
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…

Strategic Knowledge Transfer
MO Smith, T Anthony, MP Wellman
Journal of Machine Learning Research (JMLR), 24(233):1−96, August 2023.
Abstract
In the course of playing or solving a game, it is common to face a series of changing other-agent strategies. These strategies…

Learning to play against any mixture of opponents
MO Smith, T Anthony, MP Wellman
Frontiers of Artificial Intelligence (Sec. Machine Learning and Artificial Intelligence), Volume 6, July 2023.
Abstract
Intuitively, experience playing against one mixture of opponents in a given domain should…

Learning Parameterized Families of Games
M Gatchel and B Wiedenbeck
22nd International Conference on Autonomous Agents and Multi-Agent Systems (AAMAS), pp. 1044–1052, June 2023.
Abstract
To understand the impact of parameters in strategic environments, typical game-theoretic analysis…

Empirical Game-Theoretic Analysis for Mean Field Games
Y Wang and MP Wellman
22nd International Conference on Autonomous Agents and Multi-Agent Systems (AAMAS), pp. 1025–1033, June 2023.
Abstract
We present a simulation-based approach for solution of mean field games (MFGs), using the framework…

Machine Learning, Algorithmic Trading, and Manipulation
Columbia Blue Sky Blog post based on the report by Megan Shearer, Gabriel Rauterberg, and Michael Wellman.


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…

Solving Structured Hierarchical Games Using Differential Backward Induction
Z Li, F Jia, A Mate, S Jabbari, M Chakraborty, M Tambe, and Y Vorobeychik
38th Conference on Uncertainty in Artificial Intelligence (UAI), PMLR 180: pp. 1107–1117, August 2022
Previous version presented at ICLR Workshop on Gamification…

Evaluating Strategy Exploration in Empirical Game-Theoretic Analysis
Y Wang, Q Ma and MP Wellman
21st International Conference on Autonomous Agents and Multi-Agent Systems (AAMAS), pages 1346—1354, May 2022.
Abstract
In empirical game-theoretic analysis (EGTA), game models are extended iteratively through…