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Christine Konicki defends dissertation

On 21 October 2024, Christine Konicki successfully defended her PhD dissertation titled, "Exploiting Tree Structure in Empirical Game-Theoretic Analysis for Extensive-Form Games." Thanks to the dissertation committee members: Michael…

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…

Navigating in a Space of Game Views

MP Wellman, K Mayo Autonomous Agents and Multi-Agent Systems (JAAMAS), 38(31):1–25, 2024. Abstract Game-theoretic modeling entails selecting the particular elements of a complex strategic situation deemed most salient for strategic analysis.…
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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…
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SRG paper wins Best Paper Award at ALA 2024 workshop

The paper titled "A Meta-Game Evaluation Framework for Deep Multiagent Reinforcement Learning," authored by Zun Li, while he was a PhD student with SRG, and Michael Wellman just won the best paper award at the 16th Adaptive and Learning Agents…

A Meta-Game Evaluation Framework for Deep Multiagent Reinforcement Learning

Z Li and MP Wellman 33rd International Joint Conference on Artificial Intelligence (IJCAI), pages 148-156, August 2024. earlier version won Best Paper Award at 16th Adaptive and Learning Agents (ALA) Workshop at AAMAS, May 2024. Abstract Evaluating…

Co-Learning Empirical Games and World Models

MO Smith and MP Wellman 1st Reinforcement Learning Conference (RLC), August 2024. Reinforcement Learning Journal, vol. 1, 2024, pp. 1-15. Abstract Game-based decision-making involves reasoning over both world dynamics and strategic interactions…

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…
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Numerix “Trading Tomorrow” Podcast

Michael Wellman was interviewed by James Jockle from Numerix about the implications of AI on financial markets, including market manipulation and regulation. https://www.buzzsprout.com/2243477/14722606