Related papers: Option contracts for a privacy-aware market
The objective of this paper is to introduce the theory of option pricing for markets with informed traders within the framework of dynamic asset pricing theory. We introduce new models for option pricing for informed traders in complete…
Every time the customer (individual or company) has to release personal information to its service provider (e.g., an online store or a cloud computing provider), it faces a trade-off between the benefits gained (enhanced or cheaper…
There is an increased sensitivity by people about how companies collect information about them, and how this information is packaged, used and sold. This perceived lack of control is highlighted by the helplessness of users of various…
Strategic information is valuable either by remaining private (for instance if it is sensitive) or, on the other hand, by being used publicly to increase some utility. These two objectives are antagonistic and leaking this information might…
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…
Central to privacy concerns is that firms may use consumer data to price discriminate. A common policy response is that consumers should be given control over which firms access their data and how. Since firms learn about a consumer's…
Constant function market makers (CFMMs) are a popular decentralized exchange mechanism and have recently been the subject of much research, but major CFMMs give traders no privacy. Prior work proposes randomly splitting and shuffling trades…
Many-to-many matching with contracts is studied in the framework of revealed preferences. All preferences are described by choice functions that satisfy natural conditions. Under a no-externality assumption individual preferences can be…
We study strategic interactions in a broker-mediated market in which agents learn and exploit each other's private information. A broker provides liquidity to an informed trader and to noise traders while managing inventory in a lit market.…
Blockchains provide environments where parties can interact transparently and securely peer-to-peer without needing a trusted third party. Parties can trust the integrity and correctness of transactions and the verifiable execution of…
Decentralized exchange markets leveraging blockchain have been proposed recently to provide open and equal access to traders, improve transparency and reduce systemic risk of centralized exchanges. However, they compromise on the privacy of…
The explosive growth of data has highlighted its critical role in driving economic growth through data marketplaces, which enable extensive data sharing and access to high-quality datasets. To support effective trading, signaling mechanisms…
As personal data have been the new oil of the digital era, there is a growing trend perceiving personal data as a commodity. Although some people are willing to trade their personal data for money, they might still expect limited privacy…
Consider a data publishing setting for a data set with public and private features. The objective of the publisher is to maximize the amount of information about the public features in a revealed data set, while keeping the information…
Firms have access to abundant data on market participants. They use these data to target contracts to agents with specific characteristics, and describe these contracts in opaque terms. In response to such practices, recent proposed…
Quartierstrom creates a peer-to-peer marketplace for locally generated solar power. The marketplace is implemented as a smart contract on a permissioned blockchain governed by all prosumers. Two privacy-by-design concepts are presented…
The rise of smart contract systems such as Ethereum has resulted in a proliferation of blockchain-based decentralized applications including applications that store and manage a wide range of data. Current smart contracts are designed to be…
An option is a financial agreement between two parties to trade two assets. One party is given the right, but not the obligation, to complete the swap before a specified termination time. In todays financial markets, an option is considered…
An information theoretic privacy mechanism design problem for two scenarios is studied where the private data is either hidden or observable. In each scenario, privacy leakage constraints are considered using two different measures. In…
The design of privacy mechanisms for two scenarios is studied where the private data is hidden or observable. In the first scenario, an agent observes useful data $Y$, which is correlated with private data $X$, and wants to disclose the…