Related papers: Deep Landscape Forecasting for Real-time Bidding A…
While deep learning gradually penetrates operational planning, its inherent prediction errors may significantly affect electricity prices. This letter examines how prediction errors propagate into electricity prices, revealing notable…
Adding to the literature on the data-driven detection of bid-rigging cartels, we propose a novel approach based on deep learning (a subfield of artificial intelligence) that flags cartel participants based on their pairwise bidding…
A key task in actuarial modelling involves modelling the distributional properties of losses. Classic (distributional) regression approaches like Generalized Linear Models (GLMs; Nelder and Wedderburn, 1972) are commonly used, but…
Probabilistic load forecasting (PLF) is a key component in the extended tool-chain required for efficient management of smart energy grids. Neural networks are widely considered to achieve improved prediction performances, supporting highly…
Mobile crowdsourcing has become easier thanks to the widespread of smartphones capable of seamlessly collecting and pushing the desired data to cloud services. However, the success of mobile crowdsourcing relies on balancing the supply and…
Time series forecasting (TSF) has long been a crucial task in both industry and daily life. Most classical statistical models may have certain limitations when applied to practical scenarios in fields such as energy, healthcare, traffic,…
The majority of online marketplaces offer promotion programs to sellers to acquire additional customers for their products. These programs typically allow sellers to allocate advertising budgets to promote their products, with higher…
Maximizing utility with a budget constraint is the primary goal for advertisers in real-time bidding (RTB) systems. The policy maximizing the utility is referred to as the optimal bidding strategy. Earlier works on optimal bidding strategy…
Ad auctions in sponsored search support ``broad match'' that allows an advertiser to target a large number of queries while bidding only on a limited number. While giving more expressiveness to advertisers, this feature makes it challenging…
Designing an incentive compatible auction that maximizes expected revenue is an intricate task. The single-item case was resolved in a seminal piece of work by Myerson in 1981, but more than 40 years later a full analytical understanding of…
Real-time bidding (RTB) has become one of the largest online advertising markets in the world. Today the bid price per ad impression is typically decided by the expected value of how it can lead to a desired action event (e.g., registering…
Auto-bidding is central to computational advertising, achieving notable commercial success by optimizing advertisers' bids within economic constraints. Recently, large generative models show potential to revolutionize auto-bidding by…
Traditional online advertising systems for sponsored search follow a cascade paradigm with retrieval, pre-ranking,ranking, respectively. Constrained by strict requirements on online inference efficiency, it tend to be difficult to deploy…
In display advertising, a small group of sellers and bidders face each other in up to 10 12 auctions a day. In this context, revenue maximisation via monopoly price learning is a high-value problem for sellers. By nature, these auctions are…
Convolutional Neural Networks (ConvNets) have achieved excellent recognition performance in various visual recognition tasks. A large labeled training set is one of the most important factors for its success. However, it is difficult to…
A natural optimization model that formulates many online resource allocation and revenue management problems is the online linear program (LP) in which the constraint matrix is revealed column by column along with the corresponding…
We consider the classical linear assignment problem, and we introduce new auction algorithms for its optimal and suboptimal solution. The algorithms are founded on duality theory, and are related to ideas of competitive bidding by persons…
Recent work has addressed the algorithmic problem of allocating advertisement space for keywords in sponsored search auctions so as to maximize revenue, most of which assume that pricing is done via a first-price auction. This does not…
Over the past decades, the increase in both frequency and intensity of large-scale wildfires due to climate change has emerged as a significant natural threat. The pressing need to design resilient landscapes capable of withstanding such…
Internet search companies sell advertisement slots based on users' search queries via an auction. Advertisers have to determine how to place bids on the keywords of their interest in order to maximize their return for a given budget: this…