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…

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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Madelyn receives 2024 CSE HACKS Spirit Award

  SRG PhD candidate Madelyn Gatchel bagged this year's CSE HACKS Spirit Award for exemplifying the CSE Division's values of honesty, achievement, cooperation, knowledge, and service. She was formally recognized, along with an amazing…

Chris Mascioli

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Madelyn Gatchel Passes Prelim

Madelyn Gatchel passed the CSE prelim exam, based on her directed study project titled “Learning Parameterized Families of Games”. Congratulations, Madelyn!

Learning Parameterized Families of Games

M Gatchel and B Wiedenbeck 22nd International Conference on Autonomous Agents and Multi-Agent Systems (AAMAS), pp. 1044–1052, June 2023. Abstract To understand the impact of parameters in strategic environments, typical game-theoretic analysis…
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Austin Nguyen

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Madelyn Gatchel