing scalable strategies for generating numerical perspectives. H Cao, S Spatharioti, D Goldstein, J Hofman. arXiv:2308.01535.
- Differentially private synthetic data using kd-trees. E Kreacic, N Nouri, V Potluru, T Balch, M Veloso. Uncertainty in Artificial Intelligence, 1143–1153.
- Efficient event series data modeling via first-order constrained optimization. N Dalmasso, R Zhao, M Ghassemi, V Potluru, T Balch, M Veloso. Proceedings of the 4th ACM International Conference on AI in Finance, 463–471.
- Exploring the Effectiveness of GPT Models in Test-Taking: A Case Study of the Driver's License Knowledge Test. S Rahimi, T Balch, M Veloso. arXiv:2308.11827.
- Financial time series forecasting using CNN and transformer. Z Zeng, R Kaur, S Siddagangappa, S Rahimi, T Balch, M Veloso. arXiv:2304.04912.
- Flowmind: automatic workflow generation with LLMs. Z Zeng, W Watson, N Cho, S Rahimi, S Reynolds, T Balch, M Veloso. Proceedings of the 4th ACM International Conference on AI in Finance, 73–81.
- From pixels to predictions: Spectrogram and vision transformer for better time series forecasting. Z Zeng, R Kaur, S Siddagangappa, T Balch, M Veloso. Proceedings of the 4th ACM International Conference on AI in Finance, 82–90.
- Generative AI and artists: Consumer preferences for style and fair compensation. W Wang, JJ Bell, JP Dotson, DA Schweidel. Available at SSRN 4428509.
- Generative AI has an intellectual property problem. G Appel, J Neelbauer, DA Schweidel. Harvard Business Review 7, 10–16.
- HiddenTables and PyQTax: A cooperative game and dataset for TableQA to ensure scale and data privacy across a myriad of taxonomies. W Watson, N Cho, T Balch, M Veloso. Proceedings of the 2023 Conference on Empirical Methods in Natural Language Processing.
- How new ideas diffuse in science. M Cheng, D Smith, X Ren, H Cao, S Smith, D McFarland. American Sociological Review 88(3), 522–561.
- How to talk when a machine is listening: Corporate disclosure in the age of AI. S Cao, W Jiang, B Yang, AL Zhang. The Review of Financial Studies 36(9), 3603–3642.
- Intags: Interactive agent-guided simulation. S Wei, A Coletta, S Vyetrenko, T Balch. arXiv:2309.01784.
- K-SHAP: Policy clustering algorithm for anonymous multi-agent state-action pairs. A Coletta, S Vyetrenko, T Balch. arXiv:2302.11996.
- Leveraging AI for content generation: A customer equity perspective. DA Schweidel, M Reisenbichler, T Reutterer, K Zhang.
- Multi-modal financial time-series retrieval through latent space projections. T Bamford, A Coletta, E Fons, S Gopalakrishnan, S Vyetrenko, T Balch, et al. Proceedings of the 4th ACM International Conference on AI in Finance, 498–506.
- On ChatGPT and beyond: How generative artificial intelligence may affect research, teaching, and practice. R Peres, M Schreier, D Schweidel, A Sorescu. International Journal of Research in Marketing 40(2), 269–275.
- Once burned, twice shy? The effect of stock market bubbles on traders that learn by experience. H Zhu, S Vyetrenko, K Dwarakanath, T Balch, S Grundl, D Byrd. 2023 Winter Simulation Conference (WSC), 291–302.
- Predicting real-time, recurrent adverse invasive ventilation from clinical data streams. A Pakbin, Z Nowroozilarki, DKK Lee, BJ Mortazavi. 2023 IEEE 19th International Conference on Body Sensor Networks (BSN), 1–4.
- Privacy-preserving energy-based generative models for marginal distribution protection. R Tillman, T Balch, M Veloso. Transactions on Machine Learning Research.
- Synthetic data applications in finance. V Potluru, D Borrajo, A Coletta, N Dalmasso, Y El-Laham, E Fons, et al. arXiv:2401.00081.
- The rise of open science: Tracking the evolution and perceived value of data and methods link-sharing practices. H Cao, J Dodge, K Lo, D McFarland, L Wang. arXiv:2310.03193.
- Transparency as delayed observability in multi-agent systems. K Dwarakanath, S Vyetrenko, T Balch, T Oyebode. 2023 Winter Simulation Conference (WSC), 279–290.
- User Experience Design Professionals' Perceptions of Generative Artificial Intelligence. J Li, H Cao, L Lin, Y Hou, R Zhu. arXiv:2309.15237.
