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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…

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), Article No.: 41, pages 1–9, November 2021. Abstract Prediction markets are incentive-based mechanisms for eliciting and combining the diffused,…

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…

Building Action Sets in a Deep Reinforcement Learner

Y Wang, A Sinha, S CH-Wang, and MP Wellman 20th IEEE International Conference on Machine Learning and Applications (ICMLA-21), pages 484–489, December 2021. Abstract In many policy-learning applications, the agent may execute a set of actions…

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,…

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. Abstract Policy-Space Response Oracles (PSRO) is a general algorithmic framework for learning policies in…