UM student Elaine Wah on high-frequency trading and frequent call markets: https://t.co/VEf2ujSw4Y #FinReg pic.twitter.com/EhwyX02lkV
— Michigan CFLP (@UMFinReg) October 21, 2015
Interesting links
Here are some interesting links for you! Enjoy your stay :)Pages
- Home
- 1986
- 1989
- 1990
- 1991
- 1992
- 1993
- 1994
- 1995
- 1996
- 1997
- 1998
- 1999
- 2000
- 2001
- 2002
- 2003
- 2004
- 2005
- 2006
- 2007
- 2008
- 2009
- 2010
- 2011
- 2012
- 2013
- 2014
- 2015
- 2016
- 2017
- 2018
- 2019
- 2020
- A categorization of KR&R methods for requirement analysis of a query answering knowledge base
- A Cloaking Mechanism to Mitigate Market Manipulation
- A computational market model for distributed configuration design
- A Financial Market Simulation Environment for Trading Agents Using Deep Reinforcement Learning
- A game-theoretic approach for hierarchical epidemic control
- A Learning and Masking Approach to Secure Learning
- A Logic of Relative Desire (Preliminary Report)
- A market-based approach to allocating QoS for multimedia applications
- A market-oriented programming environment and its application to distributed multicommodity flow problems
- A Meta-Game Evaluation Framework for Deep Multiagent Reinforcement Learning
- A Moving Target Defense Approach to Mitigate DDoS Attacks against Proxy-Based Architectures
- A Parametrization of the Auction Design Space
- A regression approach for modeling games with many symmetric players
- A Stackelberg game model for botnet data exfilitration
- A Strategic Analysis of Portfolio Compression
- A trading agent competition for the research community
- Access Point Selection under Emerging Wireless Technologies
- Accounting for Context in Plan Recognition, with Application to Traffic Monitoring
- Accounting for Price Dependencies in Simultaneous Sealed-Bid Auctions
- Accounting for strategic response in an agent-based model of financial regulation
- Adversarial and Uncertain Reasoning for Adaptive Cyber Defense: Building the Scientific Foundation
- Adversarial and Uncertain Reasoning for Adaptive Cyber-Defense
- AkBA: A progressive, anonymous-price combinatorial auction
- Algorithms for Finding Approximate Formations in Games
- All Categories
- Alumni
- An Agent-Based Model of Financial Benchmark Manipulation
- An Agent-Based Model of Strategic Adoption of Real-Time Payments
- An Analysis of the 2004 Supply Chain Management Trading Agent Competition
- An empirical game-theoretic analysis of credit network formation
- An Empirical Game-Theoretic Approach to Bargaining Problems
- Analysis and Applications of Multi-Level Games
- Analyzing Incentives for Protocol Compliance in Complex Domains: A Case Study of Introduction-Based Routing
- Approximate Strategic Reasoning through Hierarchical Reduction of Large Symmetric Games
- Asset pricing under ambiguous information: An empirical game-theoretic analysis
- Auction Protocols for Decentralized Scheduling
- Automated critiquing of medical decision trees
- Automated Markets and Trading Agents
- Automated Negotiation from Declarative Contract Descriptions
- Autonomous Bidding Agents: Strategies and Lessons from the Trading Agent Competition
- Betting Boolean Style: A Framework for Trading in Securities based on Logical Formulas
- Bid Expressiveness and Clearing Algorithms in Multiattribute Double Auctions
- Bidding Strategies for Simultaneous Ascending Auctions
- Bootstrap statistics for empirical games
- Bounding probabilistic relationships in Bayesian networks using qualitative influences: Methods and applications
- Bounding regret in empirical games
- Building Action Sets in a Deep Reinforcement Learner
- Cap-and-trade emissions regulation: A strategic analysis
- Characterizing Strategic Cascades on Networks
- Chris Mascioli
- Co-Learning Empirical Games and World Models
- Combinatorial auctions for supply chain formation
- Compact securities markets for Pareto optimal reallocation of risk
