Latency arbitrage in fragmented markets: A strategic agent-based analysis

E Wah and MP Wellman Algorithmic Finance 5:69-93, 2016. Abstract We study the effect of latency arbitrage on allocative efficiency and liquidity in fragmented financial markets. We employ a simple model of latency arbitrage in which a…

A Moving Target Defense Approach to Mitigate DDoS Attacks against Proxy-Based Architectures

S Venkatesan, M Albanese, K Amin, S Jajodia, and M Wright IEEE Conference on Communications and Network Security, Oct 2016. Abstract Distributed Denial of Service attacks against high-profile targets have become more frequent in recent…

Moving Target Defense against DDoS Attacks: An Empirical Game-Theoretic Analysis

M Wright, S Venkatesan, M Albanese, and MP Wellman Third ACM Workshop on Moving Target Defense, Oct 2016. Abstract Distributed denial-of-service attacks are a rampant problem facing web applications, for which many defense techniques have…

Strategic Payment Routing in Financial Credit Networks

F Cheng, J Liu, K Amin, and MP Wellman Proceedings of the 17th ACM Conference on Economics and Computation, pages 721–738, July 2016. Abstract Credit networks provide a flexible model of distributed trust, which supports transactions…

Gradient Methods for Stackelberg Security Games

K Amin, S Singh, and MP Wellman Conference on Uncertainty in Artificial Intelligence, June 2016. Abstract Stackelberg games are two-stage games in which the first player (called the leader) commits to a strategy, after which the other…

Putting the Agent in Agent-Based Modeling

MP Wellman Autonomous Agents and Multi-Agent Systems 30:1175–1189, 2016. Edited transcript of a talk presented at the 13th International Conference on Autonomous Agents and Multiagent Systems (Paris, France), May 2014, on receipt of the…