This workshop will provide a forum to young researchers, senior academics, and industry  experts to discuss the impact of ongoing digitization on the financial system. We invite  submissions of high quality theoretical or empirical research papers and posters on the effect of artificial intelligence, big data, FinTech, and other aspects of digitization in the world of  finance and economics. Accepted papers will be presented alongside talks by high-profile invited speakers from academia and industry.

For details and a list of confirmed speakers, please see the attached PDF document or our website: http://digifin-workshop.com

Submissions should be in the form of an extended abstract (1-2  pages) or a full paper including a short abstract. The submission deadline is November 15.

In case of further questions, please do not hestitate to contact: digifin@bf.uzh.ch

organizers:

Vladimir Petrov (Dept. of Banking and Finance, University of Zurich)
Olga Briukhova (Dept. of Banking and Finance, University of Zurich)
Steffen Schuldenzucker (Dept. of Informatics, University of Zurich, and Dept. of Computer Science, Goethe University Frankfurt)

@UMengineering Michael Wellman: “Are trading algorithms a threat? Maybe.” #FinReg https://t.co/Z22I7fzChU pic.twitter.com/CHyxrhzJzw

— Michigan CFLP (@UMFinReg) October 22, 2015

A special symposium to present the latest research to come out of the Michigan AI Lab, and celebrate our research accomplishments. The program will comprise presentations by AI Lab grad students of research results presented at conferences over this academic year.

All are welcome to attend.  So that we can get an accurate headcount for food planning, please RSVP by clicking here.

Schedule Overview

Detailed List of Presentations, by Session

** indicates presenter

Session 1

AI-STATS (Apr 14 / Reykjavik)

International Conference on Artificial Intelligence and Statistics

• Characterizing EVOI-Sufficient k-Response Query Sets in Decision Problems
  • **Robert Cohn, Satinder Singh, Edmund Durfee

COLT (May 14 / Barcelona)

Conference on Learning Theory

• Online Linear Optimization via Smoothing
  • Jacob Abernethy, **Chansoo Lee, Abhinav Sinha, Ambuj Tewari

ACM Multimedia (Nov 14 / Orlando, FL)

ACM International Conference on Multimedia

• Say Cheese vs. Smile: Reducing Speech-Related Variability for Facial Emotion Recognition
  • **Yelin Kim and Emily Mower Provost

ICMI (Nov 14 / Istanbul)

International Conference on Multimodal Interaction

• Deception detection using a multimodal approach
  • **Mohamed Abouelenien, **Verónica Pérez-Rosas, Rada Mihalcea, and Mihai Burzo

NIPS (Dec 14 / Montréal)

Neural Information Processing Systems Conference

• Deep Learning for Real-Time Atari Game Play Using Offline Monte-Carlo Tree Search Planning
  • **Xiaoxiao Guo, Satinder Singh, Honglak Lee, Richard Lewis, Xiaoshi Wang
• Improved Multimodal Deep Learning with Variation of Information
  • **Kihyuk Sohn, Wenling Shang, and Honglak Lee

Session 2

AAAI (Jan 15 / Austin, TX)

AAAI Conference on Artificial Intelligence

• Mechanism Design for Team Formation
  • **Mason Wright and Yevgeniy Vorobeychik
• Ontology-based Information Extraction with a Cognitive Agent
  • **Peter Lindes, Deryle W. Lonsdale, David W. Embley
• Spontaneous Retrieval from Long-Term Memory in a Cognitive Architecture
  • **Justin Li and John Laird

AAMAS (May 15 / Istanbul)

International Conference on Autonomous Agents and Multi-Agent Systems

• The Dependence of Effective Planning Horizon on Model Accuracy
  • **Nan Jiang, Alex Kulesza, Satinder Singh, Richard Lewis

ICWSM (May 15 / Oxford)

International Conference on Web and Social Media

• Values in Words: Using Language to Evaluate and Understand Personal Values
  • Ryan L. Boyd, **Steven R. Wilson, James W. Pennebaker, Michal Kosinski, David J. Stillwell, and Rada Mihalcea