- Computing approximate Bayes-Nash equilibria in tree-games of incomplete information
- Computing Best-Response Strategies in Infinite Games of Incomplete Information
- Conjectural equilibrium in multiagent learning
- Constrained automated mechanism design for infinite games of incomplete information
- Constraint satisfaction algorithms for graphical games
- Controlling a supply chain agent using value-based decomposition
- CUI Networks: A Graphical Representation for Conditional Utility Independence
- Database modeling of empirical games
- Decentralized supply chain formation: A market protocol and competitive equilibrium analysis
- Deception in Finitely Repeated Security Games
- Designing a Combinatorial Financial Options Market
- Designing the Ad Auctions Game for the Trading Agent Competition
- Designing the Market Game for a Trading Agent Competition
- Detecting Financial Market Manipulation: An Integrated Data- and Model-Driven Approach
- Distributed feedback control for decision making on supply chains
- Distributed quiescence detection in multiagent negotiation
- Economic Reasoning and Artificial Intelligence
- Economic reasoning from simulation-based game models
- EGTAOnline: An experiment manager for simulation-based game studies
- Empirical Game Theoretic Analysis: A Survey
- Empirical Game-Theoretic Analysis for Mean Field Games
- Empirical Game-Theoretic Analysis for Moving Target Defense
- Empirical Game-Theoretic Analysis of an Adaptive Cyber-Defense Scenario (Preliminary Report)
- Empirical Game-Theoretic Analysis of Chaturanga
- Empirical Game-Theoretic Analysis of the TAC Supply Chain Game
- Empirical game-theoretic methods for adaptive cyber-defense
- Empirical mechanism design for optimizing clearing interval in frequent call markets
- Empirical mechanism design: Methods, with application to a supply chain scenario
- Ethical issues for autonomous trading agents
- Evaluating Strategy Exploration in Empirical Game-Theoretic Analysis
- Evaluating the stability of non-adaptive trading in continuous double auctions
- Evaluation of Bayesian networks with flexible state-space abstraction methods
- Evolution Strategies for Approximate Solution of Bayesian Games
- Explaining “Explaining Away”
- Exploiting Extensive-Form Structure in Empirical Game-Theoretic Analysis
- Exploring bidding strategies for market-based scheduling
- Flexible double auctions for electronic commerce: Theory and implementation
- Forecasting Market Prices in a Supply Chain Game
- Formulation of Tradeoffs in Planning under Uncertainty
- Fraud Risk Mitigation in Real-Time Payments: A Strategic Agent-Based Analysis
- From knowledge bases to decision models
- Fundamental concepts of qualitative probabilistic networks
- Generalization Risk Minimization in Empirical Game Models
- Generalized Queries on Probabilistic Context-Free Grammars
- Generalized Response Objectives for Strategy Exploration in Empirical Game-Theoretic Analysis
- Generalized Value Decomposition and Structured Multiattribute Auctions
- Generating realistic stock market order streams
- Gradient Methods for Stackelberg Security Games
- Graphical inference in qualitative probabilistic networks
- Graphical models for groups: Belief aggregation and risk sharing
- Graphical representations of consensus belief
- Group Meetings
- History-Dependent Graphical Multiagent Models
- Impediments to universal preference-based default theories
- Incentivizing Collaboration in a Competition
- Incentivizing responsible networking via introduction-based routing
- Incentivizing rider time-shift in a multi-leg public transportation system
- Inference in cognitive maps
- Information Feedback and Efficiency in Multiattribute Double Auctions
- Iterated Deep Reinforcement Learning in Games: History-Aware Training for Improved Stability
- Iterated Weaker-than-Weak Dominance
- Iterative Empirical Game Solving via Single Policy Best Response
- Knowledge Combination in Graphical Multiagent Models
