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We study how to optimally segment monopolistic markets with a redistributive objective. We characterize optimal redistributive segmentations and show that they (i) induce the seller to price progressively, i.e., charge richer consumers…

Theoretical Economics · Economics 2026-05-14 Victor Augias , Alexis Ghersengorin , Daniel M. A. Barreto

In this research, we have empirically investigated the key drivers affecting liquidity in equity markets. We illustrated how theoretical models, such as Kyle's model, of agents' interplay in the financial markets, are aligned with the…

Computational Finance · Quantitative Finance 2020-04-28 Anastasia Bugaenko

This work's purpose is to understand the dynamics of limit order books in order-driven markets. We try to illustrate a dynamical trading mechanism attached to the microstructure of limit order markets. We capture the iterative nature of…

Trading and Market Microstructure · Quantitative Finance 2014-01-13 Shilei Wang

Assortment optimization is a critical tool for online retailers aiming to maximize revenue. However, optimizing purely for revenue can lead to unbalanced sales across products, potentially causing a long tail of low-selling products and…

Computer Science and Game Theory · Computer Science 2026-03-16 Omar El Housni , Qing Feng , Huseyin Topaloglu

Renewable energy brings huge uncertainties to the power system, which challenges the traditional power system operation with limited flexible resources. One promising solution is to introduce dynamic pricing to more consumers, which, if…

Systems and Control · Electrical Eng. & Systems 2019-11-19 Jiaman Wu , Zhiqi Wang , Yang Yu , Chenye Wu

A micro-scale model is proposed for the evolution of the limit order book. Within this model, the flows of orders (claims) are described by doubly stochastic Poisson processes taking account of the stochastic character of intensities of bid…

Probability · Mathematics 2014-12-09 V. Yu. Korolev , A. V. Chertok , A. Yu. Korchagin , A. I. Zeifman

Conventional models of matching markets assume that monetary transfers can clear markets by compensating for utility differentials. However, empirical patterns show that such transfers often fail to close structural preference gaps. This…

Trading and Market Microstructure · Quantitative Finance 2025-11-27 Yao Wu

The assortment problem in revenue management is the problem of deciding which subset of products to offer to consumers in order to maximise revenue. A simple and natural strategy is to select the best assortment out of all those that are…

Data Structures and Algorithms · Computer Science 2019-02-22 Gerardo Berbeglia , Gwenaël Joret

We investigate computational and mechanism design aspects of scarce resource allocation, where the primary rationing mechanism is through waiting times. Specifically we consider allocating medical treatments to a population of patients.…

Computer Science and Game Theory · Computer Science 2013-12-09 Mark Braverman , Jing Chen , Sampath Kannan

A dynamical model is introduced for the formation of a bullish or bearish trends driving an asset price in a given market. Initially, each agent decides to buy or sell according to its personal opinion, which results from the combination of…

Physics and Society · Physics 2011-06-09 Serge Galam

In the multi-unit pricing problem, multiple units of a single item are for sale. A buyer's valuation for $n$ units of the item is $v \min \{ n, d\} $, where the per unit valuation $v$ and the capacity $d$ are private information of the…

Computer Science and Game Theory · Computer Science 2017-04-18 Nikhil R. Devanur , Nima Haghpanah , Christos-Alexandros Psomas

We consider the pricing problem faced by a seller who assigns a price to a good that confers its benefits not only to its buyers, but also to other individuals around them. For example, a snow-blower is potentially useful not only to the…

Computer Science and Game Theory · Computer Science 2013-05-02 Michal Feldman , David Kempe , Brendan Lucier , Renato Paes Leme

Large-scale online recommendation systems must facilitate the allocation of a limited number of items among competing users while learning their preferences from user feedback. As a principled way of incorporating market constraints and…

Machine Learning · Computer Science 2022-12-15 Yigit Efe Erginbas , Soham Phade , Kannan Ramchandran

We consider the problem of optimal bidding for virtual trading in two-settlement electricity markets. A virtual trader aims to arbitrage on the differences between day-ahead and real-time market prices; both prices, however, are random and…

Computer Science and Game Theory · Computer Science 2018-08-02 Sevi Baltaoglu , Lang Tong , Qing Zhao

A monopolist wishes to maximize her profits by finding an optimal price policy. After she announces a menu of products and prices, each agent $x$ will choose to buy that product $y(x)$ which maximizes his own utility, if positive. The…

Optimization and Control · Mathematics 2021-02-12 Robert J. McCann , Kelvin Shuangjian Zhang

Since they were authorized by the U.S. Security and Exchange Commission in 1998, electronic exchanges have boomed, and by 2010 high frequency trading accounted for over 70% of equity trades in the US. Such markets are thought to increase…

Trading and Market Microstructure · Quantitative Finance 2012-10-23 Rene Carmona , Kevin Webster

We consider the Item Pricing problem for revenue maximization in the limited supply setting, where a single seller with $n$ items caters to $m$ buyers with unknown subadditive valuation functions who arrive in a sequence. The seller sets…

Computer Science and Game Theory · Computer Science 2009-05-21 Tanmoy Chakraborty , Zhiyi Huang , Sanjeev Khanna

We study the problem of designing revenue-maximizing auctions for allocating multiple goods to flexible consumers. In our model, each consumer is interested in a subset of goods known as its flexibility set and wants to consume one good…

Computer Science and Game Theory · Computer Science 2018-02-01 Shiva Navabi , Ashutosh Nayyar

In a fixed time horizon, appropriately executing a large amount of a particular asset -- meaning a considerable portion of the volume traded within this frame -- is challenging. Especially for illiquid or even highly liquid but also highly…

Mathematical Finance · Quantitative Finance 2023-08-15 David Evangelista , Yuri Thamsten

Employing probabilistic techniques we compute best possible upper and lower bounds on the price of an option on one or two assets with continuous piecewise linear payoff function based on prices of simple call options of possibly distinct…

Probability · Mathematics 2008-12-02 Dimitris Bertsimas , Natasha Bushueva
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