相关论文: Prime Match: A Privacy-Preserving Inventory Matchi…
Sequential fundraising in two sided online platforms enable peer to peer lending by sequentially bringing potential contributors, each of whose decisions impact other contributors in the market. However, understanding the dynamics of…
We consider a sequential decision-making setting where, at every round $t$, a market maker posts a bid price $B_t$ and an ask price $A_t$ to an incoming trader (the taker) with a private valuation for one unit of some asset. If the trader's…
The privacy of machine learning models has become a significant concern in many emerging Machine-Learning-as-a-Service applications, where prediction services based on well-trained models are offered to users via pay-per-query. The lack of…
We address the problem of executing large client orders in continuous double-auction markets under time and liquidity constraints. We propose a model predictive control (MPC) framework that balances three competing objectives: order…
Sharing systems have facilitated the redistribution of underused resources by providing convenient online marketplaces for individual sellers and buyers. However, sellers in these systems may not fully disclose the information of their…
A public decision-making problem consists of a set of issues, each with multiple possible alternatives, and a set of competing agents, each with a preferred alternative for each issue. We study adaptations of market economies to this…
Volume imbalance in a limit order book is often considered as a reliable indicator for predicting future price moves. In this work, we seek to analyse the nuances of the relationship between prices and volume imbalance. To this end, we…
Motivated by the dynamic assortment offerings and item pricings occurring in e-commerce, we study a general problem of allocating finite inventories to heterogeneous customers arriving sequentially. We analyze this problem under the…
Consider two parties who want to compare their strings, e.g., genomes, but do not want to reveal them to each other. We present a system for privacy-preserving matching of strings, which differs from existing systems by providing a…
We consider a private variant of the classical allocation problem: given k goods and n agents with individual, private valuation functions over bundles of goods, how can we partition the goods amongst the agents to maximize social welfare?…
Stable matching, a classical model for two-sided markets, has long been studied with little consideration for how each side's preferences are learned. With the advent of massive online markets powered by data-driven matching platforms, it…
Interbank markets are fundamental for bank liquidity management. In this paper, we introduce a model of interbank trading with memory. Our model reproduces features of preferential trading patterns in the e-MID market recently empirically…
Fairness concerns about algorithmic decision-making systems have been mainly focused on the outputs (e.g., the accuracy of a classifier across individuals or groups). However, one may additionally be concerned with fairness in the inputs.…
In today's global business market place, individual firms no longer compete as independent entities with unique brand names but as integral part of supply chain links. Key to success of any business is satisfying customer's demands on time…
Differential privacy has become a widely accepted notion of privacy, leading to the introduction and deployment of numerous privatization mechanisms. However, ensuring the privacy guarantee is an error-prone process, both in designing…
We consider a dynamic system with multiple types of customers and servers. Each type of waiting customer or server joins a separate queue, forming a bipartite graph with customer-side queues and server-side queues. The platform can match…
This paper presents a new combinatorial optimisation task, the Subset Sum Matching Problem (SSMP), which is an abstraction of common financial applications such as trades reconciliation. We present three algorithms, two suboptimal and one…
Privacy-preserving distributed processing has recently attracted considerable attention. It aims to design solutions for conducting signal processing tasks over networks in a decentralized fashion without violating privacy. Many algorithms…
The problem of finding a maximum size matching in a graph (known as the maximum matching problem) is one of the most classical problems in computer science. Despite a significant body of work dedicated to the study of this problem in the…
Auctions have been proposed as a way to provide economic incentives for primary users to dynamically allocate unused spectrum to other users in need of it. Previously proposed schemes do not take into account the fact that the power…