
Learning Parameterized Families of Games
M Gatchel and B Wiedenbeck
22nd International Conference on Autonomous Agents and Multi-Agent Systems (AAMAS), June 2023 (Forthcoming).
Abstract
To understand the impact of parameters in strategic environments, typical game-theoretic analysis…

Empirical Game-Theoretic Analysis for Mean Field Games
Y Wang and MP Wellman
22nd International Conference on Autonomous Agents and Multi-Agent Systems (AAMAS), June 2023 (Forthcoming).
Abstract
We present a simulation-based approach for solution of mean field games (MFGs), using the framework…

Machine Learning, Algorithmic Trading, and Manipulation
Columbia Blue Sky Blog post based on the report by Megan Shearer, Gabriel Rauterberg, and Michael Wellman.


Megan Shearer defends dissertation
On June 27, 2022, Megan Shearer successfully defended her PhD dissertation titled, "Modeling Trading Strategies in Financial Markets with Data, Simulation, and Deep Reinforcement Learning."
Congratulations, Dr. Shearer! We wish you a bright…

Solving Structured Hierarchical Games Using Differential Backward Induction
Z Li, F Jia, A Mate, S Jabbari, M Chakraborty, M Tambe, and Y Vorobeychik
38th Conference on Uncertainty in Artificial Intelligence (UAI), PMLR 180: pp. 1107–1117, August 2022
Previous version presented at ICLR Workshop on Gamification…

Evaluating Strategy Exploration in Empirical Game-Theoretic Analysis
Y Wang, Q Ma and MP Wellman
21st International Conference on Autonomous Agents and Multi-Agent Systems (AAMAS), pages 1346—1354, May 2022.
Abstract
In empirical game-theoretic analysis (EGTA), game models are extended iteratively through…

Stability Effects of Arbitrage in Exchange Traded Funds: An Agent-Based Model
M Shearer, D Byrd, TH Balch, and MP Wellman
2nd ACM International Conference on AI in Finance (ICAIF), Article No.: 49, pages 1–9, November 2021.
Abstract
An index-based exchange traded fund (ETF) with underlying securities that trade on…

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…