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Suppose we need a deep collective analysis of an open scientific problem: there is a complex scientific hypothesis and a large online group of mutually unrelated experts with relevant private information of a diverse and unpredictable…

Computer Science and Game Theory · Computer Science 2026-01-27 Alexey V. Osipov , Nikolay N. Osipov

Walrasian equilibrium is a prominent market equilibrium notion, but rarely exists in markets with indivisible items. We introduce a new market equilibrium notion, called two-price equilibrium (2PE). A 2PE is a relaxation of Walrasian…

Computer Science and Game Theory · Computer Science 2021-12-16 Michal Feldman , Galia Shabtai , Aner Wolfenfeld

Statistical inference under market equilibrium effects has attracted increasing attention recently. In this paper we focus on the specific case of linear Fisher markets. They have been widely use in fair resource allocation of food/blood…

Econometrics · Economics 2025-02-19 Luofeng Liao , Yuan Gao , Christian Kroer

Market making of options with different maturities and strikes is a challenging problem due to its highly dimensional nature. In this paper, we propose a novel approach that combines a stochastic policy and reinforcement learning-inspired…

Trading and Market Microstructure · Quantitative Finance 2025-03-12 Zhou Fang , Haiqing Xu

We study the power of price discrimination via an intermediary in bilateral trade, when there is a revenue-maximizing seller selling an item to a buyer with a private value drawn from a prior. Between the seller and the buyer, there is an…

Computer Science and Game Theory · Computer Science 2023-04-28 Shao-Heng Ko , Kamesh Munagala

Despite recent advancements in machine learning, in practice, relevant datasets are often distributed among market competitors who are reluctant to share. To incentivize data sharing, recent works propose analytics markets, where multiple…

General Economics · Economics 2025-08-05 Thomas Falconer , Jalal Kazempour , Pierre Pinson

Social marketing is becoming increasingly important in contemporary business. Central to social marketing is quantifying how consumers choose between alternatives and how they influence each other. This work considers a new but simple…

Social and Information Networks · Computer Science 2014-05-05 Jeremy Chen

Following the recent literature on make take fees policies, we consider an exchange wishing to set a suitable contract with several market makers in order to improve trading quality on its platform. To do so, we use a principal-agent…

Trading and Market Microstructure · Quantitative Finance 2021-03-09 Bastien Baldacci , Dylan Possamaï , Mathieu Rosenbaum

Participatory budgeting is a democratic approach to deciding the funding of public projects, which has been adopted in many cities across the world. We present a survey of research on participatory budgeting emerging from the computational…

Computer Science and Game Theory · Computer Science 2020-03-03 Haris Aziz , Nisarg Shah

This study simulates the evolution of artificial economies in order to understand the tax relevance of administrative boundaries in the quality of life of its citizens. The modeling involves the construction of a computational algorithm,…

Multiagent Systems · Computer Science 2016-10-10 Bernardo Alves Furtado , Isaque Daniel Rocha Eberhardt

In the restructured electricity industry, electricity pooling markets are an oligopoly with strategic producers possessing private information (private production cost function). We focus on pooling markets where aggregate demand is…

Computer Science and Game Theory · Computer Science 2014-10-07 Mohammad Rasouli , Demosthenis Teneketzis

Matching plays a vital role in the rational allocation of resources in many areas, ranging from market operation to people's daily lives. In economics, the term matching theory is coined for pairing two agents in a specific market to reach…

Social and Information Networks · Computer Science 2021-03-17 Jing Ren , Feng Xia , Xiangtai Chen , Jiaying Liu , Mingliang Hou , Ahsan Shehzad , Nargiz Sultanova , Xiangjie Kong

Prediction markets show considerable promise for developing flexible mechanisms for machine learning. Here, machine learning markets for multivariate systems are defined, and a utility-based framework is established for their analysis. This…

Artificial Intelligence · Computer Science 2015-03-19 Amos Storkey

Models of auctions or tendering processes are introduced. In every round of bidding the players select their bid from a probability distribution and whenever a bid is unsuccessful, it is discarded and replaced. For simple models, the…

Adaptation and Self-Organizing Systems · Physics 2009-11-07 R. D'Hulst , G. J. Rodgers

Prediction markets are widely treated as forecasting devices that reveal collective expectations about uncertain futures. This article argues that under specifiable conditions they also function as coordination mechanisms: public…

General Economics · Economics 2026-04-29 Maksym Nechepurenko

Prediction markets are powerful mechanisms for information aggregation, but existing designs are optimized for single-event contracts. In practice, traders frequently express beliefs about joint outcomes - through parlays in sports,…

Computational Engineering, Finance, and Science · Computer Science 2026-05-21 Ranvir Rana , Viraj Nadkarni , Niusha Moshrefi , Pramod Viswanath

Persuasion studies how an informed principal may influence the behavior of agents by the strategic provision of payoff-relevant information. We focus on the fundamental multi-receiver model by Arieli and Babichenko (2019), in which there…

Computer Science and Game Theory · Computer Science 2020-04-01 Matteo Castiglioni , Andrea Celli , Nicola Gatti

This paper proposes a novel energy sharing mechanism for prosumers who can produce and consume. Different from most existing works, the role of individual prosumer as a seller or buyer in our model is endogenously determined. Several…

Optimization and Control · Mathematics 2019-10-08 Yue Chen , Shengwei Mei , Fengyu Zhou , Steven H. Low , Wei Wei , Feng Liu

Computing market equilibria is a problem of both theoretical and applied interest. Much research to date focuses on the case of static Fisher markets with full information on buyers' utility functions and item supplies. Motivated by…

Computer Science and Game Theory · Computer Science 2021-10-05 Yuan Gao , Christian Kroer , Alex Peysakhovich

We study optimal equilibria in multi-player games. An equilibrium is optimal for a player, if her payoff is maximal. A tempting approach to solving this problem is to seek optimal Nash equilibria, the standard form of equilibria where no…

Computer Science and Game Theory · Computer Science 2013-07-09 Anshul Gupta , Sven Schewe