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This work is concerned with the dynamics of online cultural markets, namely, attention allocation of many users on a set of digital goods with infinite supply. Such dynamic is important in shaping processes and outcomes in society, from…

Social and Information Networks · Computer Science 2023-04-25 Haiqing Zhu , Yun Kuen Cheung , Lexing Xie

Our society can benefit immensely from algorithmic decision-making and similar types of artificial intelligence. But algorithmic decision-making can also have discriminatory effects. This paper examines that problem, using online price…

Computers and Society · Computer Science 2025-09-30 Frederik Zuiderveen Borgesius

This paper describes a new win-rate based bid shading algorithm (WR) that does not rely on the minimum-bid-to-win feedback from a Sell-Side Platform (SSP). The method uses a modified logistic regression to predict the profit from each…

Computer Science and Game Theory · Computer Science 2020-09-22 Shengjun Pan , Brendan Kitts , Tian Zhou , Hao He , Bharatbhushan Shetty , Aaron Flores , Djordje Gligorijevic , Junwei Pan , Tingyu Mao , San Gultekin , Jianlong Zhang

Media publisher platforms often face an effectiveness-nuisance tradeoff: more annoying ads can be more effective for some advertisers because of their ability to attract attention, but after attracting viewers' attention, their nuisance to…

Computer Science and Game Theory · Computer Science 2017-01-27 Valeria Stourm , Eric Bax

Interleaving sponsored results (advertisements) amongst organic results on search engine result pages (SERP) has become a common practice across multiple digital platforms. Advertisements have catered to consumer satisfaction and fostered…

Computers and Society · Computer Science 2024-07-30 Abhisek Dash , Saptarshi Ghosh , Animesh Mukherjee , Abhijnan Chakraborty , Krishna P. Gummadi

We study competition between firms that contract with consumers before the consumers fully learn their product preferences. In a Hotelling duopoly, firms screen consumers by offering menus of option contracts. We characterize the unique…

Theoretical Economics · Economics 2026-04-30 Ian Ball , Deniz Kattwinkel , Jan Knoepfle

Online advertisements are a primary revenue source for e-commerce platforms. Traditional advertising models are store-centric, selecting winning stores through auction mechanisms. Recently, a new approach known as joint advertising has…

Computer Science and Game Theory · Computer Science 2025-07-11 Zhen Zhang , Weian Li , Yuhan Wang , Qi Qi , Kun Huang

It had been believed in the conventional practice that the risk of a bank going bankrupt is lessened in a straightforward manner by transferring the risk of loan defaults. But the failure of American International Group in 2008 posed a more…

Risk Management · Quantitative Finance 2016-11-17 Yoshiharu Maeno , Kenji Nishiguchi , Satoshi Morinaga , Hirokazu Matsushima

A microscopic dynamic model is here constructed and analyzed, describing the evolution of the income distribution in the presence of taxation and redistribution in a society in which also tax evasion and auditing processes occur. The focus…

General Finance · Quantitative Finance 2017-05-03 M. L. Bertotti , G. Modanese

Attempts to curb illegal activity by enforcing regulations gets complicated when agents react to the new regulatory regime in unanticipated ways to circumvent enforcement. We present a research strategy that uncovers such reactions, and…

General Economics · Economics 2018-08-30 Andres Gonzalez Lira , Ahmed Mushfiq Mobarak

In this paper, we present a multi-period trading model by assuming that traders face not only asymmetric information but also heterogenous prior beliefs, under the requirement that the insider publicly disclose his stock trades after the…

Trading and Market Microstructure · Quantitative Finance 2011-05-13 Fuzhou Gong , Hong Liu

Fair re-ranking aims to redistribute ranking slots among items more equitably to ensure responsibility and ethics. The exploration of redistribution problems has a long history in economics, offering valuable insights for conceptualizing…

Information Retrieval · Computer Science 2024-04-30 Chen Xu , Xiaopeng Ye , Wenjie Wang , Liang Pang , Jun Xu , Tat-Seng Chua

Cross-sectional dispersion in firm-level realized skewness is significantly and negatively related to future stock market returns. The predictive power of skewness dispersion is robust to in-sample and out-of-sample estimation and is…

General Finance · Quantitative Finance 2026-04-10 Mykola Babiak , Jozef Barunik , Josef Kurka

Financial networks are characterized by complex structures of mutual obligations. These obligations are fulfilled entirely or in part (when defaults occur) via a mechanism called clearing, which determines a set of payments that settle the…

Optimization and Control · Mathematics 2025-10-09 Giuseppe Calafiore , Giulia Fracastoro , Anton V. Proskurnikov

Investment herding, a phenomenon where households mimic the decisions of others rather than relying on their own analysis, has significant effects on financial markets and household behavior. Excessive investment herding may reduce…

Portfolio Management · Quantitative Finance 2025-07-15 Huisheng Wang , H. Vicky Zhao

Systemic risk arises as a multi-layer network phenomenon. Layers represent direct financial exposures of various types, including interbank liabilities, derivative- or foreign exchange exposures. Another network layer of systemic risk…

Risk Management · Quantitative Finance 2018-03-13 Anton Pichler , Sebastian Poledna , Stefan Thurner

We study the price rounding regulation in Israel, which outlawed non-0-ending prices, forcing retailers to round 9 ending prices, which in many stores, comprised more than 60 percent of all prices. The goal of the regulation was to…

General Economics · Economics 2024-11-21 Doron Sayag , Avichai Snir , Daniel Levy

Online data has the potential to transform how researchers and companies produce election forecasts. Social media surveys, online panels and even comments scraped from the internet can offer valuable insights into political preferences.…

Applications · Statistics 2025-03-20 Alberto Arletti , Maria Letizia Tanturri , Omar Paccagnella

This paper empirically examines the impact of enterprise digital transformation on the level of enterprise diversification. It is found that the digital transformation of enterprises has significantly improved the level of enterprise…

General Economics · Economics 2022-08-31 Ge-zhi Wu , Da-ming You

Evaluating the incremental return on ad spend (iROAS) of a prospective online marketing strategy (i.e., the ratio of the strategy's causal effect on some response metric of interest relative to its causal effect on the ad spend) has become…

Methodology · Statistics 2021-12-08 Aiyou Chen , Timothy C. Au