相关论文: Complexity of Combinatorial Market Makers

This paper develops algorithms to solve strong-substitutes product-mix auctions. That is, it finds competitive equilibrium prices and quantities for agents who use this auction's bidding language to truthfully express their…

Quaternion optimization has attracted significant interest due to its broad applications, including color face recognition, video compression, and signal processing. Despite the growing literature on quadratic and matrix quaternion…

We show that every universally truthful randomized mechanism for combinatorial auctions with submodular valuations that provides $m^{\frac 1 2 -\epsilon}$ approximation to the social welfare and uses value queries only must use…

Selecting which products to display and at what prices is a central decision in retail and e-commerce operations. In many applications, these two choices must be made jointly under limited display capacity and uncertain customer demand. In…

Combinatorial problems arising in puzzles, origami, and (meta)material design have rare sets of solutions, which define complex and sharply delineated boundaries in configuration space. These boundaries are difficult to capture with…

We study combinatorial auctions with interdependent valuations. In such settings, each agent $i$ has a private signal $s_i$ that captures her private information, and the valuation function of every agent depends on the entire signal…

We look at whether machine learning can predict the final objective function value of a difficult combinatorial optimisation problem from the input. Our context is the pattern reduction problem, one industrially important but difficult…

Building on ideas from online convex optimization, we propose a general framework for the design of efficient securities markets over very large outcome spaces. The challenge here is computational. In a complete market, in which one…

There is a rapidly growing number of open-source Large Language Models (LLMs) and benchmark datasets to compare them. While some models dominate these benchmarks, no single model typically achieves the best accuracy in all tasks and use…

Automated negotiation in complex, multi-party and multi-issue settings critically depends on accurate opponent modeling. However, conventional numerical-only approaches fail to capture the qualitative information embedded in natural…

Small operators who take part in secondary wireless spectrum markets typically have strict budget limits. In this paper, we study the bidding problem of a budget constrained operator in repeated secondary spectrum auctions. In existing…

Reasoning under uncertainty is a key challenge in AI, especially for real-world tasks, where problems with sparse data demands systematic generalisation. Existing approaches struggle to balance accuracy and simplicity when evaluating…

It is known that computing the permanent of the matrix $1+A$, where $A$ is a finite-rank matrix, requires a number of operations polynomial in the matrix size. Motivated by the boson-sampling proposal of restricted quantum computation, I…

We address the challenging problem of dynamically pricing complementary items that are sequentially displayed to customers. An illustrative example is the online sale of flight tickets, where customers navigate through multiple web pages.…

In this work, we propose a hybrid variant of the level-based learning swarm optimizer (LLSO) for solving large-scale portfolio optimization problems. Our goal is to maximize a modified formulation of the Sharpe ratio subject to cardinality,…

When agents trade in a Duality-based Cost Function prediction market, they collectively implement the learning algorithm Follow-The-Regularized-Leader. We ask whether other learning algorithms could be used to inspire the design of…

We introduce MARKET-BENCH, a benchmark that evaluates large language models (LLMs) on introductory quantitative trading tasks by asking them to construct executable backtesters from natural language strategy descriptions and market…

Stock price prediction is a complicated and interesting task. Noisy trends make stock pricing sensitive and complicated while the economical motivation behind, keeps it interesting for researchers and investors. In this paper we are to…

The ability to construct a realistic simulator of financial exchanges, including reproducing the dynamics of the limit order book, can give insight into many counterfactual scenarios, such as a flash crash, a margin call, or changes in…

Large language models (LLMs) play a vital role in almost every domain in today's organizations. In the context of this work, we highlight the use of LLMs for sentiment analysis (SA) and explainability. Specifically, we contribute a novel…