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Internet live streaming is widely used in online entertainment and e-commerce, where live advertising is an important marketing tool for anchors. An advertising campaign hopes to maximize the effect (such as conversions) under constraints…

Machine Learning · Statistics 2025-08-11 Bo Yang , Ruixuan Luo , Junqi Jin , Han Zhu

Advertisers increasingly use automated bidding to optimize their ad campaigns on online advertising platforms. Autobidding optimizes an advertiser's objective subject to various constraints, e.g. average ROI and budget constraints. In this…

Computer Science and Game Theory · Computer Science 2024-04-16 Gagan Aggarwal , Giannis Fikioris , Mingfei Zhao

Online bidding is a classic optimization problem, with several applications in online decision-making, the design of interruptible systems, and the analysis of approximation algorithms. In this work, we study online bidding under…

Computer Science and Game Theory · Computer Science 2025-10-30 Spyros Angelopoulos , Bertrand Simon

Considering that a trader or a trading algorithm interacting with markets during continuous auctions can be modeled by an iterating procedure adjusting the price at which he posts orders at a given rhythm, this paper proposes a procedure…

Trading and Market Microstructure · Quantitative Finance 2012-09-12 Sophie Laruelle , Charles-Albert Lehalle , Gilles Pagès

Sponsored search in E-commerce platforms such as Amazon, Taobao and Tmall provides sellers an effective way to reach potential buyers with most relevant purpose. In this paper, we study the auction mechanism optimization problem in…

Computer Science and Game Theory · Computer Science 2018-08-02 Gang Bai , Zhihui Xie , Liang Wang

We study problems arising in real-time auction markets, common in e-commerce and computational advertising, where bidders face the problem of calculating optimal bids. We focus upon a contract management problem where a demand aggregator is…

Computational Engineering, Finance, and Science · Computer Science 2022-06-28 Ryan J. Kinnear , Ravi R. Mazumdar , Peter Marbach

Auctions play an important role in electronic commerce, and have been used to solve problems in distributed computing. Automated approaches to designing effective auction mechanisms are helpful in reducing the burden of traditional game…

Computer Science and Game Theory · Computer Science 2010-02-08 Jinzhong Niu , Kai Cai , Simon Parsons

This paper initiates a study into the century-old issue of market predictability from the perspective of computational complexity. We develop a simple agent-based model for a stock market where the agents are traders equipped with simple…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 James Aspnes , David F. Fischer , Michael J. Fischer , Ming-Yang Kao , Alok Kumar

The most significant progress in recent years in online display advertising is what is known as the Real-Time Bidding (RTB) mechanism to buy and sell ads. RTB essentially facilitates buying an individual ad impression in real time while it…

Computer Science and Game Theory · Computer Science 2017-07-18 Jun Wang , Weinan Zhang , Shuai Yuan

Online auctions are one of the most fundamental facets of the modern economy and power an industry generating hundreds of billions of dollars a year in revenue. Auction theory has historically focused on the question of designing the best…

Computer Science and Game Theory · Computer Science 2021-09-23 Thomas Nedelec , Clément Calauzènes , Noureddine El Karoui , Vianney Perchet

Automated bidding, an emerging intelligent decision making paradigm powered by machine learning, has become popular in online advertising. Advertisers in automated bidding evaluate the cumulative utilities and have private financial…

Computer Science and Game Theory · Computer Science 2023-08-22 Yidan Xing , Zhilin Zhang , Zhenzhe Zheng , Chuan Yu , Jian Xu , Fan Wu , Guihai Chen

We study the performance of the TimeBoost auction, by comparing cumulative fixed time markout of fast lane trades over the TimeBoost interval to bids for the fast lane. Such comparison allows us to assess how well bids predict future…

Computer Science and Game Theory · Computer Science 2025-11-25 Akaki Mamageishvili , Christoph Schlegel , Ko Sunghun , Jinsuk Park , Ali Taslimi

With the proliferation of web technologies it becomes more and more important to make the traditional negotiation pricing mechanism automated and intelligent. The behaviour of software agents which negotiate on behalf of humans is…

Multiagent Systems · Computer Science 2013-11-26 Mohammad Irfan Bala , Sheetal Vij , Debajyoti Mukhopadhyay

We introduce a simple benchmark model of dynamic matching in networked markets, where agents arrive and depart stochastically and the network of acceptable transactions among agents forms a random graph. We analyze our model from three…

Computer Science and Game Theory · Computer Science 2014-02-18 Mohammad Akbarpour , Shengwu Li , Shayan Oveis Gharan

We design TimeBoost: a practical transaction ordering policy for rollup sequencers that takes into account both transaction timestamps and bids; it works by creating a score from timestamps and bids, and orders transactions based on this…

Computer Science and Game Theory · Computer Science 2023-08-17 Akaki Mamageishvili , Mahimna Kelkar , Jan Christoph Schlegel , Edward W. Felten

In this paper, we deal with the uncertainty of bidding for display advertising. Similar to the financial market trading, real-time bidding (RTB) based display advertising employs an auction mechanism to automate the impression level media…

Computer Science and Game Theory · Computer Science 2017-01-23 Haifeng Zhang , Weinan Zhang , Yifei Rong , Kan Ren , Wenxin Li , Jun Wang

Traditional auction theory posits that bid value exhibits a positive correlation with the probability of securing the auctioned object in ascending auctions. However, under uncertainty and incomplete information, as is characteristic in…

Theoretical Economics · Economics 2025-12-19 Dipankar Das

In a sequential auction with multiple bidding agents, it is highly challenging to determine the ordering of the items to sell in order to maximize the revenue due to the fact that the autonomy and private information of the agents heavily…

Artificial Intelligence · Computer Science 2018-10-16 Sicco Verwer , Yingqian Zhang , Qing Chuan Ye

This article presents a set of tools for the modeling of a spatial allocation problem in a large geographic market and gives examples of applications. In our settings, the market is described by a network that maps the cost of travel…

General Economics · Economics 2019-08-26 Arthur Charpentier , Alfred Galichon , Lucas Vernet

Bat algorithm is a population metaheuristic proposed in 2010 which is based on the echolocation or bio-sonar characteristics of microbats. Since its first implementation, the bat algorithm has been used in a wide range of fields. In this…

Neural and Evolutionary Computing · Computer Science 2016-04-15 Eneko Osaba , Xin-She Yang , Fernando Diaz , Pedro Lopez-Garcia , Roberto Carballedo