- What's in a Name? The Impact of Artist Names in Image Generative AI Prompts. W Wang, JJ Bell, JP Dotson, DA Schweidel. SSRN.
2022
- Addressing Extreme Market Responses Using Secure Aggregation. S Mazloom, A Polychroniadou, T Balch. Proceedings of the Third ACM International Conference on AI in Finance, 192–198.
- AI and procurement. R Cui, M Li, S Zhang. Manufacturing & Service Operations Management 24(2), 691–706.
- Beyond virtual bazaar: How social commerce promotes inclusivity for the traditionally underserved community in Chinese developing regions. Z Chen, H Cao, X Lan, Z Lu, Y Li. Proceedings of the 2022 CHI Conference on Human Factors in Computing Systems.
- Collusion resistant federated learning with oblivious distributed differential privacy. D Byrd, V Mugunthan, A Polychroniadou, T Balch. Proceedings of the Third ACM International Conference on AI in Finance, 114–122.
- CTMSTOU driven markets: simulated environment for regime-awareness in trading policies. S Amrouni, A Moulin, T Balch. arXiv:2202.00941.
- Differentially Private Learning of Hawkes Processes. M Ghassemi, E Kreacic, N Dalmasso, V Potluru, T Balch, M Veloso. arXiv:2207.13741.
- Efficient calibration of multi-agent simulation models from output series with bayesian optimization. Y Bai, H Lam, T Balch, S Vyetrenko. Proceedings of the Third ACM International Conference on AI in Finance, 437–445.
- Equitable marketplace mechanism design. K Dwarakanath, S Vyetrenko, T Balch. Proceedings of the Third ACM International Conference on AI in Finance, 232–239.
- Evaluating human-language model interaction. M Lee, M Srivastava, A Hardy, J Thickstun, E Durmus, A Paranjape, et al. arXiv:2212.09746.
- Fast learning of multidimensional hawkes processes via frank-wolfe. R Zhao, N Dalmasso, M Ghassemi, V Potluru, T Balch, M Veloso. arXiv:2212.06081.
- Frontiers: Supporting content marketing with natural language generation. M Reisenbichler, T Reutterer, DA Schweidel, D Dan. Marketing Science 41(3), 441–452.
- Learning to simulate realistic limit order book markets from data as a world agent. A Coletta, A Moulin, S Vyetrenko, T Balch. Proceedings of the Third ACM International Conference on AI in Finance, 428–436.
- MicroFedML: Privacy Preserving Federated Learning for Small Weights. Y Guo, A Polychroniadou, E Shi, D Byrd, T Balch. IACR Cryptology ePrint Archive 2022, 714.
- Online learning for mixture of multivariate hawkes processes. M Ghassemi, N Dalmasso, S Lamba, V Potluru, T Balch, S Shah, et al. Proceedings of the Third ACM International Conference on AI in Finance, 506–513.
- Optimal stopping with Gaussian processes. K Dwarakanath, D Dervovic, P Tavallali, S Vyetrenko, T Balch. Proceedings of the Third ACM International Conference on AI in Finance, 497–505.
- Practitioners versus users: A value-sensitive evaluation of current industrial recommender system design. Z Chen, J Piao, X Lan, H Cao, C Gao, Z Lu, Y Li. Proceedings of the ACM on Human-Computer Interaction 6(CSCW2), 1–32.
- Towards Multi-Agent Reinforcement Learning driven Over-The-Counter Market Simulations. N Vadori, L Ardon, S Ganesh, T Spooner, S Amrouni, J Vann, M Xu, et al. Mathematical Finance.
- Using continuous 3D tracking and remote video to enhance management of social groups of rhesus monkeys. R Roberts, T Balch, D Byrd, S Gilliland, B Hrolenok, J Rehg, K Wallen. American Journal of Primatology 84.
- Using Topic Modeling to Examine Consumer Mobility Patterns: An Application to the COVID-19 Pandemic. N Zhong, KKB Kim, DA Schweidel. Available at SSRN 4487086.
2021
- ABIDES-gym: gym environments for multi-agent discrete event simulation and application to financial markets. S Amrouni, A Moulin, J Vann, S Vyetrenko, T Balch, M Veloso. Proceedings of the Second ACM International Conference on AI in Finance, 1–9.
- Artificial intelligence research in finance: discussion and examples. M Veloso, T Balch, D Borrajo, P Reddy, S Shah. Oxford Review of Economic Policy 37(3), 564–584.
