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Xintong Wang Passes Prelim

Xintong Wang passed her prelim exam, based on her directed study project: Spoofing the Limit Order Book: An Agent-Based Model. Congratulations, Xintong.
Frank Cheng

Strategic Payment Routing in Financial Credit Networks

F Cheng, J Liu, K Amin, and MP Wellman Proceedings of the 17th ACM Conference on Economics and Computation, pages 721–738, July 2016. Abstract Credit networks provide a flexible model of distributed trust, which supports transactions…
Frank Cheng

Gradient Methods for Stackelberg Security Games

K Amin, S Singh, and MP Wellman Conference on Uncertainty in Artificial Intelligence, June 2016. Abstract Stackelberg games are two-stage games in which the first player (called the leader) commits to a strategy, after which the other…
Frank Cheng

Empirical Game-Theoretic Analysis for Moving Target Defense

A Prakash and MP Wellman Second ACM Workshop on Moving Target Defense, Oct 2015. Abstract The effectiveness of a moving target defense depends on how it is deployed through specific system operations over time, and how attackers may respond…
Frank Cheng

Economic Reasoning and Artificial Intelligence

DC Parkes and MP Wellman Science, 17 July 2015. Vol. 349 no. 6245 pp. 267-272. Abstract The field of artificial intelligence (AI) strives to build rational agents capable of perceiving the world around them and taking actions to advance…
Frank Cheng

Strategic Market Choice: Frequent Call Markets vs. Continuous Double Auctions for Fast and Slow Traders

E Wah, DR Hurd, and MP Wellman Third EAI Conference on Auctions, Market Mechanisms, and Their Applications, August 2015. Also appears as part of EAI Endorsed Transactions on Serious Games 16(10):e1. Abstract Frequent call markets have…
Frank Cheng

Database modeling of empirical games

B-A Cassell and MP Wellman SIGMOD-14 Workshop on Data Science for Macro-Modeling, June 2014 Abstract There is a growing interest in computational game theory, the study of algorithms for analyzing multi-agent strategic interaction cast as…
Frank Cheng

Welfare Effects of Market Making in Continuous Double Auctions

E Wah, M Wright, and MP Wellman Journal of Artificial Intelligence Research 59:613–650, 2017. Revised and significantly extended version of a paper presented at: International Conference on Autonomous Agents and Multiagent Systems, May…
Frank Cheng

Empirical Game-Theoretic Analysis of an Adaptive Cyber-Defense Scenario (Preliminary Report)

MP Wellman and A Prakash Fifth Conference on Decision and Game Theory for Security, Nov 2014. This report is superseded by a follow-on paper presented at the 2015 MTD workshop. Abstract We investigate an adaptive cyber-defense scenario,…