AI-STATS (May 15 / San Diego, CA)

International Conference on Artificial Intelligence and Statistics

• Low-Rank Spectral Learning with Weighted Loss Functions
  • **Alex Kulesza, Nan Jiang, Satinder Singh

Session 3

CVPR (Jun 15 / Boston, MA)

IEEE Conference on Computer Vision and Pattern Recognition

• Can Humans Fly? Action Understanding with Multiple Classes of Actors
  • **Chenliang Xu, S.-H. Hsieh, Caiming Xiong, Jason J. Corso
• Improving Object Detection with Deep Convolutional Networks via Bayesian Optimization and Structured Prediction
  • **Yuting Zhang, Kihyuk Sohn, Ruben Villegas, Gang Pan, and Honglak Lee
• Mining Semantic Affordances of Visual Object Categories
  • **Yu-Wei Chao, Zhan Wang, Rada Mihalcea, Jia Deng

A special symposium to present the latest research to come out of the Michigan AI Lab, and celebrate our research accomplishments. The program will comprise presentations by AI Lab grad students of research results presented at conferences over this academic year.

All are welcome to attend.  So that we can get an accurate headcount for food planning, please RSVP by clicking here.

Schedule Overview

Detailed List of Presentations, by Session

** indicates presenter

Session 1

ICCM (Jul 13 / Ottawa, ON)

International Conference on Cognitive Modelling

• The computational problem of prospective memory retrieval
  • **Justin Li and John E. Laird

ACL (Aug 13 / Sofia)

Annual Meeting of the Association for Computational Linguistics

• A system for summarizing scientific topics starting from keywords
  • **Rahul Jha, Amjad Abu-Jbara, and Dragomir Radev
• Utterance-level multimodal sentiment analysis
  • **Veronica Perez-Rosas, Rada Mihalcea and Louis-Philippe Morency

BMVC (Sep 13 / Bristol, UK)

British Machine Vision Conference

• Focusing attention on visual features that matter
  • **Grace Tsai and Benjamin Kuipers

IROS (Nov 13 / Tokyo)

IEEE/RSJ International Conference on Intelligent Robots and Systems

• AprilCal: Assisted and repeatable camera calibration
  • **Andrew Richardson, Johannes Strom, and Edwin Olson
• Inferring categories to accelerate the learning of new classes
  • **Robert Goeddel and Edwin Olson
• Predicting object functionality using physical simulations
  • **Lauren Hinkle and Edwin Olson

Session 2

NIPS (Dec 13 / Lake Tahoe, NV)

Neural Information Processing Systems Conference

• Adaptive multi-column deep neural networks with application to robust image denoising
  • **Forest Agostinelli, Michael R. Anderson, and Honglak Lee
• Reward mapping for transfer in long-lived agents
  • **Xiaoxiao Guo, Satinder Singh, and Richard L. Lewis

ACS (Dec 13 / Baltimore, MD)

Conference on Advances in Cognitive Systems

• Learning task formulations through situated interactive instruction
  • **James R. Kirk and John E. Laird

ICASSP (May 14 / Florence)

International Conference on Acoustics, Speech and Signal Processing

• Automatic analysis of speech quality for aphasia treatment
  • **Duc Le, Keli Licata, Elizabeth Mercado, Carol Persad, and Emily Mower Provost

AAMAS (May 14 / Paris)

International Conference on Autonomous Agents and Multi-Agent Systems

• Bootstrap statistics for empirical games
  • **Bryce Wiedenbeck, Ben-Alexander Cassell, and Michael Wellman
• Improving UCT planning via approximate homomorphisms
  • **Nan Jiang, Satinder Singh, and Richard Lewis
• Signal structure and strategic information acquisition
  • **Erik Brinkman, Michael Wellman, and Scott Page

Session 3

EC (Jun 14 / Palo Alto, CA)

