Details about Michael Wellman

Access statistics for papers by Michael Wellman.

Last updated 2023-09-10. Update your information in the RePEc Author Service.

Short-id: pwe1

Working Papers

2020

1. Generating Realistic Stock Market Order Streams
   Papers, arXiv.org View citations (10)

2019

2. Machine behaviour
   Post-Print, HAL
   See also Journal Article Machine behaviour, Nature, Nature (2019) View citations (3) (2019)

2013

3. Compact Securities Markets for Pareto Optimal Reallocation of Risk
   Papers, arXiv.org View citations (1)
4. Representing Aggregate Belief through the Competitive Equilibrium of a Securities Market
   Papers, arXiv.org View citations (1)

2003

5. Walverine: A Walrasian Trading Agent
   Computational Economics, University Library of Munich, Germany View citations (3)

2002

6. Automated Negotiation from Declarative Contract Descriptions
   Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management View citations (3)

1999

7. Efficiency and Equilibrium in Task Allocation Economics with Hierarchical Dependencies
   Working Papers, Santa Fe Institute View citations (1)
8. Equilibrium Prices in Bundle Auctions
   Working Papers, Santa Fe Institute View citations (11)

1995

9. The WALRAS Algorithm: A Convergent Distributed Implementation of General Equilibrium Outcomes
   Computational Economics, University Library of Munich, Germany
   See also Journal Article The WALRAS Algorithm: A Convergent Distributed Implementation of General Equilibrium Outcomes, Computational Economics, Springer (1998) View citations (11) (1998)

Journal Articles

2025

1. Understanding the Implications of Advanced AI on Financial Markets
   Journal of Financial Transformation, 2025, 60, 14-19

2021

2. Spoofing the Limit Order Book: A Strategic Agent-Based Analysis
   Games, 2021, 12, (2), 1-43 View citations (2)

2019

3. Machine behaviour
   Nature, 2019, 568, (7753), 477-486 View citations (3)
   See also Working Paper Machine behaviour, Post-Print (2019) (2019)

2017

4. Self-confirming price-prediction strategies for simultaneous one-shot auctions
   Games and Economic Behavior, 2017, 102, (C), 339-372 View citations (1)

2016

5. Latency arbitrage in fragmented markets: A strategic agent-based analysis
   Algorithmic Finance, 2016, 5, (3-4), 69-93 View citations (7)

2012

6. Asset pricing under ambiguous information: an empirical game-theoretic analysis
   Computational and Mathematical Organization Theory, 2012, 18, (4), 445-462 View citations (2)

2008

7. Bidding Strategies for Simultaneous Ascending Auctions
   The B.E. Journal of Theoretical Economics, 2008, 8, (1), 43 View citations (1)

2007

8. Markets blown to bits: Comments on Mirowski's "Markomata"
   Journal of Economic Behavior & Organization, 2007, 63, (2), 347-353

2005

9. Graphical Models for Groups: Belief Aggregation and Risk Sharing
   Decision Analysis, 2005, 2, (3), 148-164 View citations (3)

2001

10. A Parametrization of the Auction Design Space
    Games and Economic Behavior, 2001, 35, (1-2), 304-338 View citations (17)
11. Auction Protocols for Decentralized Scheduling
    Games and Economic Behavior, 2001, 35, (1-2), 271-303 View citations (40)

1998

12. The WALRAS Algorithm: A Convergent Distributed Implementation of General Equilibrium Outcomes
    Computational Economics, 1998, 12, (1), 1-24 View citations (11)
    See also Working Paper The WALRAS Algorithm: A Convergent Distributed Implementation of General Equilibrium Outcomes, Computational Economics (1995) (1995)

1994

13. Inference in cognitive maps
    Mathematics and Computers in Simulation (MATCOM), 1994, 36, (2), 137-148 View citations (8)

1989

14. Automated Critiquing of Medical Decision Trees
    Medical Decision Making, 1989, 9, (4), 272-284 View citations (1)

Chapters

2006

1. Automated Markets and Trading Agents
   Chapter 28 in Handbook of Computational Economics, 2006, vol. 2, pp 1381-1431 View citations (9)