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Publications

  • The Effects of Market-Making on Price Dynamics
    Sanmay Das.
    In Proceedings of the Seventh International Joint Conference on Autonomous Agents and Multi-Agent Systems, 2008 (to appear).

  • Finding Transport Proteins in a General Protein Database
    Sanmay Das, Milton H. Saier, Jr. and Charles Elkan.
    Principles and Practice of Knowledge Discovery in Databases (Proc. PKDD 2007), September 2007.

  • Learning to Trade with Insider Information
    Sanmay Das. 
    Ninth International Conference on E-Commerce (Proc. ICEC 2007), August 2007.
    Previous version available as AI Memo 2005-028 / CBCL Memo 255, Massachusetts Institute of Technology, October 2005.

  • Two-sided Bandits and the Dating Market
    Sanmay Das and Emir Kamenica.
    Proceedings of the Nineteenth International Joint Conference on Artificial Intelligence, pages 947-952. Edinburgh, UK, August 2005.

  • A Learning Market-Maker in the Glosten-Milgrom Model
    Sanmay Das.
    Quantitative Finance, Vol. 5, No. 2, April 2005, pages 169-180.

  • The Influence of Social Norms and Social Consciousness on Intention Reconciliation,
    Barbara Grosz, Sarit Kraus, David Sullivan and Sanmay Das.
    Artificial Intelligence, 142:2, November 2002, pages 147-177 (Multi-Agent Systems Special Issue).

  • Learning and Decision-Making for Intention Reconciliation
    Sanmay Das, Barbara Grosz and Avi Pfeffer.
    In Proceedings of the First International Joint Conference on Autonomous Agents and Multi-Agent Systems, Bologna, July 2002.
    Download PDF version

  • Filters, Wrappers and a Boosting Based Hybrid for Feature Selection
    Sanmay Das.
    In Proceedings of the Eighteenth International Conference on Machine Learning, pages 74--81, Williams College, June 2001.

    • Drafts, Submissions, Technical Reports, etc.

  • Adapting to a Market Shock: Optimal Sequential Market-Making
    Sanmay Das and Malik Magdon-Ismail.

  • On Agent-Based Modeling of Complex Systems: Learning and Bounded Rationality
    Sanmay Das.

  • When is it Important to Know You've Been Rejected? A Search Problem with Probabilistic Appearance of Offers
    Sanmay Das and John N. Tsitsiklis.
    Submitted, May 2006. Also MIT Laboratory for Information and Decision Systems Technical Report #2699


    Theses
  • Dealers, Insiders and Bandits: Learning and its Effects on Market Outcomes
    Sanmay Das.
    Ph.D. thesis, Department of Electrical Engineering and Computer Science, Massachusetts Institute of Technology, May 2006.

  • Intelligent Market-Making in Artificial Financial Markets
    Sanmay Das
    S.M. thesis, Department of Electrical Engineering and Computer Science, Massachusetts Institute of Technology, 2003.
    Download PDF version
    Also available as MIT AI Technical Report 2003-005/CBCL Memo 226 (ps.gz) or PDF

  • Optimal Behavior in Group Environments
    Sanmay Das
    Senior honors thesis, Harvard University, 2001.