Related papers: An overall view of key problems in algorithmic tra…
Distributed optimization algorithms are used in a wide variety of problems involving complex network systems where the goal is for a set of agents in the network to solve a network-wide optimization problem via distributed update rules. In…
Over the past few years, deep learning techniques have achieved tremendous success in many visual understanding tasks such as object detection, image segmentation, and caption generation. Despite this thriving in computer vision and natural…
Automated machine learning (AutoML) aims to find optimal machine learning solutions automatically given a machine learning problem. It could release the burden of data scientists from the multifarious manual tuning process and enable the…
The rise of algorithmic pricing in online retail platforms has attracted significant interest in how autonomous software agents interact under competition. This article explores the potential emergence of algorithmic collusion -…
Bitcoin is firmly becoming a mainstream asset in our global society. Its highly volatile nature has traders and speculators flooding into the market to take advantage of its significant price swings in the hope of making money. This work…
Big data, both in its structured and unstructured formats, have brought in unforeseen challenges in economics and business. How to organize, classify, and then analyze such data to obtain meaningful insights are the ever-going research…
The theory of algorithmic fair allocation is within the center of multi-agent systems and economics in the last decade due to its industrial and social importance. At a high level, the problem is to assign a set of items that are either…
Matching problems have been widely studied in the research community, especially Ad-Auctions with many applications ranging from network design to advertising. Following the various advancements in machine learning, one natural question is…
With the advance of the powerful heterogeneous, parallel and distributed computing systems and ever increasing immense amount of data, machine learning has become an indispensable part of cutting-edge technology, scientific research and…
Adversarial machine learning is a fast growing research area, which considers the scenarios when machine learning systems may face potential adversarial attackers, who intentionally synthesize input data to make a well-trained model to make…
Algorithms have been fundamental to recent global technological advances and, in particular, they have been the cornerstone of technical advances in one field rapidly being applied to another. We argue that algorithms possess fundamentally…
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…
Algorithm design is a laborious process and often requires many iterations of ideation and validation. In this paper, we explore automating algorithm design and present a method to learn an optimization algorithm, which we believe to be the…
A recent line of research investigates how algorithms can be augmented with machine-learned predictions to overcome worst case lower bounds. This area has revealed interesting algorithmic insights into problems, with particular success in…
We address the challenge of finding algorithms for online allocation (i.e. bipartite matching) using a machine learning approach. In this paper, we focus on the AdWords problem, which is a classical online budgeted matching problem of both…
Online portfolio selection is a fundamental problem in computational finance, which has been extensively studied across several research communities, including finance, statistics, artificial intelligence, machine learning, and data mining,…
Data has been increasingly recognized as a critical factor in the future economy. However, constructing an efficient data trading market faces challenges such as privacy breaches, data monopolies, and misuse. Despite numerous studies…
We explore the fundamental problem of sorting through the lens of learning-augmented algorithms, where algorithms can leverage possibly erroneous predictions to improve their efficiency. We consider two different settings: In the first…
The question of how methods from the field of artificial intelligence can help improve the conventional frameworks for topology optimisation has received increasing attention over the last few years. Motivated by the capabilities of neural…
We consider a two-way trading problem, where investors buy and sell a stock whose price moves within a certain range. Naturally they want to maximize their profit. Investors can perform up to $k$ trades, where each trade must involve the…