Related papers: Large-Scale Contextual Market Equilibrium Computat…

We consider a model of a reinsurance market consisting of multiple insurers on the demand side and multiple reinsurers on the supply side, thereby providing a unifying framework and extension of the recent literature on optimality and…

We develop a stochastic equilibrium model for an electricity market with asymmetric renewable energy forecasts. In our setting, market participants optimize their profits using public information about a conditional expectation of energy…

We introduce a new algorithm for the numerical computation of Nash equilibria of competitive two-player games. Our method is a natural generalization of gradient descent to the two-player setting where the update is given by the Nash…

This paper considers the problem of inverse reinforcement learning in zero-sum stochastic games when expert demonstrations are known to be not optimal. Compared to previous works that decouple agents in the game by assuming optimality in…

Graphon games have been introduced to study games with many players who interact through a weighted graph of interaction. By passing to the limit, a game with a continuum of players is obtained, in which the interactions are through a…

Generating training sets for deep convolutional neural networks (DCNNs) is a bottleneck for modern real-world applications. This is a demanding task for applications where annotating training data is costly, such as in semantic…

We consider the process of bidding by electricity suppliers in a day-ahead market context where each supplier bids a linear non-decreasing function of her generating capacity with the goal of maximizing her individual profit given other…

We consider the problem of large-scale Fisher market equilibrium computation through scalable first-order optimization methods. It is well-known that market equilibria can be captured using structured convex programs such as the…

The linear Fisher market (LFM) is a basic equilibrium model from economics, which also has applications in fair and efficient resource allocation. First-price pacing equilibrium (FPPE) is a model capturing budget-management mechanisms in…

This study utilizes an ensemble of feedforward neural network models to analyze large-volume and high-dimensional consumer touchpoints and their impact on purchase decisions. When applied to a proprietary dataset of consumer touchpoints and…

Most recent works model the market structure of the stock market as a correlation network of the stocks. They apply pre-defined patterns to extract correlation information from the time series of stocks. Without considering the influences…

Forecasting complex system dynamics, particularly for long-term predictions, is persistently hindered by error accumulation and computational burdens. This study presents RefreshNet, a multiscale framework developed to overcome these…

Cross-market recommendation aims to recommend products to users in a resource-scarce target market by leveraging user behaviors from similar rich-resource markets, which is crucial for E-commerce companies but receives less research…

A recent body of experimental literature has studied empirical game-theoretical analysis, in which we have partial knowledge of a game, consisting of observations of a subset of the pure-strategy profiles and their associated payoffs to…

For any financial organization, computing accurate quarterly forecasts for various products is one of the most critical operations. As the granularity at which forecasts are needed increases, traditional statistical time series models may…

The fair division of resources is an important age-old problem that has led to a rich body of literature. At the center of this literature lies the question of whether there exist fair mechanisms despite strategic behavior of the agents. A…

In classification models fairness can be ensured by solving a constrained optimization problem. We focus on fairness constraints like Disparate Impact, Demographic Parity, and Equalized Odds, which are non-decomposable and non-convex.…

We study Cournot competition among firms in a networked marketplace that is centrally managed by a market maker. In particular, we study a situation in which a market maker facilitates trade between geographically separate markets via a…

In all but the most trivial optimization problems, the structure of the solutions exhibit complex interdependencies between the input parameters. Decades of research with stochastic search techniques has shown the benefit of explicitly…

In uniform-price markets, suppliers compete to supply a resource to consumers, resulting in a single market price determined by their competition. For sufficient flexibility, producers and consumers prefer to commit to a function as their…