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
…