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School choice is the two-sided matching market where students (on one side) are to be matched with schools (on the other side) based on their mutual preferences. The classical algorithm to solve this problem is the celebrated deferred…

Computer Science and Game Theory · Computer Science 2021-09-21 Hugo Gimbert , Claire Mathieu , Simon Mauras

Nowadays, it is thought that there are only two approaches to political economy: public finance and public choice; however, this research aims to introduce a new insight by investigating scholastic sources. We study the relevant classic…

General Economics · Economics 2023-06-21 Mohammadhosein Bahmanpour-Khalesi , Mohammadjavad Sharifzadeh

The design of data markets has gained importance as firms increasingly use machine learning models fueled by externally acquired training data. A key consideration is the externalities firms face when data, though inherently freely…

Computer Science and Game Theory · Computer Science 2024-10-22 Anish Agarwal , Munther Dahleh , Thibaut Horel , Maryann Rui

Participatory Budgeting (PB) is a process in which voters decide how to allocate a common budget; most commonly it is done by ordinary people -- in particular, residents of some municipality -- to decide on a fraction of the municipal…

Multiagent Systems · Computer Science 2021-11-16 Ariel Rosenfeld , Nimrod Talmon

Managing a book of options on several underlying involves controlling positions of several thousands of financial assets. It is one of the most challenging financial problems involving both pricing and microstructural modeling. An options…

Trading and Market Microstructure · Quantitative Finance 2020-09-03 Bastien Baldacci , Joffrey Derchu , Iuliia Manziuk

The paper studies pricing of insurance products focusing on the pricing of annuities under uncertainty. This pricing problem is crucial for financial decision making and was studied intensively, however, many open questions still remain. In…

General Economics · Economics 2022-07-20 Nikolai Dokuchaev

We introduce a new framework to study the group dynamics and game-theoretic considerations when voters in a committee are allowed to trade votes. This model represents a significant step forward by considering vote-for-vote trades in a…

Theoretical Economics · Economics 2024-06-17 Matthew I. Jones

Allocating conflicting jobs among individuals while respecting a budget constraint for each individual is an optimization problem that arises in various real-world scenarios. In this paper, we consider the situation where each individual…

Data Structures and Algorithms · Computer Science 2024-02-06 Sushmita Gupta , Pallavi Jain , A. Mohanapriya , Vikash Tripathi

This paper proposes a theory of pricing premised upon the assumptions that customers dislike unfair prices---those marked up steeply over cost---and that firms take these concerns into account when setting prices. Since they do not observe…

Theoretical Economics · Economics 2021-06-15 Erik Eyster , Kristof Madarasz , Pascal Michaillat

We propose a Policy Averaging Approach (PAA) that synthesizes the strengths of existing approaches to create more reliable, flexible and justifiable policies for stochastic optimization problems. An important component of the PAA is risk…

Applications · Statistics 2025-03-25 Xiangyu Cui , Nicholas G. Hall , Yun Shi , Tianyuan Su

We develop a robust framework for pricing and hedging of derivative securities in discrete-time financial markets. We consider markets with both dynamically and statically traded assets and make minimal measurability assumptions. We obtain…

Mathematical Finance · Quantitative Finance 2018-02-08 Matteo Burzoni , Marco Frittelli , Zhaoxu Hou , Marco Maggis , Jan Obłój

Decision markets are mechanisms for selecting one among a set of actions based on forecasts about their consequences. Decision markets that are based on scoring rules have been proven to offer incentive compatibility analogous to properly…

Computer Science and Game Theory · Computer Science 2021-11-16 Wenlong Wang , Thomas Pfeiffer

The modelling of modern power markets requires the representation of the following main features: (i) a stochastic dynamic decision process, with uncertainties related to renewable production and fuel costs, among others; and (ii) a…

Optimization and Control · Mathematics 2019-10-10 Joaquim Dias Garcia , Raphael Chabar

We consider the design of private prediction markets, financial markets designed to elicit predictions about uncertain events without revealing too much information about market participants' actions or beliefs. Our goal is to design market…

Computer Science and Game Theory · Computer Science 2016-02-25 Rachel Cummings , David M. Pennock , Jennifer Wortman Vaughan

We consider a private variant of the classical allocation problem: given k goods and n agents with individual, private valuation functions over bundles of goods, how can we partition the goods amongst the agents to maximize social welfare?…

Computer Science and Game Theory · Computer Science 2018-03-16 Justin Hsu , Zhiyi Huang , Aaron Roth , Tim Roughgarden , Zhiwei Steven Wu

According to the fundamental theorems of welfare economics, any competitive equilibrium is Pareto efficient. Unfortunately, competitive equilibrium prices only exist under strong assumptions such as perfectly divisible goods and convex…

Computer Science and Game Theory · Computer Science 2023-05-24 Mete Şeref Ahunbay , Martin Bichler , Johannes Knörr

A prevalent assumption in auction theory is that the auctioneer has full control over the market and that the allocation she dictates is final. In practice, however, agents might be able to resell acquired items in an aftermarket. A…

Theoretical Economics · Economics 2022-11-17 Moshe Babaioff , Nicole Immorlica , Yingkai Li , Brendan Lucier

Financial markets are a classical example of complex systems as they comprise many interacting stocks. As such, we can obtain a surprisingly good description of their structure by making the rough simplification of binary daily returns.…

Statistical Finance · Quantitative Finance 2014-01-28 Thomas Bury

As computational agents are developed for increasingly complicated e-commerce applications, the complexity of the decisions they face demands advances in artificial intelligence techniques. For example, an agent representing a seller in an…

Artificial Intelligence · Computer Science 2017-01-08 W. P. Birmingham , E. H. Durfee , S. Park

We consider a package assignment problem with multiple units of indivisible items. The seller can specify preferences over partitions of their supply between buyers as packaging costs. We propose incremental costs together with a graph that…

Theoretical Economics · Economics 2025-07-08 Simon Finster