
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…

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…

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

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…