相关论文: On Detecting Spoofing Strategies in High Frequency…

Motivated by a study on deception and counter-deception, this paper addresses the problem of identifying an agent's target as it seeks to reach one of two targets in a given environment. In practice, an agent may initially follow a strategy…

The expansion of digital payment systems has heightened both the scale and intricacy of online financial transactions, thereby increasing vulnerability to fraudulent activities. Detecting fraud effectively is complicated by the changing…

To detect the irregular trade behaviors in the stock market is the important problem in machine learning field. These irregular trade behaviors are obviously illegal. To detect these irregular trade behaviors in the stock market, data…

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…

Interference between treated and untreated units is a source of bias in marketplace experiments. In this paper, we specifically consider pricing interventions, in which a platform seeks to adjust base pricing levels at the marketplace level…

In financial trading, return prediction is one of the foundation for a successful trading system. By the fast development of the deep learning in various areas such as graphical processing, natural language, it has also demonstrate…

Consider a trade market with one seller and multiple buyers. The seller aims to sell an indivisible item and maximize their revenue. This paper focuses on a simple and popular mechanism--the fixed-price mechanism. Unlike the standard…

Auditing fairness of decision-makers is now in high demand. To respond to this social demand, several fairness auditing tools have been developed. The focus of this study is to raise an awareness of the risk of malicious decision-makers who…

In machine learning, a bias occurs whenever training sets are not representative for the test data, which results in unreliable models. The most common biases in data are arguably class imbalance and covariate shift. In this work, we aim to…

A network of observers is considered, where through asynchronous (with bounded delay) communications, they cooperatively estimate the states of a Linear Time-Invariant (LTI) system. In such a setting, a new type of adversary might affect…

We study the optimal pricing strategy of a monopolist selling homogeneous goods to customers over multiple periods. The customers choose their time of purchase to maximize their payoff that depends on their valuation of the product, the…

We study optimal liquidation strategies under partial information for a single asset within a finite time horizon. We propose a model tailored for high-frequency trading, capturing price formation driven solely by order flow through…

A platform charges a producer for disclosing quality evidence to consumers before trade. It aims to maximize its revenue guarantee across potentially multiple equilibria which arise from the interdependence of producer purchase decisions…

We consider a communication system where a group of users, interconnected in a bidirectional gossip network, wishes to follow a time-varying source, e.g., updates on an event, in real-time. The users wish to maintain their expected version…

In many online platforms, customers' decisions are substantially influenced by product rankings as most customers only examine a few top-ranked products. Concurrently, such platforms also use the same data corresponding to customers'…

Cybercrime is continuously growing in numbers and becoming more sophisticated. Currently, there are various monetisation and money laundering methods, creating a huge, underground economy worldwide. A clear indicator of these activities is…

A seller is pricing identical copies of a good to a stream of unit-demand buyers. Each buyer has a value on the good as his private information. The seller only knows the empirical value distribution of the buyer population and chooses the…

Online auctions play a central role in online advertising, and are one of the main reasons for the industry's scalability and growth. With great changes in how auctions are being organized, such as changing the second- to first-price…

The intersection of social media, low-cost trading platforms, and naive investors has created an ideal situation for information-based market manipulations, especially pump&dumps. Manipulators accumulate small-cap stocks, disseminate false…

Money laundering is a global problem that concerns legitimizing proceeds from serious felonies (1.7-4 trillion euros annually) such as drug dealing, human trafficking, or corruption. The anti-money laundering systems deployed by financial…