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…
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…
Machine Learning, Algorithmic Trading, and Manipulation
Columbia Blue Sky Blog post based on the report by Megan Shearer, Gabriel Rauterberg, and Michael Wellman.
Megan Shearer defends dissertation
On June 27, 2022, Megan Shearer successfully defended her PhD dissertation titled, "Modeling Trading Strategies in Financial Markets with Data, Simulation, and Deep Reinforcement Learning."
Congratulations, Dr. Shearer! We wish you a bright…
Solving Structured Hierarchical Games Using Differential Backward Induction
Z Li, F Jia, A Mate, S Jabbari, M Chakraborty, M Tambe, and Y Vorobeychik
38th Conference on Uncertainty in Artificial Intelligence (UAI), PMLR 180: pp. 1107–1117, August 2022
Previous version presented at ICLR Workshop on Gamification…
Stability Effects of Arbitrage in Exchange Traded Funds: An Agent-Based Model
M Shearer, D Byrd, TH Balch, and MP Wellman
2nd ACM International Conference on AI in Finance (ICAIF), Article No.: 49, pages 1–9, November 2021.
Abstract
An index-based exchange traded fund (ETF) with underlying securities that trade on…
Timing is Money: The Impact of Arrival Order in Beta-Bernoulli Prediction Markets
B Martin, S Kutty, and M Chakraborty
2nd ACM International Conference on AI in Finance (ICAIF), Article No.: 41, pages 1–9, November 2021.
Abstract
Prediction markets are incentive-based mechanisms for eliciting and combining the diffused,…
An Agent-Based Model of Strategic Adoption of Real-Time Payments
K Mayo, S Fozdar, and MP Wellman
2nd ACM International Conference on AI in Finance (ICAIF), Article No.: 45, pages 1–9, November 2021.
Abstract
Real-time payments (RTPs) allow consumers to receive funds before the completion of payment…