Related papers: Perturbation-Resilient Trades for Dynamic Service …
The availability of relational data can offer new insights into the functioning of the economy. Nevertheless, modeling the dynamics in network data with multiple types of relationships is still a challenging issue. Stochastic block models…
Combining models in appropriate ways to achieve high performance is commonly seen in machine learning fields today. Although a large amount of combinatorial models have been created, little attention is drawn to the commons in different…
In the framework of model-based clustering, a model allowing several latent class variables is proposed. This model assumes that the distribution of the observed data can be factorized into several independent blocks of variables. Each…
In two-sided matching markets, the agents are partitioned into two sets. Each agent wishes to be matched to an agent in the other set and has a strict preference over these potential matches. A matching is stable if there are no blocking…
Stable matching in a community consisting of men and women is a classical combinatorial problem that has been the subject of intense theoretical and empirical study since its introduction in 1962 in a seminal paper by Gale and Shapley, who…
We study stable matchings that are robust to preference changes in the two-sided stable matching setting of Gale and Shapley [GS62]. Given two instances $A$ and $B$ on the same set of agents, a matching is said to be robust if it is stable…
This paper shows that in suitable markets, even with out-of-equilibrium trade allowed, a simple price update rule leads to rapid convergence toward the equilibrium. In particular, this paper considers a Fisher market repeated over an…
Using a model of wealth distribution where traders are characterized by quenched random saving propensities and trade among themselves by bipartite transactions, we mimic the enhanced rates of trading of the rich by introducing the…
Distributed consensus has been intensively studied in recent years as a means to mitigate state differences among dynamic nodes on a graph. It has been successfully employed in various applications, e.g., formation control of multi-robots,…
We study the necessity of interaction for obtaining efficient allocations in subadditive combinatorial auctions. This problem was originally introduced by Dobzinski, Nisan, and Oren (STOC'14) as the following simple market scenario: $m$…
Balanced partitioning is often a crucial first step in solving large-scale graph optimization problems, e.g., in some cases, a big graph can be chopped into pieces that fit on one machine to be processed independently before stitching the…
The estimation of asset return distributions is crucial for determining optimal trading strategies. In this paper we describe the constrained mixture model, based on a mixture of Gamma and Gaussian distributions, to provide an accurate…
Unlike the classical distributed consensus protocols enabling the group of agents as a whole to reach an agreement regarding a certain quantity of interest in a distributed fashion, the distributed biased min-consensus protocol (DBMC) has…
Two kinetic exchange models are proposed to explore the dynamics of closed economic markets characterized by random exchanges, saving propensities, and collective transactions. Model I simulates a system where individual transactions occur…
In settings where full incentive-compatibility is not available, such as core-constraint combinatorial auctions and budget-balanced combinatorial exchanges, we may wish to design mechanisms that are as incentive-compatible as possible. This…
The labeled stochastic block model is a random graph model representing networks with community structure and interactions of multiple types. In its simplest form, it consists of two communities of approximately equal size, and the edges…
Large-scale online recommendation systems must facilitate the allocation of a limited number of items among competing users while learning their preferences from user feedback. As a principled way of incorporating market constraints and…
Many code families such as low-density parity-check codes, fractional repetition codes, batch codes and private information retrieval codes with low storage overhead rely on the use of combinatorial block designs or derivatives thereof. In…
Assortment optimization is a fundamental challenge in modern retail and recommendation systems, where the goal is to select a subset of products that maximizes expected revenue under complex customer choice behaviors. While recent advances…
This paper is concerned with a pairs trading rule. The idea is to monitor two historically correlated securities. When divergence is underway, i.e., one stock moves up while the other moves down, a pairs trade is entered which consists of a…