Related papers: Graphical Economies with Resale
The Generalized Nash Equilibrium Problem refers to the question of the existence of a Nash equilibrium in an abstract economy. This model is due to Kenneth J. Arrow and Gerard Debreu in their pioneering work from 1954. An abstract economy…
While a number of knowledge graph representation learning (KGRL) methods have been proposed over the past decade, very few theoretical analyses have been conducted on them. In this paper, we present the first PAC-Bayesian generalization…
There is a recent surge in the development of spatio-temporal forecasting models in the transportation domain. Long-range traffic forecasting, however, remains a challenging task due to the intricate and extensive spatio-temporal…
We introduce an auto-regressive model which captures the growing nature of realistic markets. In our model agents do not trade with other agents, they interact indirectly only through a market. Change of their wealth depends, linearly on…
Graphs or networks are a very convenient way to represent data with lots of interaction. Recently, Machine Learning on Graph data has gained a lot of traction. In particular, vertex classification and missing edge detection have very…
We study truthful auctions for secondary spectrum usage in wireless networks. In this scenario, n communication requests need to be allocated to k available channels that are subject to interference and noise. We present the first truthful…
We propose a generalization of modern representation learning objectives by reframing them as recursive divergence alignment processes over localized conditional distributions While recent frameworks like Information Contrastive Learning…
Round-based models are very common message-passing models; combinatorial topology applied to distributed computing provides sweeping results like general lower bounds. We combine both to study the computability of k-set agreement. Among all…
We present a general computational framework for solving continuous-time financial market equilibria under minimal modeling assumptions while incorporating realistic financial frictions, such as trading costs, and supporting multiple…
Excessive wealth concentration can undermine economic and social development. Random Asset Exchange (RAE) models provide valuable tools to investigate this phenomenon. Assuming that economic systems may operate optimally near the critical…
The Kyle model describes how an equilibrium of order sizes and security prices naturally arises between a trader with insider information and the price providing market maker as they interact through a series of auctions. Ever since being…
This paper proposes an autoregressive (AR) model for sequences of graphs, which generalises traditional AR models. A first novelty consists in formalising the AR model for a very general family of graphs, characterised by a variable…
Beyond its obvious macro-economic relevance, fiat money has important micro-economic implications. They matter for addressing No. 8 in Smale's "Mathematical Problems for the Next Century": extend the mathematical model of general…
Real economies can be modeled as a sequential imperfect-information game with many heterogeneous agents, such as consumers, firms, and governments. Dynamic general equilibrium (DGE) models are often used for macroeconomic analysis in this…
For solving large-scale consistent linear system, we combine two efficient row index selection strategies with Kaczmarz-type method with oblique projection, and propose a greedy randomized Kaczmarz method with oblique projection (GRKO) and…
We first introduce the percolation problems associated with the graph theoretical concepts of $(k,l)$-sparsity, and make contact with the physical concepts of ordinary and rigidity percolation. We then devise a renormalization…
The Arrow protocol is a simple and elegant protocol to coordinate exclusive access to a shared object in a network. The protocol solves the underlying distributed queueing problem by using path reversal on a pre-computed spanning tree (or…
In this paper we introduce kinetic equations for the evolution of the probability distribution of two goods among a huge population of agents. The leading idea is to describe the trading of these goods by means of some fundamental rules in…
We formalize an allocation model under ordinal preferences that is more general than the well-studied Shapley-Scarf housing market. In our model, the agents do not just care which house or resource they get but also care about who gets…
We consider a K-armed bandit problem in general graphs where agents are arbitrarily connected and each of them has limited memorizing capabilities and communication bandwidth. The goal is to let each of the agents eventually learn the best…