Multiscale Network Games of Collusion and Competition

Principal Investigators Michael Wellman (U Michigan) Mingyan Liu (U Michigan) PIs at partner universities: Milind Tambe (University of Southern California) David Kempe (University of Southern California) P. Jeffrey Brantingham…

Detecting Financial Market Manipulation: An Integrated Data- and Model-Driven Approach

Principal Investigators Michael Wellman (U Michigan) Uday Rajan (U Michigan) Michael Barr (U Michigan) PIs at partner universities: Tucker Balch (Georgia Tech) Sponsored by the NSF BIGDATA program, grant IIS-1741190. Project…
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New project on market manipulation

Collaboration with Tucker Balch (Ga Tech), Uday Rajan (UMich), and Michael Barr (UMich), funded by NSF BIGDATA program. CSE news posting.

Understanding and Mitigating AI Threats to the Financial System

Principal Investigators Michael Wellman (U Michigan) Uday Rajan (U Michigan) Sponsored by the Future of Life Institute [FLI investigator page]. Project Summary The devastation of the 2008 financial crisis remains a fresh memory…

When Algorithms Trade: Dynamics, Limits, and Economic Implications

Principal Investigators Michael Wellman (U Michigan) Jacob Abernethy (U Michigan) Project Summary This project conducts a systematic computational study of algorithmic trading. The investigation combines online learning and optimization…

Adversarial and Uncertain Reasoning for Adaptive Cyber-Defense

Principal Investigators Michael Wellman (U Michigan) Satinder Singh (U Michigan) Demosthenis Teneketzis (U Michigan) PIs at partner universities: Sushil Jajodia (George Mason U) [Project Director] George Cybenko (Dartmouth…

Strategic Modeling of Dynamic Credit Networks

Principal Investigator Michael Wellman Students Frank Cheng Junming Liu (MS ECE, 2015) Project Goals The 2008 financial crisis demonstrated that complex and opaque networks of credit relationships among firms can set the…

Methods for Empirical Mechanism Design

This project is a collaborative effort between the University of Michigan and Brown University. The project started in September 2009 with the support of the National Science Foundation grant number CCF-0905139. Principal Investigators …