Research to help build a better financial future

Our researchers undertake fundamental and applied research and use state-of-the-art ML to address some of the biggest challenges facing the financial services industry today and in the future.

Our widely published research covers a broad range of topics including Reinforcement learning, Natural Language Processing and Time Series Modeling. Our resesarch is made freely available to support the AI community.

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Robust Risk-Sensitive Reinforcement Learning Agents for Trading Markets
Workshop at the International Conference on Machine Learning (ICML), 2021
Authors: *Y. Gao, K. Y. C. Lui , P. Hernandez-Leal
* Denotes equal contribution
Abstract Paper BibTeX
Heterogeneous Multi-task Learning with Expert Diversity
Workshop at SIGKDD Conference on Knowledge Discovery and Data Mining (KDD), 2021
Authors: R. Aoki, F. Tung, G. Oliveira
Abstract Paper BibTeX
Optimizing Deeper Transformers on Small Datasets
Association for Computational Linguistics (ACL), 2021
Authors: P. Xu , D. Kumar, W. Yang , W. Zi , K. Tang , C. Huang , J. Chi Kit Cheung, S. Prince, Y. Cao
Abstract Paper BibTeX
A Globally Normalized Neural Model for Semantic Parsing
Workshop at Association for Computational Linguistics (ACL), 2021
Authors: C. Huang , W. Yang , Y. Cao , O. R. Zaïane, L. Mou
Abstract Paper BibTeX
Code Generation from Natural Language with Less Prior Knowledge and More Monolingual Data
Association for Computational Linguistics (ACL), 2021
Authors: S. Norouzi, K. Tang , Y. Cao
Abstract Paper BibTeX
TURING: an Accurate and Interpretable Multi-Hypothesis Cross-Domain Natural Language Database Interface
Association for Computational Linguistics (ACL), 2021
Authors: *P. Xu , *W. Zi , H. Shahidi , A. Kádár , K. Tang , W. Yang , J. Ateeq , H. Barot , M. Alon , Y. Cao
* Denotes equal contribution
Abstract Paper BibTeX
Polarized-VAE: Proximity Based Disentangled Representation Learning for Text Generation
European Chapter of the Association for Computational Linguistics (EACL), 2021
Authors: V. Balasubramanian, I. Kobyzev, H. Bahuleyan, O. Vechtomova
Abstract Paper BibTeX
Learning Discriminative Prototypes with Dynamic Time Warping
Conference on Computer Vision and Pattern Recognition (CVPR), 2021
Authors: X. Chang , F. Tung , G. Mori
Abstract Paper BibTeX
Variational Selective Autoencoder: Learning from Partially-Observed Heterogeneous Data
International Conference on Artificial Intelligence and Statistics (AISTATS), 2021
Authors: Y. Gong, H. Hajimirsadeghi , J. He , T. Durand , G. Mori
Abstract Paper BibTeX
Wavelet Flow: Fast Training of High Resolution Normalizing Flows
Conference on Neural Information Processing Systems (NeurIPS), 2020
Authors: J. Yu, K. Derpanis, M. Brubaker
Abstract Paper BibTeX Blog Code
Modeling Continuous Stochastic Processes with Dynamic Normalizing Flows
Neural Information Processing Systems (NeurIPS), 2020
Authors: R. Deng, B. Chang, M. Brubaker, G. Mori, A. Lehrmann
Abstract Paper BibTeX Blog