Erik Brinkman

Bounding regret in simulated games

S Jecmen, E Brinkman, and A Sinha ICML-18 Workshop on Exploration in RL, July 2018. Abstract We present a bandit-style problem arising from a specific problem in agent-based modeling of games. In this preliminary work, we provide some initial…
Erik Brinkman
, , , ,

Erik Brinkman defends thesis

On Tue 20 Mar, Erik Brinkman successfully defended his thesis, "Understanding financial market behavior through empirical game-theoretic analysis". Congratulations, soon-to-be Dr. Brinkman. Thanks to the thesis committee members: Jacob…
Erik Brinkman

Shading and efficiency in limit-order markets

E Brinkman and MP Wellman Working paper A preliminary version was presented at the IJCAI-16 Workshop on Algorithmic Game Theory. Abstract Strategic shading of bids is typically viewed as a factor degrading the efficiency of auction…
Erik Brinkman

Empirical mechanism design for optimizing clearing interval in frequent call markets

E Brinkman and MP Wellman Proceedings of the 18th ACM Conference on Economics and Computation, pages 205–221, June 2017. Abstract Several recent authors have advocated for financial markets to move from continuous clearing to discrete…
Erik Brinkman
, , , ,

Erik Brinkman Defends Thesis Proposal

Erik Brinkman successfully defended his thesis proposal today: Understanding Financial Market Behavior through Empirical Game-Theoretic Analysis. Congratulations, Erik.
Erik Brinkman

Signal Structure and Strategic Information Acquisition: Deliberative Auctions with Interdependent Values

E Brinkman, MP Wellman, and SE Page International Conference on Autonomous Agents and Multiagent Systems, pages 229–236, May 2014. Abstract The ability to gather information can affect outcomes in auctions and other games of incomplete…