Policy Abstraction and Nash Refinement in Tree-Exploiting PSRO
C Konicki, M Chakraborty, and MP Wellman
24th International Conference on Autonomous Agents and Multiagent Systems (AAMAS), May 2025. Forthcoming.
Abstract
Policy Space Response Oracles (PSRO) interleaves empirical game-theoretic analysis…
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…
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…
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…
Zun Li defends dissertation
On 17 January 2024, Zun Li successfully defended his PhD dissertation titled, "Artificial Intelligence Algorithms for Large Economic and Computer Games."
Thanks to the dissertation committee members:
Michael Wellman (chair)
…