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In financial markets valuable information is rarely circulated homogeneously, because of time required for information to spread. However, advances in communication technology means that the 'lifetime' of important information is typically…

Pricing of Securities · Quantitative Finance 2011-08-05 Dorje C. Brody , Yan Tai Law

Auto-bidding systems are widely used in advertising to automatically determine bid values under constraints such as total budget and Return-on-Spend (RoS) targets. Existing works often assume that the value of an ad impression, such as the…

Machine Learning · Computer Science 2026-02-03 Jiale Han , Chun Gan , Chengcheng Zhang , Jie He , Zhangang Lin , Ching Law , Xiaowu Dai

We study a market for private data in which a data analyst publicly releases a statistic over a database of private information. Individuals that own the data incur a cost for their loss of privacy proportional to the differential privacy…

Computer Science and Game Theory · Computer Science 2012-10-01 Pranav Dandekar , Nadia Fawaz , Stratis Ioannidis

Sponsored search becomes an easy platform to match potential consumers' intent with merchants' advertising. Advertisers express their willingness to pay for each keyword in terms of bids to the search engine. When a user's query matches the…

Computer Science and Game Theory · Computer Science 2012-07-20 Chenyang Li , Mingyi Hong , Randy Cogill , Alfredo Garcia

While the entire field of privacy preserving data analytics is focused on the privacy-utility tradeoff, recent work has shown that privacy preserving data publishing can introduce different levels of utility across different population…

Computers and Society · Computer Science 2021-11-09 David Pujol , Ashwin Machanavajjhala

The proliferation of data collection and machine learning techniques has created an opportunity for commercialization of private data by data aggregators. In this paper, we study this data monetization problem using a contract-theoretic…

Computer Science and Game Theory · Computer Science 2018-10-18 Parinaz Naghizadeh , Arunesh Sinha

The amount of personal information contributed by individuals to digital repositories such as social network sites has grown substantially. The existence of this data offers unprecedented opportunities for data analytics research in various…

Computer Science and Game Theory · Computer Science 2015-05-12 Michela Chessa , Jens Grossklags , Patrick Loiseau

We study the problem of auction design for advertising platforms that face strategic advertisers who are bidding across platforms. Each advertiser's goal is to maximize their total value or conversions while satisfying some constraint(s)…

Computer Science and Game Theory · Computer Science 2024-05-07 Gagan Aggarwal , Andres Perlroth , Ariel Schvartzman , Mingfei Zhao

In many applications, ads are displayed together with the prices, so as to provide a direct comparison among similar products or services. The price-displaying feature not only influences the consumers' decisions, but also affects the…

Artificial Intelligence · Computer Science 2023-03-24 Bin Li , Yahui Lei

We develop a model of content filtering as a game between the filter and the content consumer, where the latter incurs information costs for examining the content. Motivating examples include censoring misinformation, spam/phish filtering,…

Theoretical Economics · Economics 2023-12-21 Ian Ball , James Bono , Justin Grana , Nicole Immorlica , Brendan Lucier , Aleksandrs Slivkins

When online sellers use AI learning algorithms to automatically compete on e-commerce platforms, there is concern that they will learn to coordinate on higher than competitive prices. However, this concern was primarily raised in…

General Economics · Economics 2025-11-03 Hangcheng Zhao , Ron Berman

Interactions between bids to show ads online can lead to an advertiser's ad being shown to more men than women even when the advertiser does not target towards men. We design bidding strategies that advertisers can use to avoid such…

Computer Science and Game Theory · Computer Science 2019-09-06 Milad Nasr , Michael Tschantz

We examine two types of binary betting markets, whose primary goal is for profit (such as sports gambling) or to gain information (such as prediction markets). We articulate the interplay between belief and price-setting to analyse both…

Computer Science and Game Theory · Computer Science 2024-06-07 Haiqing Zhu , Alexander Soen , Yun Kuen Cheung , Lexing Xie

We study the algorithmic problem faced by an information holder (seller) who wants to optimally sell such information to a budged-constrained decision maker (buyer) that has to undertake some action. Differently from previous, we consider…

Computer Science and Game Theory · Computer Science 2023-02-01 Matteo Castiglioni , Francesco Bacchiocchi , Alberto Marchesi , Giulia Romano , Nicola Gatti

Consider a network design application where we wish to lay down a minimum-cost spanning tree in a given graph; however, we only have stochastic information about the edge costs. To learn the precise cost of any edge, we have to conduct a…

Data Structures and Algorithms · Computer Science 2017-11-02 Sahil Singla

We study statistical parameter estimation in the setting of data markets. A buyer seeks to estimate a parameter based on samples that can be purchased from competing providers that differ in their data quality and provision costs. When…

Computer Science and Game Theory · Computer Science 2026-04-13 Yuchen Hu , Martin J. Wainwright , Stephen Bates

Inspired by real-time ad exchanges for online display advertising, we consider the problem of inferring a buyer's value distribution for a good when the buyer is repeatedly interacting with a seller through a posted-price mechanism. We…

Machine Learning · Computer Science 2013-11-28 Kareem Amin , Afshin Rostamizadeh , Umar Syed

Programmatic advertising consists in automated auctioning of digital ad space. Every time a user requests a web page, placeholders on the page are populated with ads from the highest-bidding advertisers. The bids are typically based on…

Artificial Intelligence · Computer Science 2022-05-03 Emil Häglund , Johanna Björklund

All sequential decision-making agents explore so as to acquire knowledge about a particular target. It is often the responsibility of the agent designer to construct this target which, in rich and complex environments, constitutes a onerous…

Machine Learning · Computer Science 2021-10-28 Dilip Arumugam , Benjamin Van Roy

The quest for every time more personalized Internet experience relies on the enriched contextual information about each user. Online advertising also follows this approach. Among the context information that advertising stakeholders…

Computers and Society · Computer Science 2022-06-02 Patricia Callejo , Marco Gramaglia , Rubén Cuevas , Ángel Cuevas