Related papers: Shapley-Scarf Markets with Objective Indifferences
Clustering is an unsupervised machine learning task that consists of identifying groups of similar objects. It has numerous applications and is increasingly used in fairness-sensitive domains where objects represent individuals, such as…
In this work we study preference systems natural for the Peer-to-Peer paradigm. Most of them fall in three categories: global, symmetric and complementary. All these systems share an acyclicity property. As a consequence, they admit a…
In this paper, we propose to consider the dependence structure of the trade/no trade categorical sequence of individual illiquid stocks returns. The framework considered here is wide as constant and time-varying zero returns probability are…
The problem of allocating scarce items to individuals is an important practical question in market design. An increasingly popular set of mechanisms for this task uses the concept of market equilibrium: individuals report their preferences,…
This paper investigates the problem of ensembling multiple strategies for sequential portfolios to outperform individual strategies in terms of long-term wealth. Due to the uncertainty of strategies' performances in the future market, which…
Traditional approaches to ensure group fairness in algorithmic decision making aim to equalize ``total'' error rates for different subgroups in the population. In contrast, we argue that the fairness approaches should instead focus only on…
Coalition formation over graphs is a well studied class of games whose players are vertices and feasible coalitions must be connected subgraphs. In this setting, the existence and computation of equilibria, under various notions of…
In the problem of fully allocating a social endowment of perfectly divisible commodities among a group of agents with multidimensional single-peaked preferences, we study strategy-proof rules that are not Pareto-dominated by other…
In multi-objective optimization, a single decision vector must balance the trade-offs between many objectives. Solutions achieving an optimal trade-off are said to be Pareto optimal: these are decision vectors for which improving any one…
We study risk sharing among agents with preferences modeled by heterogeneous distortion risk measures, who are not necessarily risk averse. Pareto optimality for agents using risk measures is often studied through the lens of…
Many allocation problems in multiagent systems rely on agents specifying cardinal preferences. However, allocation mechanisms can be sensitive to small perturbations in cardinal preferences, thus causing agents who make ``small" or…
We study the behavior of simple models for financial markets with widely spread frequency either in the trading activity of agents or in the occurrence of basic events. The generic picture of a phase transition between information efficient…
We propose \textbf{Temporal Conformal Prediction (TCP)}, a distribution-free framework for constructing well-calibrated prediction intervals in nonstationary time series. TCP couples a modern quantile forecaster with a rolling…
Why do trillion-dollar tech giants AAPL and MSFT diverge into different response patterns during market disruptions despite identical sector classifications? This paradox reveals a fundamental limitation: traditional community detection…
In this work we formulate and formally characterize group fairness as a multi-objective optimization problem, where each sensitive group risk is a separate objective. We propose a fairness criterion where a classifier achieves minimax risk…
We continue the study of Bochet et al. and Moulin and Sethuraman on fair allocation in bipartite networks. In these models, there is a moneyless market, in which a non-storable, homogeneous commodity is reallocated between agents with…
In the application of machine learning to real-life decision-making systems, e.g., credit scoring and criminal justice, the prediction outcomes might discriminate against people with sensitive attributes, leading to unfairness. The commonly…
Machine Learning algorithms are ubiquitous in key decision-making contexts such as justice, healthcare and finance, which has spawned a great demand for fairness in these procedures. However, the theoretical properties of such models in…
We study the problem of fairly and efficiently allocating a set of items among strategic agents with additive valuations, where items are either all indivisible or all divisible. When items are goods, numerous positive and negative results…
In large scale systems such as the Internet, replicating data is an essential feature in order to provide availability and fault-tolerance. Attiya and Welch proved that using strong consistency criteria such as atomicity is costly as each…