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Despite recent advancements in machine learning, in practice, relevant datasets are often distributed among market competitors who are reluctant to share. To incentivize data sharing, recent works propose analytics markets, where multiple…

General Economics · Economics 2025-08-05 Thomas Falconer , Jalal Kazempour , Pierre Pinson

Mechanism design is addressed in the context of fair allocations of indivisible goods with monetary compensation. Motivated by a real-world social choice problem, mechanisms with verification are considered in a setting where (i) agents'…

Computer Science and Game Theory · Computer Science 2012-09-18 Gianluigi Greco , Francesco Scarcello

In this work, we empirically examine human-AI decision-making in the presence of explanations based on predicted outcomes. This type of explanation provides a human decision-maker with expected consequences for each decision alternative at…

Human-Computer Interaction · Computer Science 2022-08-31 Johannes Jakubik , Jakob Schöffer , Vincent Hoge , Michael Vössing , Niklas Kühl

In computational reinforcement learning, a growing body of work seeks to express an agent's model of the world through predictions about future sensations. In this manuscript we focus on predictions expressed as General Value Functions:…

Machine Learning · Computer Science 2021-11-23 Alex Kearney , Anna Koop , Johannes Günther , Patrick M. Pilarski

In practice, incentive providers (i.e., principals) often cannot observe the reward realizations of incentivized agents, which is in contrast to many principal-agent models that have been previously studied. This information asymmetry…

Machine Learning · Computer Science 2023-08-15 Ilgin Dogan , Zuo-Jun Max Shen , Anil Aswani

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

We study overpricing in a repeated game between two representative agents: a market maker, who controls market liquidity, and a market taker, who chooses trade quantities. Market prices evolve through the endogenous price impact of trades…

Trading and Market Microstructure · Quantitative Finance 2026-05-12 Luigi Foscari , Emanuele Guidotti , Nicolò Cesa-Bianchi , Tatjana Chavdarova , Alfio Ferrara

Suppose we need a deep collective analysis of an open scientific problem: there is a complex scientific hypothesis and a large online group of mutually unrelated experts with relevant private information of a diverse and unpredictable…

Computer Science and Game Theory · Computer Science 2026-01-27 Alexey V. Osipov , Nikolay N. Osipov

We provide closed-form market equilibrium formula consolidating informational imperfections and investors beliefs. Based on Merton's model, we characterize the equilibrium expected excess returns vector with incomplete information. We then…

Pricing of Securities · Quantitative Finance 2025-02-14 Hafid Lalioui , Amine Ben Amar , Makram Bellalah

A framework for consensus modelling is introduced using Kleene's three valued logic as a means to express vagueness in agents' beliefs. Explicitly borderline cases are inherent to propositions involving vague concepts where sentences of a…

Multiagent Systems · Computer Science 2018-01-15 Michael Crosscombe , Jonathan Lawry

We investigate the mechanism design problem faced by a principal who hires \emph{multiple} agents to gather and report costly information. Then, the principal exploits the information to make an informed decision. We model this problem as a…

Computer Science and Game Theory · Computer Science 2023-07-13 Federico Cacciamani , Matteo Castiglioni , Nicola Gatti

Peer prediction mechanisms are often adopted to elicit truthful contributions from crowd workers when no ground-truth verification is available. Recently, mechanisms of this type have been developed to incentivize effort exertion, in…

Computer Science and Game Theory · Computer Science 2016-12-05 Yang Liu , Yiling Chen

We study online Bayesian persuasion problems in which an informed sender repeatedly faces a receiver with the goal of influencing their behavior through the provision of payoff-relevant information. Previous works assume that the sender has…

Computer Science and Game Theory · Computer Science 2024-11-12 Francesco Bacchiocchi , Matteo Bollini , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

Explanations for AI models in high-stakes domains like medicine often lack verifiability, which can hinder trust. To address this, we propose an interactive agent that produces explanations through an auditable sequence of actions. The…

Artificial Intelligence · Computer Science 2025-11-04 Yuhang Huang , Zekai Lin , Fan Zhong , Lei Liu

We apply the potential force estimation method to artificial time series of market price produced by a deterministic dealer model. We find that dealers' feedback of linear prediction of market price based on the latest mean price changes…

General Finance · Quantitative Finance 2009-11-13 Kenta Yamada , Hideki Takayasu , Misako Takayasu

If you recommend a product to me and I buy it, how much should you be paid by the seller? And if your sole interest is to maximize the amount paid to you by the seller for a sequence of recommendations, how should you recommend optimally if…

Computer Science and Game Theory · Computer Science 2009-11-10 Paul Dütting , Monika Henzinger , Ingmar Weber

We study a generic model for self-referential behaviour in financial markets, where agents attempt to use some (possibly fictitious) causal correlations between a certain quantitative information and the price itself. This correlation is…

Condensed Matter · Physics 2007-05-23 Matthieu Wyart , Jean-Philippe Bouchaud

Although the specific structures of electricity markets are diverse around the world, they were all conceived on the premise of predictable, controllable generation with nonnegligible marginal costs. Recent changes, specifically, the…

Computer Science and Game Theory · Computer Science 2020-12-10 Orcun Karaca

We study the problem of pure exploration in matching markets under uncertain preferences, where the goal is to identify a stable matching with confidence parameter $\delta$ and minimal sample complexity. Agents learn preferences via…

Computer Science and Game Theory · Computer Science 2025-09-19 Tejas Pagare , Agniv Bandyopadhyay , Sandeep Juneja

We introduce and study the problem of detecting whether an agent is updating their prior beliefs given new evidence in an optimal way that is Bayesian, or whether they are biased towards their own prior. In our model, biased agents form…

Computer Science and Game Theory · Computer Science 2024-10-31 Yiling Chen , Tao Lin , Ariel D. Procaccia , Aaditya Ramdas , Itai Shapira
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