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Causally identifying the effect of digital advertising is challenging, because experimentation is expensive, and observational data lacks random variation. This paper identifies a pervasive source of naturally occurring, quasi-experimental…

Econometrics · Economics 2022-02-18 George Gui , Harikesh Nair , Fengshi Niu

In many online advertisement (ad) exchanges, ad slots are each sold via a separate second-price auction. This paper considers the bidder's problem of maximizing the value of ads they purchase in these auctions, subject to budget…

Computer Science and Game Theory · Computer Science 2020-03-16 Jonathan Amar , Nicholas Renegar

Existing auto-bidding algorithms in digital advertising often treat the value of an ad opportunity as the revenue obtained when an ad is shown and/or clicked, and bid accordingly. This can lead to wasteful spending because the true value is…

Computer Science and Game Theory · Computer Science 2026-05-05 Yuxiao Wen , Zihao Hu , Yanjun Han , Yuan Yao , Zhengyuan Zhou

In mechanism design, it is challenging to design the optimal auction with correlated values in general settings. Although value distribution can be further exploited to improve revenue, the complex correlation structure makes it hard to…

Computer Science and Game Theory · Computer Science 2023-02-21 Da Huo , Zhilin Zhang , Zhenzhe Zheng , Chuan Yu , Jian Xu , Fan Wu

In this paper, we initiate the study of the multiplicative bidding language adopted by major Internet search companies. In multiplicative bidding, the effective bid on a particular search auction is the product of a base bid and bid…

Data Structures and Algorithms · Computer Science 2014-04-29 MohammadHossein Bateni , Jon Feldman , Vahab Mirrokni , Sam Chiu-wai Wong

Recently, there is growing interest and need for dynamic pricing algorithms, especially, in the field of online marketplaces by offering smart pricing options for big online stores. We present an approach to adjust prices based on the…

Optimization and Control · Mathematics 2021-01-13 David Müller , Yurii Nesterov , Vladimir Shikhman

Ad exchanges are an emerging platform for trading advertisement slots on the web with billions of dollars revenue per year. Every time a user visits a web page, the publisher of that web page can ask an ad exchange to auction off the ad…

Computer Science and Game Theory · Computer Science 2016-04-20 Oren Ben-Zwi , Monika Henzinger , Veronika Loitzenbauer

Standard procurement models assume that the buyer knows the quality of the good at the time of procurement; however, in many settings, the quality is learned only long after the transaction. We study procurement problems in which the…

Theoretical Economics · Economics 2026-04-03 Kun Zhang

The design of data markets has gained importance as firms increasingly use machine learning models fueled by externally acquired training data. A key consideration is the externalities firms face when data, though inherently freely…

Computer Science and Game Theory · Computer Science 2024-10-22 Anish Agarwal , Munther Dahleh , Thibaut Horel , Maryann Rui

We study three pricing mechanisms' performance and their effects on the participants in the data industry from the data supply chain perspective. A win-win pricing strategy for the players in the data supply chain is proposed. We obtain…

Econometrics · Economics 2018-03-06 Xinming Li , Huaqing Wang

Online platforms collect rich information about participants and then share some of this information back with them to improve market outcomes. In this paper we study the following information disclosure problem in two-sided markets: If a…

Theoretical Economics · Economics 2023-09-01 Bar Light , Ramesh Johari , Gabriel Weintraub

This paper explores how ad platforms can utilize Bayesian persuasion within blockchain-based auction systems to strategically influence advertiser behavior despite increased transparency. By integrating game-theoretic models with machine…

General Economics · Economics 2024-12-10 Xinyu Li

Cost per click is a common metric to judge digital advertising campaign performance. In this paper we discuss an approach that generates a feature targeting recommendation to optimise cost per click. We also discuss a technique to assign…

Applications · Statistics 2021-08-03 Aditya Jain , Sahil Khan

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

A mobile cloud computing system is composed of heterogeneous services and resources to be allocated by the cloud service provider to mobile cloud users. On one hand, some of these resources are substitutable (e.g., users can use storage…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-04-24 Yang Zhang , Dusit Niyato , Ping Wang

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

Modern online platforms such as marketplaces, ride-hailing services, and food-delivery systems serve a dual role: they are both markets where participants interact and transact, and operators that design and govern how these markets…

Computer Science and Game Theory · Computer Science 2026-05-11 Gary Qiurui Ma

In display advertising, a small group of sellers and bidders face each other in up to 10 12 auctions a day. In this context, revenue maximisation via monopoly price learning is a high-value problem for sellers. By nature, these auctions are…

Machine Learning · Computer Science 2020-10-21 Lorenzo Croissant , Marc Abeille , Clément Calauzènes

Automated bidding, an emerging intelligent decision making paradigm powered by machine learning, has become popular in online advertising. Advertisers in automated bidding evaluate the cumulative utilities and have private financial…

Computer Science and Game Theory · Computer Science 2023-08-22 Yidan Xing , Zhilin Zhang , Zhenzhe Zheng , Chuan Yu , Jian Xu , Fan Wu , Guihai Chen

Algorithms increasingly automate bidding in online auctions, raising concerns about tacit bid suppression and revenue shortfalls. Prior work identifies individual mechanisms behind algorithmic bid suppression, but it remains unclear which…

General Economics · Economics 2026-03-24 Pranjal Rawat
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