Related papers: Prime Match: A Privacy-Preserving Inventory Matchi…
We study ex-post fairness in the object allocation problem where objects are valuable and commonly owned. A matching is fair from individual perspective if it has only inevitable envy towards agents who received most preferred objects --…
The primary contribution of this paper resides in devising constant-factor approximation guarantees for revenue maximization in two-sided matching markets, under general pairwise rewards. A major distinction between our work and…
Two-sided matching markets have long existed to pair agents in the absence of regulated exchanges. A common example is school choice, where a matching mechanism uses student and school preferences to assign students to schools. In such…
Pricing decisions stand out as one of the most critical tasks a company faces, particularly in today's digital economy. As with other business decision-making problems, pricing unfolds in a highly competitive and uncertain environment.…
The explosive growth of data has highlighted its critical role in driving economic growth through data marketplaces, which enable extensive data sharing and access to high-quality datasets. To support effective trading, signaling mechanisms…
The proliferation of connected devices through Internet connectivity presents both opportunities for smart applications and risks to security and privacy. It is vital to proactively address these concerns to fully leverage the potential of…
This paper investigates the problem of ensembling multiple strategies for sequential portfolios to outperform individual strategies in terms of long-term wealth. Due to the uncertainty of strategies' performances in the future market, which…
Owing to the meteoric rise in the usage of cryptocurrencies, there has been a widespread adaptation of traditional financial applications such as lending, borrowing, margin trading, and more, to the cryptocurrency realm. In some cases, the…
In statistical learning and analysis from shared data, which is increasingly widely adopted in platforms such as federated learning and meta-learning, there are two major concerns: privacy and robustness. Each participating individual…
As we all know, users and item-providers are two main parties of participants in recommender systems. However, most existing research efforts on recommendation were focused on better serving users and overlooked the purpose of…
Data only generates value for a few organizations with expertise and resources to make data shareable, discoverable, and easy to integrate. Sharing data that is easy to discover and integrate is hard because data owners lack information…
Two-sided manufacturing-as-a-service (MaaS) marketplaces connect clients requesting manufacturing services to suppliers providing those services. Matching mechanisms i.e. allocation of clients' orders to suppliers is a key design parameter…
Duality of linear programming is a standard approach to the classical weighted maximum matching problem. From an economic perspective, the dual variables can be regarded as prices of products and payoffs of buyers in a two-sided matching…
We consider a fundamental dynamic allocation problem motivated by the problem of $\textit{securities lending}$ in financial markets, the mechanism underlying the short selling of stocks. A lender would like to distribute a finite number of…
The development of the Internet of Things (IoT) generates a significant amount of data that contains valuable knowledge for system operations and business opportunities. Since the data is the property of the IoT data owners, the access to…
In this work, we study a dynamic portfolio optimization problem related to pairs trading, which is an investment strategy that matches a long position in one security with a short position in another security with similar characteristics.…
We consider the design of private prediction markets, financial markets designed to elicit predictions about uncertain events without revealing too much information about market participants' actions or beliefs. Our goal is to design market…
The goal of cryptocurrencies is decentralization. In principle, all currencies have equal status. Unlike traditional stock markets, there is no default currency of denomination (fiat), thus the trading pairs can be set freely. However, it…
This paper studies matching markets in the presence of middlemen. In our framework, a buyer-seller pair may either trade directly or use the services of a middleman; and a middleman may serve multiple buyer-seller pairs. Direct trade…
Coordination failure reduces match quality among employers and candidates in the job market, resulting in a large number of unfilled positions and/or unstable, short-term employment. Centralized job search engines provide a platform that…