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Machine learning models play a key role for service providers looking to gain market share in consumer markets. However, traditional learning approaches do not take into account the existence of additional providers, who compete with each…

Machine Learning · Computer Science 2025-08-15 Ohad Einav , Nir Rosenfeld

Pay-per-click advertising includes various formats (\emph{e.g.}, search, contextual, social) with a total investment of more than 200 billion USD per year worldwide. An advertiser is given a daily budget to allocate over several, even…

Machine Learning · Computer Science 2020-03-04 Alessandro Nuara , Francesco Trovò , Nicola Gatti , Marcello Restelli

We study information design in click-through auctions, in which the bidders/advertisers bid for winning an opportunity to show their ads but only pay for realized clicks. The payment may or may not happen, and its probability is called the…

Computer Science and Game Theory · Computer Science 2024-04-23 Junjie Chen , Minming Li , Haifeng Xu , Song Zuo

In the last decade new ways of shopping online have increased the possibility of buying products and services more easily and faster than ever. In this new context, personality is a key determinant in the decision making of the consumer…

Information Retrieval · Computer Science 2016-07-26 Giorgio Roffo

In this paper we apply active learning algorithms for dynamic pricing in a prominent e-commerce website. Dynamic pricing involves changing the price of items on a regular basis, and uses the feedback from the pricing decisions to update…

Machine Learning · Statistics 2018-02-12 Ravi Ganti , Matyas Sustik , Quoc Tran , Brian Seaman

The widespread availability of behavioral data has led to the development of data-driven personalized pricing algorithms: sellers attempt to maximize their revenue by estimating the consumer's willingness-to-pay and pricing accordingly. Our…

Computational Engineering, Finance, and Science · Computer Science 2020-02-14 Roy Dong , Erik Miehling , Cedric Langbort

Online advertising has typically been more personalized than offline advertising, through the use of machine learning models and real-time auctions for ad targeting. One specific task, predicting the likelihood of conversion (i.e.\ the…

Machine Learning · Computer Science 2022-02-01 Conor O'Brien , Arvind Thiagarajan , Sourav Das , Rafael Barreto , Chetan Verma , Tim Hsu , James Neufield , Jonathan J Hunt

In this paper, we deal with the uncertainty of bidding for display advertising. Similar to the financial market trading, real-time bidding (RTB) based display advertising employs an auction mechanism to automate the impression level media…

Computer Science and Game Theory · Computer Science 2017-01-23 Haifeng Zhang , Weinan Zhang , Yifei Rong , Kan Ren , Wenxin Li , Jun Wang

We analyze digital markets where a monopolist platform uses data to match multiproduct sellers with heterogeneous consumers who can purchase both on and off the platform. The platform sells targeted ads to sellers that recommend their…

Theoretical Economics · Economics 2023-04-18 Dirk Bergemann , Alessandro Bonatti

A typical real-time ad-serving funnel comprises ad targeting, conversion modeling (e.g., click-through rate prediction), budget pacing (bidding), and auction processes. While there is a wealth of research and articles on ad targeting and…

Computer Science and Game Theory · Computer Science 2025-03-11 Yuanlong Chen

Modern commercial Internet search engines display advertisements along side the search results in response to user queries. Such sponsored search relies on market mechanisms to elicit prices for these advertisements, making use of an…

Computer Science and Game Theory · Computer Science 2008-12-18 Jon Feldman , S. Muthukrishnan

This research focuses on the bid optimization problem in the real-time bidding setting for online display advertisements, where an advertiser, or the advertiser's agent, has access to the features of the website visitor and the type of ad…

Machine Learning · Computer Science 2022-10-31 Rui Fan , Erick Delage

In this paper, we study multiple problems from sponsored product optimization in ad system, including position-based de-biasing, click-conversion multi-task learning, and calibration on predicted click-through-rate (pCTR). We propose a…

Information Retrieval · Computer Science 2023-04-19 Yanbing Xue , Bo Liu , Weizhi Du , Jayanth Korlimarla , Musen Men

The paper presents a machine learning approach to design digital interfaces that can dynamically adapt to different users and usage strategies. The algorithm uses Bayesian statistics to model users' browsing behavior, focusing on their…

Machine Learning · Computer Science 2025-09-24 Eric Petit , Denis Chêne

Many companies rely on advertising platforms such as Google, Facebook, or Instagram to recruit a large and diverse applicant pool for job openings. Prior works have shown that equitable bidding may not result in equitable outcomes due to…

Computers and Society · Computer Science 2023-05-24 Inbal Livni Navon , Charlotte Peale , Omer Reingold , Judy Hanwen Shen

Internet advertisers (buyers) repeatedly procure ad impressions from ad platforms (sellers) with the aim to maximize total conversion (i.e. ad value) while respecting both budget and return-on-investment (ROI) constraints for efficient…

Computer Science and Game Theory · Computer Science 2023-02-08 Negin Golrezaei , Patrick Jaillet , Jason Cheuk Nam Liang , Vahab Mirrokni

Motivated by Internet advertising applications, online allocation problems have been studied extensively in various adversarial and stochastic models. While the adversarial arrival models are too pessimistic, many of the stochastic (such as…

Data Structures and Algorithms · Computer Science 2017-11-17 Hossein Esfandiari , Nitish Korula , Vahab Mirrokni

We propose a new Markov Decision Process (MDP) model for ad auctions to capture the user response to the quality of ads, with the objective of maximizing the long-term discounted revenue. By incorporating user response, our model takes into…

Computer Science and Game Theory · Computer Science 2024-05-07 Yang Cai , Zhe Feng , Christopher Liaw , Aranyak Mehta , Grigoris Velegkas

In the Real-Time Bidding (RTB), advertisers are increasingly relying on bid optimization to gain more conversions (i.e trade or arrival). Currently, the efficiency of bid optimization is still challenged by the (1) sparse feedback, (2) the…

Computer Science and Game Theory · Computer Science 2022-06-28 Xiao Wang , Shaoguo Liu , Yidong Jia , Yuxin Fu , Yufang Yu , Liang Wang , Bo Zheng

Predicting user responses, such as click-through rate and conversion rate, are critical in many web applications including web search, personalised recommendation, and online advertising. Different from continuous raw features that we…

Machine Learning · Computer Science 2016-01-12 Weinan Zhang , Tianming Du , Jun Wang