Computational Models of Algorithmic Trading in Financial Markets

and includes three case studies of simulation-based strategic modeling of financial market scenarios.

Congratulations, Elaine.

@UMengineering Michael Wellman: “Are trading algorithms a threat? Maybe.” #FinReg https://t.co/Z22I7fzChU pic.twitter.com/CHyxrhzJzw

— Michigan CFLP (@UMFinReg) October 22, 2015

]]>UM student Elaine Wah on high-frequency trading and frequent call markets: https://t.co/VEf2ujSw4Y #FinReg pic.twitter.com/EhwyX02lkV

— Michigan CFLP (@UMFinReg) October 21, 2015

]]>Approximate Analysis of Large Simulation-Based Games

and includes several new techniques that enable simulation-based game modeling methods to scale in the number of players, among other contributions.

Congratulations, Bryce.

Congratulations, Bartley.

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This is the annual competition featuring research presentations by advanced CSE PhD students.

details here

]]>Congratulations, Ben. ]]>

It’s been a while since I’ve been on an Econ thesis committee. A very interesting discussion, with Bartley and my fellow committee members Tilman Borgers, David Miller, and Stephan Lauermann.

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