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), November 2024. Forthcoming.
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), November 2024. Forthcoming.
Abstract
We investigate the relationship between market liquidity and spoofing,…
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. Forthcoming.
Abstract
Game-based decision-making involves reasoning over both world dynamics and strategic interactions among the agents. Typically, empirical…
Empirical Game-Theoretic Analysis: A Survey
MP Wellman, K Tuyls, A Greenwald
Accepted to Journal of Artificial Intelligence Research (JAIR), June 2024. To appear.
Abstract
In the empirical approach to game-theoretic analysis (EGTA), the model of the game comes not from declarative…
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)
…
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…
Strategic Knowledge Transfer
MO Smith, T Anthony, MP Wellman
Journal of Machine Learning Research (JMLR), 24(233):1−96, August 2023.
Abstract
In the course of playing or solving a game, it is common to face a series of changing other-agent strategies. These strategies…
Yongzhao Wang defends dissertation
On August 14, 2023, Yongzhao Wang successfully defended his PhD dissertation titled, "Multiagent Learning by Iterative Refinement of Game Models."
Thanks to the dissertation committee members:
Michael Wellman (chair)
Mingyan Liu
…