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Databases are an indispensable resource for retrieving up-to-date information. However, curious database operators may be able to find out the users' interests when the users buy something from the database. For these cases, if the digital…

Cryptography and Security · Computer Science 2010-01-05 Xi Li

The acquisition of training data is crucial for machine learning applications. Data markets can increase the supply of data, particularly in data-scarce domains such as healthcare, by incentivizing potential data providers to join the…

Machine Learning · Computer Science 2024-10-01 Charles Lu , Baihe Huang , Sai Praneeth Karimireddy , Praneeth Vepakomma , Michael Jordan , Ramesh Raskar

In the last three decades, we have seen a significant increase in trading goods and services through online auctions. However, this business created an attractive environment for malicious moneymakers who can commit different types of fraud…

Machine Learning · Computer Science 2018-06-19 Ahmad Alzahrani , Samira Sadaoui

This paper presents a deep learning framework based on Long Short-term Memory Network(LSTM) that predicts price movement of cryptocurrencies from trade-by-trade data. The main focus of this study is on predicting short-term price changes in…

Statistical Finance · Quantitative Finance 2020-10-16 Qi Zhao

Consider sellers in a competitive market that use algorithms to adapt their prices from data that they collect. In such a context it is plausible that algorithms could arrive at prices that are higher than the competitive prices and this…

Computer Science and Game Theory · Computer Science 2024-10-01 Jason D. Hartline , Sheng Long , Chenhao Zhang

Real-time bidding (RTB) systems, which utilize auctions to allocate user impressions to competing advertisers, continue to enjoy success in digital advertising. Assessing the effectiveness of such advertising remains a challenge in research…

Machine Learning · Computer Science 2024-02-27 Caio Waisman , Harikesh S. Nair , Carlos Carrion

The design of data markets has gained importance as firms increasingly use machine learning models fueled by externally acquired training data. A key consideration is the externalities firms face when data, though inherently freely…

Computer Science and Game Theory · Computer Science 2024-10-22 Anish Agarwal , Munther Dahleh , Thibaut Horel , Maryann Rui

The value of raw data is unlocked by converting it into information and knowledge that drives decision-making. Machine Learning (ML) algorithms are capable of analysing large datasets and making accurate predictions. Market segmentation,…

Machine Learning · Statistics 2023-08-29 Diego Vallarino

Data valuation is an essential task in a data marketplace. It aims at fairly compensating data owners for their contribution. There is increasing recognition in the machine learning community that the Shapley value -- a foundational…

Cryptography and Security · Computer Science 2023-02-20 Zhihua Tian , Jian Liu , Jingyu Li , Xinle Cao , Ruoxi Jia , Jun Kong , Mengdi Liu , Kui Ren

With the rapid development of Internet of Things (IoT) and artificial intelligence technologies, data has become an important strategic resource in the new era. However, the growing demand for data has exacerbated the issue of \textit{data…

Computer Science and Game Theory · Computer Science 2025-02-25 Bing Mi , Zhengwang Han , Kongyang Chen

The most significant progress in recent years in online display advertising is what is known as the Real-Time Bidding (RTB) mechanism to buy and sell ads. RTB essentially facilitates buying an individual ad impression in real time while it…

Computer Science and Game Theory · Computer Science 2017-07-18 Jun Wang , Weinan Zhang , Shuai Yuan

Predicting future consumer behaviour is one of the most challenging problems for large scale retail firms. Accurate prediction of consumer purchase pattern enables better inventory planning and efficient personalized marketing strategies.…

Machine Learning · Computer Science 2020-10-15 Ankur Verma

Traditional machine learning methods have been widely studied in financial innovation. My study focuses on the application of deep learning methods on asset pricing. I investigate various deep learning methods for asset pricing, especially…

Statistical Finance · Quantitative Finance 2022-09-27 Chen Zhang

In this paper, we consider a recent cellular network connection paradigm, known as user-provided network (UPN), where users share their connectivity and act as an access point for other users. To incentivize user participation in this…

Networking and Internet Architecture · Computer Science 2016-10-27 Beatriz Lorenzo , F. Javier Gonzalez-Castano

We investigate a variant of the so-called "Internet Shopping Problem" introduced by Blazewicz et al. (2010), where a customer wants to buy a list of products at the lowest possible total cost from shops which offer discounts when purchases…

Data Structures and Algorithms · Computer Science 2022-08-29 Laurent Bulteau , Danny Hermelin , Anthony Labarre , Stéphane Vialette

Prediction markets are used in real life to predict outcomes of interest such as presidential elections. This paper presents a mathematical theory of artificial prediction markets for supervised learning of conditional probability…

Machine Learning · Statistics 2015-03-18 Adrian Barbu , Nathan Lay

We propose three different data-driven approaches for pricing European-style call options using supervised machine-learning algorithms. These approaches yield models that give a range of fair prices instead of a single price point. The…

Statistical Finance · Quantitative Finance 2020-12-08 Anindya Goswami , Sharan Rajani , Atharva Tanksale

The main goal of this topic is to showcase several studied algorithms for estimating the linear utility function to predict the users preferences. For example, if a user comes to buy a car that has several attributes including speed, color,…

Information Retrieval · Computer Science 2025-06-17 Thomas Hoang

We consider a model where an agent has a repeated decision to make and wishes to maximize their total payoff. Payoffs are influenced by an action taken by the agent, but also an unknown state of the world that evolves over time. Before…

Computer Science and Game Theory · Computer Science 2021-01-20 Nicole Immorlica , Ian Kash , Brendan Lucier

Data markets are emerging as key mechanisms for trading personal and organizational data. Traditional data pricing studies -- such as query-based or arbitrage-free pricing models -- mainly emphasize price consistency and profit maximization…

Computer Science and Game Theory · Computer Science 2025-12-23 Lijun Bo , Weiqiang Chang
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