Policy Abstraction and Nash Refinement in Tree-Exploiting PSRO

C Konicki, M Chakraborty, and MP Wellman 24th International Conference on Autonomous Agents and Multiagent Systems (AAMAS), May 2025. Forthcoming. Abstract Policy Space Response Oracles (PSRO) interleaves empirical game-theoretic analysis…
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SRG paper wins Best Paper Award at ICAIF 2024

The paper titled "The Effect of Liquidity on the Spoofability of Financial Markets," led by Anri Gu, an undergraduate researcher with SRG, and coauthored by our recent PhD alum Yongzhao Wang, current PhD student Chris Mascioli, assistant research…

Market Making with Learned Beta Policies

Y Wang, R Savani, A Gu, C Mascioli, T Turocy, and MP Wellman 5th ACM International Conference on AI in Finance (ICAIF), pages 643-651, November 2024. Abstract In market making, a market maker (MM) can concurrently place many buy and sell…
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Christine Konicki defends dissertation

On 21 October 2024, Christine Konicki successfully defended her PhD dissertation titled, "Exploiting Tree Structure in Empirical Game-Theoretic Analysis for Extensive-Form Games." Thanks to the dissertation committee members: Michael…

A Financial Market Simulation Environment for Trading Agents Using Deep Reinforcement Learning

C Mascioli, A Gu, Y Wang, M Chakraborty, and MP Wellman 5th ACM International Conference on AI in Finance (ICAIF), pages 117-125, November 2024. Abstract We present PyMarketSim, a financial market simulation environment designed for training…

The Effect of Liquidity on the Spoofability of Financial Markets

A Gu, Y Wang, C Mascioli, R Savani, T Turocy, M Chakraborty, and MP Wellman 5th ACM International Conference on AI in Finance (ICAIF), pages 239-247, November 2024. Recipient of the ICAIF24 Best Paper Award. Abstract We investigate the…
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Anri Gu

Navigating in a Space of Game Views

MP Wellman, K Mayo Autonomous Agents and Multi-Agent Systems (JAAMAS), 38(31):1–25, 2024. Abstract Game-theoretic modeling entails selecting the particular elements of a complex strategic situation deemed most salient for strategic analysis.…
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Katherine Mayo defends dissertation

On 15 May 2024, Katherine Mayo successfully defended her PhD dissertation titled, "A Strategic Agent-Based Analysis of Economic and Technological Changes in Financial Networks." Thanks to the dissertation committee members: Michael…