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Related papers: Option contracts for a privacy-aware market

200 papers

Advertising options have been recently studied as a special type of guaranteed contracts in online advertising, which are an alternative sales mechanism to real-time auctions. An advertising option is a contract which gives its buyer a…

Computer Science and Game Theory · Computer Science 2018-08-29 Bowei Chen , Mohan Kankanhalli

Each agent in a network makes a local observation that is linearly related to a set of public and private parameters. The agents send their observations to a fusion center to allow it to estimate the public parameters. To prevent leakage of…

Systems and Control · Electrical Eng. & Systems 2020-08-12 Chong Xiao Wang , Yang Song , Wee Peng Tay

Data markets are emerging as key mechanisms for trading personal and organizational data. Traditional data pricing studies -- such as query-based or arbitrage-free pricing models -- mainly emphasize price consistency and profit maximization…

Computer Science and Game Theory · Computer Science 2025-12-23 Lijun Bo , Weiqiang Chang

Using a broadcast channel to transmit clients' data requests may impose privacy risks. In this paper, we address such privacy concerns in the index coding framework. We show how a malicious client can infer some information about the…

Information Theory · Computer Science 2018-10-16 Mohammed Karmoose , Linqi Song , Martina Cardone , Christina Fragouli

In this article, we analyze the application of options contract in special commodity supply chain such as fresh agricultural products. This problem is discussed in the point of the retailer. When spot market and future market are both…

Computational Engineering, Finance, and Science · Computer Science 2013-12-10 Kai Nie , Man Yu

We study the ON-OFF privacy problem. At each time, the user is interested in the latest message of one of $N$ sources. Moreover, the user is assumed to be incentivized to turn privacy ON or OFF whether he/she needs it or not. When privacy…

Information Theory · Computer Science 2019-07-19 Fangwei Ye , Carolina Naim , Salim El Rouayheb

We study a producer's problem of selling a product to a continuum of privacy-conscious consumers, where the producer can implement third-degree price discrimination, offering different prices to different market segments. We consider a…

Theoretical Economics · Economics 2024-06-18 Alireza Fallah , Michael I. Jordan , Ali Makhdoumi , Azarakhsh Malekian

Differential privacy is typically studied in the central model where a trusted "aggregator" holds the sensitive data of all the individuals and is responsible for protecting their privacy. A popular alternative is the local model in which…

Cryptography and Security · Computer Science 2020-09-14 Thomas Steinke

In this paper we formulate a contract design problem where a primary license holder wishes to profit from its excess spectrum capacity by selling it to potential secondary users/buyers. It needs to determine how to optimally price the…

Computational Engineering, Finance, and Science · Computer Science 2012-07-30 Shang-Pin Sheng , Mingyan Liu

The design of a statistical signal processing privacy problem is studied where the private data is assumed to be observable. In this work, an agent observes useful data $Y$, which is correlated with private data $X$, and wants to disclose…

Information Theory · Computer Science 2023-09-19 Amirreza Zamani , Tobias J. Oechtering , Mikael Skoglund

Financial options are contracts that specify the right to buy or sell an underlying asset at a strike price by an expiration date. Standard exchanges offer options of predetermined strike values and trade options of different strikes…

Computer Science and Game Theory · Computer Science 2021-09-15 Xintong Wang , David M. Pennock , Nikhil R. Devanur , David M. Rothschild , Biaoshuai Tao , Michael P. Wellman

Trade-offs between privacy and cost are studied for a smart grid consumer, whose electricity consumption is monitored in almost real time by the utility provider (UP) through smart meter (SM) readings. It is assumed that an electrical…

Information Theory · Computer Science 2020-09-02 Giulio Giaconi , Deniz Gunduz , H. Vincent Poor

How do supply and demand from informed traders drive market prices of bitcoin options? Deribit options tick-level data supports the limits-to-arbitrage hypothesis about the market maker's supply. The main demand-side effects are that…

General Finance · Quantitative Finance 2022-03-28 Carol Alexander , Jun Deng , Jianfen Feng , Huning Wan

The pervasiveness of Internet of Things results in vast volumes of personal data generated by smart devices of users (data producers) such as smart phones, wearables and other embedded sensors. It is a common requirement, especially for Big…

Cryptography and Security · Computer Science 2018-05-08 Thomas Asikis , Evangelos Pournaras

Consider a market where a seller owns an item for sale and a buyer wants to purchase it. Each player has private information, known as their type. It can be costly and difficult for the players to reach an agreement through direct…

Computer Science and Game Theory · Computer Science 2024-10-29 Zhikang Fan , Weiran Shen

Security is one of the major concerns of modern communication systems. Users demand a secure communication environment that provides privacy to the people while they are sharing messages to anyone. Privacy is a prime concern nowadays. This…

Cryptography and Security · Computer Science 2019-03-07 Akm. B. Haque , Md. A. Bari , S. S. Arman , FT. Progga

The Bitcoin white paper introduced blockchain technology, enabling trustful transactions without intermediaries. Smart contracts emerged with Ethereum and blockchains expanded beyond cryptocurrency, applying to auctions, crowdfunding and…

Cryptography and Security · Computer Science 2025-01-08 Aldenio Burgos , Eduardo Alchieri

In this paper, we propose a decentralized, privacy-friendly energy trading platform (PFET) based on game theoretical approach - specifically Stackelberg competition. Unlike existing trading schemes, PFET provides a competitive market in…

Computer Science and Game Theory · Computer Science 2022-05-31 Kamil Erdayandi , Amrit Paudel , Lucas Cordeiro , Mustafa A. Mustafa

Differential privacy (DP) is the standard for privacy-preserving analysis, and introduces a fundamental trade-off between privacy guarantees and model performance. Selecting the optimal balance is a critical challenge that can be framed as…

Machine Learning · Computer Science 2025-09-05 Yaohong Yang , Aki Rehn , Sammie Katt , Antti Honkela , Samuel Kaski

Privacy-protected microdata are often the desired output of a differentially private algorithm since microdata is familiar and convenient for downstream users. However, there is a statistical price for this kind of convenience. We show that…