ACM Conference on Economics and Computation

• Characterization of strategic cascades on networks
  • **Travis Martin, Grant Schoenebeck, and Michael P. Wellman
• Information aggregation in exponential family markets
  • **Sindhu Kutty, Jacob Abernethy, Sébastien Lahaie, and Rahul Sami

ICML (Jun 14 / Beijing)

International Conference on Machine Learning

• Learning representations for interacting manifolds with higher-order Boltzmann machines
  • **Scott Reed, Kihyuk Sohn, Yuting Zhang, and Honglak Lee

AAAI (Jul 14 / Quebec City)

AAAI Conference on Artificial Intelligence

• Evaluating trauma patients: Addressing missing covariates using joint optimization
  • **Alexander Van Esbroeck, Satinder Singh, Ilan Rubinfeld, and Zeeshan Syed
• Learning goal-oriented hierarchical tasks from situated interactive instruction
  • **Shiwali Mohan and John E. Laird
• Multiagent metareasoning through organizational design
  • **Jason Sleight and Edmund Durfee

All are welcome to attend.  So that we can get an accurate headcount for food planning, please RSVP by clicking here.

Schedule Overview

Detailed List of Presentations, by Session

** indicates presenter

Session 1

IROS (Oct 12 / Vilamoura, Algarve, Portugal)

IEEE/RSJ International Conference on Intelligent Robots and Systems

• DART: A Particle-Based Method for Generating Easy-To-Follow Directions
  • **Robert Goeddel and Edwin Olson
• Dynamic visual understanding of the local environment for an indoor navigating robot
  • **Grace Tsai and Benjamin Kuipers
• Efficient search for correct and useful topological maps
  • **Collin Johnson and Benjamin Kuipers
• Gaussian Process for Lens Distortion Modeling
  • **Pradeep Ranganathan and Edwin Olson
• Multi-sensor ATTenuation Estimation (MATTE): Signal-strength prediction for teams of robots
  • **Johannes H. Strom and Edwin Olson

Advances in Cognitive Systems (Dec 12 / Palo Alto, CA)

Conference on Advances in Cognitive Systems

• Acquiring Grounded Representations of Words with Situated Interactive Instruction
  • **Shiwali Mohan, Aaron Mininger, James Kirk, and John E. Laird

AAMAS (May 13 / St. Paul, MN)

International Conference on Autonomous Agents and Multi-Agent Systems

• Organizational Design Principles and Techniques for Decision-Theoretic Agents
  • **Jason Sleight and Edmund H. Durfee

Session 2

ICRA (May 13 / Karlsruhe)

IEEE International Conference on Robotics and Automation

• Autonomous person pacing and following with Model Predictive Equilibrium Point Control
  • **Jong Jin Park and Benjamin Kuipers
• Learning Convolutional Filters for Interest Point Detection
  • **Andrew Richardson and Edwin Olson
• VisAGGE: Visible Angle Grid for Glass Environments
  • **Paul Foster, Zhenghong Sun, Jong Jin Park, and Benjamin Kuipers

ICASSP (May 13 / Vancouver)

International Conference on Acoustics, Speech and Signal Processing

• Emotion Classification via Utterance-Level Dynamics: A Pattern-Based Approach to Characterizing Affective Expressions
  • **Yelin Kim and Emily Mower Provost

NAACL-HLT (Jun 13 / Atlanta)

Conference of the North American Chapter of the Association for Computational Linguistics: Human Language Technologies

• Labeling the Languages of Words in Mixed-Language Documents using Weakly Supervised Methods
  • **Benjamin King and Steven Abney
• Purpose and Polarity of Citation: Towards NLP-based Bibliometrics
  • **Amjad Abu-Jbara, Jefferson Ezra, and Dragomir Radev

EC (Jun 13 / Philadelphia)

ACM Conference on Electronic Commerce

• Latency Arbitrage, Market Fragmentation, and Efficiency: A Two-Market Model
  • **Elaine Wah and Michael P. Wellman

Session 3

ICML (Jun 13 / Atlanta)

International Conference on Machine Learning

• Learning and Selecting Features Jointly with Point-wise Gated Boltzmann Machines
  • **Kihyuk Sohn, Guanyu Zhou, Chansoo Lee, and Honglak Lee.

