A Financial Market Simulation Environment for Trading Agents Using Deep Reinforcement Learning

C Mascioli, A Gu, Y Wang, M Chakraborty, and MP Wellman 5th ACM International Conference on AI in Finance (ICAIF), November 2024. Forthcoming. Abstract We present PyMarketSim, a financial market simulation environment designed for training…

The Effect of Liquidity on the Spoofability of Financial Markets

A Gu, Y Wang, C Mascioli, R Savani, T Turocy, M Chakraborty, and MP Wellman 5th ACM International Conference on AI in Finance (ICAIF), November 2024. Forthcoming. Abstract We investigate the relationship between market liquidity and spoofing,…

Navigating in a Space of Game Views

MP Wellman, K Mayo Autonomous Agents and Multi-Agent Systems (JAAMAS), 38(31):1–25, 2024. Abstract Game-theoretic modeling entails selecting the particular elements of a complex strategic situation deemed most salient for strategic analysis.…

A Meta-Game Evaluation Framework for Deep Multiagent Reinforcement Learning

Z Li and MP Wellman 33rd International Joint Conference on Artificial Intelligence (IJCAI), pages 148-156, August 2024. earlier version won Best Paper Award at 16th Adaptive and Learning Agents (ALA) Workshop at AAMAS, May 2024. Abstract Evaluating…

Co-Learning Empirical Games and World Models

MO Smith and MP Wellman 1st Reinforcement Learning Conference (RLC), August 2024. Forthcoming. Abstract Game-based decision-making involves reasoning over both world dynamics and strategic interactions among the agents. Typically, empirical…

Fraud Risk Mitigation in Real-Time Payments: A Strategic Agent-Based Analysis

K Mayo, N Grabill, and MP Wellman 33rd International Joint Conference on Artificial Intelligence (IJCAI), pages 157-165, August 2024. Abstract Whereas standard financial mechanisms for payment may take days to finalize, real-time payments…

Empirical Game-Theoretic Analysis: A Survey

MP Wellman, K Tuyls, A Greenwald Accepted to Journal of Artificial Intelligence Research (JAIR), June 2024. To appear. Abstract In the empirical approach to game-theoretic analysis (EGTA), the model of the game comes not from declarative…

Generalized Response Objectives for Strategy Exploration in Empirical Game-Theoretic Analysis

Y Wang and MP Wellman 23nd International Conference on Autonomous Agents and Multi-Agent Systems (AAMAS), May 2024. Forthcoming. Abstract In the policy-space response oracle (PSRO) framework, strategy sets defining an empirical game are iteratively…