Related papers: Trading Prophets: How to Trade Multiple Stocks Opt…
Given two matroids $\mathcal{M}_1$ and $\mathcal{M}_2$ over the same $n$-element ground set, the matroid intersection problem is to find a largest common independent set, whose size we denote by $r$. We present a simple and generic auction…
We devise a general graph-theoretic framework for studying prophet inequalities. In this framework, an agent traverses a directed acyclic graph from a starting node $s$ to a target node $t$. Each edge has a value that is sampled from a…
We study a classical Bayesian mechanism design problem where a seller is selling multiple items to multiple buyers. We consider the case where the seller has costs to produce the items, and these costs are private information to the seller.…
This paper develops a mathematical framework for building a position in a stock over a fixed period of time while in competition with one or more other traders doing the same thing. We develop a game-theoretic framework that takes place in…
We provide prophet inequality algorithms for online weighted matching in general (non-bipartite) graphs, under two well-studied arrival models, namely edge arrival and vertex arrival. The weight of each edge is drawn independently from an…
This paper studies online algorithms augmented with multiple machine-learned predictions. While online algorithms augmented with a single prediction have been extensively studied in recent years, the literature for the multiple predictions…
In this paper, we consider a Markov chain choice model with single transition. In this model, customers arrive at each product with a certain probability. If the arrived product is unavailable, then the seller can recommend a subset of…
The secretary problem or the game of Googol are classic models for online selection problems that have received significant attention in the last five decades. We consider a variant of the problem and explore its connections to data-driven…
Maximizing the revenue from selling _more than one_ good (or item) to a single buyer is a notoriously difficult problem, in stark contrast to the one-good case. For two goods, we show that simple "one-dimensional" mechanisms, such as…
Buying and selling of data online has increased substantially over the last few years. Several frameworks have already been proposed that study query pricing in theory and practice. The key guiding principle in these works is the notion of…
We study the problem of optimal trading using general alpha predictors with linear costs and temporary impact. We do this within the framework of stochastic optimization with finite horizon using both limit and market orders. Consistently…
The secretary and the prophet inequality problems are central to the field of Stopping Theory. Recently, there has been a lot of work in generalizing these models to multiple items because of their applications in mechanism design. The most…
Trailing stop is a popular stop-loss trading strategy by which the investor will sell the asset once its price experiences a pre-specified percentage drawdown. In this paper, we study the problem of timing buy and then sell an asset subject…
This work initiates research into the problem of determining an optimal investment strategy for investors with different attitudes towards the trade-offs of risk and profit. The probability distribution of the return values of the stocks…
The prophet secretary problem is a combination of the prophet inequality and the secretary problem, where elements are drawn from known independent distributions and arrive in uniformly random order. In this work, we design 1) a…
We consider the classical online bipartite matching problem in the probe-commit model. In this problem, when an online vertex arrives, its edges must be probed to determine if they exist, based on known edge probabilities. A probing…
Consider the problem: we are given $n$ boxes, labeled $\{1,2,\ldots, n\}$ by an adversary, each containing a single number chosen from an unknown distribution; these $n$ distributions are not necessarily identical. We are also given an…
We consider prophet inequalities for XOS and MPH-$k$ combinatorial auctions and give a simplified proof for the existence of static and anonymous item prices which recover the state-of-the-art competitive ratios. Our proofs make use of a…
In our problem, we are given access to a number of sequences of nonnegative i.i.d. random variables, whose realizations are observed sequentially. All sequences are of the same finite length. The goal is to pick one element from each…
We consider the online bipartite matching problem on $(k,d)$-bounded graphs, where each online vertex has at most $d$ neighbors, each offline vertex has at least $k$ neighbors, and $k\geq d\geq 2$. The model of $(k,d)$-bounded graphs is…