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Related papers: Revenue Maximizing Markets for Zero-Day Exploits

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Despite the impressive progress in the field of presentation attack detection and multimedia forensics over the last decade, these systems are still vulnerable to attacks in real-life settings. Some of the challenges for existing solutions…

Computer Vision and Pattern Recognition · Computer Science 2021-07-06 Ali Khodabakhsh , Zahid Akhtar

It is a common practice in the current literature of electricity markets to use game-theoretic approaches for strategic price bidding. However, they generally rely on the assumption that the strategic bidders have prior knowledge of rival…

Computer Science and Game Theory · Computer Science 2024-04-05 Arega Getaneh Abate , Dorsa Majdi , Jalal Kazempour , Maryam Kamgarpour

Data exfiltration is a growing problem for business who face costs related to the loss of confidential data as well as potential extortion. This work presents a simple game theoretic model of network data exfiltration. In the model, the…

Cryptography and Security · Computer Science 2025-09-09 Tristan Caulfield

We argue that Large language models (LLMs) will soon alter the economics of cyberattacks. Instead of attacking the most commonly used software and monetizing exploits by targeting the lowest common denominator among victims, LLMs enable…

In an incomplete market setting, we consider two financial agents, who wish to price and trade a non-replicable contingent claim. Assuming that the agents are utility maximizers, we propose a transaction price which is a result of the…

Computational Finance · Quantitative Finance 2012-02-22 Michail Anthropelos , Nikolaos E. Frangos , Stylianos Z. Xanthopoulos , Athanasios N. Yannacopoulos

We investigate and defend the possibility of causing a stock market crash via small manipulations of individual stock values that together realize an adversarial example to financial forecasting models, causing these models to make the…

Cryptography and Security · Computer Science 2025-10-23 Thomas Hofweber , Jefrey Bergl , Ian Reyes , Amir Sadovnik

This paper studies optimal mechanisms for collecting and trading data. Consumers benefit from revealing information about their tastes to a service provider because this improves the service. However, the information is also valuable to a…

Theoretical Economics · Economics 2026-01-29 Jiadong Gu

In day labor markets, workers are particularly vulnerable to wage theft. This paper introduces a principal-agent model to analyze the conditions required to mitigate wage theft through fines and establishes the necessary and sufficient…

Optimization and Control · Mathematics 2024-10-15 James P. Bailey , Bahar Cavdar , Yanling Chang

This paper studies the incentives of the seller and buyers to shill bid in a single-item auction. An auction is seller identity-compatible if the seller cannot profit from pretending to be one or more bidders via fake identities. It is…

Theoretical Economics · Economics 2025-11-04 Haoyuan Zeng

An indivisible object may be sold to one of $n$ agents who know their valuations of the object. The seller would like to use a revenue-maximizing mechanism but her knowledge of the valuations' distribution is scarce: she knows only the…

Theoretical Economics · Economics 2020-08-27 Alex Suzdaltsev

We consider revenue maximization in online auction/pricing problems. A seller sells an identical item in each period to a new buyer, or a new set of buyers. For the online posted pricing problem, we show regret bounds that scale with the…

Computer Science and Game Theory · Computer Science 2018-09-13 Sébastien Bubeck , Nikhil R. Devanur , Zhiyi Huang , Rad Niazadeh

We study the revenue maximization problem with an imprecisely estimated distribution of a single buyer or several independent and identically distributed buyers given that this estimation is not far away from the true distribution. We use…

Computer Science and Game Theory · Computer Science 2019-03-05 Yingkai Li , Pinyan Lu , Haoran Ye

Consider a trade market with one seller and multiple buyers. The seller aims to sell an indivisible item and maximize their revenue. This paper focuses on a simple and popular mechanism--the fixed-price mechanism. Unlike the standard…

Computer Science and Game Theory · Computer Science 2024-11-19 Zhikang Fan , Weiran Shen

The development of the Internet of Things (IoT) generates a significant amount of data that contains valuable knowledge for system operations and business opportunities. Since the data is the property of the IoT data owners, the access to…

Databases · Computer Science 2020-06-02 Tao Zhang , Quanyan Zhu

A marketplace is defined where the private data of suppliers (e.g., prosumers) are protected, so that neither their identity nor their level of stock is made known to end customers, while they can sell their products at a reduced price. A…

Cryptography and Security · Computer Science 2016-03-02 Maurizio Naldi , Giuseppe D'Acquisto

Auctions with partially-revealed information about items are broadly employed in real-world applications, but the underlying mechanisms have limited theoretical support. In this work, we study a machine learning formulation of these types…

Machine Learning · Computer Science 2022-07-06 Wenshuo Guo , Michael I. Jordan , Ellen Vitercik

We study a three-layer data market comprising users (data owners), platforms, and a data buyer. Each user benefits from platform services in exchange for data, incurring privacy loss when their data, albeit noisily, is shared with the…

Theoretical Economics · Economics 2025-11-19 Alireza Fallah , Michael I. Jordan , Ali Makhdoumi , Azarakhsh Malekian

Two-sided matching markets have been widely studied in the literature due to their rich applications. Since participants are usually uncertain about their preferences, online algorithms have recently been adopted to learn them through…

Machine Learning · Computer Science 2024-06-04 Fang Kong , Shuai Li

We study the problem of determination of asset prices in an incomplete market proposing three different but related scenarios. One scenario uses a market game approach whereas the other two are based on risk sharing or regret minimizing…

Pricing of Securities · Quantitative Finance 2009-03-24 Lampros Boukas , Diogo Pinheiro , Alberto Pinto , Stylianos Xanthopoulos , Athanasios Yannacopoulos

The design of privacy mechanisms for two scenarios is studied where the private data is hidden or observable. In the first scenario, an agent observes useful data $Y$, which is correlated with private data $X$, and wants to disclose the…

Information Theory · Computer Science 2023-01-16 Amirreza Zamani , Tobias J. Oechtering , Mikael Skoglund
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