Related papers: OSOUM Framework for Trading Data Research
Widespread e-commerce activity on the Internet has led to new opportunities to collect vast amounts of micro-level market and nonmarket data. In this paper we share our experiences in collecting, validating, storing and analyzing large…
Collaborative learning techniques have significantly advanced in recent years, enabling private model training across multiple organizations. Despite this opportunity, firms face a dilemma when considering data sharing with competitors --…
A personal data market is a platform including three participants: data owners (individuals), data buyers and market maker. Data owners who provide personal data are compensated according to their privacy loss. Data buyers can submit a…
The ability to construct a realistic simulator of financial exchanges, including reproducing the dynamics of the limit order book, can give insight into many counterfactual scenarios, such as a flash crash, a margin call, or changes in…
Internet-of-Things (IoT) enables the development of sharing economy applications. In many sharing economy scenarios, agents both produce as well as consume a resource; we call them prosumers. A community of prosumers agrees to sell excess…
We consider the optimization of an uncertain objective over continuous and multi-dimensional decision spaces in problems in which we are only provided with observational data. We propose a novel algorithmic framework that is tractable,…
Cloud computing has penetrated the Information Technology industry deep enough to influence major companies to adopt it into their mainstream business. A strong thrust on the use of virtualization technology to realize…
In online advertising systems, publishers often face a trade-off in information disclosure strategies: while disclosing more information can enhance efficiency by enabling optimal allocation of ad impressions, it may lose revenue potential…
Assessing and improving the quality of data are fundamental challenges for data-intensive systems that have given rise to applications targeting transformation and cleaning of data. However, while schema design, data cleaning, and data…
Mobile data offloading is an emerging technology to avoid congestion in cellular networks and improve the level of user satisfaction. In this paper, we develop a distributed market framework to price the offloading service, and conduct a…
We introduce a novel framework for developing fully-automated trading model algorithms. Unlike the traditional approach, which is grounded in analytical complexity favored by most quantitative analysts, we propose a paradigm shift that…
In this paper, we introduce a preliminary model for interactions in the data market. Recent research has shown ways in which a data aggregator can design mechanisms for users to ensure the quality of data, even in situations where the users…
Market regimes is a popular topic in quantitative finance even though there is little consensus on the details of how they should be defined. They arise as a feature both in financial market prediction problems and financial market task…
The massive deployment of Internet of Things (IoT) devices, including sensors and actuators, is ushering in smart and connected communities of the future. The massive deployment of Internet of Things (IoT) devices, including sensors and…
Mobile Network Operators (MNOs) are providing more flexible wireless data services to attract subscribers and increase revenues. For example, the data trading market enables user-flexibility by allowing users to sell leftover data to or buy…
We have studied here the self-organising features of the dynamics of a model market, where the agents `trade' for a single commodity with their money. The model market consists of fixed numbers of economic agents, money supply and…
Imagine an online work environment where researchers have direct and immediate access to myriad data sources and tools and data management resources, useful throughout the research lifecycle. This is our vision for the next generation of…
Fog computing is transforming the network edge into an intelligent platform by bringing storage, computing, control, and networking functions closer to end-users, things, and sensors. How to allocate multiple resource types (e.g., CPU,…
Designing a financial market that works well is very important for developing and maintaining an advanced economy, but is not easy because changing detailed rules, even ones that seem trivial, sometimes causes unexpected large impacts and…
Discrete choice models (DCMs) have been widely utilized in various scientific fields, especially economics, for many years. These models consider a stochastic environment influencing each decision maker's choices. Extensive research has…