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…
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…
Timing is Money: The Impact of Arrival Order in Beta-Bernoulli Prediction Markets
B Martin, S Kutty, and M Chakraborty
2nd ACM International Conference on AI in Finance (ICAIF), Article No.: 41, pages 1–9, November 2021.
Abstract
Prediction markets are incentive-based mechanisms for eliciting and combining the diffused,…
An Agent-Based Model of Strategic Adoption of Real-Time Payments
K Mayo, S Fozdar, and MP Wellman
2nd ACM International Conference on AI in Finance (ICAIF), Article No.: 45, pages 1–9, November 2021.
Abstract
Real-time payments (RTPs) allow consumers to receive funds before the completion of payment…
Building Action Sets in a Deep Reinforcement Learner
Y Wang, A Sinha, S CH-Wang, and MP Wellman
20th IEEE International Conference on Machine Learning and Applications (ICMLA-21), pages 484–489, December 2021.
Abstract
In many policy-learning applications, the agent may execute a set of actions…
Designing a Combinatorial Financial Options Market
X Wang, DM Pennock, NR Devanur, DM Rothschild, B Tao, and MP Wellman
22nd ACM Conference on Economics and Computation (EC), pages 864-883, July 2021.
Abstract
Financial options are contracts that specify the right to buy or sell an underlying…
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:
…
Spoofing the Limit Order Book: A Strategic Agent-Based Analysis
X Wang, C Hoang, Y Vorobeychik, and MP Wellman
Games 2021 12(2) 46, May 2021.
Abstract
We present an agent-based model of manipulating prices in financial markets through spoofing: submitting spurious orders to mislead traders who learn from…
Log-time Prediction Markets for Interval Securities
M Dudík, X Wang, D Pennock, and D Rothschild
20th International Conference on Autonomous Agents and Multiagent Systems (AAMAS), pages 465-473, May 2021.
Abstract
We design a prediction market to recover a complete and fully general probability…
