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Understanding the complex dynamics of high-dimensional, contingent, and strongly nonlinear economic data, often shaped by multiplicative processes, poses significant challenges for traditional regression methods as such methods offer…

Machine Learning · Computer Science 2024-10-29 Durgesh Nandini , Simon Bloethner , Mirco Schoenfeld , Mario Larch

Statistical network modeling has focused on representing the graph as a discrete structure, namely the adjacency matrix, and considering the exchangeability of this array. In such cases, the Aldous-Hoover representation theorem (Aldous,…

Methodology · Statistics 2025-02-06 François Caron , Emily B. Fox

In multi-agent reinforcement learning systems, the actions of one agent can have a negative impact on the rewards of other agents. One way to combat this problem is to let agents trade their rewards amongst each other. Motivated by this,…

Artificial Intelligence · Computer Science 2022-07-25 Michael Kölle , Lennart Rietdorf , Kyrill Schmid

Data processing has to deal with many practical difficulties. Data is often corrupted by artifacts or noise and acquiring data can be expensive and difficult. Thus, the given data is often incomplete and inaccurate. To overcome these…

Numerical Analysis · Mathematics 2022-11-18 Florian Bossmann , Jianwei Ma

Graph Neural Networks (GNNs) have achieved impressive performance in graph-related tasks. However, they suffer from poor generalization on out-of-distribution (OOD) data, as they tend to learn spurious correlations. Such correlations…

Machine Learning · Statistics 2026-03-26 Bowen Lu , Liangqiang Yang , Teng Li

In this paper we consider a class of generalized Kyle-Back strategic insider trading models in which the insider is able to use the dynamic information obtained by observing the instantaneous movement of an underlying asset that is allowed…

Probability · Mathematics 2022-04-29 Jin Ma , Ying Tan

We investigate some of the properties and extensions of a dynamic innovation network model recently introduced in \citep{koenig07:_effic_stabil_dynam_innov_networ}. In the model, the set of efficient graphs ranges, depending on the cost for…

Physics and Society · Physics 2009-04-05 Michael D. Koenig , Stefano Battiston , Mauro Napoletano , Frank Schweitzer

Graph neural ordinary differential equations (Graph ODEs) extend graph learning from discrete message-passing layers to continuous-time representation flows. While it supports adaptive long-range propagation, we show that Graph ODEs with…

Machine Learning · Computer Science 2026-04-28 Qinhan Hou , Jing Tang

In the stable allocation problem on a two-sided market introduced and studied by Baiou and Balinski in the early 2000's, one is given a bipartite graph $G=(V,E)$ with capacities $b$ on the edges (``contracts'') and quotas $q$ on the…

Combinatorics · Mathematics 2025-04-29 Alexander V. Karzanov

We consider k mobile agents initially located at distinct nodes of an undirected graph (on n nodes, with edge lengths) that have to deliver a single item from a given source node s to a given target node t. The agents can move along the…

Data Structures and Algorithms · Computer Science 2018-09-05 Andreas Bärtschi , Daniel Graf , Matus Mihalak

We consider an auction type equilibrium model with an insider in line with the one originally introduced by Kyle in 1985 and then extended to the continuous time setting by Back in 1992. The novelty introduced with this paper is that we…

Trading and Market Microstructure · Quantitative Finance 2025-10-09 José M. Corcuera , Giulia Di Nunno

We devise a general graph-theoretic framework for studying prophet inequalities. In this framework, an agent traverses a directed acyclic graph from a starting node $s$ to a target node $t$. Each edge has a value that is sampled from a…

Computer Science and Game Theory · Computer Science 2024-06-21 Andrés Cristi , Sigal Oren

The increasing vulnerability of electrical distribution systems to extreme weather events and cyber threats necessitates the development of economically viable frameworks for resilience enhancement. While existing approaches focus primarily…

Systems and Control · Electrical Eng. & Systems 2025-08-07 Aniket Johri , Divyanshi Dwivedi , Mayukha Pal

\textit{Fair division} of resources among competing agents is a fundamental problem in computational social choice and economic game theory. It has been intensively studied on various kinds of items (\textit{divisible} and…

Computer Science and Game Theory · Computer Science 2023-10-03 Harmender Gahlawat , Meirav Zehavi

Combinatorial optimization (CO) problems arise across a broad spectrum of domains, including medicine, logistics, and manufacturing. While exact solutions are often computationally infeasible, many practical applications require…

Machine Learning · Computer Science 2025-05-27 Arman Mielke , Uwe Bauknecht , Thilo Strauss , Mathias Niepert

Correlated equilibria -- and their generalization $\Phi$-equilibria -- are a fundamental object of study in game theory, offering a more tractable alternative to Nash equilibria in multi-player settings. While computational aspects of…

Computer Science and Game Theory · Computer Science 2025-10-23 Martino Bernasconi , Matteo Castiglioni , Andrea Celli , Gabriele Farina

We consider the problem of repeatedly allocating multiple shareable public goods that have limited availability in an online setting without the use of money. In our setting, agents have additive values, and the value each agent receives…

Computer Science and Game Theory · Computer Science 2025-11-10 Chido Onyeze , David X. Lin , Siddhartha Banerjee , Éva Tardos

Combinatorial optimization problems (COPs) on the graph with real-life applications are canonical challenges in Computer Science. The difficulty of finding quality labels for problem instances holds back leveraging supervised learning…

Machine Learning · Computer Science 2021-08-10 Mostafa Pashazadeh , Kui Wu

We propose a decentralized market model in which agents can negotiate bilateral contracts. This builds on a similar, but centralized, model of trading networks introduced by Hatfield et al. in 2013. Prior work has established that…

Computer Science and Game Theory · Computer Science 2025-01-29 Edwin Lock , Benjamin Patrick Evans , Eleonora Kreacic , Sujay Bhatt , Alec Koppel , Sumitra Ganesh , Paul W. Goldberg

Generative adversarial networks (GANs) are the state of the art in generative modeling. Unfortunately, most GAN methods are susceptible to mode collapse, meaning that they tend to capture only a subset of the modes of the true distribution.…

Machine Learning · Statistics 2019-07-10 Luca Ambrogioni , Umut Güçlü , Marcel van Gerven