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Online trading has attracted millions of people around the world. In March 2021, it was reported there were 18 million accounts from just one broker. Historically, manipulation in financial markets is considered to be fraudulently…

Trading and Market Microstructure · Quantitative Finance 2021-07-30 Golnaz Shahtahmassebi , Lascelles Wright

The imbalance of buying and selling functions profoundly in the formation of market trends, however, a fine-granularity investigation of the imbalance is still missing. This paper investigates a unique transaction dataset that enables us to…

Computational Finance · Quantitative Finance 2018-02-06 Shan Lu , Jichang Zhao , Huiwen Wang

Ride-hailing services have skyrocketed in popularity due to the convenience they offer, but recent research has shown that their pricing strategies can have a disparate impact on some riders, such as those living in disadvantaged…

Computers and Society · Computer Science 2023-01-10 Nripsuta Ani Saxena , Wenbin Zhang , Cyrus Shahabi

The effectiveness of rapid rail transit system is analyzed using tools of complex network for the first time. We evaluated the effectiveness of the system in Beijing quantitatively from different perspectives, including descriptive…

Social and Information Networks · Computer Science 2018-11-21 Hui-Min Cheng , Yi-Zi Ning , Xiaoke Ma , Zhong-Yuan Zhang

I study the limit of a large random economy, where a set of consumers invests in financial instruments engineered by banks, in order to optimize their future consumption. This exercise shows that, even in the ideal case of perfect…

Statistical Finance · Quantitative Finance 2009-06-09 Matteo Marsili

The aim of this paper is to address the effect of the carbon emission allowance market on the production policy of a large polluter production firm. We investigate this effect in two cases; when the large polluter cannot affect the risk…

Optimization and Control · Mathematics 2023-12-07 Arash Fahim , Nizar Touzi

We analyze reputation dynamics in an online market for illicit drugs using a novel dataset of prices and ratings. The market is a black market, and so contracts cannot be enforced. We study the role that reputation plays in alleviating…

Applications · Statistics 2017-03-07 Nick Janetos , Jan Tilly

Large deployment of distribute energy resources and the increasing awareness of end-users towards their energy procurement are challenging current practices of electricity markets. A change of paradigm, from a top-down hierarchical approach…

Optimization and Control · Mathematics 2020-09-18 Fabio Moret , Andrea Tosatto , Thomas Baroche , Pierre Pinson

We study how efficient resource reallocation across cities affects potential aggregate growth. Using optimal resource allocation models and data on 284 China's prefecture-level cities in the years 2003--2019, we quantitatively measure the…

General Economics · Economics 2024-10-08 Sheng Dai , Timo Kuosmanen , Zhiqiang Liao

We study how to optimally segment monopolistic markets with a redistributive objective. We characterize optimal redistributive segmentations and show that they (i) induce the seller to price progressively, i.e., charge richer consumers…

Theoretical Economics · Economics 2026-05-14 Victor Augias , Alexis Ghersengorin , Daniel M. A. Barreto

Emissions markets play a vital role in emissions reduction by incentivizing firms to minimize costs. However, their effectiveness heavily depends on the decisions of policymakers, future economic activity, and the availability of abatement…

General Finance · Quantitative Finance 2025-10-16 Stéphane Crépey , Mekonnen Tadese , Gauthier Vermandel

This paper develops a model to evaluate the viability of blockchain markets as the sole venue for price formation. Blockchains clear at discrete intervals called block time, and transactions are executed sequentially according to priority…

General Finance · Quantitative Finance 2026-05-19 Agostino Capponi , Álvaro Cartea , Fayçal Drissi

This paper aims to investigate and achieve seller-side fairness within online marketplaces, where many sellers and their items are not sufficiently exposed to customers in an e-commerce platform. This phenomenon raises concerns regarding…

Ride-sourcing platforms such as Uber and Lyft are prime examples of the gig economy, recruiting drivers as independent contractors, thereby avoiding legal and fiscal obligations. Although platforms offer flexibility in choosing work shifts…

Emerging Technologies · Computer Science 2025-09-16 Farnoud Ghasemi , Arjan de Ruijter , Rafal Kucharski , Oded Cats

In the governance of the shared mobility market of a city or of a metropolitan area, there are two conflicting principles: 1) the healthy competition between multiple platforms, such as between Uber and Lyft in the United States, and 2)…

Optimization and Control · Mathematics 2024-10-29 Xiaotong Guo , Ao Qu , Hongmou Zhang , Peyman Noursalehi , Jinhua Zhao

There are some statistical anomalies in the Chinese stock market, i.e., positive return skewness, anti-leverage effect (positive returns induce higher volatility than negative returns); and reverse volatility asymmetry (contemporaneous…

General Finance · Quantitative Finance 2015-11-06 Liang Wu , Jingyi Luo , Yingkai Tang , Gregory Bardes

The real-time traffic monitoring is a fundamental mission in a smart city to understand traffic conditions and avoid dangerous incidents. In this paper, we propose a reliable and efficient traffic monitoring system that integrates…

Networking and Internet Architecture · Computer Science 2021-01-19 Jianxiong Guo , Xingjian Ding , Weili Wu

A seller offers an asset in a decentralised market. Buyers have private signals about their common value. I study whether the market becomes allocatively more efficient with (i) more buyers, (ii) better-informed buyers. Both increase the…

Theoretical Economics · Economics 2025-08-04 D. Carlos Akkar

The implementation of electricity markets based on locational marginal pricing in a multi-settlement process has allowed wholesale competition, with pricing mechanisms that incentivize the optimal allocation of generation, transmission, and…

Systems and Control · Electrical Eng. & Systems 2020-12-29 Veronica R. Bosquezfoti , Andrew L. Liu

In financial applications, latency advantages -- the ability to make decisions later than others, even without the ability to see what others have done -- can provide individual participants with an edge by allowing them to gather…

Theoretical Economics · Economics 2026-05-07 Ciamac C. Moallemi , Mallesh M. Pai , Dan Robinson