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We present an AutoML system called LightAutoML developed for a large European financial services company and its ecosystem satisfying the set of idiosyncratic requirements that this ecosystem has for AutoML solutions. Our framework was…

Machine Learning · Computer Science 2022-04-06 Anton Vakhrushev , Alexander Ryzhkov , Maxim Savchenko , Dmitry Simakov , Rinchin Damdinov , Alexander Tuzhilin

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

The rise of distributed and privacy-preserving machine learning has sparked interest in decentralized gradient marketplaces, where participants trade intermediate artifacts like gradients. However, existing Federated Learning (FL)…

Machine Learning · Computer Science 2025-09-09 Zeyu Song , Sainyam Galhotra , Shagufta Mehnaz

Recently, the robotics community has amassed ever larger and more diverse datasets to train generalist robot policies. However, while these policies achieve strong mean performance across a variety of tasks, they often underperform on…

We conduct experiments with algorithmic pricing agents based on Large Language Models (LLMs). In oligopoly settings, LLM-based pricing agents quickly and autonomously reach supracompetitive prices and profits. Variation in seemingly…

General Economics · Economics 2026-03-09 Sara Fish , Yannai A. Gonczarowski , Ran I. Shorrer

In the realm of recommender systems, the ubiquitous adoption of deep neural networks has emerged as a dominant paradigm for modeling diverse business objectives. As user bases continue to expand, the necessity of personalization and…

We introduce a novel and highly tractable supervised learning approach based on neural networks that can be applied for the computation of model-free price bounds of, potentially high-dimensional, financial derivatives and for the…

Computational Finance · Quantitative Finance 2022-12-15 Ariel Neufeld , Julian Sester

Deep-learning techniques have been successfully used for time-series forecasting and have often shown superior performance on many standard benchmark datasets as compared to traditional techniques. Here we present a comprehensive and…

Machine Learning · Computer Science 2021-12-08 Vedant Shah , Gautam Shroff

Prediction markets show considerable promise for developing flexible mechanisms for machine learning. Here, machine learning markets for multivariate systems are defined, and a utility-based framework is established for their analysis. This…

Artificial Intelligence · Computer Science 2015-03-19 Amos Storkey

Today, Internet of Things (IoT) devices are the powerhouse of data generation with their ever-increasing numbers and widespread penetration. Similarly, artificial intelligence (AI) and machine learning (ML) solutions are getting integrated…

Cryptography and Security · Computer Science 2019-01-21 Kazım Rıfat Özyılmaz , Mehmet Doğan , Arda Yurdakul

Advertisement auctions play a crucial role in revenue generation for e-commerce companies. To make the bidding procedure scalable to thousands of auctions, the automatic bidding (autobidding) algorithms are actively developed in the…

Computer Science and Game Theory · Computer Science 2025-10-23 Andrey Pudovikov , Alexandra Khirianova , Ekaterina Solodneva , Aleksandr Katrutsa , Egor Samosvat , Yuriy Dorn

Recent progress in the field of artificial intelligence, machine learning and also in computer industry resulted in the ongoing boom of using these techniques as applied to solving complex tasks in both science and industry. Same is, of…

Computational Finance · Quantitative Finance 2019-06-11 A Itkin

Modern approach to artificial intelligence (AI) aims to design algorithms that learn directly from data. This approach has achieved impressive results and has contributed significantly to the progress of AI, particularly in the sphere of…

Machine Learning · Computer Science 2024-03-20 Alhassan Mumuni , Fuseini Mumuni

The financial market is a particularly challenging playground for deep reinforcement learning due to its unique feature of dynamic datasets. Building high-quality market environments for training financial reinforcement learning (FinRL)…

Machine Learning · Computer Science 2023-04-27 Xiao-Yang Liu , Ziyi Xia , Hongyang Yang , Jiechao Gao , Daochen Zha , Ming Zhu , Christina Dan Wang , Zhaoran Wang , Jian Guo

Training large language models (LLMs) requires vast amounts of high-quality data from institutions that face legal, privacy, and strategic constraints. Existing data procurement methods often rely on unverifiable trust or ignore…

Computer Science and Game Theory · Computer Science 2025-06-09 Seyed Moein Ayyoubzadeh , Kourosh Shahnazari , Mohammmadali Keshtparvar , MohammadAmin Fazli

Deep recommender systems (DRS) are critical for current commercial online service providers, which address the issue of information overload by recommending items that are tailored to the user's interests and preferences. They have…

Information Retrieval · Computer Science 2023-02-17 Bo Chen , Xiangyu Zhao , Yejing Wang , Wenqi Fan , Huifeng Guo , Ruiming Tang

Internet market makers are always facing intense competitive environment, where personalized price reductions or discounted coupons are provided for attracting more customers. Participants in such a price war scenario have to invest a lot…

Artificial Intelligence · Computer Science 2018-08-24 Chenchen Li , Xiang Yan , Xiaotie Deng , Yuan Qi , Wei Chu , Le Song , Junlong Qiao , Jianshan He , Junwu Xiong

Data augmentation is essential when applying Machine Learning in small-data regimes. It generates new samples following the observed data distribution while increasing their diversity and variability to help researchers and practitioners…

Machine Learning · Computer Science 2023-04-10 Audrey Poinsot , Alessandro Leite

Enhancing yield is recognized as a paramount driver to reducing production costs in semiconductor smart manufacturing. However, optimizing and ensuring high yield rates is a highly complex and technical challenge, especially while…

Computational Engineering, Finance, and Science · Computer Science 2024-03-20 Weihong Zhai , Xiupeng Shi , Yiik Diew Wong , Qing Han , Lisheng Chen

In this paper, we develop a unified machine learning (ML) approach to predict high-quality solutions for single-machine scheduling problems with a non-decreasing min-sum objective function with or without release times. Our ML approach is…

Optimization and Control · Mathematics 2025-01-09 Anbang Liu , Zhi-Long Chen , Jinyang Jiang , Xi Chen
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