Learning and Calibrating Heterogeneous Bounded Rational Market Behaviour with Multi-Agent Reinforcement Learning

Benjamin Evans, and Sumitra Ganesh

Proceedings of the 2024 International Conference on Autonomous Agents and Multiagent Systems, 2024.

A Heterogeneous Agent Model of Mortgage Servicing: An Income-based Relief Analysis

Deepeka Garg, Benjamin Evans, Leo Ardon, Annapoorani Narayanan, Jared Vann, Udari Madhushani, Makada Henry-Nickie, and Sumitra Ganesh

AAAI-2024 Workshop on AI in Finance for Social Impact, 2024.

Generative Adversarial Inverse Multiagent Learning

Denizalp Goktas, Amy Greenwald, Sadie Zhao, Alec Koppel, and Sumitra Ganesh

International Conference on Learning Representations (ICLR), spotlight, 2024.

Towards Multi-Agent Reinforcement Learning driven Over-The-Counter Market Simulations

Nelson Vadori, Leo Ardon, Sumitra Ganesh, Thomas Spooner, Selim Amrouni, Jared Vann, Mengda Xu, Zeyu Zheng, Tucker Balch, and Manuela Veloso

Mathematical Finance, Special Issue on Machine Learning in Finance, 2023.

Certifiably robust policy learning against adversarial communication in multi-agent systems

Yanchao Sun, Ruijie Zheng, Parisa Hassanzadeh, Yongyuan Liang, Soheil Feizi, Sumitra Ganesh, and Furong Huang

Proceedings of the 12th International conference on Learning Representations, 2023.