Related papers: Trading Prophets: How to Trade Multiple Stocks Opt…
Stock market price prediction is a significant interdisciplinary research domain that depends at the intersection of finance, statistics, and economics. Forecasting Accurately predicting stock prices has always been a focal point for…
We study the prophet inequality, a fundamental problem in online decision-making and optimal stopping, in a practical setting where rewards are observed only through noisy realizations and reward distributions are unknown. At each stage,…
We introduce a variant of the classic prophet inequality, called \emph{residual prophet inequality} (RPI). In the RPI problem, we consider a finite sequence of $n$ nonnegative independent random values with known distributions, and a known…
We consider prophet inequalities subject to feasibility constraints that are the intersection of $q$ matroids. The best-known algorithms achieve a $\Theta(q)$-approximation, even when restricted to instances that are the intersection of $q$…
We study the online submodular maximization problem with free disposal under a matroid constraint. Elements from some ground set arrive one by one in rounds, and the algorithm maintains a feasible set that is independent in the underlying…
The research area of algorithms with predictions has seen recent success showing how to incorporate machine learning into algorithm design to improve performance when the predictions are correct, while retaining worst-case guarantees when…
The prophet inequality is one of the cornerstone problems in optimal stopping theory and has become a crucial tool for designing sequential algorithms in Bayesian settings. In the i.i.d. $k$-selection prophet inequality problem, we…
We provide a simple $(1-O(\frac{1}{\sqrt{k}}))$-selectable Online Contention Resolution Scheme for $k$-uniform matroids against a fixed-order adversary. If $A_i$ and $G_i$ denote the set of selected elements and the set of realized active…
We consider the online problem in which an intermediary trades identical items with a sequence of n buyers and n sellers, each of unit demand. We assume that the values of the traders are selected by an adversary and the sequence is…
Algorithmic trading refers to executing buy and sell orders for specific assets based on automatically identified trading opportunities. Strategies based on reinforcement learning (RL) have demonstrated remarkable capabilities in addressing…
Prophet inequalities are fundamental optimal stopping problems, where a decision-maker observes sequentially items with values sampled independently from known distributions, and must decide at each new observation to either stop and gain…
To execute a trade, participants in electronic equity markets may choose to submit limit orders or market orders across various exchanges where a stock is traded. This decision is influenced by the characteristics of the order flow and…
This paper studies four trading algorithms of a professional trader at a multilateral trading facility, observing a realistic two-sided limit order book whose dynamics are driven by the order book events. The identity of the trader can be…
In a near future drones are likely to become a viable way of distributing parcels in a urban environment. In this paper we consider the parallel drone scheduling traveling salesman problem, where a set of customers requiring a delivery is…
Consider the following online version of the submodular maximization problem under a matroid constraint: We are given a set of elements over which a matroid is defined. The goal is to incrementally choose a subset that remains independent…
We consider the problem of finding an independent set of maximum weight simultaneously contained in $k$ matroids over a common ground set. This $k$-matroid intersection problem appears naturally in many contexts, for example in generalizing…
We improve the best known competitive ratio (from 1/4 to 1/2), for the online multi-unit allocation problem, where the objective is to maximize the single-price revenue. Moreover, the competitive ratio of our algorithm tends to 1, as the…
The interval scheduling problem is one variant of the scheduling problem. In this paper, we propose a novel variant of the interval scheduling problem, whose definition is as follows: given jobs are specified by their {\em release times},…
A central object in optimal stopping theory is the single-choice prophet inequality for independent, identically distributed random variables: Given a sequence of random variables $X_1,\dots,X_n$ drawn independently from a distribution $F$,…
Consider a stream of $n$ random points (say, from the unit square) arriving one by one, where a player has to make an irreversible immediate decision for each arriving point whether to pick it. The player has to pick a single point, and the…