Related papers: Mobile Data Trading: Behavioral Economics Analysis…
We study the impact of end-user behavior on user/network association in a HetNet with multiple service providers (SPs). Specifically, we consider the uncertainty in the service guarantees offered by SPs in a HetNet, and use Prospect Theory…
We argue for giving users the ability to lease bandwidth temporarily from any mobile network operator. We propose, prototype, and evaluate a spectrum market for mobile network access, where multiple network operators offer blocks of…
New larger and more diverse wireless markets have emerged. Modelling them can be challenging due to various business and network aspects. Existing models of wireless markets are either microscopic, focusing on a specific technical aspect…
We develop a theoretical trading conditioning model subject to price volatility and return information in terms of market psychological behavior, based on analytical transaction volume-price probability wave distributions in which we use…
The development of the Internet of Things (IoT) generates a significant amount of data that contains valuable knowledge for system operations and business opportunities. Since the data is the property of the IoT data owners, the access to…
We study the problem of maximising terminal utility for an agent facing model uncertainty, in a frictionless discrete-time market with one safe asset and finitely many risky assets. We show that an optimal investment strategy exists if the…
In a financial market, for agents with long investment horizons or at times of severe market stress, it is often changes in the asset price that act as the trigger for transactions or shifts in investment position. This suggests the use of…
This paper focuses on price-based residential demand response implemented through dynamic adjustments of electricity prices during DR events. It extends existing DR models to a stochastic framework in which customer response is represented…
We study contextual dynamic pricing problems where a firm sells products to $T$ sequentially-arriving consumers, behaving according to an unknown demand model. The firm aims to minimize its regret over a clairvoyant that knows the model in…
Choice models for large-scale applications have historically relied on economic theories (e.g. utility maximisation) that establish relationships between the choices of individuals, their characteristics, and the attributes of the…
We consider a novel formulation of the dynamic pricing and demand learning problem, where the evolution of demand in response to posted prices is governed by a stochastic variant of the popular Bass model with parameters $\alpha, \beta$…
Open data, as an essential element in the sustainable development of the digital economy, is highly valued by many relevant sectors in the implementation process. However, most studies suppose that there are only data providers and users in…
We propose an innovative data-driven option pricing methodology that relies exclusively on the dataset of historical underlying asset prices. While the dataset is rooted in the objective world, option prices are commonly expressed as…
The design of integrated mobility-on-demand services requires jointly considering the interactions between traveler choice behavior and operators' operation policies to design a financially sustainable pricing scheme. However, most existing…
In Part III of this study, we apply the price dynamical model with big buyers and big sellers developed in Part I of this paper to the daily closing prices of the top 20 banking and real estate stocks listed in the Hong Kong Stock Exchange.…
The increasing popularity of smart mobile phones and their powerful sensing capabilities have enabled the collection of rich contextual information and mobile phone usage records through the device logs. This paper formulates the problem of…
In the last decades, data have become a cornerstone component in many business decisions, and copious resources are being poured into production and acquisition of the high-quality data. This emerging market possesses unique features, and…
With the increase in an average user's dependence on their mobile devices, the reliance on collecting his browsing history from mobile browsers has also increased. This browsing history is highly utilized in the advertising industry for…
Two-sided matching markets have long existed to pair agents in the absence of regulated exchanges. A common example is school choice, where a matching mechanism uses student and school preferences to assign students to schools. In such…
High-frequency trading (HFT) represents a pivotal and intensely competitive domain within the financial markets. The velocity and accuracy of data processing exert a direct influence on profitability, underscoring the significance of this…