
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…


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),…

Multiagent Modeling of the Financial Payments System
Researchers
Principal Investigators
Michael Wellman (Computer Science & Engineering)
Michael S. Barr (Public Policy, Law)
Uday Rajan (Finance)
Gabriel Rauterberg (Law)
Students
Katherine Mayo
Shaily Fozdar
This…

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…

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…