I am on the job market seeking a research industry position!

I am particuarly interested in AI research positions in the finance, fintech, and government/regulatory space. Particular applications of interest include (but are not limited to) real-time payments and financial crime risk mitigation.

About Me

Hello! I am a final year PhD Candidate in computer science & engineering at the University of Michigan. I am advised by Michael Wellman as a member of the Strategic Reasoning Group.

I leverage artificial intelligence and data to gain insights into complex phenomena.

My dissertation research lies at the intersection of computer science and economics. I apply artificial intelligence to study strategic decision making in financial networks. I gather data from simulation of agent-based models and use empirical game-theoretic analysis (EGTA) to reason about the decision making of various network participants. I aim to understand how strategic choices are made and the subsequent impacts of those decisions on the network. I have studied topics in debt cancellation, real-time payments, and financial fraud.

Prior to graduate school, I applied data analysis and machine learning methods to predict emergency room visits using cancer patient data and to predict events from social media data. As an undergraduate student, I attended the University of Massachusetts Amherst from which I obtained degrees in computer science and economics, as well as a minor in Chinese. My honors thesis, advised by Brendan O'Connor and Arindrajit Dube, applied time series forcasting to Google trends data for predicting state unemployment rates.

Research Interests

AI: computational economics, multi-agent systems, empirical game theory, applications of machine learning

Finance: real-time payments, fraud, systemic risk


Conference Publications

  1. Fraud Risk Mitigation in Real-Time Payments: A Strategic Agent-Based Analysis
    Katherine Mayo, Nicholas Grabill, and Michael P. Wellman
    IJCAI '24: 33rd International Joint Conference on Artifical Intelligence, August 2024

  2. A Strategic Analysis of Portfolio Compression
    Katherine Mayo and Michael P. Wellman
    ICAIF '21: 2nd ACM International Conference on AI in Finance, November 2021
    Previous version presented as a poster at AAMAS 2021: [paper][poster]

  3. An Agent-Based Model of Strategic Adoption of Real-Time Payments
    Katherine Mayo, Shaily Fozdar, Michael P. Wellman
    ICAIF '21: 2nd ACM International Conference on AI in Finance, November 2021

Journal Publications

  1. Navigating in a Space of Game Views
    Michael P. Wellman and Katherine Mayo
    Journal of Autonomous Agents and Multi-Agent Systems

  2. Machine Learning Model of Emergency Department Use for Patients Undergoing Treatment for Head and Neck Cancer Using Comprehensive Multifactor Electronic Health Records
    Michelle Mierzwa MD, Charles Mayo PhD, Pratyusha Yalamanchi MD, Joseph Evans MD, Francis Worden MD, Richard Medlin MD, Matt Schipper PhD, Caitlin Schonewolf MD, Jennifer Shah MD, Matthew Spector MD, Paul Swiecicki MD, Katherine Mayo MS, and Keith Casper MD
    JCO Clinical Cancer Informatics, January 2023

Workshop Papers

  1. Flagging Payments for Fraud Detection: A Strategic Agent-Based Model
    Katherine Mayo, Shaily Fozdar, Michael P. Wellman
    MUFin '23: 3rd International Workshop on Modeling Uncertainty in the Financial World (@ 37th AAAI Conference on Artificial Intelligence), February 2023


Advanced Data Mining, Electronic Commerce (now called Incentives and Strategic Behavior in Computational Systems), International Finance, Reinforcement Learning Theory, Advanced Artificial Intelligence