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Danial Dervovic
Danial Dervovic
JP Morgan AI Research; University College London
Verified email at jpmchase.com - Homepage
Title
Cited by
Cited by
Year
Generating synthetic data in finance: opportunities, challenges and pitfalls
SA Assefa, D Dervovic, M Mahfouz, RE Tillman, P Reddy, M Veloso
Proceedings of the First ACM International Conference on AI in Finance, 1-8, 2020
1602020
Quantum linear systems algorithms: a primer
D Dervovic, M Herbster, P Mountney, S Severini, N Usher, L Wossnig
arXiv preprint arXiv:1802.08227, 2018
1042018
Get real: Realism metrics for robust limit order book market simulations
S Vyetrenko, D Byrd, N Petosa, M Mahfouz, D Dervovic, M Veloso, ...
Proceedings of the First ACM International Conference on AI in Finance, 1-8, 2020
602020
Counterfactual shapley additive explanations
E Albini, J Long, D Dervovic, D Magazzeni
Proceedings of the 2022 ACM Conference on Fairness, Accountability, and …, 2022
422022
Counterfactual explanations for arbitrary regression models
T Spooner, D Dervovic, J Long, J Shepard, J Chen, D Magazzeni
arXiv preprint arXiv:2106.15212, 2021
242021
Non-parametric stochastic sequential assignment with random arrival times
D Dervovic, P Hassanzadeh, S Assefa, P Reddy
arXiv preprint arXiv:2106.04944, 2021
52021
Optimal admission control for multiclass queues with time-varying arrival rates via state abstraction
M Rigter, D Dervovic, P Hassanzadeh, J Long, P Zehtabi, D Magazzeni
Proceedings of the AAAI Conference on Artificial Intelligence 36 (9), 9918-9925, 2022
32022
For every quantum walk there is a (classical) lifted Markov chain with faster mixing time
D Dervovic
arXiv preprint arXiv:1712.02318, 2017
32017
Systems and methods for multi-agent based fraud detection
SA Assefa, S Siddagangappa, D Dervovic, PP Reddy, MM Veloso
US Patent App. 17/118,209, 2022
22022
On the connection between game-theoretic feature attributions and counterfactual explanations
E Albini, S Sharma, S Mishra, D Dervovic, D Magazzeni
Proceedings of the 2023 AAAI/ACM Conference on AI, Ethics, and Society, 411-431, 2023
12023
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, 2022
12022
Systems and methods for fraud detection using game theory
SA Assefa, D Dervovic, S Siddagangappa, PP Reddy, MM Veloso, ...
US Patent App. 16/941,647, 2022
12022
Tradeoffs in streaming binary classification under limited inspection resources
P Hassanzadeh, D Dervovic, S Assefa, P Reddy, M Veloso
Proceedings of the Second ACM International Conference on AI in Finance, 1-9, 2021
12021
Calibrating over-parametrized simulation models: A framework via eligibility set
Y Bai, T Balch, H Chen, D Dervovic, H Lam, S Vyetrenko
arXiv preprint arXiv:2105.12893, 2021
12021
Quantum Computation, Markov Chains and Combinatorial Optimisation
D Dervovic
UCL (University College London), 2020
12020
Characterizing Multimodal Long-form Summarization: A Case Study on Financial Reports
T Cao, N Raman, D Dervovic, C Tan
arXiv preprint arXiv:2404.06162, 2024
2024
Method and system for optimal stopping using fast probabilistic learning algorithms
K Dwarakanath, D Dervovic, P Tavallali, S Vyetrenko, TR Balch
US Patent App. 18/203,748, 2024
2024
Surrogate Assisted Monte Carlo Tree Search in Combinatorial Optimization
S Amiri, P Zehtabi, D Dervovic, M Cashmore
arXiv preprint arXiv:2403.09925, 2024
2024
Balancing Fairness and Accuracy in Data-Restricted Binary Classification
ZMB Lazri, D Dervovic, A Polychroniadou, I Brugere, D Dachman-Soled, ...
arXiv preprint arXiv:2403.07724, 2024
2024
Balancing Fairness and Accuracy in Data-Restricted Binary Classification
Z McBride Lazri, D Dervovic, A Polychroniadou, I Brugere, ...
arXiv e-prints, arXiv: 2403.07724, 2024
2024
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