- Latency arbitrage in fragmented markets: A strategic agent-based analysis
- Latency Arbitrage, Market Fragmentation, and Efficiency: A Two-Market Model
- Learning about other agents in a dynamic multiagent system
- Learning and predicting dynamic networked behavior with graphical multiagent models
- Learning Graphical Game Models
- Learning Improved Entertainment Trading Strategies for the TAC Travel Game
- Learning Parameterized Families of Games
- Learning Payoff Functions in Infinite Games
- Learning to Manipulate a Financial Benchmark
- Learning to play against any mixture of opponents
- Learning-Based Trading Strategies in the Face of Market Manipulation
- Log-time Prediction Markets for Interval Securities
- Machine Behaviour
- Market Efficiency, Sales Competition, and the Bullwhip Effect in the TAC SCM Tournaments
- Market Making with Learned Beta Policies
- Market manipulation: An adversarial learning framework for detection and evasion
- Market-Aware Agents for a Multiagent World
- Market-Based Allocation with Indivisible Bids
- Market-Oriented Programming: Some Early Lessons
- Measuring cooperation among competing AI algorithms
- Mechanism Design Based on Beliefs about Responsive Play (position paper)
- Methods for Empirical Game-Theoretic Analysis (Extended Abstract)
- Methods for Empirical Mechanism Design
- Modeling information diffusion in networks with unobserved links
- Modular Utility Representation for Decision-Theoretic Planning
- Moving Target Defense against DDoS Attacks: An Empirical Game-Theoretic Analysis
- Multi-stage attack graph security games: Heuristic strategies, with empirical game-theoretic analysis
- Multiagent Modeling of the Financial Payments System
- Multiattribute auctions based on generalized additive independence
- Multiscale Network Games of Collusion and Competition
- Nash Q-learning for general-sum stochastic games
- Navigating in a Space of Game Views
- News
- Notes on equilibria in symmetric games
- On market-inspired approaches to propositional satisfiability
- Online Marketplaces
- Optimal Factory Scheduling using Stochastic Dominance A*
- Path Planning under Time-Dependent Uncertainty
- Peer-to-peer tangible goods rental
- People
- Planning and Control
- Policy Abstraction and Nash Refinement in Tree-Exploiting PSRO
- Price Prediction in a Trading Agent Competition
- Price Prediction Strategies for Market-Based Scheduling
- Probabilistic state-dependent grammars for plan recognition
- Probably almost-stable strategy profiles in simulation-based games
- Projects
- Publications
- Putting the Agent in Agent-Based Modeling
- Qualitative Probabilistic Networks for Planning Under Uncertainty
- Real time issues for Internet auctions
- Representing aggregate belief through the competitive equilibrium of a securities market
- Research Areas
- Rule-Based Specification of Auction Mechanisms
- Scaling simulation-based game analysis through deviation-preserving reduction
- Searching for Approximate Equilibria in Empirical Games
- Searching for Walverine 2005
- Selecting Strategies using Empirical Game Models: An Experimental Analysis of Meta-Strategies
- Self-Confirming Price Prediction for Bidding in Simultaneous Ascending Auctions
- Self-confirming price-prediction strategies for simultaneous one-shot auctions
- Shading and efficiency in limit-order markets
- Signal Structure and Strategic Information Acquisition: Deliberative Auctions with Interdependent Values
- SoK: Security and Privacy in Machine Learning
- Solving Structured Hierarchical Games Using Differential Backward Induction
- Some issues in the design of market-oriented agents
- Spoofing the Limit Order Book: A Strategic Agent-Based Analysis
- Spoofing the limit order book: An agent-based model
- Stability Effects of Arbitrage in Exchange Traded Funds: An Agent-Based Model
- Stackelberg Security Games: Looking Beyond a Decade of Success
- State-space Abstraction for Anytime Evaluation of Probabilistic Networks
