| Empirical mechanism design for optimizing clearing interval in frequent call markets E Brinkman, MP Wellman Proceedings of the 2017 ACM Conference on Economics and Computation, 205-221, 2017 | 20 | 2017 |
| Understanding financial market behavior through empirical game-theoretic analysis E Brinkman | 6 | 2018 |
| Shading and efficiency in limit-order markets E Brinkman, M Wellman Proceedings of the IJCAI-16 workshop on algorithmic game theory, 2016 | 6 | 2016 |
| Signal structure and strategic information acquisition: Deliberative auctions with interdependent values E Brinkman, M Wellman | 4 | 2014 |
| Data structures for deviation payoffs B Wiedenbeck, E Brinkman arXiv preprint arXiv:2302.13232, 2023 | 3 | 2023 |
| Bounding regret in simulated games S Jecmen, E Brinkman, A Sinha ICML workshop on exploration in RL, 2018 | 3 | 2018 |
| Market Fragmentation and the Latency Arms Race C Rockwell, E Brinkman, E Wah, MP Wellman | | |
Michael WellmanProfessor of Computer Science & Engineering, University of MichiganVerified email at umich.edu
