Publications
Publications
M. Shearer, G. Rauterberg, and M.P. Wellman. Learning to Manipulate a Financial Benchmark. 2022. [SSRN]
M. Shearer, M.O. Smith, E. Soba, and M.P. Wellman. Modeling Deep Reinforcement Learning Agents in Simulated Financial Markets. 2022.
M. Shearer. The Phases and Catalysts of Mini Flash Crashes. 2020. [SSRN]
M. Shearer, G. Rauterberg, and M.P. Wellman. Machine Learning, Algorithmic Trading, and Manipulation. Columbia Law School's Blog on Corporations and the Capital Markets, 2022. [post]
M. Shearer, D. Byrd, and T. Balch. Towards Explaining Exchange Traded Funds' Impact on Market Volatility Using an Agent-based Model. NeurIPS Workshop on Robust AI in Financial Services: Data, Fairness, Explainability, Trustworthiness, and Privacy, 2019. [pdf]
M. Shearer, G. Rauterberg and M.P. Wellman. An Agent-Based Model of Financial Benchmark Manipulation. ICML Workshop on Applications and Infrastructure for Multi-Agent Learning, 2019. [pdf]
M. Shearer and M.P. Wellman. Incentivizing Rider Time-Shift in a Multi-Leg Public Transportation System. IJCAI Workshop on Agents in Traffic and Transportation, 2018. [pdf]
S. Das, M. Shearer. Stable Matching, Gender Inequality, and the Reciprocity Heuristic. Presented at AMEC/TADA, Istanbul, Turkey, 4 May 2015.
Foster, G. Maierhofer, H. Li, M. Shearer. Extension of Standard Latent Dirichlet Allocation to Multiple Corpora and Application to Information Retrieval. SIAM Undergraduate Research Online, 2016. [pdf]
H. Li, M. Shearer. Improving the Accessibility of the USC Shoah Foundation Archive. Presented at MMA Undergraduate Poster Session at 2016 Joint Mathematics Meeting, Seattle, Washington, 9 January 2016; Poster. Award: Outstanding Student Presenters.