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Related papers: Option contracts for a privacy-aware market

200 papers

Recent work has constructed economic mechanisms that are both truthful and differentially private. In these mechanisms, privacy is treated separately from the truthfulness; it is not incorporated in players' utility functions (and doing so…

Computer Science and Game Theory · Computer Science 2012-11-14 Yiling Chen , Stephen Chong , Ian A. Kash , Tal Moran , Salil Vadhan

Collaborative systems, such as Online Social Networks and the Internet of Things, enable users to share privacy sensitive content. Content in these systems is often co-owned by multiple users with different privacy expectations, leading to…

Cryptography and Security · Computer Science 2023-02-28 Daan Di Scala , Pınar Yolum

An information broker incentivizes consumers to share their information, while designing an information structure to shape the market segmentation. The information broker is a metaphor for an Internet platform that matches consumers with…

Theoretical Economics · Economics 2025-03-26 Junjie Chen , Takuro Yamashita

A data intermediary acquires signals from individual consumers regarding their preferences. The intermediary resells the information in a product market wherein firms and consumers tailor their choices to the demand data. The social…

Computer Science and Game Theory · Computer Science 2022-09-30 Dirk Bergemann , Alessandro Bonatti , Tan Gan

Unlike other industries in which intellectual property is patentable, the financial industry relies on trade secrecy to protect its business processes and methods, which can obscure critical financial risk exposures from regulators and the…

Risk Management · Quantitative Finance 2011-11-28 Emmanuel A. Abbe , Amir E. Khandani , Andrew W. Lo

We investigate the tradeoff between privacy and utility in a situation where both privacy and utility are measured in terms of mutual information. For the binary case, we fully characterize this tradeoff in case of perfect privacy and also…

Information Theory · Computer Science 2015-10-09 Shahab Asoodeh , Fady Alajaji , Tamás Linder

Networking companies, especially the ones with the biggest market shares, tend to offer end to end solutions for their customers, with large discounts, that it would sound irrational to decline such offers, helping contractors make larger…

Networking and Internet Architecture · Computer Science 2019-10-02 Edmond Shami

Statistical agencies face a dual mandate to publish accurate statistics while protecting respondent privacy. Increasing privacy protection requires decreased accuracy. Recognizing this as a resource allocation problem, we propose an…

Cryptography and Security · Computer Science 2019-03-12 John M. Abowd , Ian M. Schmutte

The option is a financial derivative, which is regularly employed in reducing the risk of its underlying securities. However, investing in option is still risky. Such risk becomes much severer for speculators who utilize option as a means…

Risk Management · Quantitative Finance 2017-08-08 Qi-Wen Wang , Jian-Jun Shu

A data marketplace is an online venue that brings data owners, data brokers, and data consumers together and facilitates commoditisation of data amongst them. Data pricing, as a key function of a data marketplace, demands quantifying the…

Computer Science and Game Theory · Computer Science 2023-03-10 Mengxiao Zhang , Fernando Beltran , Jiamou Liu

Differential privacy is a mathematical framework for privacy-preserving data analysis. Changing the hyperparameters of a differentially private algorithm allows one to trade off privacy and utility in a principled way. Quantifying this…

Machine Learning · Statistics 2020-07-23 Brendan Avent , Javier Gonzalez , Tom Diethe , Andrei Paleyes , Borja Balle

The information released to investors in financial markets has various forms. We refer to range information as information about the upper and lower bound which the payoff of a risky asset may reach in the future. This study develops…

Theoretical Economics · Economics 2026-01-14 Jianhao Su , Yanliang Zhang

This paper proposes an architecture for dynamic decentralized marketplace for trading of Internet of Things data. To this end, we introduce a 3-tier framework which consists of provider, consumer and broker. The framework is realized using…

Networking and Internet Architecture · Computer Science 2021-08-13 P. Gupta , S. Kanhere , R. Jurdak

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

Consumers in many markets are uncertain about firms' qualities and costs, so buy based on both the price and the quality inferred from it. Optimal pricing depends on consumer heterogeneity only when firms with higher quality have higher…

Theoretical Economics · Economics 2019-04-12 Sander Heinsalu

This paper presents a new privacy negotiation mechanism for an IoT environment that is both efficient and practical to cope with the IoT special need of seamlessness. This mechanism allows IoT users to express and enforce their personal…

Cryptography and Security · Computer Science 2021-03-16 Khaled Alanezi , Shivakant Mishra

Prior work has investigated variations of prediction markets that preserve participants' (differential) privacy, which formed the basis of useful mechanisms for purchasing data for machine learning objectives. Such markets required…

Computer Science and Game Theory · Computer Science 2018-10-30 Rafael Frongillo , Bo Waggoner

We present a mechanism for reservations of bursty resources that is both truthful and robust. It consists of option contracts whose pricing structure induces users to reveal the true likelihoods that they will purchase a given resource.…

Computer Science and Game Theory · Computer Science 2007-05-23 Fang Wu , Zi Zhang , Bernardo A. Huberman

We study an information theoretic privacy mechanism design problem for two scenarios where the private data is either observable or hidden. In each scenario, we first consider bounded mutual information as privacy leakage criterion, then we…

Information Theory · Computer Science 2022-12-26 Amirreza Zamani , Tobias J. Oechtering , Mikael Skoglund

Reliability Options are capacity remuneration mechanisms aimed at enhancing security of supply in electricity systems. They can be framed as call options on electricity sold by power producers to System Operators. This paper provides a…

Pricing of Securities · Quantitative Finance 2019-09-13 Luisa Andreis , Maria Flora , Fulvio Fontini , Tiziano Vargiolu