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David Byrd
David Byrd
Assistant Professor, Bowdoin College Dept. of Computer Science
Verified email at bowdoin.edu
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Cited by
Cited by
Year
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
107*2020
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
1002020
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
592020
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
522015
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
492019
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
262019
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
252015
Explaining agent-based financial market simulation
D Byrd
arXiv preprint arXiv:1909.11650, 2019
202019
MicroFedML: Privacy preserving federated learning for small weights
Y Guo, A Polychroniadou, E Shi, D Byrd, T Balch
Cryptology ePrint Archive, 2022
132022
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
112016
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
62021
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
52022
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
52018
Intra-day equity price prediction using deep learning as a measure of market efficiency
D Byrd, TH Balch
arXiv preprint arXiv:1908.08168, 2019
42019
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
32020
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
32019
Learning not to spoof
D Byrd
Proceedings of the Third ACM International Conference on AI in Finance, 139-147, 2022
12022
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
USING CONTINUOUS 3D TRACKING AND REMOTE VIDEO TO ENHANCE MANAGEMENT OF SOCIAL GROUPS OF RHESUS MONKEYS
R Roberts, T Balch, D Byrd, S Gilliland, B Hrolenok, JA Rehg, K Wallen
AMERICAN JOURNAL OF PRIMATOLOGY 84, 2022
2022
How to Evaluate Trading Strategies: Single Agent Market Replay or Multiple Agent Interactive Simulation?
T Hybinette Balch, M Mahfouz, J Lockhart, M Hybinette, D Byrd
arXiv e-prints, arXiv: 1906.12010, 2019
2019
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