- Boosted nonparametric hazards with time-dependent covariates. DKK Lee, N Chen, H Ishwaran. The Annals of Statistics 49(4), 2101.
- BoXHED2.0: Scalable boosting of dynamic survival analysis. A Pakbin, X Wang, BJ Mortazavi, DKK Lee. arXiv:2103.12591.
- Calibrating over-parametrized simulation models: A framework via eligibility set. Y Bai, T Balch, H Chen, D Dervovic, H Lam, S Vyetrenko. arXiv:2105.12893.
- Community value prediction in social E-commerce. G Zhang, Y Li, Y Yuan, F Xu, H Cao, Y Xu, D Jin. Proceedings of the Web Conference 2021, 2958–2967.
- Context-aware semantic annotation of mobility records. H Wang, Y Li, J Lin, H Cao, D Jin. ACM Transactions on Knowledge Discovery from Data 16(3), 1–20.
- Deep video prediction for time series forecasting. Z Zeng, T Balch, M Veloso. Proceedings of the Second ACM International Conference on AI in Finance, 1–7.
- Demographics of mobile app usage: Long-term analysis of mobile app usage. Z Tu, H Cao, E Lagerspetz, Y Fan, H Flores, S Tarkoma, P Nurmi, Y Li. CCF Transactions on Pervasive Computing and Interaction 3(3), 235–252.
- Efficient Calibration of Multi-Agent Market Simulators from Time Series with Bayesian Optimization. Y Bai, H Lam, S Vyetrenko, T Balch. CoRR.
- From Man vs. Machine to Man + Machine: The Art and AI of Stock Analyses. S Cao, W Jiang, J Wang, B Yang. NBER working paper 28800.
- From Man vs. Machine to Man+ Machine: The Art and AI of Stock Analyses. J Wang, S Cao, B Yang, W Jiang.
- How to Talk When a Machine is Listening?: Corporate Disclosure in the Age of AI. S Cao, W Jiang, B Yang, AL Zhang. Cambridge Centre for Alternative Finance.
- Large scale analysis of multitasking behavior during remote meetings. H Cao, C Lee, S Iqbal, M Czerwinski, P Wong, S Rintel, B Hecht, et al. Proceedings of the 2021 CHI Conference on Human Factors in Computing Systems. (Honorable Mention)
- Learning from home: A mixed-methods analysis of live streaming based remote education experience in Chinese colleges during the COVID-19 pandemic. Z Chen, H Cao, Y Deng, X Gao, J Piao, F Xu, Y Zhang, Y Li. Proceedings of the 2021 CHI Conference on Human Factors in Computing Systems.
- Learning to classify and imitate trading agents in continuous double auction markets. M Mahfouz, T Balch, M Veloso, D Mandic. Proceedings of the Second ACM International Conference on AI in Finance, 1–8.
- Learning who is in the market from time series: market participant discovery through adversarial calibration of multi-agent simulators. V Storchan, S Vyetrenko, T Balch. arXiv:2108.00664.
- My team will go on: Differentiating high and low viability teams through team interaction. H Cao, V Yang, V Chen, Y Lee, L Stone, N Diarrassouba, M Whiting, et al. Proceedings of the ACM on Human-Computer Interaction 4(CSCW3), 1–27. (Best Paper Award)
- Persuade to click: Context-aware persuasion model for online textual advertisement. Y Yuan, F Xu, H Cao, G Zhang, P Hui, Y Li, D Jin. IEEE Transactions on Knowledge and Data Engineering 35(2), 1938–1951.
- Profit equitably: an investigation of market maker's impact on equitable outcomes. K Dwarakanath, S Vyetrenko, T Balch. Proceedings of the Second ACM International Conference on AI in Finance, 1–8.
- Real-time mortality prediction using MIMIC-IV ICU data via boosted nonparametric hazards. Z Nowroozilarki, A Pakbin, J Royalty, DKK Lee, BJ Mortazavi. 2021 IEEE EMBS International Conference on Biomedical and Health Informatics.
- Stability effects of arbitrage in exchange traded funds: An agent-based model. M Shearer, D Byrd, T Balch, M Wellman. Proceedings of the Second ACM International Conference on AI in Finance, 1–9.
- Supporting content marketing with natural language generation. M Reisenbichler, T Reutterer, D Schweidel, D Dan. Marketing Science Institute Working Paper.
- Theory and software for boosted nonparametric hazard estimation. DKK Lee, N Chen, H Ishwaran, X Wang, A Pakbin, B Mortazavi, H Zhao. Survival Prediction — Algorithms, Challenges and Applications, 149–158.
