AC
Anisoara Calinescu
cs.LGcs.AIcs.MAq-fin.TRcs.CEstat.MLbioinformaticscs.CYcs.HCcs.SE
On Valency
published · living versionsW_ar5nxgt6·v1 · currentpublished
LOB-Impact Benchmark: Emergent Market Impact in Generative Limit Order Book Models
with George Nigmatulin, Valentin Mohl, Sascha Frey, Kang Li +4
1 version
W_xbqgstd3·v1published
W_59hqxrjv·v1published
Preprints & journals
30 papers in the corpus · 2018–2026Adversarial Post-Training of Foundation Models for High-Frequency Trading2610.25604v1 · Alexandre Bismuth, Kang Li, Aramis Marti-Shahandeh et al.2026 · 0 citationsarXivon Valency
LOB-Impact Benchmark: Emergent Market Impact in Generative Limit Order Book Models2610.27100v1 · George Nigmatulin, Valentin Mohl, Sascha Frey et al.2026 · 0 citationsarXivon Valency
When Language Representations Interact: Separability and Cross-Lingual Effects in LLMs2606.14347v1 · Boris Marinov, Angira Sharma, Christian Schroeder de Witt et al.2026 · 0 citationsarXiv
A Low-Rank Subspace Analysis of LLM Interventions2606.14388v1 · Angira Sharma, Christian Schroeder de Witt, Philip Torr et al.2026 · 0 citationsarXiv
Neural Network-Based Parameter Estimation of a Labour Market Agent-Based Model2602.15572v3 · M Lopes Alves, Joel Dyer, Doyne Farmer et al.2026 · 0 citationsarXiv
JaxMARL-HFT: GPU-Accelerated Large-Scale Multi-Agent Reinforcement Learning for High-Frequency Trading2511.02136v1 · Valentin Mohl, Sascha Frey, Reuben Leyland et al.2025 · 2 citations6th ACM International Conference on AI in Finance (ICAIF '25), November 15-18, 2025, Singapore, Singapore. ACM, New York, NY, USA, 9 pages
Learning to Manage Investment Portfolios beyond Simple Utility Functions2510.26165v1 · Maarten P. Scholl, Mahmoud Mahfouz, Anisoara Calinescu et al.2025 · 1 citationarXiv
Bayesian Decision Making around Experts2510.08113v1 · Daniel Jarne Ornia, Joel Dyer, Nicholas Bishop et al.2025 · 0 citationsarXiv
Sandbagging in a Simple Survival Bandit Problem2509.26239v1 · Joel Dyer, Daniel Jarne Ornia, Nicholas Bishop et al.2025 · 0 citationsarXiv
Painting the market: generative diffusion models for financial limit order book simulation and forecasting2509.05107v1 · Alfred Backhouse, Kang Li, Jakob Foerster et al.2025 · 0 citationsarXiv
Using causal abstractions to accelerate decision-making in complex bandit problems2509.04296v1 · Joel Dyer, Nicholas Bishop, Anisoara Calinescu et al.2025 · 0 citationsarXiv
Automatic Differentiation of Agent-Based Models2509.03303v2 · Arnau Quera-Bofarull, Nicholas Bishop, Joel Dyer et al.2025 · 0 citationsarXiv
Ad-Hoc Human-AI Coordination Challenge2506.21490v2 · Tin Dizdarevi'c, Ravi Hammond, Tobias Gessler et al.2025 · 0 citationsarXiv
IMAGIC-500: IMputation benchmark on A Generative Imaginary Country (500k samples)2506.08844v1 · Siyi Sun, David Antony Selby, Yunchuan Huang et al.2025 · 0 citationsarXiv
Emergent Risk Awareness in Rational Agents under Resource Constraints2505.23436v4 · Daniel Jarne Ornia, Nicholas Bishop, Joel Dyer et al.2025 · 1 citationarXiv
In Which Areas of Technical AI Safety Could Geopolitical Rivals Cooperate?2504.12914v1 · Ben Bucknall, Saad Siddiqui, Lara Thurnherr et al.2025 · 2 citationsarXiv
SAGE: Scalable Ground Truth Evaluations for Large Sparse Autoencoders2410.07456v1 · Constantin Venhoff, Anisoara Calinescu, Philip Torr et al.2024 · 0 citationsarXiv
Forecasting Macroeconomic Dynamics using a Calibrated Data-Driven Agent-based Model2409.18760v1 · Samuel Wiese, Jagoda Kaszowska-Mojsa, Joel Dyer et al.2024 · 4 citationsarXiv
A multi-objective combinatorial optimisation framework for large scale hierarchical population synthesis2407.03180v1 · Imran Mahmood, Nicholas Bishop, Anisoara Calinescu et al.2024 · 1 citationIn proceedings of The European Simulation and Modelling Conference 2023: ESM'2023, Toulouse, France October 24-26, 2023
Causally Abstracted Multi-armed Bandits2404.17493v2 · Fabio Massimo Zennaro, Nicholas Bishop, Joel Dyer et al.2024 · 0 citationsarXiv
Interventionally Consistent Surrogates for Agent-based Simulators2312.11158v1 · Joel Dyer, Nicholas Bishop, Yorgos Felekis et al.2023 · 1 citationarXiv
JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading2308.13289v1 · Sascha Frey, Kang Li, Peer Nagy et al.2023 · 10 citationsarXiv
Generative AI for End-to-End Limit Order Book Modelling: A Token-Level Autoregressive Generative Model of Message Flow Using a Deep State Space Network2309.00638v1 · Peer Nagy, Sascha Frey, Silvia Sapora et al.2023 · 16 citationsarXiv
Some challenges of calibrating differentiable agent-based models2307.01085v1 · Arnau Quera-Bofarull, Joel Dyer, Anisoara Calinescu et al.2023 · 2 citationsarXiv
Bayesian calibration of differentiable agent-based models2305.15340v1 · Arnau Quera-Bofarull, Ayush Chopra, Anisoara Calinescu et al.2023 · 1 citationarXiv
Supply Chain Digital Twin Framework Design: An Approach of Supply Chain Operations Reference Model and System of Systems2107.09485v1 · Jie Zhang, Alexandra Brintrup, Anisoara Calinescu et al.2021 · 14 citationsarXiv
feamiR: Feature selection based on Genetic Algorithms for predicting miRNA-mRNA interactions10.1101/2020.12.23.424130v1 · Williams, E. C., Calinescu, A., Mohorianu, I.2020 · 0 citationsbioRxiv
Digital Twins: State of the Art Theory and Practice, Challenges, and Open Research Questions2011.02833v3 · Angira Sharma, Edward Kosasih, Jie Zhang et al.2020 · 582 citationsarXiv
How Market Ecology Explains Market Malfunction2009.09454v2 · Maarten P. Scholl, Anisoara Calinescu, J. Doyne Farmer2020 · 41 citationsarXiv
Understanding Flash Crash Contagion and Systemic Risk: A Micro-Macro Agent-Based Approach1805.08454v1 · James Paulin, Anisoara Calinescu, Michael Wooldridge2018 · 45 citationsJournal of Economic Dynamics and Control 100 (2019) p.200-229
Career total: 78 works. 30 are in this corpus.
Profile built from the corpus for this byline.
Author records are still filling in while the Hub is in alpha. If this is your page, you'll be able to claim it soon. Spot a mistake? Tell us.