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Every prediction is ultimately used in a downstream task. Consequently, evaluating prediction quality is more meaningful when considered in the context of its downstream use. Metrics based solely on predictive performance often diverge from…

Machine Learning · Computer Science 2025-08-26 Novin Shahroudi , Viacheslav Komisarenko , Meelis Kull

A machine learning model may exhibit discrimination when used to make decisions involving people. One potential cause for such outcomes is that the model uses a statistical proxy for a protected demographic attribute. In this paper we…

Machine Learning · Computer Science 2018-11-29 Samuel Yeom , Anupam Datta , Matt Fredrikson

Artificial intelligence (AI) systems in high-stakes domains raise concerns about proxy discrimination, unfairness, and explainability. Existing audits often fail to reveal why unfairness arises, particularly when rooted in structural bias.…

Artificial Intelligence · Computer Science 2025-11-25 Belona Sonna , Alban Grastien

We study the competition for partners in two-sided matching markets with heterogeneous agent preferences, with a focus on how the equilibrium outcomes depend on the connectivity in the market. We model random partially connected markets,…

Computer Science and Game Theory · Computer Science 2023-01-12 Yash Kanoria , Seungki Min , Pengyu Qian

This work suggests modifications to a previously introduced class of heterogeneous agent models that allow for the inclusion of different types of agent motivations and behaviours in a unified way. The agents operate within a highly…

Trading and Market Microstructure · Quantitative Finance 2009-11-13 H. Lamba , T. Seaman

Although creativity is encouraged in the abstract it is often discouraged in educational and workplace settings. Using an agent-based model of cultural evolution, we investigated the idea that tempering the novelty-generating effects of…

Multiagent Systems · Computer Science 2019-03-15 Liane Gabora , Simon Tseng

Information that is of relevance for decision-making is often distributed, and held by self-interested agents. Decision markets are well-suited mechanisms to elicit such information and aggregate it into conditional forecasts that can be…

Computer Science and Game Theory · Computer Science 2023-03-21 Wenlong Wang , Thomas Pfeiffer

We study a large economy in which firms cannot compute exact solutions to the non-linear equations that characterize the equilibrium price at which they can sell future output. Instead, firms use polynomial expansions to approximate prices.…

Economics · Quantitative Finance 2016-11-08 Wolfgang Kuhle

We introduce the notion of performative power, which measures the ability of a firm operating an algorithmic system, such as a digital content recommendation platform, to cause change in a population of participants. We relate performative…

Machine Learning · Computer Science 2022-11-04 Moritz Hardt , Meena Jagadeesan , Celestine Mendler-Dünner

We address the problem of reward hacking, where maximising a proxy reward does not necessarily increase the true reward. This is a key concern for Large Language Models (LLMs), as they are often fine-tuned on human preferences that may not…

This paper explores the interplay between transfer policies, R\&D, corruption, and economic development using a general equilibrium model with heterogeneous agents and a government. The government collects taxes, redistributes fiscal…

Computational Finance · Quantitative Finance 2025-12-04 Cuong Le Van , Ngoc-Sang Pham , Thi Kim Cuong Pham , Binh Tran-Nam

The latest developments in AI focus on agentic systems where artificial and human agents cooperate to realize global goals. An example is collaborative learning, which aims to train a global model based on data from individual agents. A…

Computer Science and Game Theory · Computer Science 2025-08-20 Björn Filter , Ralf Möller , Özgür Lütfü Özçep

The dynamical evolution of many economic, sociological, biological and physical systems tends to be dominated by a relatively small number of unexpected, large changes (`extreme events'). We study the large, internal changes produced in a…

Disordered Systems and Neural Networks · Physics 2009-11-07 D. Lamper , S. Howison , N. F. Johnson

We investigate knowledge exchange among commercial organisations, the rationale behind it and its effects on the market. Knowledge exchange is known to be beneficial for industry, but in order to explain it, authors have used high level…

Multiagent Systems · Computer Science 2007-05-23 Maria Chli , Philippe De Wilde

Collusion in market pricing is a concept associated with human actions to raise market prices through artificially limited supply. Recently, the idea of algorithmic collusion was put forward, where the human action in the pricing process is…

Theoretical Economics · Economics 2025-01-29 Suzie Grondin , Arthur Charpentier , Philipp Ratz

We introduce a simple model for addressing the controversy in the study of financial systems, sometimes taken as brownian-like processes and other as critical systems with fluctuations of arbitrary magnitude. The model considers a…

General Finance · Quantitative Finance 2013-01-01 João P. da Cruz , Pedro G. Lind

Dissensus is a modeling framework for networks of dynamic agents in competition for scarce resources. Originally inspired by biological cells behaviors, it fits also marketing, finance and many other application areas. Competition is often…

Optimization and Control · Mathematics 2016-11-17 D. Bauso , L. Giarre' , R. Pesenti

In this paper, we tackle the problem of innovation spreading from a modeling point of view. We consider a networked system of individuals, with a competition between two groups. We show its relation to the innovation spreading issues. We…

Physics and Society · Physics 2010-07-07 Krzysztof Suchecki , Andrea Scharnhorst , Janusz A. Holyst

In supervised learning one wishes to identify a pattern present in a joint distribution $P$, of instances, label pairs, by providing a function $f$ from instances to labels that has low risk $\mathbb{E}_{P}\ell(y,f(x))$. To do so, the…

Machine Learning · Statistics 2015-07-07 Brendan van Rooyen , Robert C. Williamson

We consider the problem of improving fairness when one lacks access to a dataset labeled with protected groups, making it difficult to take advantage of strategies that can improve fairness but require protected group labels, either at…

Machine Learning · Computer Science 2018-07-02 Maya Gupta , Andrew Cotter , Mahdi Milani Fard , Serena Wang