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…
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…
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…
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!
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:
…
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]
…
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!
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), pages 465-473, May 2021.
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
2nd ACM International Conference on AI in Finance (ICAIF), Article No.: 20, pages 1–8, November 2021.
Extended abstract appeared in 20th International Conference on Autonomous Agents and Multiagent Systems (AAMAS),…
Evolution Strategies for Approximate Solution of Bayesian Games
Z Li and MP Wellman
35th AAAI Conference on Artificial Intelligence, pages 5531-5540, Feb 2021.
Abstract
We address the problem of solving complex Bayesian games, characterized by high-dimensional type and action spaces, many (> 2) players,…
