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Real-Time Bidding (RTB) is an important mechanism in modern online advertising systems. Advertisers employ bidding strategies in RTB to optimize their advertising effects subject to various financial requirements, especially the…
Online bidding and auction are crucial aspects of the online advertising industry. Conventionally, there is only one slot for ad display and most current studies focus on it. Nowadays, multi-slot display advertising is gradually becoming…
We present a deterministic exploration mechanism for sponsored search auctions, which enables the auctioneer to learn the relevance scores of advertisers, and allows advertisers to estimate the true value of clicks generated at the auction…
Online user-generated content platforms allocate billions of dollars of promotional traffic through algorithms in two-sided marketplaces. To evaluate updates to these algorithms, platforms frequently rely on creator-side randomized…
In targeted online advertising, advertisers look for maximizing campaign performance under delivery constraint within budget schedule. Most of the advertisers typically prefer to impose the delivery constraint to spend budget smoothly over…
Affine Maximizer Auctions (AMAs), a generalized mechanism family from VCG, are widely used in automated mechanism design due to their inherent dominant-strategy incentive compatibility (DSIC) and individual rationality (IR). However, as the…
This paper describes a new win-rate based bid shading algorithm (WR) that does not rely on the minimum-bid-to-win feedback from a Sell-Side Platform (SSP). The method uses a modified logistic regression to predict the profit from each…
Computational advertising has been studied to design efficient marketing strategies that maximize the number of acquired customers. In an increased competitive market, however, a market leader (a leader) requires the acquisition of new…
Firm competition and collusion involve complex dynamics, particularly when considering communication among firms. Such issues can be modeled as problems of complex systems, traditionally approached through experiments involving human…
Inspired by online ad allocation, we study online stochastic packing linear programs from theoretical and practical standpoints. We first present a near-optimal online algorithm for a general class of packing linear programs which model…
In this paper, we propose an online-matching-based model to study the assignment problems arising in a wide range of online-matching markets, including online recommendations, ride-hailing platforms, and crowdsourcing markets. It features…
Digital advertising platforms and publishers sell ad inventory that conveys targeting information, such as demographic, contextual, or behavioral audience segments, to advertisers. While revealing this information improves ad relevance, it…
Modern commercial Internet search engines display advertisements along side the search results in response to user queries. Such sponsored search relies on market mechanisms to elicit prices for these advertisements, making use of an…
Click-Through Rate (CTR) prediction serves as a fundamental component in online advertising. A common practice is to train a CTR model on advertisement (ad) impressions with user feedback. Since ad impressions are purposely selected by the…
This paper develops a novel multi-agent reinforcement learning (MARL) framework for reinsurance treaty bidding, addressing long-standing inefficiencies in traditional broker-mediated placement processes. We pose the core research question:…
Bid optimization for online advertising from single advertiser's perspective has been thoroughly investigated in both academic research and industrial practice. However, existing work typically assume competitors do not change their bids,…
First-price auctions have largely replaced traditional bidding approaches based on Vickrey auctions in programmatic advertising. As far as learning is concerned, first-price auctions are more challenging because the optimal bidding strategy…
Managing millions of digital auctions is an essential task for modern advertising auction systems. The main approach to managing digital auctions is an autobidding approach, which depends on the Click-Through Rate and Conversion Rate…
In machine learning applications, distribution shifts between training and target environments can lead to significant drops in model performance. This study investigates the impact of such shifts on binary classification models within the…
Online advertising has been introduced as one of the most efficient methods of advertising throughout the recent years. Yet, advertisers are concerned about the efficiency of their online advertising campaigns and consequently, would like…