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…
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…
Xintong Wang defends dissertation
On Dec 21, 2020, Xintong Wang successfully defended her PhD dissertation titled, "Computational Modeling and Design of Financial Markets: Towards Manipulation-Resistant and Expressive Markets."
Congratulations, Dr. Wang! We wish you a…
Learning-Based Trading Strategies in the Face of Market Manipulation
X Wang, C Hoang, and MP Wellman
ACM International Conference on AI and Finance, October 2020.
Abstract
We study learning-based trading strategies in markets where prices can be manipulated through spoofing: the practice of submitting spurious…
Market manipulation: An adversarial learning framework for detection and evasion
X Wang and MP Wellman
29th International Joint Conference on Artificial Intelligence, Special Track on AI in FinTech, pages 4626–4632, 2020.
Abstract
We propose an adversarial learning framework to capture the evolving game between a regulator…
Generating realistic stock market order streams
J Li, X Wang, Y Lin, A Sinha, and MP Wellman
34th AAAI Conference on Artificial Intelligence, pages 727-734, Feb 2020.
Abstract
We propose an approach to generate realistic and high-fidelity stock market data based on generative adversarial…
Xintong Wang defends thesis proposal
(belated announcement)
On 20 December 2018, Xintong Wang presented and successfully defended her thesis proposal: "Studies on the Computational Modeling and Design of Financial Markets".
The dissertation committee comprises:
Michael…
A Cloaking Mechanism to Mitigate Market Manipulation
X Wang, Y Vorobeychik, and MP Wellman
27th International Joint Conference on Artificial Intelligence, pages 541–547, July 2018.
Abstract
We propose a cloaking mechanism to deter spoofing, a form of manipulation in financial markets. The…