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…