Strategic Knowledge Transfer

MO Smith, T Anthony, MP Wellman Journal of Machine Learning Research (JMLR), 24(233):1−96, August 2023. Abstract In the course of playing or solving a game, it is common to face a series of changing other-agent strategies. These strategies…

Learning to play against any mixture of opponents

MO Smith, T Anthony, MP Wellman Frontiers of Artificial Intelligence (Sec. Machine Learning and Artificial Intelligence), Volume 6, July 2023. Abstract Intuitively, experience playing against one mixture of opponents in a given domain should…

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…

Empirical Game-Theoretic Analysis for Mean Field Games

Y Wang and MP Wellman 22nd International Conference on Autonomous Agents and Multi-Agent Systems (AAMAS), pp. 1025–1033, June 2023. Abstract We present a simulation-based approach for solution of mean field games (MFGs), using the framework…
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Machine Learning, Algorithmic Trading, and Manipulation

Columbia Blue Sky Blog post based on the report by Megan Shearer, Gabriel Rauterberg, and Michael Wellman.
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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…