A. Calinescu
University of Oxford
H-index: 20
Europe-United Kingdom
Top articles of A. Calinescu
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Order Flow Decomposition for Price Impact Analysis in Equity Limit Order Books | Bogdan Sitaru Anisoara Calinescu Mihai Cucuringu | 2023/11/27 | |
Bayesian calibration of differentiable agent-based models | arXiv preprint arXiv:2305.15340 | Arnau Quera-Bofarull Ayush Chopra Anisoara Calinescu Michael Wooldridge Joel Dyer | 2023/5/24 |
Generative AI for End-to-End Limit Order Book Modelling: A Token-Level Autoregressive Generative Model of Message Flow Using a Deep State Space Network | Peer Nagy Sascha Frey Silvia Sapora Kang Li Anisoara Calinescu | 2023/11/27 | |
Don’t simulate twice: one-shot sensitivity analyses via automatic differentiation | A Quera-Bofarull A Chopra J Aylett-Bullock C Cuesta-Lazaro A Calinescu | 2023 | |
JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading | Sascha Yves Frey Kang Li Peer Nagy Silvia Sapora Christopher Lu | 2023/11/27 | |
BlackBIRDS: Black-Box Inference foR Differentiable Simulators | Journal of Open Source Software | Arnau Quera-Bofarull Joel Dyer Anisoara Calinescu J Doyne Farmer Michael Wooldridge | 2023/9/28 |
Interventionally Consistent Surrogates for Agent-based Simulators | arXiv preprint arXiv:2312.11158 | Joel Dyer Nicholas Bishop Yorgos Felekis Fabio Massimo Zennaro Anisoara Calinescu | 2023/12/18 |
Gradient-assisted calibration for financial agent-based models | Joel Dyer Arnau Quera-Bofarull Ayush Chopra J Doyne Farmer Anisoara Calinescu | 2023/11/27 | |
Some challenges of calibrating differentiable agent-based models | arXiv preprint arXiv:2307.01085 | Arnau Quera-Bofarull Joel Dyer Anisoara Calinescu Michael Wooldridge | 2023/7/3 |
Digital Twins: State of the Art Theory and Practice, Challenges, and Open Research Questions | Journal of Industrial Information Integration, 2022 | A Sharma E Kosasih J Zhang A Brintrup A Calinescu | 2022 |
Complexity transfer in supplier-customer systems | Production Planning & Control | Luisa Huaccho Huatuco Janet Smart Anisoara Calinescu Suja Sivadasan | 2021/7/4 |
How market ecology explains market malfunction | Proceedings of the National Academy of Sciences | Maarten P Scholl Anisoara Calinescu J Doyne Farmer | 2021/6/29 |
Secure traveling salesman problem with intelligent transport systems features | Logic Journal of the IGPL | Gloria Cerasela Crişan Camelia-M Pintea Anisoara Calinescu Corina Pop Sitar Petrică C Pop | 2021/12 |
Supply chain digital twin framework design: an approach of supply chain operations reference model and system of systems | arXiv preprint arXiv:2107.09485 | Jie Zhang Alexandra Brintrup Anisoara Calinescu Edward Kosasih Angira Sharma | 2021/7/19 |
feamiR: Feature selection based on Genetic Algorithms for predicting miRNA-mRNA interactions | Eleanor C. Williams Anisoara Calinescu Irina Mohorianu | 2020 |
