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Pricing advanced data products - particularly in complex fields such as semiconductor manufacturing - is a fundamentally challenging task due to the sparsity of publicly available transaction data, and its frequent heterogeneity and…

Computational Finance · Quantitative Finance 2026-02-03 Adam L. Siemiatkowski , Victor Zhirnov , Kashyap Yellai , Gabriella Bein , Terresa Zimmerman

Data buyers compete in a game of incomplete information about which a single data seller owns some payoff-relevant information. The seller faces a joint information- and mechanism-design problem: deciding which information to sell, while…

Computer Science and Game Theory · Computer Science 2024-11-18 Alessandro Bonatti , Munther Dahleh , Thibaut Horel , Amir Nouripour

We envision a marketplace where diverse entities offer specialized "modules" through APIs, allowing users to compose the outputs of these modules for complex tasks within a given budget. This paper studies the market design problem in such…

Computer Science and Game Theory · Computer Science 2025-02-28 Kshipra Bhawalkar , Jeff Dean , Christopher Liaw , Aranyak Mehta , Neel Patel

This paper proposes a new combinatorial auction framework for local energy flexibility markets, which addresses the issue of prosumers' inability to bundle multiple flexibility time intervals. To solve the underlying NP-complete winner…

Machine Learning · Computer Science 2023-07-27 Awadelrahman M. A. Ahmed , Frank Eliassen , Yan Zhang

In a day-ahead market, energy buyers and sellers submit their bids for a particular future time, including the amount of energy they wish to buy or sell and the price they are prepared to pay or receive. However, the dynamic for forming the…

Optimization and Control · Mathematics 2024-11-26 Luca Di Persio , Matteo Garbelli , Luca M. Giordano

The difficulty in acquiring a sufficient amount of training data is a major bottleneck for machine learning (ML) based data analytics. Recently, commoditizing ML models has been proposed as an economical and moderate solution to ML-oriented…

Machine Learning · Computer Science 2023-04-04 Shuyuan Zheng , Yang Cao , Masatoshi Yoshikawa , Huizhong Li , Qiang Yan

Machine learning (ML) is increasingly being used in high-stakes applications impacting society. Therefore, it is of critical importance that ML models do not propagate discrimination. Collecting accurate labeled data in societal…

Machine Learning · Computer Science 2021-04-01 Hadis Anahideh , Abolfazl Asudeh , Saravanan Thirumuruganathan

One of the most important problems in modern finance is finding efficient ways to summarize and visualize the stock market data to give individuals or institutions useful information about the market behavior for investment decisions. The…

Databases · Computer Science 2013-11-01 Radhakrishnan B , Shineraj G , Anver Muhammed K. M

Determining whether published scientific findings can successfully be replicated is a long-standing challenge in the empirical sciences. Existing approaches for replicability assessment typically rely either on human judgment, i.e.,…

Since there is, in principle, no reason why third parties should not pay individuals for the use of their data, we introduce a realistic market that would allow these payments to be made while taking into account the privacy attitude of the…

Computers and Society · Computer Science 2012-05-02 Christina Aperjis , Bernardo A. Huberman

Auction-based Federated Learning (AFL) enables open collaboration among self-interested data consumers and data owners. Existing AFL approaches are commonly under the assumption of sellers' market in that the service clients as sellers are…

Machine Learning · Computer Science 2023-09-12 Jiaxi Yang , Zihao Guo , Sheng Cao , Cuifang Zhao , Li-Chuan Tsai

We study a data pricing problem, where a seller has access to $N$ homogeneous data points (e.g. drawn i.i.d. from some distribution). There are $m$ types of buyers in the market, where buyers of the same type $i$ have the same valuation…

Machine Learning · Computer Science 2024-11-05 Keran Chen , Joon Suk Huh , Kirthevasan Kandasamy

We present an approach to compute the monetary value of individual data points, in context of an automated decision system. The proposed method enables us to explore and implement a paradigm of data minimalism for large-scale machine…

Machine Learning · Computer Science 2019-07-30 Michaela Regneri , Julia S. Georgi , Jurij Kost , Niklas Pietsch , Sabine Stamm

Learning in weight spaces, where neural networks process the weights of other deep neural networks, has emerged as a promising research direction with applications in various fields, from analyzing and editing neural fields and implicit…

Cloud computing as a fairly new commercial paradigm, widely investigated by different researchers, already has a great range of challenges. Pricing is a major problem in Cloud computing marketplace; as providers are competing to attract…

Computer Science and Game Theory · Computer Science 2023-09-21 S. Ghasemi , M. R. Meybodi , M. Dehghan , A. M. Rahmani

We consider the problem of a firm seeking to use personalized pricing to sell an exogenously given stock of a product over a finite selling horizon to different consumer types. We assume that the type of an arriving consumer can be observed…

Machine Learning · Computer Science 2021-10-08 Ningyuan Chen , Guillermo Gallego

Matching algorithms have demonstrated great success in several practical applications, but they often require centralized coordination and plentiful information. In many modern online marketplaces, agents must independently seek out and…

Computer Science and Game Theory · Computer Science 2025-01-14 Vade Shah , Bryce L. Ferguson , Jason R. Marden

Data valuation is a ML field that studies the value of training instances towards a given predictive task. Although data bias is one of the main sources of downstream model unfairness, previous work in data valuation does not consider how…

Machine Learning · Computer Science 2023-03-31 José Pombal , Pedro Saleiro , Mário A. T. Figueiredo , Pedro Bizarro

A derivative is a financial security whose value is a function of underlying traded assets and market outcomes. Pricing a financial derivative involves setting up a market model, finding a martingale (``fair game") probability measure for…

Quantum Physics · Physics 2022-09-20 Patrick Rebentrost , Alessandro Luongo , Samuel Bosch , Seth Lloyd

Wind power producers (WPPs) participating in short-term power markets face significant imbalance costs due to their non-dispatchable and variable production. While some WPPs have a large enough market share to influence prices with their…

Machine Learning · Computer Science 2026-03-12 Shobhit Singhal , Marta Fochesato , Liviu Aolaritei , Florian Dörfler