A game-theoretic approach for hierarchical epidemic control

F Jia, A Mate, Z Li, S Jabbari, M Chakraborty, M Tambe, MP Wellman, and Y Vorobeychik Autonomous Agents and Multi-Agent Systems, 39, 14:1–37 (2025). Abstract We design and analyze a multi-level game-theoretic model of hierarchical policy…
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SRG paper wins Best Paper Award at ICAIF 2024

The paper titled "The Effect of Liquidity on the Spoofability of Financial Markets," led by Anri Gu, an undergraduate researcher with SRG, and coauthored by our recent PhD alum Yongzhao Wang, current PhD student Chris Mascioli, assistant research…

Market Making with Learned Beta Policies

Y Wang, R Savani, A Gu, C Mascioli, T Turocy, and MP Wellman 5th ACM International Conference on AI in Finance (ICAIF), pages 643-651, November 2024. Abstract In market making, a market maker (MM) can concurrently place many buy and sell…

A Financial Market Simulation Environment for Trading Agents Using Deep Reinforcement Learning

C Mascioli, A Gu, Y Wang, M Chakraborty, and MP Wellman 5th ACM International Conference on AI in Finance (ICAIF), pages 117-125, November 2024. Abstract We present PyMarketSim, a financial market simulation environment designed for training…

The Effect of Liquidity on the Spoofability of Financial Markets

A Gu, Y Wang, C Mascioli, R Savani, T Turocy, M Chakraborty, and MP Wellman 5th ACM International Conference on AI in Finance (ICAIF), pages 239-247, November 2024. Recipient of the ICAIF24 Best Paper Award. Abstract We investigate the…
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Katherine Mayo defends dissertation

On 15 May 2024, Katherine Mayo successfully defended her PhD dissertation titled, "A Strategic Agent-Based Analysis of Economic and Technological Changes in Financial Networks." Thanks to the dissertation committee members: Michael…

Fraud Risk Mitigation in Real-Time Payments: A Strategic Agent-Based Analysis

K Mayo, N Grabill, and MP Wellman 33rd International Joint Conference on Artificial Intelligence (IJCAI), pages 157-165, August 2024. Abstract Whereas standard financial mechanisms for payment may take days to finalize, real-time payments…

Learning to Manipulate a Financial Benchmark

M Shearer, G Rauterberg, and MP Wellman Proceedings of 4th ACM International Conference on AI in Finance (ICAIF'23), pages 592–600, November 2023. Abstract Financial benchmarks estimate market values or reference rates used in a wide variety…
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Katherine Mayo defends dissertation proposal

On July 17, 2022, Katherine Mayo presented and successfully defended her dissertation proposal titled "A Strategic Analysis of Economic and Technological Changes in Financial Networks Using Agent-Based Modeling." The dissertation committee…
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Machine Learning, Algorithmic Trading, and Manipulation

Columbia Blue Sky Blog post based on the report by Megan Shearer, Gabriel Rauterberg, and Michael Wellman.