| Differentially private secure multi-party computation for federated learning in financial applications D Byrd, A Polychroniadou Proceedings of the first ACM international conference on AI in finance, 1-9, 2020 | 198 | 2020 |
| ABIDES: Towards high-fidelity multi-agent market simulation D Byrd, M Hybinette, TH Balch Proceedings of the 2020 ACM SIGSIM Conference on Principles of Advanced …, 2020 | 142* | 2020 |
| Smpai: Secure multi-party computation for federated learning V Mugunthan, A Polychroniadou, D Byrd, TH Balch Proceedings of the NeurIPS 2019 Workshop on Robust AI in Financial Services 21, 2019 | 100 | 2019 |
| 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 | 80 | 2020 |
| Stick it in your ear: Building an in-ear jaw movement sensor A Bedri, D Byrd, P Presti, H Sahni, Z Gue, T Starner Adjunct Proceedings of the 2015 ACM International Joint Conference on …, 2015 | 58 | 2015 |
| How to evaluate trading strategies: Single agent market replay or multiple agent interactive simulation? TH Balch, M Mahfouz, J Lockhart, M Hybinette, D Byrd arXiv preprint arXiv:1906.12010, 2019 | 34 | 2019 |
| Toward silent-speech control of consumer wearables A Bedri, H Sahni, P Thukral, T Starner, D Byrd, P Presti, G Reyes, ... Computer 48 (10), 54-62, 2015 | 30 | 2015 |
| Explaining agent-based financial market simulation D Byrd arXiv preprint arXiv:1909.11650, 2019 | 24 | 2019 |
| MicroFedML: Privacy Preserving Federated Learning for Small Weights. Y Guo, A Polychroniadou, E Shi, D Byrd, T Balch IACR Cryptol. ePrint Arch. 2022, 714, 2022 | 17 | 2022 |
| Collusion resistant federated learning with oblivious distributed differential privacy D Byrd, V Mugunthan, A Polychroniadou, T Balch Proceedings of the Third ACM International Conference on AI in Finance, 114-122, 2022 | 11 | 2022 |
| Participatory Design of STEM Education AR Experiences for Heterogeneous Student Groups: Exploring Dimensions of Tangibility, Simulation, and Interaction B Thompson, L Levy, A Lambeth, D Byrd, J Alcaidinho, I Radu, M Gandy 2016 IEEE International Symposium on Mixed and Augmented Reality (ISMAR …, 2016 | 11 | 2016 |
| Stability effects of arbitrage in exchange traded funds: An agent-based model M Shearer, D Byrd, TH Balch, MP Wellman Proceedings of the second ACM international conference on AI in finance, 1-9, 2021 | 9 | 2021 |
| Learning not to spoof D Byrd Proceedings of the Third ACM International Conference on AI in Finance, 139-147, 2022 | 8 | 2022 |
| The importance of low latency to order book imbalance trading strategies D Byrd, S Palaparthi, M Hybinette, TH Balch arXiv preprint arXiv:2006.08682, 2020 | 6 | 2020 |
| Use of position tracking to infer social structure in rhesus macaques B Hrolenok, T Balch, D Byrd, R Roberts, C Kim, JM Rehg, S Gilliland, ... Proceedings of the Fifth International Conference on Animal-Computer …, 2018 | 6 | 2018 |
| Intra-day equity price prediction using deep learning as a measure of market efficiency D Byrd, TH Balch arXiv preprint arXiv:1908.08168, 2019 | 5 | 2019 |
| Fund Asset Inference Using Machine Learning Methods: What’s in That Portfolio? D Byrd, S Bajaj, TH Balch The Journal of Financial Data Science, 2019 | 4 | 2019 |
| MicroSecAgg: streamlined single-server secure aggregation Y Guo, A Polychroniadou, E Shi, D Byrd, T Balch Cryptology ePrint Archive, 2022 | 3 | 2022 |
| Towards Explaining Exchange Traded Funds’ Impact on Market Volatility Using an Agent-based Model M Shearer, D Byrd, TH Balch Neural Information Processing Systems, 1-10, 2019 | 1 | 2019 |
| Once burned, twice shy? The effect of stock market bubbles on traders that learn by experience H Zhu, S Vyetrenko, K Dwarakanath, T Balch, S Grundl, D Byrd 2023 Winter Simulation Conference (WSC), 291-302, 2023 | | 2023 |
Tucker BalchGoizueta Business School, Emory UniversityVerifisert e-postadresse på emory.edu
