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All/Agent-Based Modeling/Artificial Intelligence/Computational Markets/Events and Conferences/High-Frequency Trading/News/Trading Agents
February 27, 2025

A game-theoretic approach for hierarchical epidemic control

February 25, 2025

Understanding the Implications of Advanced AI on Financial Markets

February 25, 2025

Chris Mascioli Passes Prelim

February 20, 2025

Empirical Game Theoretic Analysis: A Survey

December 29, 2024

Policy Abstraction and Nash Refinement in Tree-Exploiting PSRO

November 21, 2024

SRG paper wins Best Paper Award at ICAIF 2024

November 21, 2024

Market Making with Learned Beta Policies

November 20, 2024

Christine Konicki defends dissertation

October 16, 2024

A Financial Market Simulation Environment for Trading Agents Using Deep Reinforcement Learning

October 16, 2024

The Effect of Liquidity on the Spoofability of Financial Markets

July 1, 2024

Navigating in a Space of Game Views

June 30, 2024

Katherine Mayo defends dissertation

May 15, 2024

SRG paper wins Best Paper Award at ALA 2024 workshop

May 15, 2024

A Meta-Game Evaluation Framework for Deep Multiagent Reinforcement Learning

May 15, 2024

Co-Learning Empirical Games and World Models

April 30, 2024

Madelyn receives 2024 CSE HACKS Spirit Award

April 29, 2024

Fraud Risk Mitigation in Real-Time Payments: A Strategic Agent-Based Analysis

March 31, 2024

Numerix “Trading Tomorrow” Podcast

March 7, 2024

Generalized Response Objectives for Strategy Exploration in Empirical Game-Theoretic Analysis

January 18, 2024

Zun Li defends dissertation

February 27, 2025

A game-theoretic approach for hierarchical epidemic control

November 21, 2024

SRG paper wins Best Paper Award at ICAIF 2024

November 21, 2024

Market Making with Learned Beta Policies

October 16, 2024

A Financial Market Simulation Environment for Trading Agents Using Deep Reinforcement Learning

October 16, 2024

The Effect of Liquidity on the Spoofability of Financial Markets

June 30, 2024

Katherine Mayo defends dissertation

April 29, 2024

Fraud Risk Mitigation in Real-Time Payments: A Strategic Agent-Based Analysis

December 4, 2023

Learning to Manipulate a Financial Benchmark

July 20, 2023

Katherine Mayo defends dissertation proposal

September 19, 2022

Machine Learning, Algorithmic Trading, and Manipulation

June 27, 2022

Megan Shearer defends dissertation

May 19, 2022

Solving Structured Hierarchical Games Using Differential Backward Induction

November 10, 2021

Stability Effects of Arbitrage in Exchange Traded Funds: An Agent-Based Model

November 1, 2021

Timing is Money: The Impact of Arrival Order in Beta-Bernoulli Prediction Markets

October 29, 2021

An Agent-Based Model of Strategic Adoption of Real-Time Payments

May 25, 2021

Spoofing the Limit Order Book: A Strategic Agent-Based Analysis

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

February 27, 2025

A game-theoretic approach for hierarchical epidemic control

February 25, 2025

Understanding the Implications of Advanced AI on Financial Markets

February 20, 2025

Empirical Game Theoretic Analysis: A Survey

December 29, 2024

Policy Abstraction and Nash Refinement in Tree-Exploiting PSRO

November 21, 2024

SRG paper wins Best Paper Award at ICAIF 2024

November 21, 2024

Market Making with Learned Beta Policies

November 20, 2024

Christine Konicki defends dissertation

October 16, 2024

A Financial Market Simulation Environment for Trading Agents Using Deep Reinforcement Learning

October 16, 2024

The Effect of Liquidity on the Spoofability of Financial Markets

July 1, 2024

Navigating in a Space of Game Views

June 30, 2024

Katherine Mayo defends dissertation

May 15, 2024

SRG paper wins Best Paper Award at ALA 2024 workshop

May 15, 2024

A Meta-Game Evaluation Framework for Deep Multiagent Reinforcement Learning

May 15, 2024

Co-Learning Empirical Games and World Models

April 29, 2024

Fraud Risk Mitigation in Real-Time Payments: A Strategic Agent-Based Analysis

March 31, 2024

Numerix “Trading Tomorrow” Podcast

March 7, 2024

Generalized Response Objectives for Strategy Exploration in Empirical Game-Theoretic Analysis

January 18, 2024

Zun Li defends dissertation

August 15, 2023

Strategic Knowledge Transfer

July 20, 2023

Learning to play against any mixture of opponents

November 1, 2021

Timing is Money: The Impact of Arrival Order in Beta-Bernoulli Prediction Markets

October 8, 2021

Designing a Combinatorial Financial Options Market

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 27, 2025

A game-theoretic approach for hierarchical epidemic control

February 25, 2025

Chris Mascioli Passes Prelim

February 20, 2025

Empirical Game Theoretic Analysis: A Survey

December 29, 2024

Policy Abstraction and Nash Refinement in Tree-Exploiting PSRO

November 21, 2024

SRG paper wins Best Paper Award at ICAIF 2024

November 21, 2024

Market Making with Learned Beta Policies

November 20, 2024

Christine Konicki defends dissertation

October 16, 2024

A Financial Market Simulation Environment for Trading Agents Using Deep Reinforcement Learning

October 16, 2024

The Effect of Liquidity on the Spoofability of Financial Markets

June 30, 2024

Katherine Mayo defends dissertation

May 15, 2024

SRG paper wins Best Paper Award at ALA 2024 workshop

May 15, 2024

A Meta-Game Evaluation Framework for Deep Multiagent Reinforcement Learning

May 15, 2024

Co-Learning Empirical Games and World Models

April 30, 2024

Madelyn receives 2024 CSE HACKS Spirit Award

April 29, 2024

Fraud Risk Mitigation in Real-Time Payments: A Strategic Agent-Based Analysis

March 31, 2024

Numerix “Trading Tomorrow” Podcast

March 7, 2024

Generalized Response Objectives for Strategy Exploration in Empirical Game-Theoretic Analysis

January 18, 2024

Zun Li defends dissertation

December 4, 2023

Learning to Manipulate a Financial Benchmark

August 15, 2023

Strategic Knowledge Transfer

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

Contact

Michael Wellman
Computer Science & Engineering
2260 Hayward St
Ann Arbor, MI 48109-2121 USA
wellman@umich.edu

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