A Financial Market Simulation Environment for Trading Agents Using Deep Reinforcement Learning
C Mascioli, A Gu, Y Wang, M Chakraborty, and MP Wellman
5th ACM International Conference on AI in Finance (ICAIF), pages 117-125, November 2024.
Abstract
We present PyMarketSim, a financial market simulation environment designed for training…
The Effect of Liquidity on the Spoofability of Financial Markets
A Gu, Y Wang, C Mascioli, R Savani, T Turocy, M Chakraborty, and MP Wellman
5th ACM International Conference on AI in Finance (ICAIF), pages 239-247, November 2024.
Recipient of the ICAIF24 Best Paper Award.
Abstract
We investigate the…
Navigating in a Space of Game Views
MP Wellman, K Mayo
Autonomous Agents and Multi-Agent Systems (JAAMAS), 38(31):1–25, 2024.
Abstract
Game-theoretic modeling entails selecting the particular elements of a complex strategic situation deemed most salient for strategic analysis.…
A Meta-Game Evaluation Framework for Deep Multiagent Reinforcement Learning
Z Li and MP Wellman
33rd International Joint Conference on Artificial Intelligence (IJCAI), pages 148-156, August 2024.
earlier version won Best Paper Award at 16th Adaptive and Learning Agents (ALA) Workshop at AAMAS, May 2024.
Abstract
Evaluating…
Co-Learning Empirical Games and World Models
MO Smith and MP Wellman
1st Reinforcement Learning Conference (RLC), August 2024.
Reinforcement Learning Journal, vol. 1, 2024, pp. 1-15.
Abstract
Game-based decision-making involves reasoning over both world dynamics and strategic interactions…
Fraud Risk Mitigation in Real-Time Payments: A Strategic Agent-Based Analysis
K Mayo, N Grabill, and MP Wellman
33rd International Joint Conference on Artificial Intelligence (IJCAI), pages 157-165, August 2024.
Abstract
Whereas standard financial mechanisms for payment may take days to finalize, real-time payments…
Generalized Response Objectives for Strategy Exploration in Empirical Game-Theoretic Analysis
Y Wang and MP Wellman
23nd International Conference on Autonomous Agents and Multi-Agent Systems (AAMAS), pp. 1892–1900, May 2024.
Abstract
In the policy-space response oracle (PSRO) framework, strategy sets defining an empirical game are…
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…
