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Max finishes as finalist at CSE Graduate Honors Competition

Max Smith was one of the five finalists at the 18th Annual CSE Graduate Honors Competition held virtually on Nov 10, 2021, where he delivered a short presentation on his research titled "Strategic Knowledge Transfer." He was selected as the…

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), November 2021 (Forthcoming). Abstract An index-based exchange traded fund (ETF) with underlying securities that trade on the same market…

Timing is Money: The Impact of Arrival Order in Beta-Bernoulli Prediction Markets

B Martin, S Kutty, and M Chakraborty 2nd ACM International Conference on AI in Finance (ICAIF), November 2021 (Forthcoming). Abstract Prediction markets are incentive-based mechanisms for eliciting and combining the diffused, private beliefs…

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), November 2021 (Forthcoming). Abstract Real-time payments (RTPs) allow consumers to receive funds before the completion of payment clearing and settlement.…
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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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New graduate students join SRG

Three new graduate students joined SRG in the Fall 2021 term: PhD student Madelyn Gatchel who just received her BS from Davidson College, and Master's students Rainier Delarosa and Therese Nkeng each of whom has been awarded a JP Morgan AI Research…
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Christine Konicki passes prelim

Christine Konicki passed the CSE prelim exam, based on her directed study project titled "Tree-Exploiting Empirical Game Theoretical Analysis for Extensive-Form Games". Congratulations, Christine!
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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: …
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Max Smith defends thesis proposal

On 27 April 2021, Max Smith presented and successfully defended his dissertation proposal titled "On Efficient Deep Multiagent Reinforcement Learning Through Transfer Learning". The dissertation committee comprises: Michael Wellman [chair] …
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Katherine Mayo passes prelim

Katherine Mayo passed the CSE prelim exam, based on her directed study project: A Strategic Analysis of Portfolio Compression. Congratulations, Katherine!