Related papers: Perturbation-Resilient Trades for Dynamic Service …
We consider popular matching problems in both bipartite and non-bipartite graphs with strict preference lists. It is known that every stable matching is a min-size popular matching. A subclass of max-size popular matchings called dominant…
Pairs-trading is a trading strategy that involves matching a long position with a short position in two stocks aiming at market-neutral profits. While a typical pairs-trading system monitors the prices of two statistically correlated stocks…
We study a class of combinatorial designs called Kirkman systems, and we show that infinitely many Kirkman systems are well-distributed in a precise sense. Steiner triple systems of order $n$ can achieve a minimum block sum of $n$. Kirkman…
Distributed systems store data objects redundantly to balance the data access load over multiple nodes. Load balancing performance depends mainly on 1) the level of storage redundancy and 2) the assignment of data objects to storage nodes.…
A coordinated trading process is proposed as a design for an electricity market with significant uncertainty, perhaps from renewables. In this process, groups of agents propose to the system operator (SO) a contingent buy and sell trade…
We propose a combinatorial ascending auction that is "approximately" optimal, requiring minimal rationality to achieve this level of optimality, and is robust to strategic and distributional uncertainties. Specifically, the auction is…
For massive and heterogeneous modern datasets, it is of fundamental interest to provide guarantees on the accuracy of estimation when computational resources are limited. In the application of learning to rank, we provide a hierarchy of…
We consider load balancing in a network of caching servers delivering contents to end users. Randomized load balancing via the so-called power of two choices is a well-known approach in parallel and distributed systems. In this framework,…
We consider a model of bilateral trade with private values. The value of the buyer and the cost of the seller are jointly distributed. The true joint distribution is unknown to the designer, however, the marginal distributions of the value…
We study online bilateral trade, where a learner facilitates repeated exchanges between a buyer and a seller to maximize the Gain From Trade (GFT), i.e., the social welfare. In doing so, the learner must guarantee not to subsidize the…
The design of revenue-maximizing combinatorial auctions, i.e. multi-item auctions over bundles of goods, is one of the most fundamental problems in computational economics, unsolved even for two bidders and two items for sale. In the…
Pair trading is one of the most effective statistical arbitrage strategies which seeks a neutral profit by hedging a pair of selected assets. Existing methods generally decompose the task into two separate steps: pair selection and trading.…
In this paper, we propose an inferential framework testing the general community combinatorial properties of the stochastic block model. Instead of estimating the community assignments, we aim to test the hypothesis on whether a certain…
We study the efficiency of simple combinatorial auctions for the allocation of a set of items to a set of agents, with private subadditive valuation functions and budget constraints. The class we consider includes all auctions that allocate…
We construct an empirically founded model of a repo trade intermediated by two broker-dealers and prove multiple equilibrium and the existence of equilibrium at the joint profit maximizing volume of trade. We then present a smart contract…
Quantity and price risks are key uncertainties market participants face in electricity markets with increased volatility, for instance, due to high shares of renewables. From day ahead until real-time, there is a large variation in the best…
Horizontal agreements can fall within the scope of exemptions to antitrust competition if they are expected to create pro-consumer benefits. Inspired by such horizontal agreements, we introduce a cooperative game in which a set of transport…
Consensus strategies find a variety of applications in distributed coordination and decision making in multi-agent systems. In particular, average consensus plays a key role in a number of applications and is closely associated with two…
We consider discrete, iterative load balancing via matchings on arbitrary graphs. Initially each node holds a certain number of tokens, defining the load of the node, and the objective is to redistribute the tokens such that eventually each…
Combinatorial auctions are formulated as frustrated lattice gases on sparse random graphs, allowing the determination of the optimal revenue by methods of statistical physics. Transitions between computationally easy and hard regimes are…