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We introduce a minimal evolutionary model to show how local cooperation and global competition can create a transition to the diversity of communities such as linguistic groups. By using a lattice model with high-dimensional state agents…

Physics and Society · Physics 2026-03-20 Riz Fernando Noronha , Kunihiko Kaneko

Boosting algorithms enjoy strong theoretical guarantees: when weak learners maintain positive edge, AdaBoost achieves geometric decrease of exponential loss. We study how to incorporate group fairness constraints into boosting while…

Machine Learning · Computer Science 2026-02-06 Amir Asiaee , Kaveh Aryan

Trading a financial asset pushes its price as well as the prices of other assets, a phenomenon known as cross-impact. We consider a general class of kernel-based cross-impact models and investigate suitable parameterisations for trading…

Trading and Market Microstructure · Quantitative Finance 2021-07-20 Mathieu Rosenbaum , Mehdi Tomas

We consider two risk-averse financial agents who negotiate the price of an illiquid indivisible contingent claim in an incomplete semimartingale market environment. Under the assumption that the agents are exponential utility maximizers…

Pricing of Securities · Quantitative Finance 2008-12-02 Michail Anthropelos , Gordan Zitkovic

\noindent We study the asymptotic behavior of a sum of independent and identically distributed random variables conditioned by a sum of independent and identically distributed integer-valued random variables. We prove a Berry-Esseen bound…

Probability · Mathematics 2015-04-01 Thierry Klein , Agnès Lagnoux , Pierre Petit

We consider allocating indivisible goods with provable fairness guarantees that are satisfied regardless of which bundle of items each agent receives. Symmetrical allocations of this type are known to exist for divisible resources, such as…

Computer Science and Game Theory · Computer Science 2024-06-21 Connor Johnston , Aleksandr M. Kazachkov

We develop a tractable identification approach for strategic network formation models with both strategic link interdependence and individual unobserved heterogeneity (fixed effects). The key challenge is that endogenous network statistics…

Econometrics · Economics 2026-03-18 Wayne Yuan Gao , Ming Li , Zhengyan Xu

We study the fundamental mistake bound and sample complexity in the strategic classification, where agents can strategically manipulate their feature vector up to an extent in order to be predicted as positive. For example, given a…

Machine Learning · Computer Science 2024-01-17 Han Shao , Avrim Blum , Omar Montasser

We study the problem of computing a conjunctive query q in parallel, using p of servers, on a large database. We consider algorithms with one round of communication, and study the complexity of the communication. We are especially…

Databases · Computer Science 2014-01-10 Paul Beame , Paraschos Koutris , Dan Suciu

Consider a barter exchange problem over a finite set of agents, where each agent owns an item and is also associated with a (privately known) wish list of items belonging to the other agents. An outcome of the problem is a (re)allocation of…

Computer Science and Game Theory · Computer Science 2024-10-10 Yuval Emek , Matan-El Shpiro

When information acquisition is costly but flexible, a principal may rationally acquire information that favors one group over another. The former group faces incentives to invest in becoming productive, while the latter is discouraged from…

Theoretical Economics · Economics 2024-09-10 Federico Echenique , Anqi Li

Bounded rationality is an important consideration stemming from the fact that agents often have limits on their processing abilities, making the assumption of perfect rationality inapplicable to many real tasks. We propose an…

Information Theory · Computer Science 2021-05-28 Benjamin Patrick Evans , Mikhail Prokopenko

A probabilistic approach to the epidemic evolution on realistic social-contact networks allows for characteristic differences among subjects, including the individual number and structure of social contacts, and the heterogeneity of the…

Social and Information Networks · Computer Science 2022-02-11 Jan B. Broekaert , Davide La Torre , Faizal Hafiz

We study mechanism design when agents may have hidden secondary goals which will manifest as non-trivial preferences among outcomes for which their primary utility is the same. We show that in such cases, a mechanism is robust against…

Computer Science and Game Theory · Computer Science 2023-07-25 Renato Paes Leme , Jon Schneider , Hanrui Zhang

Bilateral markets, such as those for government bonds, involve decentralized and opaque transactions between market makers (MMs) and clients, posing significant challenges for traditional modeling approaches. To address these complexities,…

Trading and Market Microstructure · Quantitative Finance 2025-03-05 Alicia Vidler , Toby Walsh

Incremental learning is useful if an AI agent needs to integrate data from a stream. The problem is non trivial if the agent runs on a limited computational budget and has a bounded memory of past data. In a deep learning approach, the…

Computer Vision and Pattern Recognition · Computer Science 2020-01-17 Eden Belouadah , Adrian Popescu

We consider a simple model of rational agents competing in a single product market described by simple linear demand curve. Contrary to accepted economic theory, the agents' production levels synchronise in the absence of conscious…

Adaptation and Self-Organizing Systems · Physics 2008-12-02 Russell K. Standish , Steve Keen

We investigate a spectrum oligopoly market where primaries lease their channels to secondaries in lieu of financial remuneration. Transmission quality of a channel evolves randomly. Each primary has to select the price it would quote…

Computer Science and Game Theory · Computer Science 2015-05-22 Arnob Ghosh , Saswati Sarkar

We present an efficient technique, which allows to train classification networks which are verifiably robust against norm-bounded adversarial attacks. This framework is built upon the work of Gowal et al., who applies the interval…

Machine Learning · Computer Science 2019-07-04 Paweł Morawiecki , Przemysław Spurek , Marek Śmieja , Jacek Tabor

We consider a market of risky financial assets whose participants are an informed trader, a representative uninformed trader, and noisy liquidity providers. We prove the existence of a market-clearing equilibrium when the insider…

Trading and Market Microstructure · Quantitative Finance 2025-04-02 Michail Anthropelos , Scott Robertson