Related papers: Bid Prediction in Repeated Auctions with Learning
Sponsored search in E-commerce platforms such as Amazon, Taobao and Tmall provides sellers an effective way to reach potential buyers with most relevant purpose. In this paper, we study the auction mechanism optimization problem in…
Internet search companies sell advertisement slots based on users' search queries via an auction. While there has been a lot of attention on the auction process and its game-theoretic aspects, our focus is on the advertisers. In particular,…
Distributed energy resources (DERs), such as rooftop solar panels, are growing rapidly and are reshaping power systems. To promote DERs, feed-in-tariff (FIT) is usually adopted by utilities to pay DER owners certain fixed rates for…
The Artificial Prediction Market is a recent machine learning technique for multi-class classification, inspired from the financial markets. It involves a number of trained market participants that bet on the possible outcomes and are…
We revisit the problem of online learning with sleeping experts/bandits: in each time step, only a subset of the actions are available for the algorithm to choose from (and learn about). The work of Kleinberg et al. (2010) showed that there…
In this thesis, we research learning algorithms for optimal decision making in two different contexts, Reinforcement Learning in Part I and Auction Design in Part II. Reinforcement learning (RL) is an area of machine learning that is…
Visualization dashboards are increasingly used in strategic settings like auctions to enhance decision-making and reduce strategic confusion. This paper presents behavioral experiments evaluating how different dashboard designs affect bid…
We present a neural network for predicting purchasing intent in an Ecommerce setting. Our main contribution is to address the significant investment in feature engineering that is usually associated with state-of-the-art methods such as…
We introduce the application of online learning in a Stackelberg game pertaining to a system with two learning agents in a dyadic exchange network, consisting of a supplier and retailer, specifically where the parameters of the demand…
We study the effect of persistence of engagement on learning in a stochastic multi-armed bandit setting. In advertising and recommendation systems, repetition effect includes a wear-in period, where the user's propensity to reward the…
Automated bidding, an emerging intelligent decision making paradigm powered by machine learning, has become popular in online advertising. Advertisers in automated bidding evaluate the cumulative utilities and have private financial…
We consider the problem of the optimization of bidding strategies in prior-dependent revenue-maximizing auctions, when the seller fixes the reserve prices based on the bid distributions. Our study is done in the setting where one bidder is…
In the context of advertising auctions, finding good reserve prices is a notoriously challenging learning problem. This is due to the heterogeneity of ad opportunity types and the non-convexity of the objective function. In this work, we…
We study a class of iterative combinatorial auctions which can be viewed as subgradient descent methods for the problem of pricing bundles to balance supply and demand. We provide concrete convergence rates for auctions in this class,…
Econometric inference allows an analyst to back out the values of agents in a mechanism from the rules of the mechanism and bids of the agents. This paper gives an algorithm to solve the problem of inferring the values of agents in a…
Online auctions play a central role in online advertising, and are one of the main reasons for the industry's scalability and growth. With great changes in how auctions are being organized, such as changing the second- to first-price…
The standard framework of online bidding algorithm design assumes that the seller commits himself to faithfully implementing the rules of the adopted auction. However, the seller may attempt to cheat in execution to increase his revenue if…
We study the problem of auction design for advertising platforms that face strategic advertisers who are bidding across platforms. Each advertiser's goal is to maximize their total value or conversions while satisfying some constraint(s)…
Real-time bidding has emerged as an effective online advertising technique. With real-time bidding, advertisers can position ads per impression, enabling them to optimise ad campaigns by targeting specific audiences in real-time. This paper…
This work is dedicated to the algorithm design in a competitive framework, with the primary goal of learning a stable equilibrium. We consider the dynamic price competition between two firms operating within an opaque marketplace, where…