- Towards realistic market simulations: a generative adversarial networks approach. A Coletta, M Prata, M Conti, E Mercanti, N Bartolini, A Moulin, S Vyetrenko, et al. Proceedings of the Second ACM International Conference on AI in Finance, 1–9.
- Understanding the long-term dynamics of mobile app usage context via graph embedding. Y Fan, Z Tu, T Li, H Cao, T Xia, Y Li, X Chen, L Zhang. IEEE Transactions on Knowledge and Data Engineering 35(3), 3180–3194.
- Visual time series forecasting: an image-driven approach. S Sood, Z Zeng, N Cohen, T Balch, M Veloso. Proceedings of the Second ACM International Conference on AI in Finance, 1–9.
- ViziTex: Interactive visual sense-making of text corpora. N Raman, S Shah, T Balch, M Veloso. Proceedings of the Second Workshop on Data Science with Human in the Loop.
- You recommend, I buy: How and why people engage in instant messaging based social commerce. H Cao, Z Chen, M Cheng, S Zhao, T Wang, Y Li. Proceedings of the ACM on Human-Computer Interaction 5(CSCW1), 1–25.
2020
- "What Apps Did You Use?": Understanding the Long-term Evolution of Mobile App Usage. T Li, M Zhang, H Cao, Y Li, S Tarkoma, P Hui. Proceedings of The Web Conference 2020.
- ABIDES: Towards high-fidelity multi-agent market simulation. D Byrd, M Hybinette, T Balch. Proceedings of the 2020 ACM SIGSIM Conference on Principles of Advanced Discrete Simulation.
- BoXHED: Boosted eXact hazard estimator with dynamic covariates. X Wang, A Pakbin, B Mortazavi, H Zhao, DKK Lee. International Conference on Machine Learning, 9973–9982.
- Capturing changes in social media content: A multiple latent changepoint topic model. N Zhong, DA Schweidel. Marketing Science 39(4), 827–846.
- Generating synthetic data in finance: opportunities, challenges and pitfalls. S Assefa, D Dervovic, M Mahfouz, R Tillman, T Balch, P Reddy, et al. Proceedings of the First ACM International Conference on AI in Finance, 1–8.
- Get real: Realism metrics for robust limit order book market simulations. S Vyetrenko, D Byrd, N Petosa, M Mahfouz, D Dervovic, M Veloso, et al. Proceedings of the First ACM International Conference on AI in Finance, 1–8.
- HealthWalks: Sensing fine-grained individual health condition via mobility data. Z Lin, S Lyu, H Cao, F Xu, Y Wei, H Samet, Y Li. Proceedings of the ACM on Interactive, Mobile, Wearable and Ubiquitous Technologies.
- MAS-GAN: Adversarial Calibration of Multi-Agent Market Simulators. V Storchan, S Vyetrenko, T Balch.
- Real-Time Prediction of Online False Information Purveyors and their Characteristics. A Doshi, S Raghavan, W Schmidt. Available at SSRN 3725919.
- Some people aren't worth listening to: periodically retraining classifiers with feedback from a team of end users. J Lockhart, S Assefa, T Balch, M Veloso. arXiv:2004.13152.
- SURF: Improving classifiers in production by learning from busy and noisy end users. J Lockhart, S Assefa, A Alajdad, A Alexander, T Balch, M Veloso. Proceedings of the First ACM International Conference on AI in Finance, 1–8.
- Trading via image classification. N Cohen, T Balch, M Veloso. Proceedings of the First ACM International Conference on AI in Finance, 1–6.
- Understanding the role of intermediaries in online social e-commerce: an exploratory study of Beidian. Z Chen, H Cao, F Xu, M Cheng, T Wang, Y Li. Proceedings of the ACM on Human-Computer Interaction 4(CSCW2), 1–24.
- Uniting the tribes: Using text for marketing insight. J Berger, A Humphreys, S Ludwig, WW Moe, O Netzer, DA Schweidel. Journal of Marketing 84(1), 1–25.
- Visual forecasting of time series with image-to-image regression. N Cohen, S Sood, Z Zeng, T Balch, M Veloso. arXiv:2011.09052.
- When your friends become sellers: An empirical study of social commerce site Beidian. H Cao, Z Chen, F Xu, T Wang, Y Xu, L Zhang, Y Li. Proceedings of the International AAAI Conference on Web and Social Media 14.
