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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), 2022 (Forthcoming) Previous version presented at ICLR Workshop on Gamification and Multiagent…
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Yongzhao Wang defends dissertation proposal

On 10 May 2022, Yongzhao Wang presented and successfully defended his dissertation proposal titled "Multi-agent Learning by Iterative Refinement of Game Models." The dissertation committee comprises: Michael Wellman [chair] Tilman…
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Zun Li defends dissertation proposal

On 27 April 2022, Zun Li presented and successfully defended his dissertation proposal titled "A Modern AI Approach to Strategic Reasoning over Complex Multiagent Systems". The dissertation committee comprises: Michael Wellman [chair] …

Evaluating Strategy Exploration in Empirical Game-Theoretic Analysis

Y Wang, Q Ma and MP Wellman 21st International Conference on Autonomous Agents and Multi-Agent Systems (AAMAS), 2022 (Forthcoming). Abstract In empirical game-theoretic analysis (EGTA), game models are extended iteratively through a process…

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…

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…
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SRG receives grant from Center on Long-Term Risk

SRG recently obtained funding from the Center on Long-term Risk, the research wing of the Effective Altruism Foundation, for a project titled "An Empirical Game-Theoretic Approach to Bargaining Problems" (see project page for further detail…
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Megan Shearer defends thesis proposal

On June 1 2021, Megan Shearer presented and successfully defended her dissertation proposal titled "Modeling Trading Strategies in Financial Markets with Data, Simulation, and Deep Reinforcement Learning". The dissertation committee comprises: …

Spoofing the Limit Order Book: A Strategic Agent-Based Analysis

X Wang, C Hoang, Y Vorobeychik, and MP Wellman Games 2021 12(2) 46, May 2021. Abstract We present an agent-based model of manipulating prices in financial markets through spoofing: submitting spurious orders to mislead traders who learn from…