Michael Albert

Michael Albert

Assistant Professor of Business Administration

Office

FOB 269

Academic Area

Education: B.S., James Madison University; M.S., Ph.D., Duke University

Assistant Professor Michael Albert teaches Quantitative Analysis courses in Darden’s MBA program, and he has joint appointments in Systems Engineering and Computer Science in the School of Engineering and Applied Sciences (SEAS) at UVA. His research focuses on combining machine learning and algorithmic techniques to automate the design of markets. His work has appeared in leading artificial intelligence and machine learning venues such as the Association for the Advancement of Artificial Intelligence (AAAI) and the International Joint Conference on Artificial Intelligence (IJCAI).

Prior to joining Darden in 2018, Albert received his Ph.D. in financial economics at Duke University’s Fuqua School of Business. He has also worked as a visiting assistant professor of finance at the Ohio State University, as a postdoctoral researcher at the Learning Agents Research Group at the University of Texas at Austin under Peter Stone, and as a postdoctoral researcher in the artificial intelligence group headed by Vincent Conitzer at Duke University.  

Journal Articles

Michael Albert, Jason Fink, and Kristen Fink, “Adaptive Mesh Modeling and Barrier Option Pricing Under a Jump-Diffusion Process,” Journal of Financial Research, 31, 381-408, 2008.

 

Refereed Conference Papers with Published Proceedings

Mathijs de Weerdt, Michael Albert, Vincent Conitzer, and Koos van der Linden, “Complexity of Scheduling Charge in the Smart Grid,” Proceedings of the Twenty-Seventh International Joint Conference on Artificial Intelligence (IJCAI-18), Stockholm, Sweden, 2017. 

Guni Sharon, Michael Albert, Tarun Rambha, Stephen Boyles, and Peter Stone, "Traffic Optimization for a Mixture of Self-Interested and Compliant Agents."Proceedings of the Thirty-Second AAAI Conference on Artificial Intelligence (AAAI-18), New Orleans, LA, USA, 2018.

Michael Albert, Vincent Conitzer, and Peter Stone. “Mechanism Design with Unknown Correlated Distributions: Can We Learn Optimal Mechanisms?” Proceedings of the Sixteenth International Joint Conference on Autonomous Agents and Multi Agent Systems (AAMAS-17), Sao Paolo, Brazil, 2017.

Guni Sharon, Josiah Hanna, Tarun Rambha, Michael Levin, Michael Albert, Stephen Boyles and Peter Stone. “Real-time Adaptive Tolling Scheme for Optimized Social Welfare in Traffic Networks.” Proceedings of the Sixteenth International Joint Conference on Autonomous Agents and Multi Agent Systems (AAMAS-17), Sao Paolo, Brazil, 2017.

Michael Albert, Vincent Conitzer, and Peter Stone, “Automated Design of Robust Mechanisms.” Proceedings of the Thirty-First AAAI Conference on Artificial Intelligence (AAAI-17), San Francisco, CA, USA, 2017.

Josiah Hanna, Michael Albert, Peter Stone, and Donna Chen. “Minimum Cost Matching for Autonomous Carsharing.” Proceedings of the 9th IFAC Symposium on Intelligent Autnomous Vehicles (IAV2016), Leipzig, Germany, 2016.

Michael Albert, Vincent Conitzer, and Giuseppe Lopomo, “Maximizing Revenue with Limited Correlation: The Cost of Ex-Post Incentive Compatibility.” Proceedings of the Thirtieth AAAI Conference on Artificial Intelligence (AAAI-16),Phoeniz, AZ, USA, 2016.

Michael Albert, Vincent Conitzer, and Giuseppe Lopomo, “Assessing the Robustness of CremerMcLean with Automated Mechanism Design.” Proceedings of the Twenty-Ninth AAAI Conference on Artificial Intelligence (AAAI-15), Austin, TX, USA, 2015.

 

Refereed Workshop Papers

Guni Sharon, Josiah Hanna, Tarun Rambha, Michael Albert, Peter Stone, and Stephen D. Boyles, "Delta-Tolling: Adaptive Tolling for Optimizing Traffic Throughput," Proceedings of the 9th International Workshop on Agents in Traffic and Transportation (ATT 2016), 2016.

 

Papers Under Review

Michael Albert, Vincent Conitzer, Guiseppe Lopomo, and Peter Stone, “Mechanism Design for Correlated Valuations: Efficient Methods for Revenue Maximization,” Working Paper, Under Submission at Operations Research, 2017. 

 

Working Papers  

Michael Albert, "Executive Compensation and Firm Leverage," Working Paper, 2014.

Michael Albert, "Financial Development, Intellectual Property Rights, and Growth," Working Paper, 2011.

 

Technical Reports

Kockelman, K., S. D. Boyles, P. Stone, D. Fagnant, R. Patel, M. W. Levin, G. Sharon, M. Simoni, M. Albert, H. Fritz, R. Hutchinson, P. Bansal, G. Domnenko, P. Bujanovic, B. Kim, E. Pourrahmani, S. Agrawal, T. Li, J. Hanna, A. Nichols, and J. Li. (2017) An Assessment of Autonomous Vehicles: Traffic Impacts and Infrastructure Needs — Final Report. Texas Department of Transportation report FHWA/TX-17/0-6847-1.

Kockelman, K., S. D. Boyles, P. Avery, C. Claudel, L. Loftus-Otway, D. Fagnant, P. Bansal, M. W. Levin, Y. Zhao, J. Liu, L. Clements, W. Wagner, D. Stewart, G. Sharon, M. Albert, P. Stone, J. Hanna, R. Patel, H. Fritz, T. Choudhary, T. Li, A. Nichols, K. Sharma, and M. Simoni. (2016) Bringing Smart Transport to Texans: Ensuring the Benefits of a Connected and Autonomous Transport System in Texas — Final Report. Texas Department of Transportation report FHWA/TX-16/0-6838-2.