- Will This Idea Spread Beyond Academia? Understanding Knowledge Transfer of Scientific Concepts across Text Corpora. H Cao, M Cheng, Z Cen, D McFarland. Proceedings of EMNLP 2020.
- Will you come back/check-in again? Understanding characteristics leading to urban revisitation and re-check-in. Z Chen, H Cao, H Wang, F Xu, V Kostakos, Y Li. Proceedings of the ACM on Interactive, Mobile, Wearable and Ubiquitous Technologies.
2019
- Fund asset inference using machine learning methods: what's in that portfolio? D Byrd, S Bajaj, T Balch. The Journal of Financial Data Science.
- Habit2vec: Trajectory semantic embedding for living pattern recognition in population. H Cao, F Xu, J Sankaranarayanan, Y Li, H Samet. IEEE Transactions on Mobile Computing 19(5), 1096–1108.
- How to evaluate trading strategies: Single agent market replay or multiple agent interactive simulation? T Balch, M Mahfouz, J Lockhart, M Hybinette, D Byrd. arXiv:1906.12010.
- Intra-day equity price prediction using deep learning as a measure of market efficiency. D Byrd, T Balch. arXiv:1908.08168.
- Machine Learning, Geospatial Information, and Social Media Text. R Garg, P Brockett, LL Golden, Y Zhang. Finding New Ways to Engage and Satisfy Global Customers: Proceedings.
- Multiplayer alphazero. N Petosa, T Balch. arXiv:1910.13012.
- On the importance of opponent modeling in auction markets. M Mahfouz, A Filos, C Chtourou, J Lockhart, S Assefa, M Veloso, et al. arXiv:1911.12816.
- Semantics-aware hidden Markov model for human mobility. H Shi, Y Li, H Cao, X Zhou, C Zhang, V Kostakos. IEEE Transactions on Knowledge and Data Engineering.
- Semantics-aware hidden Markov model for human mobility. H Shi, H Cao, X Zhou, Y Li, C Zhang, V Kostakos, F Sun, F Meng. SIAM International Conference on Data Mining 2019, 774–782.
- Smpai: Secure multi-party computation for federated learning. V Mugunthan, A Polychroniadou, D Byrd, T Balch. Proceedings of the NeurIPS 2019 Workshop on Robust AI in Financial Services.
- The effect of visual design in image classification. N Cohen, T Balch, M Veloso. arXiv:1907.09567.
- Towards Explaining Exchange Traded Funds' Impact on Market Volatility Using an Agent-based Model. M Shearer, D Byrd, T Balch. Neural Information Processing Systems, 1–10.
- Understanding metropolitan crowd mobility via mobile cellular accessing data. H Cao, J Sankaranarayanan, J Feng, Y Li, H Samet. ACM Transactions on Spatial Algorithms and Systems 5(2), 1–18.
- User behaviour modeling, recommendations, and purchase prediction during shopping festivals. M Zeng, H Cao, M Chen, Y Li. Electronic Markets 29(2), 263–274.
2018
- Detecting popular temporal modes in population-scale unlabelled trajectory data. F Xu, T Xia, H Cao, Y Li, F Sun, F Meng. Proceedings of the ACM on Interactive, Mobile, Wearable and Ubiquitous Technologies.
- Rapid assessment of customer marketplace in disaster settings through machine learning, geospatial information, and social media text mining: an abstract. R Garg, P Brockett, LL Golden, Y Zhang. Academy of Marketing Science World Marketing Congress, 479–480.
- Rapid Damage Estimation with Iterative Improvements for Relief Resource Planning Post-Disasters. R Garg, Y Zhang, L Golden, P Brockett. Available at SSRN 3254748.
- Revisitation in urban space vs. online: A comparison across POIs, websites, and smartphone apps. H Cao, Z Chen, F Xu, Y Li, V Kostakos. Proceedings of the ACM on Interactive, Mobile, Wearable and Ubiquitous Technologies.
- Uniqueness in the city: Urban morphology and location privacy. H Cao, J Feng, Y Li, V Kostakos. Proceedings of the ACM on Interactive, Mobile, Wearable and Ubiquitous Technologies.
- Use of position tracking to infer social structure in rhesus macaques. B Hrolenok, T Balch, D Byrd, R Roberts, C Kim, J Rehg, S Gilliland, et al. Proceedings of the Fifth International Conference on Animal-Computer Interaction.
2017
- Sampling beats fixed estimate predictors for cloning stochastic behavior in multiagent systems. B Hrolenok, B Boots, T Balch. Proceedings of the AAAI Conference on Artificial Intelligence 31(1).