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We study a policy evaluation problem in centralized markets. We show that the aggregate impact of any marginal reform, the Marginal Policy Effect (MPE), is nonparametrically identified using data from a baseline equilibrium, without…

General Economics · Economics 2025-10-24 Dmitry Arkhangelsky , Wisse Rutgers

We study market-consistent valuation of liability cash flows motivated by current regulatory frameworks for the insurance industry. Building on the theory on multiple-prior optimal stopping we propose a valuation functional with sound…

Pricing of Securities · Quantitative Finance 2021-09-02 Hampus Engsner , Filip Lindskog , Julie Thoegersen

Measuring the contribution of a bank or an insurance company to overall systemic risk is a key concern, particularly in the aftermath of the 2007--2009 financial crisis and the 2020 downturn. In this paper, we derive worst-case and…

Risk Management · Quantitative Finance 2025-11-18 Jinghui Chen , Edward Furman , X. Sheldon Lin

Off-grid microgrids powered entirely by renewable energy sources face substantial challenges in achieving utility-grade reliability standards. Existing microgrid planning frameworks often prioritize cost minimization while treating…

Systems and Control · Electrical Eng. & Systems 2026-05-19 Mohammed Zeehan Saleheen , Markus Wagner , Hao Wang

Reliability is an essential measure of how closely observed scores represent latent scores (reflecting constructs), assuming some latent variable measurement model. We present a general theoretical framework of reliability, placing emphasis…

Methodology · Statistics 2024-10-29 Yang Liu , Jolynn Pek , Alberto Maydeu-Olivares

We study critical systems that allocate scarce resources to satisfy basic needs, such as homeless services that provide housing. These systems often support communities disproportionately affected by systemic racial, gender, or other…

Computers and Society · Computer Science 2022-12-06 Nathanael Jo , Bill Tang , Kathryn Dullerud , Sina Aghaei , Eric Rice , Phebe Vayanos

When resources are scarce, an allocation policy is needed to decide who receives a resource. This problem occurs, for instance, when allocating scarce medical resources and is often solved using modern ML methods. This paper introduces…

Machine Learning · Computer Science 2024-02-20 Niclas Boehmer , Yash Nair , Sanket Shah , Lucas Janson , Aparna Taneja , Milind Tambe

This paper introduces a novel, open-source MARL simulation framework for studying implicit cooperation in LEMs, modeled as a decentralized partially observable Markov decision process and implemented as a Gymnasium environment for MARL. Our…

Systems and Control · Electrical Eng. & Systems 2026-02-19 Nelson Salazar-Pena , Alejandra Tabares , Andres Gonzalez-Mancera

Renewable resources are starting to constitute a growing portion of the total generation mix of the power system. A key difference between renewables and traditional generators is that many renewable resources are managed by individuals,…

Optimization and Control · Mathematics 2019-10-07 Pan Li , Shreyas Sekar , Baosen Zhang

Model evaluation is a critical component in supervised machine learning classification analyses. Traditional metrics do not currently incorporate case difficulty. This renders the classification results unbenchmarked for generalization.…

Machine Learning · Computer Science 2023-02-10 Adrienne Kline , Joon Lee

Flexible ramping products (FRPs) emerge as a promising instrument for addressing steep and uncertain ramping needs through market mechanisms. Initial implementations of FRPs in North American electricity markets, however, revealed several…

Systems and Control · Electrical Eng. & Systems 2024-09-04 Ogun Yurdakul , Erik Ela , Farhad Billimoria

Growing concerns around the trustworthiness of AI-enabled systems highlight the role of requirements engineering (RE) in addressing emergent, context-dependent properties that are difficult to specify without structured approaches. In this…

Software Engineering · Computer Science 2025-07-15 Hugo Villamizar , Daniel Mendez , Marcos Kalinowski

There is an increasing number of potential biomarkers that could allow for early assessment of treatment response or disease progression. However, measurements of quantitative biomarkers are subject to random variability. Hence, differences…

Methodology · Statistics 2026-03-02 Moritz Fabian Danzer , Maria Eveslage , Dennis Görlich , Benjamin Noto

Quantifying the "capability" of a manufacturing process is an important initial step in any quality improvement program. Capability is usually defined in dictionaries as "the ability to carry out a task, to achieve an objective". Process…

Applications · Statistics 2015-03-25 Mahendra Saha , Sudhansu S. Maiti

To develop rigorous knowledge about ML models -- and the systems in which they are embedded -- we need reliable measurements. But reliable measurement is fundamentally challenging, and touches on issues of reproducibility, scalability,…

Machine Learning · Computer Science 2024-08-13 A. Feder Cooper

Evaluating generative models for synthetic medical imaging is crucial yet challenging, especially given the high standards of fidelity, anatomical accuracy, and safety required for clinical applications. Standard evaluation of generated…

Image and Video Processing · Electrical Eng. & Systems 2025-05-13 Yash Deo , Yan Jia , Toni Lassila , William A. P. Smith , Tom Lawton , Siyuan Kang , Alejandro F. Frangi , Ibrahim Habli

This position paper challenges the "scaling fundamentalism" dominating AI research, where unbounded growth in model size and computation has led to unsustainable environmental impacts and widening resource inequality. We argue that LLM…

Machine Learning · Computer Science 2025-11-04 David McCoy , Yulun Wu , Zachary Butzin-Dozier

European Member States are increasingly introducing national capacity mechanisms (CMs) to manage growing adequacy risks. However, isolated national CMs are inefficient in highly interconnected electricity systems, such as the European…

Systems and Control · Electrical Eng. & Systems 2026-03-10 Kamal Adekola , Laurens de Vries , Kenneth Bruninx

Minimalist market design is an economic design framework developed from the perspective of an outsider -- one seeking to improve real institutions without a commission or official mandate. It offers a structured, "minimally invasive" method…

General Economics · Economics 2025-10-30 Tayfun Sönmez

Artificial intelligence (AI) systems increasingly achieve expert-level predictive accuracy in healthcare, yet improvements in model performance often fail to produce corresponding gains in patient outcomes. We term this disconnect the…

Artificial Intelligence · Computer Science 2026-01-13 Rifa Ferzana