Papers#
2026#
TradeFM: A Generative Foundation Model for Trade-flow and Market Microstructure
S. Sood*, M. Kawawa-Beaudan*, D. Borrajo, M. Veloso
International Conference on Machine Learning (ICML), Workshop on Foundation Models for Structured Data, 2026 ·Pairwise Likelihood Ranking for Imbalanced Sequence Classification
S. Sood*, M. Kawawa-Beaudan*, T. Balch, M. Veloso
European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases (ECML-PKDD), 2026One Token per Trade: Multi-Resolution Limit Order Book Forecasting with a Foundation Model
S. Sood, M. Kawawa-Beaudan, Z. Guo, D. Borrajo
Under Review
2025#
- FinGraphEx: High Fidelity Financial Knowledge Graph Extraction
S. Sood*, K. Papasotiriou*, M. Kawawa-Beaudan, D. Borrajo, M. Veloso
ACM International Conference on AI in Finance (ICAIF), 2025
2024#
AI in Investment Analysis: LLMs for Equity Stock Ratings
K. Papasotiriou, S. Sood, S. Reynolds, T. Balch
ACM International Conference on AI in Finance (ICAIF), 2024 ·Behavioral Sequence Modeling with Ensemble Learning
M. Kawawa-Beaudan, S. Sood, S. Palande, G. Mani, T. Balch, M. Veloso
Neural Information Processing Systems (NeurIPS), Workshop on Behavioral ML, 2024 ·Ensemble Methods for Sequence Classification with Hidden Markov Models
S. Sood*, M. Kawawa-Beaudan*, S. Palande, G. Mani, T. Balch, M. Veloso
arXiv preprint ·
2023#
Synthetic Data Applications in Finance
V. K. Potluru, D. Borrajo, A. Coletta, N. Dalmasso, Y. El-Laham, S. Sood, …
arXiv preprint ·Deep Reinforcement Learning for Optimal Portfolio Allocation
S. Sood, K. Papasotiriou, M. Vaiciulis, T. Balch
International Conference on Automated Planning and Scheduling (ICAPS), Workshop on Financial Planning, 2023 ·
2021#
- Visual Time Series Forecasting: An Image-driven Approach
S. Sood*, Z. Zeng*, N. Cohen, T. Balch, M. Veloso
ACM International Conference on AI in Finance (ICAIF), 2021 ·
2020#
- Debiasing Classifiers: Is Reality at Variance with Expectation?
A. Agrawal, F. Pfisterer, B. Bischl, F. Buet-Golfouse, S. Sood, J. Chen, …
arXiv preprint ·
2018#
- Dungeons and DQNs: Toward Reinforcement Learning Agents that Play Tabletop Roleplaying Games
L. J. Martin, S. Sood, M. O. Riedl
AAAI Conference on Artificial Intelligence and Interactive Digital Entertainment (INT/WICED@AIIDE), 2018 ·
2017#
- Cross-domain Perceptual Reward Functions
A. D. Edwards, S. Sood, C. L. Isbell Jr
Conference on Reinforcement Learning and Decision Making (RLDM), 2017 ·
* denotes equal contribution
Patents#
4 granted · 2 filed
- Method and system for forecasting time series by image inpainting
US 12,541,828 (2026) - Method and system for generating keywords
US 12,235,907 (2025) - Method for automatically identifying signals or patterns in time series data
US 11,586,845 (2023) - Method and system for detecting anomalous behavior in stream data
US 12,585,762 (2026) - Method and system for fine-tuning LLMs in generating stock ratings predictions
Filed (2025) - System and method for classifying behaviors in sequence data
Filed (2025)