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All/Agent-Based Modeling/Artificial Intelligence/Computational Markets/Events and Conferences/High-Frequency Trading/News/Trading Agents

February 13, 2021

Katherine Mayo passes prelim

January 26, 2021

Log-time Prediction Markets for Interval Securities

January 26, 2021

A Strategic Analysis of Portfolio Compression

January 25, 2021

Evolution Strategies for Approximate Solution of Bayesian Games

January 25, 2021

Iterative Empirical Game Solving via Single Policy Best Response

December 21, 2020

Xintong Wang defends dissertation

November 19, 2020

Megan receives DEI service award

November 19, 2020

Xintong finishes as finalist at CSE Graduate Honors Competition

October 31, 2020

An Agent-Based Model of Financial Benchmark Manipulation

October 29, 2020

Prof. Wellman to talk at IEX ARC

October 29, 2020

SRG receives Facebook research award

October 25, 2020

Yongzhao Wang passes prelim

October 19, 2020

Learning-Based Trading Strategies in the Face of Market Manipulation

August 8, 2020

Economic reasoning from simulation-based game models

June 20, 2020

Market manipulation: An adversarial learning framework for detection and evasion

June 15, 2020

interview with Grainstone Lee

June 1, 2020

Special Issue of AIj published

May 18, 2020

Zun Li Passes Prelim

March 18, 2020

Generating Stock Market Data

February 1, 2020

Max Smith passes prelim

January 26, 2021

A Strategic Analysis of Portfolio Compression

October 31, 2020

An Agent-Based Model of Financial Benchmark Manipulation

October 19, 2020

Learning-Based Trading Strategies in the Face of Market Manipulation

August 8, 2020

Economic reasoning from simulation-based game models

September 28, 2019

Cap-and-trade emissions regulation: A strategic analysis

July 7, 2018

A Cloaking Mechanism to Mitigate Market Manipulation

June 25, 2018

Incentivizing rider time-shift in a multi-leg public transportation system

May 27, 2018

Megan Shearer Passes Prelim

November 16, 2017

Detecting Financial Market Manipulation: An Integrated Data- and Model-Driven Approach

May 18, 2017

Accounting for strategic response in an agent-based model of financial regulation

October 3, 2016

JAAMAS Special issue on Autonomous Agents for ABM

September 11, 2014

CFP: JAAMAS special issue on ABM

August 21, 2014

Strategic Modeling of Dynamic Credit Networks

July 24, 2014

Putting the Agent in Agent-Based Modeling

June 15, 2020

interview with Grainstone Lee

May 5, 2019

My interview with Bill Powers on AI Decision Makers

August 14, 2018

Multiscale Network Games of Collusion and Competition

March 11, 2018

Asimov Debate on Artificial Intelligence

May 9, 2017

Algocracy Podcast

March 2, 2017

Bloomberg article about ASU Origins workshop on adverse AI outcomes

July 29, 2015

AI Scientist Letter on Autonomous Weapons

July 18, 2015

Economic Reasoning and AI

April 26, 2013

Michigan AI Lab Mini-Symposium Scheduled for 2 May

September 2, 2012

Off to Sarawak (Malaysian Borneo)

July 24, 2012

Quang Duong Defends Dissertation

July 19, 2010

SRG @ AAAI-10

August 1, 2009

Google Faculty Summit

July 31, 2009

AAAI Asilomar Meeting

January 26, 2021

Log-time Prediction Markets for Interval Securities

September 26, 2017

Some issues in the design of market-oriented agents

September 4, 2009

Market Reductions

November 2, 2019

Workshop: The Systemic Impact of Digitization on Finance

October 25, 2015

My comments at the Michigan/OFR Financial Stability Conference

May 13, 2015

3d Annual AI Lab Mini-Symposium

April 18, 2014

2d Annual Michigan AI Lab Mini-Symposium

April 25, 2013

Michigan AI Lab Mini-Symposium

June 15, 2012

AAAI-12 Tutorial: Trading Agents

July 19, 2010

SRG @ AAAI-10

November 16, 2017

Detecting Financial Market Manipulation: An Integrated Data- and Model-Driven Approach

September 20, 2017

New project on market manipulation

May 9, 2017

Algocracy Podcast

January 9, 2017

Ethical issues for autonomous trading agents

December 20, 2016

Erik Brinkman Defends Thesis Proposal

May 14, 2014

Another cnbc.com Rebuttal

April 14, 2014

HFT and Front Running

April 13, 2014

Arguments about “front running”

December 17, 2013

“The Myths around Latency Arbitrage”

September 5, 2013

Does US HFT need stricter regulatory oversight?

August 30, 2013

CNN Money article on latency arbitrage

August 20, 2013

Hochfrequenzhandel

July 24, 2013

Every day, another flash crash

June 27, 2013

Michigan Daily article on U.Michigan Consumer Sentiment Survey and HFT

June 15, 2013

Trading Faster than the Speed of Reality

June 13, 2013

Michigan Sells 2-Second Advance Version of Consumer Confidence Survey

August 3, 2009

Short-Lived Dark Pools

February 13, 2021

Katherine Mayo passes prelim

January 26, 2021

Log-time Prediction Markets for Interval Securities

January 26, 2021

A Strategic Analysis of Portfolio Compression

January 25, 2021

Evolution Strategies for Approximate Solution of Bayesian Games

January 25, 2021

Iterative Empirical Game Solving via Single Policy Best Response

December 21, 2020

Xintong Wang defends dissertation

November 19, 2020

Megan receives DEI service award

November 19, 2020

Xintong finishes as finalist at CSE Graduate Honors Competition

October 29, 2020

Prof. Wellman to talk at IEX ARC

October 29, 2020

SRG receives Facebook research award

October 25, 2020

Yongzhao Wang passes prelim

June 15, 2020

interview with Grainstone Lee

June 1, 2020

Special Issue of AIj published

May 18, 2020

Zun Li Passes Prelim

March 18, 2020

Generating Stock Market Data

February 1, 2020

Max Smith passes prelim

January 17, 2020

Peter Wurman inducted into Nat’l Inventors Hall of Fame

November 2, 2019

Workshop: The Systemic Impact of Digitization on Finance

November 1, 2019

Xintong Wang at “Rising Stars in EECS” Workshop

May 5, 2019

My interview with Bill Powers on AI Decision Makers

June 20, 2020

Market manipulation: An adversarial learning framework for detection and evasion

May 9, 2017

Algocracy Podcast

October 9, 2012

Credit networks paper presented at Allerton conference

June 19, 2012

2012 Trading Agent Competition Results

June 13, 2012

The Microsecond Market

May 25, 2012

Going to Liverpool

July 4, 2011

Trading Agents lecture published

June 23, 2010

2010 Trading Agent Competition Results

March 27, 2010

Autonomous Bidding Agents: Strategies and Lessons from the Trading Agent Competition

August 8, 2009

Threads of Research on Generic CDA Strategies

August 4, 2009

Technology Enablers of Latency Arbitrage

July 30, 2009

Cost/Benefit of High-Frequency Trading

July 30, 2009

Countering High-Frequency Trading

July 29, 2009

2009 Trading Agent Competition Results

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