Vyetrenko, Svitlana

15 publications

TMLR 2026 DiffCATS: Causally Associated Time-Series Generation Through Diffusion Models Giuseppe Masi, Andrea Coletta, Elizabeth Fons, Svitlana Vyetrenko, Novella Bartolini

ICML 2025 LOB-Bench: Benchmarking Generative AI for Finance - An Application to Limit Order Book Data Peer Nagy, Sascha Yves Frey, Kang Li, Bidipta Sarkar, Svitlana Vyetrenko, Stefan Zohren, Ani Calinescu, Jakob Nicolaus Foerster

ICML 2025 LSCD: Lomb–Scargle Conditioned Diffusion for Time Series Imputation Elizabeth Fons, Alejandro Sztrajman, Yousef El-Laham, Luciana Ferrer, Svitlana Vyetrenko, Manuela Veloso

UAI 2025 Mixup Regularization: A Probabilistic Perspective Yousef El-Laham, Niccolo Dalmasso, Svitlana Vyetrenko, Vamsi K. Potluru, Manuela Veloso

TMLR 2025 Privacy-Aware Time Series Synthesis via Public Knowledge Distillation Penghang Liu, Haibei Zhu, Eleonora Kreacic, Svitlana Vyetrenko

TMLR 2025 Variational Neural Stochastic Differential Equations with Change Points Yousef El-Laham, Zhongchang Sun, Haibei Zhu, Tucker Balch, Svitlana Vyetrenko

NeurIPSW 2024 A Language Model-Guided Framework for Mining Time Series with Distributional Shifts Haibei Zhu, Yousef El-Laham, Elizabeth Fons, Svitlana Vyetrenko

TMLR 2024 iHyperTime: Interpretable Time Series Generation with Implicit Neural Representations Elizabeth Fons, Alejandro Sztrajman, Yousef El-Laham, Andrea Coletta, Alexandros Iosifidis, Svitlana Vyetrenko

UAI 2023 Deep Gaussian Mixture Ensembles Yousef El-Laham, Niccolo Dalmasso, Elizabeth Fons, Svitlana Vyetrenko

NeurIPSW 2023 INTAGS: Interactive Agent-Guided Simulation Song Wei, Andrea Coletta, Svitlana Vyetrenko, Tucker Balch

ICML 2023 K-SHAP: Policy Clustering Algorithm for Anonymous Multi-Agent State-Action Pairs Andrea Coletta, Svitlana Vyetrenko, Tucker Balch

NeurIPS 2023 On the Constrained Time-Series Generation Problem Andrea Coletta, Sriram Gopalakrishnan, Daniel Borrajo, Svitlana Vyetrenko

NeurIPSW 2022 A Synthetic Limit Order Book Dataset for Benchmarking Forecasting Algorithms Under Distributional Shift Defu Cao, Yousef El-Laham, Loc Trinh, Svitlana Vyetrenko, Yan Liu

NeurIPSW 2022 Few-Shot Learnable Augmentation for Financial Time Series Prediction Under Distribution Shifts Dat Huynh, Elizabeth Fons, Svitlana Vyetrenko

NeurIPSW 2022 HyperTime: Implicit Neural Representations for Time Series Elizabeth Fons, Alejandro Sztrajman, Yousef El-Laham, Alexandros Iosifidis, Svitlana Vyetrenko