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Related papers: A Reputation System for Market Security and Equity

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This report presents a systematic market-neutral, multi-factor investment strategy for New York Stock Exchange equities with the objective of delivering steady returns while minimizing correlation with the market. A robust feature set is…

Trading and Market Microstructure · Quantitative Finance 2024-12-18 Georgios M. Gkolemis , Adwin Richie Lee , Amine Roudani

Evaluation relationships are pivotal for maintaining a cooperative society. A formation of the evaluation relationships has been discussed in terms of indirect reciprocity, by modeling dynamics of good or bad reputations among individuals.…

Physics and Society · Physics 2022-05-11 Yuma Fujimoto , Hisashi Ohtsuki

Decision markets are mechanisms for selecting one among a set of actions based on forecasts about their consequences. Decision markets that are based on scoring rules have been proven to offer incentive compatibility analogous to properly…

Computer Science and Game Theory · Computer Science 2021-11-16 Wenlong Wang , Thomas Pfeiffer

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…

Reputation is a central element of social communications, be it with human or artificial intelligence (AI), and as such can be the primary target of malicious communication strategies. There is already a vast amount of literature on trust…

Physics and Society · Physics 2022-05-18 Torsten Enßlin , Viktoria Kainz , Céline Bœhm

A generalized continuous economic model is proposed for random markets. In this model, agents interact by pairs and exchange their money in a random way. A parameter controls the effectiveness of the transactions between the agents. We show…

General Finance · Quantitative Finance 2011-05-11 R. Lopez-Ruiz , E. Shivanian , S. Abbasbandy , J. L. Lopez

Augur is a trustless, decentralized oracle and platform for prediction markets. The outcomes of Augur's prediction markets are chosen by users that hold Augur's native Reputation token, who stake their tokens on the actual observed outcome…

Cryptography and Security · Computer Science 2020-12-02 Jack Peterson , Joseph Krug , Micah Zoltu , Austin K. Williams , Stephanie Alexander

The systemic stability of a stock market is one of the core issues in the financial field. The market can be regarded as a complex network whose nodes are stocks connected by edges that signify their correlation strength. Since the market…

Statistical Finance · Quantitative Finance 2022-04-15 Xinyu Wang , Liang Zhao , Ning Zhang , Liu Feng , Haibo Lin

Conducting reputation management is very important for Internet of vehicles. However, most of the existing researches evaluate the effectiveness of their schemes with settled attacking behaviors in their simulation which cannot represent…

Computer Science and Game Theory · Computer Science 2019-02-14 Zhihong Tian , Xiangsong Gao , Shen Su , Jing Qiu , Xiaojiang Du , Mohsen Guizani

A ranking is an ordered sequence of items, in which an item with higher ranking score is more preferred than the items with lower ranking scores. In many information systems, rankings are widely used to represent the preferences over a set…

Artificial Intelligence · Computer Science 2017-09-22 Zhiwei Lin , Yi Li , Xiaolian Guo

A public decision-making problem consists of a set of issues, each with multiple possible alternatives, and a set of competing agents, each with a preferred alternative for each issue. We study adaptations of market economies to this…

Computer Science and Game Theory · Computer Science 2019-07-23 Nikhil Garg , Ashish Goel , Benjamin Plaut

Large-scale online recommendation systems must facilitate the allocation of a limited number of items among competing users while learning their preferences from user feedback. As a principled way of incorporating market constraints and…

Machine Learning · Computer Science 2022-12-15 Yigit Efe Erginbas , Soham Phade , Kannan Ramchandran

The Gini index is a number that attempts to measure how equitably a resource is distributed throughout a population, and is commonly used in economics as a measurement of inequality of wealth or income. The Gini index is often defined as…

Combinatorics · Mathematics 2020-10-26 Grant Kopitzke

In this paper, we investigate how dynamic properties of reputation can influence the quality of users ranking. Reputation systems should be based on rules that can guarantee a high level of trust and help identifying unreliable units. To…

Social and Information Networks · Computer Science 2018-01-12 Almaz Melnikov , Manuel Mazzara , Victor Rivera , JooYoung Lee , Luca Longo

We propose a new method for aggregating the information of multiple reviewers rating multiple products. Our approach is based on the network relations induced between products by the rating activity of the reviewers. We show that our method…

Physics and Society · Physics 2015-08-19 Yongli Li , Paolo Pin , Chong Wu

We consider a multi-stock continuous time incomplete market model with random coefficients. We study the investment problem in the class of strategies which do not use direct observations of the appreciation rates of the stocks, but rather…

Mathematical Finance · Quantitative Finance 2015-02-10 Nikolai Dokuchaev

Current practice for evaluating recommender systems typically focuses on point estimates of user-oriented effectiveness metrics or business metrics, sometimes combined with additional metrics for considerations such as diversity and…

Information Retrieval · Computer Science 2023-09-13 Michael D. Ekstrand , Ben Carterette , Fernando Diaz

One possible way of risk management for an insurance company is to develop an early and appropriate alarm system before the possible ruin. The ruin is defined through the status of the aggregate risk process, which in turn is determined by…

Risk Management · Quantitative Finance 2010-06-30 Shubhabrata Das , Marie Kratz

To maintain fairness, in the terms of resources shared by an individual peer, a proper incentive policy is required in a peer to peer network. This letter proposes, a simpler mechanism to rank the peers based on their resource contributions…

Networking and Internet Architecture · Computer Science 2016-06-03 Sateesh Kumar Awasthi , Yatindra Nath Singh

Existing approaches to asset-pricing under model-uncertainty adapt classical utility-maximization frameworks and seek theoretical comprehensiveness. We move toward practice by considering binary model-risks and by emphasizing 'constraints'…

Mathematical Finance · Quantitative Finance 2025-10-10 Ken Kangda Wren
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