- Stochastic Search Methods for Nash Equilibrium Approximation in Simulation-Based Games
- Strategic agent-based modeling of financial markets
- Strategic Analysis with Simulation-Based Games
- Strategic Formation of Credit Networks
- Strategic Interactions in a Supply Chain Game
- Strategic Knowledge Transfer
- Strategic Market Choice: Frequent Call Markets vs. Continuous Double Auctions for Fast and Slow Traders
- Strategic Modeling of Dynamic Credit Networks
- Strategic Modeling of Information Sharing Among Data Privacy Attackers
- Strategy and Mechanism Lessons from the First Ad Auctions Trading Agent Competition
- Strategy exploration in empirical games
- Stronger CDA Strategies through Empirical Game-Theoretic Analysis and Reinforcement Learning
- Structure learning for approximate solution of many-player games
- The 2001 Trading Agent Competition
- The Automated Mapping of Plans for Plan Recognition
- The economic approach to artificial intelligence (position paper)
- The Effect of Liquidity on the Spoofability of Financial Markets
- The Michigan Internet AuctionBot: A configurable auction server for human and software agents
- The structure of signals: Causal interdependence models for games of incomplete information
- The WALRAS Algorithm: A convergent distributed implementation of general equilibrium outcomes
- Timing is Money: The Impact of Arrival Order in Beta-Bernoulli Prediction Markets
- Toward a Market Model for Bayesian Inference
- Toward inquiry-based education through interacting software agents
- Trading Agents
- Trading Agents Competing: Performance, Progress, and Market Effectiveness
- Understanding and Mitigating AI Threats to the Financial System
- Understanding the Implications of Advanced AI on Financial Markets
- Using stochastic-dominance relationships for bounding travel times in stochastic networks
- Value-Driven Procurement in a Supply Chain Game
- Walverine: A Walrasian Trading Agent
- Weighted description logics preference formulas for multiattribute negotiation
- Welfare Effects of Market Making in Continuous Double Auctions
- When Algorithms Trade: Dynamics, Limits, and Economic Implications
- Strategic Payment Routing in Financial Credit Networks
Categories
- 1986
- 1989
- 1990
- 1991
- 1992
- 1993
- 1994
- 1995
- 1996
- 1997
- 1998
- 1999
- 2000
- 2001
- 2002
- 2003
- 2004
- 2005
- 2006
- 2007
- 2008
- 2009
- 2010
- 2011
- 2012
- 2013
- 2014
- 2015
- 2016
- 2017
- 2018
- 2019
- 2020
- 2021
- 2022
- 2023
- 2024
- 2025
- Adversarial and Uncertain Reasoning for Adaptive Cyber-Defense
- Adversarial Reasoning for Security
- Agent-Based Modeling
- Alumni
- An Empirical Game-Theoretic Approach to Bargaining Problems
- Anri Gu
- Arshdeep Singh
- Artificial Intelligence
- Arunesh Sinha
- Assistant Research Scientist
- Austin Nguyen
- Automated Commerce
- Bargaining agents
- Chris Mascioli
- Christine Konicki
- Computational Finance
- Computational Markets
- CRII Multi-level games
- Current Members
- Deep Reinforcement Learning
- Detecting Financial Market Manipulation: An Integrated Data- and Model-Driven Approach
- Empirical Game-Theoretic Analysis
- Erik Brinkman
- Events and Conferences
- Financial Payments JPMC
- Frank Cheng
- Gabriel Smithline
- Gary Qiurui Ma
- High-Frequency Trading
- Katherine Mayo
- Madelyn Gatchel
- MARL
- Mason Wright
- Max Smith
- Megan Shearer
- Mithun Chakraborty
- MS Student
- Multiscale Network Games Muri
- News
- People
- PhD Student
- Policy Space Response Oracles
- Post Doctoral Researcher
- Professor
- Projects
- Publications
- Research Areas
- Sky Wang
- Steven Jecmen
- Strategic Modeling of Dynamic Credit Networks
- Student News
- Thanh Nguyen
- Therese Nkeng
- Trading Agent Competition
- Trading Agents
- Uncategorized
- Undergraduate Student
- Understanding and Mitigating AI Threats to the Financial System
- When Algorithms Trade: Dynamics, Limits, and Economic Implications
- World with Autonomous Agents
- Xintong Wang
- Yongzhao Wang
- Zun Li
