Research

Working Papers

Mechanism Design with Menus

Anri Gu, Jiarui Gan, Edith Elkind

Game-Theoretic Analysis of Financial Market Manipulation

Anri Gu, Michael P. Wellman

Undergraduate Honors Thesis

Under Submission

Explicit Exploration for High-Welfare Equilibria in Game-Theoretic Multiagent Reinforcement Learning

Austin Nguyen, Anri Gu, and Michael P. Wellman

AAMAS 2025: International Conference on Autonomous Agents and Multiagent Systems

Publications

The Effect of Liquidity on the Spoofability of Financial Markets

Anri Gu, Yongzhao Wang, Chris Mascioli, Mithun Chakraborty, Rahul Savani, Theodore L. Turocy, and Michael P. Wellman

ICAIF 2024: ACM International Conference on AI in Finance

Oral Presentation. Best Paper Award

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

Chris Mascioli, Anri Gu, Yongzhao Wang, Mithun Chakraborty, and Michael P. Wellman

ICAIF 2024: ACM International Conference on AI in Finance

Oral Presentation

Market Making with Learned Beta Policies

Yongzhao Wang, Rahul Savani, Anri Gu, Chris Mascioli, Theodore L. Turocy, and Michael P. Wellman

ICAIF 2024: ACM International Conference on AI in Finance