Learning to Manipulate a Financial Benchmark

M Shearer, G Rauterberg, and MP Wellman Proceedings of 4th ACM International Conference on AI in Finance (ICAIF'23), pages 592–600, November 2023. Abstract Financial benchmarks estimate market values or reference rates used in a wide variety…
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Machine Learning, Algorithmic Trading, and Manipulation

Columbia Blue Sky Blog post based on the report by Megan Shearer, Gabriel Rauterberg, and Michael Wellman.
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Megan Shearer defends dissertation

On June 27, 2022, Megan Shearer successfully defended her PhD dissertation titled, "Modeling Trading Strategies in Financial Markets with Data, Simulation, and Deep Reinforcement Learning." Congratulations, Dr. Shearer! We wish you a bright…

Stability Effects of Arbitrage in Exchange Traded Funds: An Agent-Based Model

M Shearer, D Byrd, TH Balch, and MP Wellman 2nd ACM International Conference on AI in Finance (ICAIF), Article No.: 49, pages 1–9, November 2021. Abstract An index-based exchange traded fund (ETF) with underlying securities that trade on…
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Megan Shearer defends thesis proposal

On June 1 2021, Megan Shearer presented and successfully defended her dissertation proposal titled "Modeling Trading Strategies in Financial Markets with Data, Simulation, and Deep Reinforcement Learning". The dissertation committee comprises: …

An Agent-Based Model of Financial Benchmark Manipulation

M Shearer, G Rauterberg, and MP Wellman ICML Workshop on Applications and Infrastructure for Multi-Agent Learning, June 2019 Abstract Financial benchmarks estimate market values or reference rates used in a wide variety of contexts, but are…

Incentivizing rider time-shift in a multi-leg public transportation system

M Shearer and MP Wellman 10th International Workshop on Agents in Traffic and Transportation, July 2018. Abstract We develop an incentive scheme for a hub-to-shuttle campus transit system, encouraging riders to shift travel times to improve…
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Megan Shearer Passes Prelim

Megan Shearer passed her prelim exam, based on her directed study project: Incentivizing Rider Time-Shift in a Multi-Leg Public Transportation System. Congratulations, Megan.