Search Results for author: Maria Polukarov

Found 4 papers, 0 papers with code

An Empirical Analysis on Financial Markets: Insights from the Application of Statistical Physics

no code implementations28 Aug 2023 Haochen Li, Yi Cao, Maria Polukarov, Carmine Ventre

In this study, we introduce a physical model inspired by statistical physics for predicting price volatility and expected returns by leveraging Level 3 order book data.

Error in the Euclidean Preference Model

no code implementations17 Aug 2022 Luke Thorburn, Maria Polukarov, Carmine Ventre

Spatial models of preference, in the form of vector embeddings, are learned by many deep learning and multiagent systems, including recommender systems.

Recommendation Systems

Denoised Labels for Financial Time-Series Data via Self-Supervised Learning

no code implementations19 Dec 2021 Yanqing Ma, Carmine Ventre, Maria Polukarov

Its convenience led to an exponentially increasing amount of financial data, which is however hard to use for the prediction of future prices, due to the low signal-to-noise ratio and the non-stationarity of financial time series.

Denoising Image Classification +3

New Results on Equilibria in Strategic Candidacy

no code implementations7 Jun 2013 Jérôme Lang, Nicolas Maudet, Maria Polukarov, Alice Cohen-Hadria

For four candidates, the message is, roughly, that most scoring rules (with the exception of Borda) do not guarantee the existence of a pure Nash equilibrium but that Condorcet-consistent rules, for an odd number of voters, do.

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