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When designing product rankings, online retailers and platforms choose which outcome to maximize: revenues from commissions or markups, the number of transactions, or consumer welfare. These objectives need not align, creating potential…

General Economics · Economics 2026-03-26 Rafael P. Greminger

We consider the problem of maximizing portfolio value when an agent has a subjective view on asset value which differs from the traded market price. The agent's trades will have a price impact which affect the price at which the asset is…

Mathematical Finance · Quantitative Finance 2020-10-13 Ryan Donnelly , Matthew Lorig

Reviews of official statistics for UK housing have noted that developments have not kept pace with real-world change, particularly the rapid growth of private renting. This paper examines the potential value of big data in this context. We…

Applications · Statistics 2021-02-01 Mark Livingston , Francesca Pannullo , Adrian Bowman , Marian Scott , Nick Bailey

While page views are often sold instantly through real-time auctions when users visit websites, they can also be sold in advance via guaranteed contracts. In this paper, we present a dynamic programming model to study how an online…

Computer Science and Game Theory · Computer Science 2019-12-12 Bowei Chen , Jingmin Huang , Yufei Huang , Stefanos Kollias , Shigang Yue

Many internet ventures rely on advertising for their revenue. However, users feel discontent by the presence of ads on the websites they visit, as the data-size of ads is often comparable to that of the actual content. This has an impact…

Social and Information Networks · Computer Science 2017-05-10 Kiran Garimella , Orestis Kostakis , Michael Mathioudakis

In economics, there are many ways to describe the interaction between a "seller" and a "buyer". The most common one, with which we interact almost every day, is selling for a fixed price. This option is perfect for selling a mass product,…

General Finance · Quantitative Finance 2024-07-10 O. A. Malafeyev , I. E. Khomenko

This paper argues that data of strategic individuals with heterogeneous privacy valuations in a distributed online social network (e.g., Facebook) will be under-priced, if traded in a monopoly buyer setting, and will lead to diminishing…

Social and Information Networks · Computer Science 2021-11-25 Ranjan Pal , Junhui Li , Yixuan Wang , Mingyan Liu , Swades De , Jon Crowcroft

The ongoing debate over net neutrality covers a broad set of issues related to the regulation of public networks. In two ways, we extend an idealized usage-priced game-theoretic framework based on a common linear demand-response model.…

Networking and Internet Architecture · Computer Science 2010-10-22 Eitan Altman , Stéphane Caron , George Kesidis

We initiate the study of markets for private data, though the lens of differential privacy. Although the purchase and sale of private data has already begun on a large scale, a theory of privacy as a commodity is missing. In this paper, we…

Computer Science and Game Theory · Computer Science 2011-11-30 Arpita Ghosh , Aaron Roth

We study the consequences of information asymmetries and misaligned incentives in settings with multiple independent agents. We model an interaction between a Sender, who holds vital private information but cannot act, and a Receiver, who…

Multiagent Systems · Computer Science 2026-05-13 Nanda Kishore Sreenivas , Kate Larson

Companies like Google and Microsoft run billions of auctions every day to sell advertising opportunities. Any change to the rules of these auctions can have a tremendous effect on the revenue of the company and the welfare of the…

Computer Science and Game Theory · Computer Science 2019-11-07 Saeed Alaei , Ashwinkumar Badanidiyuru , Mohammad Mahdian , Sadra Yazdanbod

The 2002 Trading Agent Competition (TAC) presented a challenging market game in the domain of travel shopping. One of the pivotal issues in this domain is uncertainty about hotel prices, which have a significant influence on the relative…

Artificial Intelligence · Computer Science 2011-07-04 K. M. Lochner , D. M. Reeves , Y. Vorobeychik , M. P. Wellman

In this paper, we initiate the study of the multiplicative bidding language adopted by major Internet search companies. In multiplicative bidding, the effective bid on a particular search auction is the product of a base bid and bid…

Data Structures and Algorithms · Computer Science 2014-04-29 MohammadHossein Bateni , Jon Feldman , Vahab Mirrokni , Sam Chiu-wai Wong

Browsing privacy solutions face an uphill battle to deployment. Many operate counter to the economic objectives of popular online services (e.g., by completely blocking ads) and do not provide enough incentive for users who may be subject…

Networking and Internet Architecture · Computer Science 2018-10-05 Arash Molavi Kakhki , Vijay Erramilli , Phillipa Gill , Augustin Chaintreau , Balachander Krishnamurthy

Recent attempts to achieve fairness in predictive models focus on the balance between fairness and accuracy. In sensitive applications such as healthcare or criminal justice, this trade-off is often undesirable as any increase in prediction…

Machine Learning · Statistics 2018-12-12 Irene Chen , Fredrik D. Johansson , David Sontag

In programmatic advertising, ad slots are usually sold using second-price (SP) auctions in real-time. The highest bidding advertiser wins but pays only the second-highest bid (known as the winning price). In SP, for a single item, the…

Machine Learning · Computer Science 2020-01-22 Aritra Ghosh , Saayan Mitra , Somdeb Sarkhel , Jason Xie , Gang Wu , Viswanathan Swaminathan

Machine learning is increasingly used in the most diverse applications and domains, whether in healthcare, to predict pathologies, or in the financial sector to detect fraud. One of the linchpins for efficiency and accuracy in machine…

Machine Learning · Computer Science 2022-01-17 Tânia Carvalho , Nuno Moniz , Pedro Faria , Luís Antunes

Displaying banner advertisements (in short, ads) on webpages has usually been discussed as an Internet economics topic where a publisher uses auction models to sell an online user's page view to advertisers and the one with the highest bid…

Computer Science and Game Theory · Computer Science 2017-08-02 Xiang Chen , Bowei Chen , Mohan Kankanhalli

We propose an incentive mechanism for the sponsored content provider market in which the communication of users can be represented by a graph and the private information of the users is assumed to have a continuous distribution function.…

Computer Science and Game Theory · Computer Science 2023-03-27 Mina Montazeri , Pegah Rokhforoz , Hamed Kebriaei , Olga Fink

An agent acquires a costly flexible signal before making a decision. We explore to what degree knowledge of the agent's information costs helps predict her behavior. We establish an impossibility result: learning costs alone generate no…

Theoretical Economics · Economics 2023-04-05 Elliot Lipnowski , Doron Ravid