Log-time Prediction Markets for Interval Securities

M Dudík, X Wang, D Pennock, and D Rothschild 20th International Conference on Autonomous Agents and Multiagent Systems (AAMAS), May 2021 (forthcoming). Abstract We design a prediction market to recover a complete and fully general probability…

A Strategic Analysis of Portfolio Compression

K Mayo and MP Wellman 20th International Conference on Autonomous Agents and Multiagent Systems (AAMAS), Extended Abstract, May 2021 (forthcoming). Abstract Portfolio compression, the netting of cycles in a financial network, is employed…

Evolution Strategies for Approximate Solution of Bayesian Games

Z Li and MP Wellman 35th AAAI Conference on Artificial Intelligence, Feb 2021 (forthcoming). Abstract We address the problem of solving complex Bayesian games, characterized by high-dimensional type and action spaces, many (> 2) players,…

Iterative Empirical Game Solving via Single Policy Best Response

M Smith, T Anthony, and MP Wellman 9th International Conference on Learning Representations (ICLR), Spotlight Presentation, May 2021 (forthcoming). Abstract Policy-Space Response Oracles (PSRO) is a general algorithmic framework for learning…
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Xintong Wang defends dissertation

On Dec 21, 2020, Xintong Wang successfully defended her PhD dissertation titled, "Computational Modeling and Design of Financial Markets: Towards Manipulation-Resistant and Expressive Markets." Congratulations, Dr. Wang! We wish you a…
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Megan receives DEI service award

Megan Shearer is one of the graduate student recipients of the first annual CSE Service Award for Excellence in Climate, Diversity, Equity and Inclusion. The awardees for the 2019-20 cycle were officially recognized by Prof. Westley Weimer at…
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Xintong finishes as finalist at CSE Graduate Honors Competition

Xintong Wang was one of the five finalists at the 17th Annual CSE Graduate Honors Competition held virtually on Nov 11, 2020, where she delivered a 15 min presentation (with QnA) on her research topic "Combining Agent-Based Simulation and…
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Prof. Wellman to talk at IEX ARC

Prof. Wellman will speak on the topic "Generative Adversarial Networks for Amplifying and Extending Financial Market Data" at the second IEX Academic Research Conference on Nov. 19, 2020. The full program of the two-day virtual event is available…
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SRG receives Facebook research award

Our proposal titled "Empirical game-theoretic analysis for web-enabled simulation" sent in response to the request launched by Facebook Research for proposals on agent-based user interaction simulation to find and fix integrity and privacy issues…
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Yongzhao Wang passes prelim

Yongzhao Wang passed the CSE prelim exam, based on his directed study project: Evaluating Strategy Exploration in Empirical Game-Theoretic Analysis. Congratulations, Yongzhao.