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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…

Spoofing the limit order book: An agent-based model

X Wang and MP Wellman 16th International Conference on Autonomous Agents and Multiagent Systems, pages 651–659, May 2017. Abstract We present an agent-based model of manipulating prices in financial markets through spoofing: submitting…
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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.