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Can Large Language Models (AI agents) aggregate dispersed private information through trading and reason about the knowledge of others by observing price movements? We conduct a controlled experiment where AI agents trade in a prediction…

General Economics · Economics 2026-05-08 Spyros Galanis

Decision makers often need to rely on imperfect probabilistic forecasts. While average performance metrics are typically available, it is difficult to assess the quality of individual forecasts and the corresponding utilities. To convey…

Machine Learning · Statistics 2021-03-03 Shengjia Zhao , Stefano Ermon

Strictly proper scoring rules (SPSR) are incentive compatible for eliciting information about random variables from strategic agents when the principal can reward agents after the realization of the random variables. They also quantify the…

Computer Science and Game Theory · Computer Science 2020-06-09 Yang Liu , Juntao Wang , Yiling Chen

In real time electricity markets, the objective of generation companies while bidding is to maximize their profit. The strategies for learning optimal bidding have been formulated through game theoretical approaches and stochastic…

Artificial Intelligence · Computer Science 2021-01-08 Jahnvi Patel , Devika Jay , Balaraman Ravindran , K. Shanti Swarup

When multiple informative equilibria are possible in a general cheap talk game, how much information can a principal guarantee herself? To answer this question, I define the notion of worst-case implementation-implementation via the worst…

Theoretical Economics · Economics 2026-02-17 Andrei Iakovlev

We consider the design of prediction market mechanisms known as automated market makers. We show that we can design these mechanisms via the mold of \emph{exponential family distributions}, a popular and well-studied probability…

Artificial Intelligence · Computer Science 2014-02-25 Jacob Abernethy , Sindhu Kutty , Sébastien Lahaie , Rahul Sami

Explanations of model behavior are commonly evaluated via proxy properties weakly tied to the purposes explanations serve in practice. We contribute a decision theoretic framework that treats explanations as information signals valued by…

Artificial Intelligence · Computer Science 2026-02-24 Ziyang Guo , Berk Ustun , Jessica Hullman

In speculative markets, risk-free profit opportunities are eliminated by traders exploiting them. Markets are therefore often described as "informationally efficient", rapidly removing predictable price changes, and leaving only residual…

Trading and Market Microstructure · Quantitative Finance 2013-10-08 Felix Patzelt , Klaus R. Pawelzik

This paper proposes a voting process in which voters allocate fractional votes to their expected utility in different domains: over proposals, other participants, and sets containing proposals and participants. This approach allows for a…

Social and Information Networks · Computer Science 2025-04-21 Yasushi Sakai , Parfait Atchade-Adelomou , Ryan Jiang , Luis Alonso , Kent Larson , Ken Suzuki

Comparison data elicited from people are fundamental to many machine learning tasks, including reinforcement learning from human feedback for large language models and estimating ranking models. They are typically subjective and not…

Computer Science and Game Theory · Computer Science 2024-10-31 Yiling Chen , Shi Feng , Fang-Yi Yu

Peer selection, the evaluation and selection of agents by their peers, is an important problem in the field of computational social choice; with applications to grading in massively online courses (MOOCs) and academic peer review. Current…

Computer Science and Game Theory · Computer Science 2026-05-26 Harper Lyon , Omer Lev , Nicholas Mattei

A decision maker typically (i) incorporates training data to learn about the relative effectiveness of treatments, and (ii) chooses an implementation mechanism that implies an ``optimal'' predicted outcome distribution according to some…

Econometrics · Economics 2025-05-29 Anders Bredahl Kock , David Preinerstorfer

In many settings -- like market research and social choice -- people may be presented with unfamiliar options. Classical mechanisms may perform poorly because they fail to incentivize people to learn about these options, or worse, encourage…

Theoretical Economics · Economics 2025-07-22 Modibo K. Camara , Nicole Immorlica , Brendan Lucier

We consider the problem of information aggregation in federated decision making, where a group of agents collaborate to infer the underlying state of nature without sharing their private data with the central processor or each other. We…

Machine Learning · Computer Science 2023-05-09 Mert Kayaalp , Yunus Inan , Visa Koivunen , Emre Telatar , Ali H. Sayed

We study a problem where a group of agents has to decide how some fixed value should be shared among them. We are interested in settings where the share that each agent receives is based on how that agent is evaluated by other members of…

Computer Science and Game Theory · Computer Science 2013-06-04 Arthur Carvalho , Kate Larson

We investigate opinion dynamics in a fully-connected system, consisting of $n$ identical and anonymous agents, where one of the opinions (which is called correct) represents a piece of information to disseminate. In more detail, one source…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-02-20 Luca Becchetti , Andrea Clementi , Amos Korman , Francesco Pasquale , Luca Trevisan , Robin Vacus

We present distributed algorithms that can be used by multiple agents to align their estimates with a particular value over a network with time-varying connectivity. Our framework is general in that this value can represent a consensus…

Optimization and Control · Mathematics 2010-04-20 Angelia Nedić , Asuman Ozdaglar , Pablo A. Parrilo

We consider a two-road dynamic routing game where the state of one of the roads (the "risky road") is stochastic and may change over time. This generates room for experimentation. A central planner may wish to induce some of the (finite…

Computer Science and Game Theory · Computer Science 2020-01-13 Emily Meigs , Francesca Parise , Asuman Ozdaglar , Daron Acemoglu

A principal designs an algorithm that generates a publicly observable prediction of a binary state. She must decide whether to act directly based on the prediction or to delegate the decision to an agent with private information but…

Theoretical Economics · Economics 2024-02-22 Ruqing Xu

Selecting the most influential agent in a network has huge practical value in applications. However, in many scenarios, the graph structure can only be known from agents' reports on their connections. In a self-interested setting, agents…

Computer Science and Game Theory · Computer Science 2021-07-23 Xiuzhen Zhang , Yao Zhang , Dengji Zhao