English
Related papers

Related papers: Multi-Task Dynamic Pricing in Credit Market with C…

200 papers

Contextual dynamic pricing aims to set personalized prices based on sequential interactions with customers. At each time period, a customer who is interested in purchasing a product comes to the platform. The customer's valuation for the…

Machine Learning · Statistics 2023-03-07 Yiyun Luo , Will Wei Sun , and Yufeng Liu

Feature-based dynamic pricing is an increasingly popular model of setting prices for highly differentiated products with applications in digital marketing, online sales, real estate and so on. The problem was formally studied as an online…

Machine Learning · Computer Science 2021-10-26 Jianyu Xu , Yu-Xiang Wang

Designing effective incentive mechanisms in mobile crowdsensing (MCS) networks is crucial for engaging distributed mobile users (workers) to contribute heterogeneous data for various applications (tasks). In this paper, we propose a novel…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-10-01 Houyi Qi , Minghui Liwang , Xianbin Wang , Liqun Fu , Yiguang Hong , Li Li , Zhipeng Cheng

Multi-task learning (MTL) seeks to improve the generalized performance of learning specific tasks, exploiting useful information incorporated in related tasks. As a promising area, this paper studies an MTL-based control approach…

Systems and Control · Electrical Eng. & Systems 2024-08-01 Andres Arias , Chuangchuang Sun

Multi-Task Learning (MTL) aims to enhance the model generalization by sharing representations between related tasks for better performance. Typical MTL methods are jointly trained with the complete multitude of ground-truths for all tasks…

Computer Vision and Pattern Recognition · Computer Science 2021-10-15 Yufeng Wang , Yi-Hsuan Tsai , Wei-Chih Hung , Wenrui Ding , Shuo Liu , Ming-Hsuan Yang

Portfolio management remains a crucial challenge in finance, with traditional methods often falling short in complex and volatile market environments. While deep reinforcement approaches have shown promise, they still face limitations in…

Machine Learning · Computer Science 2025-03-07 Fengchen Gu , Zhengyong Jiang , Ángel F. García-Fernández , Angelos Stefanidis , Jionglong Su , Huakang Li

Tail risk protection is in the focus of the financial industry and requires solid mathematical and statistical tools, especially when a trading strategy is derived. Recent hype driven by machine learning (ML) mechanisms has raised the…

Risk Management · Quantitative Finance 2021-08-25 Bruno Spilak , Wolfgang Karl Härdle

Multi-task learning commonly encounters competition for resources among tasks, specifically when model capacity is limited. This challenge motivates models which allow control over the relative importance of tasks and total compute cost…

Computer Vision and Pattern Recognition · Computer Science 2022-03-29 Dripta S. Raychaudhuri , Yumin Suh , Samuel Schulter , Xiang Yu , Masoud Faraki , Amit K. Roy-Chowdhury , Manmohan Chandraker

Multi-task optimization is a powerful approach for solving a large number of tasks in parallel. However, existing algorithms face distinct limitations: Population-based methods scale poorly and remain underexplored for large task sets.…

Machine Learning · Computer Science 2026-04-27 Julian Hatzky , Thomas Bartz-Beielstein , A. E. Eiben , Anil Yaman

In this study, we investigate the problem of dynamic multi-product selection and pricing by introducing a novel framework based on a \textit{censored multinomial logit} (C-MNL) choice model. In this model, sellers present a set of products…

Machine Learning · Statistics 2025-04-04 Jung-hun Kim , Min-hwan Oh

In a Shared Mobility on Demand Service (SMoDS), dynamic pricing plays an important role in the form of an incentive for the decision of the empowered passenger on the ride offer. Strategies for determining the dynamic tariff should be…

Optimization and Control · Mathematics 2020-07-06 Yue Guan , Anuradha M. Annaswamy , H. Eric Tseng

We present a novel agent-based approach to simulating an over-the-counter (OTC) financial market in which trades are intermediated solely by market makers and agent visibility is constrained to a network topology. Dynamics, such as changes…

Econometrics · Economics 2024-05-07 James T. Wilkinson , Jacob Kelter , John Chen , Uri Wilensky

This paper introduces a novel contextual bandit algorithm for personalized pricing under utility fairness constraints in scenarios with uncertain demand, achieving an optimal regret upper bound. Our approach, which incorporates dynamic…

Machine Learning · Statistics 2023-11-29 Xi Chen , David Simchi-Levi , Yining Wang

Multi-Task Learning (MTL) is a learning paradigm in machine learning and its aim is to leverage useful information contained in multiple related tasks to help improve the generalization performance of all the tasks. In this paper, we give a…

Machine Learning · Computer Science 2021-03-30 Yu Zhang , Qiang Yang

Fairness-aware learning mainly focuses on single task learning (STL). The fairness implications of multi-task learning (MTL) have only recently been considered and a seminal approach has been proposed that considers the fairness-accuracy…

Machine Learning · Computer Science 2022-06-20 Arjun Roy , Eirini Ntoutsi

This paper studies the dynamic pricing mechanism for data products in demand-driven markets through a game-theoretic framework. We develop a three-tier Stackelberg game model to capture the hierarchical strategic interactions among key…

Optimization and Control · Mathematics 2025-12-29 Lijun Bo , Dongfang Yang , Shihua Wang

We introduce \textsc{Cattle Trade, a multi-agent benchmark for evaluating large language models (LLMs) as agents in strategic reasoning under imperfect information, adversarial interaction, and resource constraints. The benchmark combines…

Artificial Intelligence · Computer Science 2026-05-15 Robert Müller , Clemens Müller

Accurate stock market prediction provides great opportunities for informed decision-making, yet existing methods struggle with financial data's non-linear, high-dimensional, and volatile characteristics. Advanced predictive models are…

Statistical Finance · Quantitative Finance 2025-01-20 Yuxi Hong

In this paper, we propose a realistic multiple dynamic pricing approach to demand response in the retail market. First, an adaptive clustering-based customer segmentation framework is proposed to categorize customers into different groups…

Systems and Control · Electrical Eng. & Systems 2021-06-11 Fanlin Meng , Qian Ma , Zixu Liu , Xiao-Jun Zeng

Tradable credit schemes (TCS) are an increasingly studied alternative to congestion pricing, given their revenue neutrality and ability to address issues of equity through the initial credit allocation. Modeling TCS to aid future design and…

Machine Learning · Computer Science 2025-04-14 Xiaoyi Wu , Ravi Seshadri , Filipe Rodrigues , Carlos Lima Azevedo