相关论文: Complexity of Combinatorial Market Makers

In this study, we investigate the problem of dynamic multi-product selection and pricing by introducing a novel framework based on a \textit{censored multinomial logit} (C-MNL) choice model. In this model, sellers present a set of products…

Combinatorial optimization problems like the Traveling Salesman Problem are critical in industry yet NP-hard. Neural Combinatorial Optimization has shown promise, but its reliance on online reinforcement learning (RL) hampers deployment and…

We summarize our recent findings, where we proposed a framework for learning a Kolmogorov model, for a collection of binary random variables. More specifically, we derive conditions that link outcomes of specific random variables, and…

The integration of Large Language Models (LLMs) into optimization has created a powerful synergy, opening exciting research opportunities. This paper investigates how LLMs can enhance existing optimization algorithms. Using their…

We introduce a combinatorial optimization-enriched machine learning pipeline and a novel learning paradigm to solve inventory routing problems with stochastic demand and dynamic inventory updates. After each inventory update, our approach…

The paper focuses on some versions of connected dominating set problems: basic problems and multicriteria problems. A literature survey on basic problem formulations and solving approaches is presented. The basic connected dominating set…

This paper addresses the problem of pricing involved financial derivatives by means of advanced of deep learning techniques. More precisely, we smartly combine several sophisticated neural network-based concepts like differential machine…

Pricing of exotic financial derivatives, such as Asian and multi-asset American basket options, poses significant challenges for standard numerical methods such as binomial trees or Monte Carlo methods. While the former often scales…

Combinatorial network optimization algorithms that compute optimal structures taking into account edge weights form the foundation for many network protocols. Examples include shortest path routing, minimal spanning tree computation,…

Mention markets, a type of prediction market in which contracts resolve based on whether a specified keyword is mentioned during a future public event, require accurate probabilistic forecasts of keyword-mention outcomes. While recent work…

We propose a fresh `meta-game' perspective on the problem of algorithmic collusion in pricing games a la Bertrand. Economists have interpreted the fact that algorithms can learn to price collusively as tacit collusion. We argue instead that…

We explore the striking mathematical connections that exist between market scoring rules, cost function based prediction markets, and no-regret learning. We show that any cost function based prediction market can be interpreted as an…

Variable selection is an old and pervasive problem in regression analysis. One solution is to impose a lasso penalty to shrink parameter estimates toward zero and perform continuous model selection. The lasso-penalized mixture of linear…

In mechanism design it is typical to impose incentive compatibility and then derive an optimal mechanism subject to this constraint. By replacing the incentive compatibility requirement with the goal of minimizing expected ex post regret,…

We perform a simulation-based analysis of keyword auctions modeled as one-shot games of incomplete information to study a series of mechanism design questions. Our first question addresses the degree to which incentive compatibility fails…

We present a machine learning-powered iterative combinatorial auction (MLCA). The main goal of integrating machine learning (ML) into the auction is to improve preference elicitation, which is a major challenge in large combinatorial…

Register allocation (mapping variables to processor registers or memory) and instruction scheduling (reordering instructions to increase instruction-level parallelism) are essential tasks for generating efficient assembly code in a…

Tensor models play an increasingly prominent role in many fields, notably in machine learning. In several applications, such as community detection, topic modeling and Gaussian mixture learning, one must estimate a low-rank signal from a…

We present a synthetic prediction market whose agent purchase logic is defined using a sigmoid transformation of a convex semi-algebraic set defined in feature space. Asset prices are determined by a logarithmic scoring market rule. Time…

We consider a class of optimization problems over stochastic variables where the algorithm can learn information about the value of any variable through a series of costly steps; we model this information acquisition process as a Markov…