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As a firm varies the price of a product, consumers exhibit reference effects, making purchase decisions based not only on the prevailing price but also the product's price history. We consider the problem of learning such behavioral…

Computer Science and Game Theory · Computer Science 2017-08-31 Abbas Kazerouni , Benjamin Van Roy

With the rapid advancement of large language models (LLMs), aligning them with human values for safety and ethics has become a critical challenge. This problem is especially challenging when multiple, potentially conflicting human values…

Machine Learning · Computer Science 2025-11-25 Hefei Xu , Le Wu , Chen Cheng , Hao Liu

Search-augmented reasoning agents interleave multi-step reasoning with external information retrieval, but uncontrolled retrieval often leads to redundant evidence, context saturation, and unstable learning. Existing approaches rely on…

Computation and Language · Computer Science 2026-02-03 Siheng Xiong , Oguzhan Gungordu , Blair Johnson , James C. Kerce , Faramarz Fekri

In financial markets valuable information is rarely circulated homogeneously, because of time required for information to spread. However, advances in communication technology means that the 'lifetime' of important information is typically…

Pricing of Securities · Quantitative Finance 2011-08-05 Dorje C. Brody , Yan Tai Law

We provide closed-form market equilibrium formula consolidating informational imperfections and investors beliefs. Based on Merton's model, we characterize the equilibrium expected excess returns vector with incomplete information. We then…

Pricing of Securities · Quantitative Finance 2025-02-14 Hafid Lalioui , Amine Ben Amar , Makram Bellalah

Information is replicable in that it can be simultaneously consumed and sold to others. We study how resale affects a decentralized market for information. We show that even if the initial seller is an informational monopolist, she captures…

Computer Science and Game Theory · Computer Science 2022-12-06 S. Nageeb Ali , Ayal Chen-Zion , Erik Lillethun

We modify the standard model of price competition with horizontally differentiated products, imperfect information, and search frictions by allowing consumers to flexibly acquire information about a product's match value during their…

Theoretical Economics · Economics 2021-04-28 Vasudha Jain , Mark Whitmeyer

The advent of Large Language Models (LLMs) heralds a pivotal shift in online user interactions with information. Traditional Information Retrieval (IR) systems primarily relied on query-document matching, whereas LLMs excel in comprehending…

Information Retrieval · Computer Science 2023-11-22 Samira Ghodratnama , Mehrdad Zakershahrak

We explore a model of duopolistic competition in which consumers learn about the fit of each competitor's product. In equilibrium, consumers comparison shop: they learn only about the relative values of the products. When information is…

Theoretical Economics · Economics 2023-04-18 Brian C. Albrecht , Mark Whitmeyer

Conflicts of interest often arise between data sources and their users regarding how the users' information needs should be interpreted by the data source. For example, an online product search might be biased towards presenting certain…

Databases · Computer Science 2026-03-09 Nischal Aryal , Arash Termehchy , Marianne Winslett

An asymmetric information model is introduced for the situation in which there is a small agent who is more susceptible to the flow of information in the market than the general market participant, and who tries to implement strategies…

Trading and Market Microstructure · Quantitative Finance 2013-01-31 Dorje C. Brody , Mark H. A. Davis , Robyn L. Friedman , Lane P. Hughston

Conventional predictive modeling of parametric relationships in manufacturing processes is limited by the subjectivity of human expertise and intuition on the one hand and by the cost and time of experimental data generation on the other…

Computation and Language · Computer Science 2025-06-26 Kiarash Naghavi Khanghah , Anandkumar Patel , Rajiv Malhotra , Hongyi Xu

A seller posts a price for a single object. The seller's and buyer's values may be interdependent. We characterize the set of payoff vectors across all information structures. Simple feasibility and individual-rationality constraints…

Theoretical Economics · Economics 2025-09-10 Navin Kartik , Weijie Zhong

Learning customer preferences from an observed behaviour is an important topic in the marketing literature. Structural models typically model forward-looking customers or firms as utility-maximizing agents whose utility is estimated using…

Computational Finance · Quantitative Finance 2017-12-14 Igor Halperin

Large language models (LLM) are generating information at a rapid pace, requiring users to increasingly rely and trust the data. Despite remarkable advances of LLM, Information generated by LLM is not completely trustworthy, due to…

Computation and Language · Computer Science 2024-01-25 Rick Rejeleene , Xiaowei Xu , John Talburt

By leveraging the retrieval of information from external knowledge databases, Large Language Models (LLMs) exhibit enhanced capabilities for accomplishing many knowledge-intensive tasks. However, due to the inherent flaws of current…

Computation and Language · Computer Science 2024-09-13 Siye Wu , Jian Xie , Jiangjie Chen , Tinghui Zhu , Kai Zhang , Yanghua Xiao

This paper investigates the "Exploitation Business" model, which capitalizes on information asymmetry to exploit vulnerable populations. It focuses on businesses targeting non-experts or fraudsters who capitalize on information asymmetry to…

Computers and Society · Computer Science 2024-06-18 Kwangseob Ahn

The web is littered with images, once created for human consumption and now increasingly interpreted by agents using vision-language models (VLMs). These agents make visual decisions at scale, deciding what to click, recommend, or buy. Yet,…

Computer Vision and Pattern Recognition · Computer Science 2026-02-18 Manuel Cherep , Pranav M R , Pattie Maes , Nikhil Singh

We consider an American contingent claim on a financial market where the buyer has additional information. Both agents (seller and buyer) observe the same prices, while the information available to them may differ due to some extra…

Pricing of Securities · Quantitative Finance 2017-08-29 Neda Esmaeeli , Peter Imkeller

Large Language Models (LLMs) have demonstrated remarkable capabilities in various reasoning tasks, yet they often struggle with problems involving missing information, exhibiting issues such as incomplete responses, factual errors, and…

Artificial Intelligence · Computer Science 2025-12-12 Yuxin Liu , Chaojie Gu , Yihang Zhang , Bin Qian , Shibo He