Mason Wright
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Mason Wright defends thesis

Congratulations to Mason Wright, on a successful thesis defense. And a special thanks to Mason's thesis committee members: Grant Schoenebeck Demos Teneketzis Jenna Wiens
Mason Wright

Bounding regret in simulated games

S Jecmen, E Brinkman, and A Sinha ICML-18 Workshop on Exploration in RL, July 2018. Abstract We present a bandit-style problem arising from a specific problem in agent-based modeling of games. In this preliminary work, we provide some initial…
Mason Wright

A Cloaking Mechanism to Mitigate Market Manipulation

X Wang, Y Vorobeychik, and MP Wellman 27th International Joint Conference on Artificial Intelligence, pages 541–547, July 2018. Abstract We propose a cloaking mechanism to deter spoofing, a form of manipulation in financial markets. The…
Mason Wright

Evaluating the stability of non-adaptive trading in continuous double auctions

M Wright and MP Wellman 17th International Conference on Autonomous Agents and Multiagent Systems, pages 614–622, July 2018. Abstract The continuous double auction (CDA) is the predominant mechanism in modern securities markets. Many agent-based…
Erik Brinkman
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Erik Brinkman defends thesis

On Tue 20 Mar, Erik Brinkman successfully defended his thesis, "Understanding financial market behavior through empirical game-theoretic analysis". Congratulations, soon-to-be Dr. Brinkman. Thanks to the thesis committee members: Jacob…
Mason Wright
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Mason Wright Defends Thesis Proposal

Mason Wright successfully defended his thesis proposal last week: Stable Profiles in Simulation-Based Games via Reinforcement Learning and Statistics. Congratulations, Mason.
Mason Wright

A regression approach for modeling games with many symmetric players

B Wiedenbeck, F Yang, and MP Wellman 32nd AAAI Conference on Artificial Intelligence, pages 1266–1273, Feb 2018. Abstract We exploit player symmetry to formulate the representation of large normal-form games as a regression task. This formulation…
Mason Wright

Accounting for strategic response in an agent-based model of financial regulation

F Cheng and MP Wellman Proceedings of the 18th ACM Conference on Economics and Computation, pages 187–203, June 2017. Abstract Due to complex interactions in financial markets, financial regulations can sometimes produce unexpected outcomes,…
Mason Wright

Shading and efficiency in limit-order markets

E Brinkman and MP Wellman Working paper A preliminary version was presented at the IJCAI-16 Workshop on Algorithmic Game Theory. Abstract Strategic shading of bids is typically viewed as a factor degrading the efficiency of auction…
Mason Wright

Empirical mechanism design for optimizing clearing interval in frequent call markets

E Brinkman and MP Wellman Proceedings of the 18th ACM Conference on Economics and Computation, pages 205–221, June 2017. Abstract Several recent authors have advocated for financial markets to move from continuous clearing to discrete…