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Crowdsourcing is a common approach to rapidly annotate large volumes of data in machine learning applications. Typically, crowd workers are compensated with a flat rate based on an estimated completion time to meet a target hourly wage.…

Human-Computer Interaction · Computer Science 2024-12-03 Gordon Lim , Stefan Larson , Yu Huang , Kevin Leach

In this article, we present a discrete time modeling framework, in which the shape and dynamics of a Limit Order Book (LOB) arise endogenously from an equilibrium between multiple market participants (agents). We use the proposed modeling…

Trading and Market Microstructure · Quantitative Finance 2017-05-10 Roman Gayduk , Sergey Nadtochiy

We systematically investigate the effect heterogeneity of job search programmes for unemployed workers. To investigate possibly heterogeneous employment effects, we combine non-experimental causal empirical models with Lasso-type…

Econometrics · Economics 2020-10-13 Michael Knaus , Michael Lechner , Anthony Strittmatter

We present results on simulations of a stock market with heterogeneous, cumulative information setup. We find a non-monotonic behaviour of traders' returns as a function of their information level. Particularly, the average informed agents…

Trading and Market Microstructure · Quantitative Finance 2008-12-02 Bence Toth , Enrico Scalas

Healthcare systems are facing serious challenges in balancing their human resources to cope with volatile service demand, while at the same time providing necessary job satisfaction to the healthcare workers. We propose in this paper a…

Optimization and Control · Mathematics 2021-03-09 Duy Anh Nguyen

Automated temporal planning is the technology of choice when controlling systems that can execute more actions in parallel and when temporal constraints, such as deadlines, are needed in the model. One limitation of several action-based…

Artificial Intelligence · Computer Science 2019-09-26 Alessandro Valentini , Andrea Micheli , Alessandro Cimatti

We study non-monetary mechanisms for the fair and efficient allocation of reusable public resources, i.e., resources used for varying durations. We consider settings where a limited resource is repeatedly shared among a set of agents, each…

Computer Science and Game Theory · Computer Science 2023-10-17 Siddhartha Banerjee , Giannis Fikioris , Éva Tardos

We propose a timed and soft extension of Concurrent Constraint Programming. The time extension is based on the hypothesis of bounded asynchrony: the computation takes a bounded period of time and is measured by a discrete global clock.…

Programming Languages · Computer Science 2015-10-07 Stefano Bistarelli , Maurizio Gabbrielli , Maria Chiara Meo , Francesco Santini

We explain theoretically a curious empirical phenomenon: "Approximating a matrix by deterministically selecting a subset of its columns with the corresponding largest leverage scores results in a good low-rank matrix surrogate". To obtain…

Data Structures and Algorithms · Computer Science 2014-06-04 Dimitris Papailiopoulos , Anastasios Kyrillidis , Christos Boutsidis

What proportion of treated units actually benefited from an experimental intervention? What is the median or the largest individual treatment effect? This paper develops methods for answering such questions about the distribution of…

Methodology · Statistics 2026-05-11 David Kim , Yongchang Su , Jake Bowers , Xinran Li

Although the growth of share-based payments with performance conditions (hereafter, SPPC) is prominent today, the theoretical price of SPPC has not been sufficiently studied. Reflecting such a situation, the current accounting standards for…

Mathematical Finance · Quantitative Finance 2018-06-15 Masahiro Fujimoto

We study the distributions of money in a simple closed economic system for different types of monetary transactions. We know that for arbitrary and random sharing but locally conserving money transactions, the money distribution goes to the…

Statistical Mechanics · Physics 2009-11-07 Anirban Chakraborti

It is standard practice in online retail to run pricing experiments by randomizing at the article-level, i.e. by changing prices of different products to identify treatment effects. Due to customers' cross-price substitution behavior, such…

Applications · Statistics 2024-02-23 Lars Roemheld , Justin Rao

A firm that sells a non perishable product considers intertemporal price discrimination in the objective of maximizing its long-run average revenue. We consider a general model of patient customers with changing valuations. Arriving…

Optimization and Control · Mathematics 2020-02-17 Araman Victor , Fayad Bassam

Contextual bandits constitute a classical framework for decision-making under uncertainty. In this setting, the goal is to learn the arms of highest reward subject to contextual information, while the unknown reward parameters of each arm…

Machine Learning · Statistics 2024-02-19 Hongju Park , Mohamad Kazem Shirani Faradonbeh

In many search markets, advance interim contracts include an explicit right to renege, granting one party the option to switch to more attractive matches that emerge later in the search process. This paper studies the design and welfare…

General Economics · Economics 2026-03-30 Richard Faltings

We investigate a pricing rule that is applicable for streams of income or contingent claim liabilities and study how this rule changes under additional insider-type information that an investor might obtain. Considering a model where the…

Mathematical Finance · Quantitative Finance 2025-05-15 Philip A. Ernst , Oleksii Mostovyi

This paper studies one-sided hypothesis testing under random sampling without replacement. That is, when $n+1$ binary random variables $X_1,\ldots, X_{n+1}$ are subject to a permutation invariant distribution and $n$ binary random variables…

Statistics Theory · Mathematics 2022-11-07 Zihao Li , Huangjun Zhu , Masahito Hayashi

The energetic flexibility of electric energy resources can be exploited when trading on wholesale energy and ancillary service markets. This paper considers the problem of a Balance Responsible Party to maximize its profit from trading on…

Systems and Control · Computer Science 2018-04-12 Fabian L. Müller , Stefan Woerner , John Lygeros

This paper proposes a theory of stock market predictability patterns based on a model of heterogeneous beliefs. In a discrete finite time framework, some agents receive news about an asset's fundamental value through a noisy signal. The…

Pricing of Securities · Quantitative Finance 2024-06-13 Jiho Park
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