Log-time Prediction Markets for Interval Securities
M Dudík, X Wang, D Pennock, and D Rothschild
20th International Conference on Autonomous Agents and Multiagent Systems (AAMAS), May 2021 (forthcoming).
Abstract
We design a prediction market to recover a complete and fully general probability…
A Strategic Analysis of Portfolio Compression
K Mayo and MP Wellman
20th International Conference on Autonomous Agents and Multiagent Systems (AAMAS), Extended Abstract, May 2021 (forthcoming).
Abstract
Portfolio compression, the netting of cycles in a financial network, is employed…
Evolution Strategies for Approximate Solution of Bayesian Games
Z Li and MP Wellman
35th AAAI Conference on Artificial Intelligence, Feb 2021 (forthcoming).
Abstract
We address the problem of solving complex Bayesian games, characterized by high-dimensional type and action spaces, many (> 2) players,…
Iterative Empirical Game Solving via Single Policy Best Response
M Smith, T Anthony, and MP Wellman
9th International Conference on Learning Representations (ICLR), Spotlight Presentation, May 2021 (forthcoming).
Abstract
Policy-Space Response Oracles (PSRO) is a general algorithmic framework for learning…
Xintong Wang defends dissertation
On Dec 21, 2020, Xintong Wang successfully defended her PhD dissertation titled, "Computational Modeling and Design of Financial Markets: Towards Manipulation-Resistant and Expressive Markets."
Congratulations, Dr. Wang! We wish you a…
An Agent-Based Model of Financial Benchmark Manipulation
M Shearer, G Rauterberg, and MP Wellman
ICML Workshop on Applications and Infrastructure for Multi-Agent Learning, June 2019
Abstract
Financial benchmarks estimate market values or reference rates used in a wide variety of contexts, but are…
Learning-Based Trading Strategies in the Face of Market Manipulation
X Wang, C Hoang, and MP Wellman
ACM International Conference on AI and Finance, October 2020.
Abstract
We study learning-based trading strategies in markets where prices can be manipulated through spoofing: the practice of submitting spurious…
Economic reasoning from simulation-based game models
MP Wellman
Œconomia, 10(2):257–278, 2020.
Abstract
Simulation modeling in economics has historically been viewed as an alternative to mainstream analytic technique, and as such has generally and intentionally avoided the focus on rational…
Empirical game-theoretic methods for adaptive cyber-defense
MP Wellman, TH Nguyen, and M Wright
in S Jajodia et al. (Eds.): Adversarial and Uncertain Reasoning for Adaptive Cyber Defense, LNCS 11830, pages 112–128, 2019.
Abstract
Game-theoretic applications in cyber-security are often restricted…
Market manipulation: An adversarial learning framework for detection and evasion
X Wang and MP Wellman
29th International Joint Conference on Artificial Intelligence, Special Track on AI in FinTech, pages 4626–4632, 2020.
Abstract
We propose an adversarial learning framework to capture the evolving game between a regulator…
