7
H index
3
i10 index
127
Citations
Michael Wellman : Citation Profile
| RESEARCH PRODUCTION: 14 Articles 9 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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36 years (1989 - 2025). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Michael Wellman. | Is cited by:
| Cites to:
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Main data
Where Michael Wellman has published?
| Journals with more than one article published | # docs |
|---|---|
| Games and Economic Behavior | 3 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 3 |
| Computational Economics / University Library of Munich, Germany | 2 |
Recent works citing Michael Wellman (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Tail-GAN: Learning to Simulate Tail Risk Scenarios. (2023). Xu, Renyuan ; Cont, Rama ; Cucuringu, Mihai ; Zhang, Chao. In: Papers. RePEc:arx:papers:2203.01664. Full description at Econpapers || Download paper |
| 2025 | TRADES: Generating Realistic Market Simulations with Diffusion Models. (2025). Velardi, Paola ; Prenkaj, Bardh ; Berti, Leonardo. In: Papers. RePEc:arx:papers:2502.07071. Full description at Econpapers || Download paper |
| 2025 | Predicting Liquidity-Aware Bond Yields using Causal GANs and Deep Reinforcement Learning with LLM Evaluation. (2025). Sinha, Aarush ; Srinivasan, Srinitish ; Unnikrishnan, Srihari ; Walia, Jaskaran Singh. In: Papers. RePEc:arx:papers:2502.17011. Full description at Econpapers || Download paper |
| 2025 | Modeling metaorder impact with a Non-Markovian Zero Intelligence model. (2025). Ravagnani, Adele ; Lillo, Fabrizio. In: Papers. RePEc:arx:papers:2503.05254. Full description at Econpapers || Download paper |
| 2025 | Analyzing the price of fairness in scheduling problems with two agents. (2025). Liu, Peihai ; Yu, Jin ; Gu, Manzhan ; Lu, Xiwen. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:3:p:750-759. Full description at Econpapers || Download paper |
| 2024 | Technology and automation in financial trading: A bibliometric review. (2024). Cumming, Douglas ; Care, Rosella. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002642. Full description at Econpapers || Download paper |
| 2024 | Electricity GANs: Generative Adversarial Networks for Electricity Price Scenario Generation. (2024). Desmettre, Sascha ; Korn, Ralf ; Laudage, Christian ; Yilmaz, Bilgi. In: Commodities. RePEc:gam:jcommo:v:3:y:2024:i:3:p:16-280:d:1430997. Full description at Econpapers || Download paper |
| 2024 | Neural stochastic agent‐based limit order book simulation with neural point process and diffusion probabilistic model. (2024). Shi, Zijian ; Cartlidge, John. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:31:y:2024:i:2:n:e1553. Full description at Econpapers || Download paper |
Works by Michael Wellman:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | Compact Securities Markets for Pareto Optimal Reallocation of Risk In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Representing Aggregate Belief through the Competitive Equilibrium of a Securities Market In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Generating Realistic Stock Market Order Streams In: Papers. [Full Text][Citation analysis] | paper | 11 |
| 2008 | Bidding Strategies for Simultaneous Ascending Auctions In: The B.E. Journal of Theoretical Economics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Self-confirming price-prediction strategies for simultaneous one-shot auctions In: Games and Economic Behavior. [Full Text][Citation analysis] | article | 1 |
| 2001 | Auction Protocols for Decentralized Scheduling In: Games and Economic Behavior. [Full Text][Citation analysis] | article | 41 |
| 2001 | A Parametrization of the Auction Design Space In: Games and Economic Behavior. [Full Text][Citation analysis] | article | 15 |
| 2006 | Automated Markets and Trading Agents In: Handbook of Computational Economics. [Full Text][Citation analysis] | chapter | 9 |
| 2007 | Markets blown to bits: Comments on Mirowskis Markomata In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 0 |
| 1994 | Inference in cognitive maps In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 8 |
| 2021 | Spoofing the Limit Order Book: A Strategic Agent-Based Analysis In: Games. [Full Text][Citation analysis] | article | 2 |
| 2019 | Machine behaviour In: Post-Print. [Full Text][Citation analysis] | paper | 3 |
| 2019 | Machine behaviour.(2019) In: Nature. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2005 | Graphical Models for Groups: Belief Aggregation and Risk Sharing In: Decision Analysis. [Full Text][Citation analysis] | article | 3 |
| 1998 | The WALRAS Algorithm: A Convergent Distributed Implementation of General Equilibrium Outcomes. In: Computational Economics. [Full Text][Citation analysis] | article | 9 |
| 1995 | The WALRAS Algorithm: A Convergent Distributed Implementation of General Equilibrium Outcomes.(1995) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2002 | Automated Negotiation from Declarative Contract Descriptions In: Working papers. [Full Text][Citation analysis] | paper | 3 |
| 2016 | Latency arbitrage in fragmented markets: A strategic agent-based analysis In: Algorithmic Finance. [Citation analysis] | article | 6 |
| 2025 | Understanding the Implications of Advanced AI on Financial Markets In: Journal of Financial Transformation. [Citation analysis] | article | 0 |
| 1989 | Automated Critiquing of Medical Decision Trees In: Medical Decision Making. [Full Text][Citation analysis] | article | 1 |
| 2012 | Asset pricing under ambiguous information: an empirical game-theoretic analysis In: Computational and Mathematical Organization Theory. [Full Text][Citation analysis] | article | 2 |
| 1999 | Efficiency and Equilibrium in Task Allocation Economics with Hierarchical Dependencies In: Working Papers. [Citation analysis] | paper | 1 |
| 1999 | Equilibrium Prices in Bundle Auctions In: Working Papers. [Citation analysis] | paper | 9 |
| 2003 | Walverine: A Walrasian Trading Agent In: Computational Economics. [Full Text][Citation analysis] | paper | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team