Related papers: A Reputation System for Market Security and Equity
Rankings are the primary interface through which many online platforms match users to items (e.g. news, products, music, video). In these two-sided markets, not only the users draw utility from the rankings, but the rankings also determine…
Credit risk prediction is an effective way of evaluating whether a potential borrower will repay a loan, particularly in peer-to-peer lending where class imbalance problems are prevalent. However, few credit risk prediction models for…
Blockchains combine other technologies, such as cryptography, networking, and incentive mechanisms, to enable the creation, validation, and recording of transactions between participating nodes. A consensus algorithm is used in a blockchain…
We propose a pricing technique based on coherent risk measures, which enables one to get finer price intervals than in the No Good Deals pricing. The main idea consists in splitting a liability into several parts and selling these parts to…
We suggest a new approach to creation of general market equilibrium models involving economic agents with local and partial knowledge about the system and under different restrictions. The market equilibrium problem is then formulated as a…
We simulate the process of possible interactions between a set of competitive services and a set of portals that provide online rating for these services. We argue that to have a profitable business, these portals are forced to have…
Previous research has shown how indirect reciprocity can promote cooperation through evolutionary game theoretic models. Most work in this field assumes a separation of time-scales: individuals' reputations equilibrate at a fast time scale…
Ranking problem has attracted much attention in real systems. How to design a robust ranking method is especially significant for online rating systems under the threat of spamming attacks. By building reputation systems for users, many…
Worker selection is a significant and challenging issue in crowdsourcing systems. Such selection is usually based on an assessment of the reputation of the individual workers participating in such systems. However, assessing the credibility…
Traditional approach of providing network security has been to borrow tools and mechanisms from cryptography. However, the conventional view of security based on cryptography alone is not sufficient for the defending against unique and…
In this document, we present our applied results on balancing security and performance using a running example, which is based on sensor networks. These results are forming a basis for a new approach to balance security and performance, and…
We consider two market designs for a network of prosumers, trading energy: (i) a centralized design which acts as a benchmark, and (ii) a peer-to-peer market design. High renewable energy penetration requires that the energy market design…
Biondi et al. (2012) develop an analytical model to examine the emergent dynamic properties of share market price formation over time, capable to capture important stylized facts. These latter properties prove to be sensitive to regulatory…
This paper introduces a new risk-on risk-off strategy for the stock market, which combines a financial stress indicator with a sentiment analysis done by ChatGPT reading and interpreting Bloomberg daily market summaries. Forecasts of market…
Many online marketplaces enjoy great success. Buyers and sellers in successful markets carry out cooperative transactions even if they do not know each other in advance and a moral hazard exists. An indispensable component that enables…
The emergence of online enterprises spread across continents have given rise to the need for expert identification in this domain. Scenarios that includes the intention of the employer to find tacit expertise and knowledge of an employee…
In this paper we study a risk-minimizing hedging problem for a semimartingale incomplete financial market where d+1 assets are traded continuously and whose price is expressed in units of the num\'{e}raire portfolio. According to the…
The influence maximization paradigm has been used by researchers in various fields in order to study how information spreads in social networks. While previously the attention was mostly on efficiency, more recently fairness issues have…
In this paper we extend the series of our studies on the properties of an interacting particle model for market microstructure. In our earlier work we defined a Markov process on the majority opinion of the agents, obtained the transition…
Personalized pricing is a business strategy to charge different prices to individual consumers based on their characteristics and behaviors. It has become common practice in many industries nowadays due to the availability of a growing…