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We consider models of financial markets in which all parties involved find incentives to participate. Strategies are evaluated directly by their virtual wealths. By tuning the price sensitivity and market impact, a phase diagram with…

Trading and Market Microstructure · Quantitative Finance 2009-11-13 C. H. Yeung , K. Y. Michael Wong , Y. -C. Zhang

Optimization is widely used for decision making across various domains, valued for its ability to improve efficiency. However, poor implementation practices can lead to unintended consequences, particularly in socioeconomic contexts where…

Artificial Intelligence · Computer Science 2025-06-17 Pegah Nokhiz , Aravinda Kanchana Ruwanpathirana , Helen Nissenbaum

This paper examines a heterogeneous beliefs model in which there is a process that is only partially observed by the agents. The economy contains a risky asset producing dividends continuously in time. The dividends are observed by the…

General Finance · Quantitative Finance 2009-07-29 A. A. Brown

We study a model of innovation with a large number of firms that create new technologies by combining several discrete ideas. These ideas are created via private investment and spread between firms. Firms face a choice between secrecy,…

Theoretical Economics · Economics 2022-04-01 Krishna Dasaratha

We look at discovering the impact of market microstructure on equitability for market participants at public exchanges such as the New York Stock Exchange or NASDAQ. Are these environments equitable venues for low-frequency participants…

Multiagent Systems · Computer Science 2021-11-02 Kshama Dwarakanath , Svitlana S Vyetrenko , Tucker Balch

One of the biggest challenges of value-based decision-making is dealing with the subjective nature of values. The relative importance of a value for a particular decision varies between individuals, and people may also have different…

Multiagent Systems · Computer Science 2026-03-30 Arturo Hernandez-Sanchez , Natalia Criado , Stella Heras , Miguel Rebollo , Jose Such

Some social networks provide explicit mechanisms to allocate social rewards such as reputation based on user activity, while the mechanism is more opaque in other networks. Nonetheless, there are always individuals who obtain greater…

Social and Information Networks · Computer Science 2020-03-26 Yuxin Xiao , Adit Krishnan , Hari Sundaram

In the collective-risk social dilemma, players lose their personal endowments if contributions to the common pool are too small. This fact alone, however, does not always deter selfish individuals from defecting. The temptations to…

Physics and Society · Physics 2014-11-26 Xiaojie Chen , Yanling Zhang , Ting-Zhu Huang , Matjaz Perc

Human social dilemmas are often shaped by actions involving uncertain goals and returns that may only be achieved in the future. Climate action, voluntary vaccination and other prospective choices stand as paramount examples of this…

Information sharing on social networks is ubiquitous, intuitive, and occasionally accidental. However, people may be unaware of the potential negative consequences of disclosures, such as reputational damages. Yet, people use social…

Human-Computer Interaction · Computer Science 2022-07-07 Yefim Shulman , Agnieszka Kitkowska , Joachim Meyer

Consider a cost-sharing game with players of different contribution to the total cost: an example might be an insurance company calculating premiums for a population of mixed-risk individuals. Two natural and competing notions of fairness…

Computer Science and Game Theory · Computer Science 2021-12-02 Kate Donahue , Solon Barocas

Software development companies organize hackathons to encourage innovation. Despite many benefits of hackathons, in large-scale agile organizations where many teams work together, stopping the ongoing work results in a significant decrease…

Software Engineering · Computer Science 2021-12-13 Nils Brede Moe , Rasmus Ulfsnes , Viktoria Stray , Darja Smite

This paper is about the possible negative impact of excessive collaboration on the performance of top employees. With the rise of participatory culture and developments in communications technology, management practices require greater…

Applications · Statistics 2020-04-29 Anna Velyka , Marco Guerzoni

Predicting the exit (e.g. bankrupt, acquisition, etc.) of privately held companies is a current and relevant problem for investment firms. The difficulty of the problem stems from the lack of reliable, quantitative and publicly available…

Machine Learning · Computer Science 2019-10-31 Giuseppe Carlo Calafiore , Marisa Hillary Morales , Vittorio Tiozzo , Serge Marquie

Calls for heightened consideration of fairness and accountability in algorithmically-informed public decisions---like taxation, justice, and child protection---are now commonplace. How might designers support such human values? We…

Computers and Society · Computer Science 2018-05-01 Michael Veale , Max Van Kleek , Reuben Binns

In this paper, we investigate the discount allocation problem in social networks. It has been reported that 40\% of consumers will share an email offer with their friend and 28\% of consumers will share deals via social media platforms.…

Social and Information Networks · Computer Science 2016-06-28 Shaojie Tang , Jing Yuan

We empirically study the activity patterns of individual blog-posting and find significant memory effects. The memory coefficient first decays in a power law and then turns to an exponential form. Moreover, the inter-event time distribution…

Physics and Society · Physics 2010-11-03 Peng Wang , Tao Zhou , Xiao-Pu Han , Bing-Hong Wang

In this paper, we consider a dynamic asset pricing model in a cross-sectional economy with two firms where a controlling shareholder cannot divert output in one firm with perfect investor protection for minority shareholders and where he…

Optimization and Control · Mathematics 2021-10-12 Jia Yue , Ming-Hui Wang , Nan-Jing Huang , Ben-Zhang Yang

Consideration was given to a model of social dynamics controlled by successive collective decisions based on the threshold majority procedures. The current system state is characterized by the vector of participants' capitals (utilities).…

Optimization and Control · Mathematics 2009-02-27 V. I. Borzenko , Z. M. Lezina , A. K. Loginov , Ya. Yu. Tsodikova , P. Yu. Chebotarev

We investigate whether the tails of firm-level idiosyncratic return distributions are driven by common shocks. We use quantile factor analysis to extract such common idiosyncratic quantile factors with asymmetric pricing effects and we find…

General Finance · Quantitative Finance 2026-03-12 Jozef Barunik , Matej Nevrla