Search Results for author: Tucker Hybinette Balch

Found 5 papers, 1 papers with code

Collusion Resistant Federated Learning with Oblivious Distributed Differential Privacy

no code implementations20 Feb 2022 David Byrd, Vaikkunth Mugunthan, Antigoni Polychroniadou, Tucker Hybinette Balch

Privacy-preserving federated learning enables a population of distributed clients to jointly learn a shared model while keeping client training data private, even from an untrusted server.

Federated Learning Privacy Preserving

The Importance of Low Latency to Order Book Imbalance Trading Strategies

no code implementations15 Jun 2020 David Byrd, Sruthi Palaparthi, Maria Hybinette, Tucker Hybinette Balch

There is a pervasive assumption that low latency access to an exchange is a key factor in the profitability of many high-frequency trading strategies.

Get Real: Realism Metrics for Robust Limit Order Book Market Simulations

no code implementations10 Dec 2019 Svitlana Vyetrenko, David Byrd, Nick Petosa, Mahmoud Mahfouz, Danial Dervovic, Manuela Veloso, Tucker Hybinette Balch

Machine learning (especially reinforcement learning) methods for trading are increasingly reliant on simulation for agent training and testing.

Intra-day Equity Price Prediction using Deep Learning as a Measure of Market Efficiency

no code implementations22 Aug 2019 David Byrd, Tucker Hybinette Balch

In finance, the weak form of the Efficient Market Hypothesis asserts that historic stock price and volume data cannot inform predictions of future prices.

BIG-bench Machine Learning

ABIDES: Towards High-Fidelity Market Simulation for AI Research

3 code implementations26 Apr 2019 David Byrd, Maria Hybinette, Tucker Hybinette Balch

ABIDES is designed from the ground up to support AI agent research in market applications.

Multiagent Systems

Cannot find the paper you are looking for? You can Submit a new open access paper.