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In the Day-Ahead (DA) market, suppliers sell and load-serving entities (LSEs) purchase energy commitments, with both sides adjusting for imbalances between contracted and actual deliveries in the Real-Time (RT) market. We develop a supply…

Optimization and Control · Mathematics 2025-08-19 Agostino Capponi , Garud Iyengar , Bo Yang , Daniel Bienstock

In online advertising, marketing interventions such as coupons introduce significant confounding bias into Click-Through Rate (CTR) prediction. Observed clicks reflect a mixture of users' intrinsic preferences and the uplift induced by…

Social and Information Networks · Computer Science 2026-02-16 Siyun Yang , Shixiao Yang , Jian Wang , Di Fan , Kehe Cai , Haoyan Fu , Jiaming Zhang , Wenjin Wu , Peng Jiang

Randomized clinical trials (RCTs) are ideal for estimating causal effects, because the distributions of background covariates are similar in expectation across treatment groups. When estimating causal effects using observational data,…

Methodology · Statistics 2019-02-27 Anthony D. Scotina , Roee Gutman

With the rapidly growing demand for the cloud services, a need for efficient methods to trade computing resources increases. Commonly used fixed-price model is not always the best approach for trading cloud resources, because of its…

Computer Science and Game Theory · Computer Science 2014-02-03 Sergei Chichin , Quoc Bao Vo , Ryszard Kowalczyk

Data valuation is an essential task in a data marketplace. It aims at fairly compensating data owners for their contribution. There is increasing recognition in the machine learning community that the Shapley value -- a foundational…

Cryptography and Security · Computer Science 2023-02-20 Zhihua Tian , Jian Liu , Jingyu Li , Xinle Cao , Ruoxi Jia , Jun Kong , Mengdi Liu , Kui Ren

The fairness-accuracy trade-off is a key challenge in NLP tasks. Current work focuses on finding a single "optimal" solution to balance the two objectives, which is limited considering the diverse solutions on the Pareto front. This work…

Machine Learning · Computer Science 2025-09-18 Yongkang Du , Jieyu Zhao , Yijun Yang , Tianyi Zhou

We study markets where firms compete for consumer attention by subsidizing costly product inspection. These subsidies do not change product quality, but they alter the order in which consumers search by lowering inspection costs. We…

Theoretical Economics · Economics 2026-05-29 Salvador Candelas , Nicole Immorlica , Brendan Lucier

In machine learning applications, distribution shifts between training and target environments can lead to significant drops in model performance. This study investigates the impact of such shifts on binary classification models within the…

Machine Learning · Statistics 2024-08-20 Minji Kim , Seong Jin Lee , Bumsik Kim

Market equilibria of matching markets offer an intuitive and fair solution for matching problems without money with agents who have preferences over the items. Such a matching market can be viewed as a variation of Fisher market, albeit…

Computer Science and Game Theory · Computer Science 2017-04-03 Saeed Alaei , Pooya Jalaly , Eva Tardos

The rise of the machine learning (ML) model economy has intertwined markets for training datasets and pre-trained models. However, most pricing approaches still separate data and model transactions or rely on broker-centric pipelines that…

Machine Learning · Computer Science 2026-05-12 Hongrun Ren , Yun Xiong , Lei You , Yingying Wang , Haixu Xiong , Yangyong Zhu

The growing demand for personalized decision-making has led to a surge of interest in estimating the Conditional Average Treatment Effect (CATE). Various types of CATE estimators have been developed with advancements in machine learning and…

Machine Learning · Computer Science 2024-11-04 Yiyan Huang , Cheuk Hang Leung , Siyi Wang , Yijun Li , Qi Wu

Shadow prices are well understood and are widely used in economic applications. However, there are limits to where shadow prices can be applied assuming their natural interpretation and the fact that they reflect the first order optimality…

General Economics · Economics 2022-11-28 Nikolay Khabarov , Alexey Smirnov , Michael Obersteiner

We develop inference under model uncertainty due to weak, noisy, multiple candidate restrictions and theories, and nuisance control covariates. A unified framework is given with degrees of misspecification and corresponding shadow prices,…

Econometrics · Economics 2026-04-20 Jieun Lee , Esfandiar Maasoumi

When machine learning systems under-perform for particular subgroups, affected users typically have no way to correct these disparities without relying on platform-level fixes. Existing approaches to algorithmic fairness rely on…

Machine Learning · Computer Science 2026-05-28 Meghana Bhange , Ulrich Aïvodji , Elliot Creager

Blockchain-based cryptocurrencies prioritize transactions based on their fees, creating a unique kind of fee market. Empirically, this market has failed to yield stable equilibria with predictable prices for desired levels of service. We…

Cryptography and Security · Computer Science 2019-01-23 Soumya Basu , David Easley , Maureen O'Hara , Emin Gün Sirer

Real-Time Bidding (RTB) is revolutionising display advertising by facilitating per-impression auctions to buy ad impressions as they are being generated. Being able to use impression-level data, such as user cookies, encourages user…

Computer Science and Game Theory · Computer Science 2016-03-04 Weinan Zhang , Yifei Rong , Jun Wang , Tianchi Zhu , Xiaofan Wang

The optimization of bidding strategies for online advertising slot auctions presents a critical challenge across numerous digital marketplaces. A significant obstacle to the development, evaluation, and refinement of real-time autobidding…

In a semi-realistic market simulator, independent reinforcement learning algorithms may facilitate market makers to maintain wide spreads even without communication. This unexpected outcome challenges the current antitrust law framework. We…

Trading and Market Microstructure · Quantitative Finance 2022-11-02 Bingyan Han

Online marketplaces execute large volume of price updates that are initiated by individual marketplace sellers each day on the platform. This price democratization comes with increasing challenges with data quality. Lack of centralized…

Machine Learning · Statistics 2023-10-10 Akshit Sarpal , Qiwen Kang , Fangping Huang , Yang Song , Lijie Wan

One of the major challenges in estimating conditional potential outcomes and conditional average treatment effects (CATE) is the presence of hidden confounders. Since testing for hidden confounders cannot be accomplished only with…

Machine Learning · Computer Science 2025-06-17 Ahmed Aloui , Juncheng Dong , Ali Hasan , Vahid Tarokh
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