Research

Publications

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

Austin Nguyen, Anri Gu, and Michael P. Wellman

ICML 2025: International Conference on Machine Learning

Forthcoming

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

Unpublished Manuscripts

An Analysis of the Strategic Adoption of M-ELO Trading in Financial Markets

Anri Gu, Michael P. Wellman

Undergraduate Honors Thesis