AAAI (Jul 13 / Bellevue, WA)

AAAI Conference on Artificial Intelligence

• Learning Integrated Symbolic and Continuous Action Models for Continuous Domains
  • **Joseph Xu and John E. Laird
• Preemptive Strategies for Overcoming the Forgetting of Goals
  • **Justin Li and John E. Laird

AAAI-12 tutorial presented by Michael Wellman and Amy Greenwald.

Sunday 22 July 2012, Sheraton Centre Toronto Hotel

*UPDATE* slides now posted here, in four parts

1. Intro to Trading Agents and Auction Fundamentals (Wellman)
2. Interdependent Markets (Greenwald)
3. Complex Market Scenarios (Greenwald)
4. Continuous Double Auctions, Empirical Game Analysis (Wellman)

Overview

This tutorial frames and motivates the problem of developing automated trading strategies for electronic markets. It surveys the state-of-the-art in analyzing strategies for basic market games, covers examples of more complex (intractable) market scenarios, and presents a general methodology (empirical and game-theoretic) for trading agent design and analysis.

Audience and Goal

Bidding in electronic markets is pervasive throughout the modern economy, from finance (markets in equities, currency, commodities), to electronic commerce (eBay and its ilk), to supply chains (B2B marketplaces), to Internet advertising (search and display ad exchanges). We use illustrative examples of these domains to motivate the problems, which we then address at the more abstract level of generic auction environments, or canonical trading games.

The tutorial is designed for those interested in trading domains as an application area for AI methods, for either research or practice. It will be broadly accessible to an AI audience. Previous exposure to basic concepts of game theory (e.g., the definition of Nash equilibrium) is assumed. Some knowledge of auctions is helpful, but not required.

If successful, tutorial participants will walk away with an understanding of:

• how autonomous trading agents are or can be applied to real-world markets,
• what is and is not known about strategies for canonical trading games,
• key building blocks of successful trading strategies,
• what to consider in evaluating particular agent designs,
• how to combine analysis and search to derive new and improved trading strategies.

Tutorial Materials

The tutorial will be largely based on materials from a recent M&C Synthesis Lecture:

MP Wellman, Trading Agents, Morgan & Claypool Publishers, 2010.

It will also draw on:

MP Wellman, A Greenwald, and P Stone, Autonomous Bidding Agents: Lessons from the Trading Agent Competition, MIT Press, 2007.

Schedule of Topics (rough and subject to adjustment)

9:00am

• What is a trading agent? Definition of automated trading, examples. Program trading in financial markets. Proxy bidding and simple bidding tools for Internet auctions.
• Auctions and markets. Basic definitions, motivation, general framework.
• Trading in simple (both operationally and analytically) auctions. Auction-theoretic solutions to sealed-bid and open outcry auctions.
• Dealing with interdependent values, and the “winner’s curse”.

10:30am   BREAK

11:00am

• Trading in operationally simple yet analytically intractable auctions.
  • Continuous double auctions (CDAs).
  • Simultaneous ascending auctions.
  • Simultaneous one-shot auctions.
  • Sequential auctions
• Richer trading domains: Examples and case studies from the Trading Agent Competition
  • dealing with interdependent markets, supply chains, bidding in ad auctions
• Methodology for trading agent design and analysis.
• Conclusion. Outlook for trading agents.

• Algorithms for Finding Approximate Formations in Games (PR Jordan & MPW)

The conference also featured papers co-authored by several SRG alumni

• Automated Channel Abstraction for Advertising Auctions (WE Walsh)
• Decomposed Utility Functions and Graphical Models for Reasoning about Preferences (Y Engel)
• Security Games with Arbitrary Schedules: A Branch and Price Approach (C Kiekintveld)
• Transferable Utility Planning Games (Y Engel)
• Urban Security: Game-Theoretic Resource Allocation in Networked Physical Domains (C Kiekintveld)