Megan Shearer
PhD Student
Email: shearerj@umich.edu
Interests:
- Machine Learning
- Agent Based Modeling
- Game Theory
- Social Networks
SRG Publications:
- Learning to Manipulate a Financial Benchmark
- Stability Effects of Arbitrage in Exchange Traded Funds: An Agent-Based Model
- An Agent-Based Model of Financial Benchmark Manipulation
- Incentivizing rider time-shift in a multi-leg public transportation system
Other selected papers:
- The Phases and Catalysts of Mini Flash Crashes, SSRN, Sep 2020.
- Towards Explaining Exchange Traded Funds’ Impact on Market Volatility Using an Agent-based Model, NeurIPS Workshop: Robust AI in FS 2019.
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