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A novel high-frequency market-making approach in discrete time is proposed that admits closed-form solutions. By taking advantage of demand functions that are linear in the quoted bid and ask spreads with random coefficients, we model the…

Trading and Market Microstructure · Quantitative Finance 2024-05-21 Jonathan Chávez-Casillas , José E. Figueroa-López , Chuyi Yu , Yi Zhang

Quality-Diversity has emerged as a powerful family of evolutionary algorithms that generate diverse populations of high-performing solutions by implementing local competition principles inspired by biological evolution. While these…

Neural and Evolutionary Computing · Computer Science 2025-02-05 Maxence Faldor , Robert Tjarko Lange , Antoine Cully

Research on distributed machine learning algorithms has focused primarily on one of two extremes - algorithms that obey strict concurrency constraints or algorithms that obey few or no such constraints. We consider an intermediate…

Machine Learning · Computer Science 2013-07-31 Xinghao Pan , Joseph E. Gonzalez , Stefanie Jegelka , Tamara Broderick , Michael I. Jordan

Consider a storage area where arriving items are stored temporarily in bounded capacity stacks until their departure. We look into the problem of deciding where to put an arriving item with the objective of minimizing the maximum number of…

Data Structures and Algorithms · Computer Science 2020-06-11 Martin Olsen , Allan Gross

We introduce a combinatorial optimization-enriched machine learning pipeline and a novel learning paradigm to solve inventory routing problems with stochastic demand and dynamic inventory updates. After each inventory update, our approach…

Optimization and Control · Mathematics 2024-02-08 Toni Greif , Louis Bouvier , Christoph M. Flath , Axel Parmentier , Sonja U. K. Rohmer , Thibaut Vidal

Content caching at intermediate nodes is a very effective way to optimize the operations of Computer networks, so that future requests can be served without going back to the origin of the content. Several caching techniques have been…

Networking and Internet Architecture · Computer Science 2014-08-27 Ammar Gharaibeh , Abdallah Khreishah , Issa Khalil , Jie Wu

With the increasing scale of search engine marketing, designing an efficient bidding system is becoming paramount for the success of e-commerce companies. The critical challenges faced by a modern industrial-level bidding system include: 1.…

Computation and Language · Computer Science 2021-08-09 Cheng Jie , Da Xu , Zigeng Wang , Lu Wang , Wei Shen

Rank aggregation based on pairwise comparisons over a set of items has a wide range of applications. Although considerable research has been devoted to the development of rank aggregation algorithms, one basic question is how to efficiently…

Machine Learning · Statistics 2016-12-22 Xi Chen , Kevin Jiao , Qihang Lin

We consider a simple approach to solving assortment optimization under the random utility maximization model. The approach uses Monte-Carlo simulation to construct a ranking-based choice model that serves as a proxy for the true choice…

Optimization and Control · Mathematics 2025-10-02 Hassaan Khalid , Bradley Sturt

We investigate the problem of heterogeneous task assignment in crowdsourcing markets from the point of view of the requester, who has a collection of tasks. Workers arrive online one by one, and each declare a set of feasible tasks they can…

Data Structures and Algorithms · Computer Science 2015-08-17 Sepehr Assadi , Justin Hsu , Shahin Jabbari

We consider the online bin packing problem under the advice complexity model where the 'online constraint' is relaxed and an algorithm receives partial information about the future requests. We provide tight upper and lower bounds for the…

Data Structures and Algorithms · Computer Science 2013-12-24 Joan Boyar , Shahin Kamali , Kim S. Larsen , Alejandro López-Ortiz

Advances in computational optimization allow for the organization of large combinatorial markets. We aim for allocations and competitive equilibrium prices, i.e. outcomes that are in the core. The research is motivated by the design of…

Computer Science and Game Theory · Computer Science 2018-07-24 Martin Bichler , Stefan Waldherr

In order for an e-commerce platform to maximize its revenue, it must recommend customers items they are most likely to purchase. However, the company often has business constraints on these items, such as the number of each item in stock.…

Optimization and Control · Mathematics 2019-11-19 Andrea Boskovic , Qinyi Chen , Dominik Kufel , Zijie Zhou

Recent research in industrial organisation has investigated the essential place that middlemen have in the networks that make up our global economy. In this paper we attempt to understand how such middlemen compete with each other through a…

Computer Science and Game Theory · Computer Science 2013-10-15 Robert P. Gilles , Dimitrios Diamantaras

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

Traditional online algorithms encapsulate decision making under uncertainty, and give ways to hedge against all possible future events, while guaranteeing a nearly optimal solution as compared to an offline optimum. On the other hand,…

Data Structures and Algorithms · Computer Science 2020-08-24 Thodoris Lykouris , Sergei Vassilvitskii

Algorithmic pricing raises a question of interpretation as well as intervention: when autonomous deep-learning pricing systems sustain supracompetitive prices, what strategic pattern have they learned, and how might market institutions…

Theoretical Economics · Economics 2026-05-19 Soumen Banerjee

Sharing systems have facilitated the redistribution of underused resources by providing convenient online marketplaces for individual sellers and buyers. However, sellers in these systems may not fully disclose the information of their…

Computer Science and Game Theory · Computer Science 2023-09-01 Ningning Ding , Zhixuan Fang , Jianwei Huang

Randomized mechanisms, which map a set of bids to a probability distribution over outcomes rather than a single outcome, are an important but ill-understood area of computational mechanism design. We investigate the role of randomized…

Computer Science and Game Theory · Computer Science 2009-04-17 Patrick Briest , Shuchi Chawla , Robert Kleinberg , S. Matthew Weinberg

The Algorithm Selection Problem is concerned with selecting the best algorithm to solve a given problem on a case-by-case basis. It has become especially relevant in the last decade, as researchers are increasingly investigating how to…

Artificial Intelligence · Computer Science 2012-10-31 Lars Kotthoff