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In this work, we investigate the online learning problem of revenue maximization in ad auctions, where the seller needs to learn the click-through rates (CTRs) of each ad candidate and charge the price of the winner through a pay-per-click…

Information Retrieval · Computer Science 2024-03-05 Zhe Feng , Christopher Liaw , Zixin Zhou

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…

Machine Learning · Computer Science 2020-10-21 Lorenzo Croissant , Marc Abeille , Clément Calauzènes

Advertising becomes one of the most popular ways of monetizing an online transaction platform. Usually, sponsored advertisements are posted on the most attractive positions to enhance the number of clicks. However, multiple e-commerce…

Computer Science and Game Theory · Computer Science 2022-04-22 Weian Li , Qi Qi , Changjun Wang , Changyuan Yu

Optimizing multiple objectives simultaneously is an important task for recommendation platforms to improve their performance. However, this task is particularly challenging since the relationships between different objectives are…

Information Retrieval · Computer Science 2026-02-13 Pan Li , Alexander Tuzhilin

The large variety of digital payment choices available to consumers today has been a key driver of e-commerce transactions in the past decade. Unfortunately, this has also given rise to cybercriminals and fraudsters who are constantly…

Machine Learning · Computer Science 2021-12-09 Siddharth Vimal , Kanishka Kayathwal , Hardik Wadhwa , Gaurav Dhama

This paper presents an online reinforcement learning based application which increases the revenue of one particular electric vehicles (EV) station, connected to a renewable source of energy. Moreover, the proposed application adapts to…

Computational Engineering, Finance, and Science · Computer Science 2014-09-18 Stoyan Dimitrov , Redouane Lguensat

We view molecular optimization as a graph-to-graph translation problem. The goal is to learn to map from one molecular graph to another with better properties based on an available corpus of paired molecules. Since molecules can be…

Machine Learning · Computer Science 2019-01-30 Wengong Jin , Kevin Yang , Regina Barzilay , Tommi Jaakkola

Mobile networks are composed of many base stations and for each of them many parameters must be optimized to provide good services. Automatically and dynamically optimizing all these entities is challenging as they are sensitive to…

Machine Learning · Computer Science 2021-10-01 Maxime Bouton , Hasan Farooq , Julien Forgeat , Shruti Bothe , Meral Shirazipour , Per Karlsson

We propose a general approximation method for determining optimal trading strategies in markets with proportional transaction costs, with a polynomial approximation of the residual value function. The method is exemplified by several…

Portfolio Management · Quantitative Finance 2024-07-11 Eberhard Mayerhofer

Budget allocation in online advertising deals with distributing the campaign (insertion order) level budgets to different sub-campaigns which employ different targeting criteria and may perform differently in terms of return-on-investment…

Artificial Intelligence · Computer Science 2015-02-25 Sahin Cem Geyik , Abhishek Saxena , Ali Dasdan

The improvement of traffic efficiency at urban intersections receives strong research interest in the field of automated intersection management. So far, mostly non-learning algorithms like reservation or optimization-based ones were…

Robotics · Computer Science 2022-11-10 Marvin Klimke , Jasper Gerigk , Benjamin Völz , Michael Buchholz

Constructing appropriate representations of molecules lies at the core of numerous tasks such as material science, chemistry and drug designs. Recent researches abstract molecules as attributed graphs and employ graph neural networks (GNN)…

Machine Learning · Computer Science 2021-07-29 Jianwen Chen , Shuangjia Zheng , Ying Song , Jiahua Rao , Yuedong Yang

Existing recommendation algorithms mostly focus on optimizing traditional recommendation measures, such as the accuracy of rating prediction in terms of RMSE or the quality of top-$k$ recommendation lists in terms of precision, recall, MAP,…

Information Retrieval · Computer Science 2019-02-05 Changhua Pei , Xinru Yang , Qing Cui , Xiao Lin , Fei Sun , Peng Jiang , Wenwu Ou , Yongfeng Zhang

Execution algorithms are vital to modern trading, they enable market participants to execute large orders while minimising market impact and transaction costs. As these algorithms grow more sophisticated, optimising them becomes…

Computational Finance · Quantitative Finance 2025-10-28 Ollie Olby , Andreea Bacalum , Rory Baggott , Namid Stillman

The majority of online display ads are served through real-time bidding (RTB) --- each ad display impression is auctioned off in real-time when it is just being generated from a user visit. To place an ad automatically and optimally, it is…

Machine Learning · Computer Science 2017-01-13 Han Cai , Kan Ren , Weinan Zhang , Kleanthis Malialis , Jun Wang , Yong Yu , Defeng Guo

We consider Incentive Decision Processes, where a principal seeks to reduce its costs due to another agent's behavior, by offering incentives to the agent for alternate behavior. We focus on the case where a principal interacts with a…

Computer Science and Game Theory · Computer Science 2012-10-19 Sashank J. Reddi , Emma Brunskill

Blockchain has recently been applied in many applications such as bitcoin, smart grid, and Internet of Things (IoT) as a public ledger of transactions. However, the use of blockchain in mobile environments is still limited because the…

Computer Science and Game Theory · Computer Science 2017-11-20 Nguyen Cong Luong , Zehui Xiong , Ping Wang , Dusit Niyato

Estimating causal effects in e-commerce tends to involve costly treatment assignments which can be impractical in large-scale settings. Leveraging machine learning to predict such treatment effects without actual intervention is a standard…

Machine Learning · Computer Science 2024-09-04 George Panagopoulos , Daniele Malitesta , Fragkiskos D. Malliaros , Jun Pang

An automatic program that generates constant profit from the financial market is lucrative for every market practitioner. Recent advance in deep reinforcement learning provides a framework toward end-to-end training of such trading agent.…

Trading and Market Microstructure · Quantitative Finance 2018-07-10 Chien Yi Huang

Recent years have seen a surge of artificial currency-based mechanisms in contexts where monetary instruments are deemed unfair or inappropriate, e.g., in allocating food donations to food banks, course seats to students, and, more…

Computer Science and Game Theory · Computer Science 2025-02-05 Damien Berriaud , Ezzat Elokda , Devansh Jalota , Emilio Frazzoli , Marco Pavone , Florian Dörfler
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