相关论文: Prime Match: A Privacy-Preserving Inventory Matchi…

In this article we consider combinatorial markets with valuations only for singletons and pairs of buy/sell-orders for swapping two items in equal quantity. We provide an algorithm that permits polynomial time market-clearing and -pricing.…

The emergence of e-commerce and e-voting platforms has resulted in the rise in the volume of sensitive information over the Internet. This has resulted in an increased demand for secure and private means of information computation. Towards…

With the onset of the Information Era and the rapid growth of information technology, ample space for processing and extracting data has opened up. However, privacy concerns may stifle expansion throughout this area. The challenge of…

A marketplace is defined where the private data of suppliers (e.g., prosumers) are protected, so that neither their identity nor their level of stock is made known to end customers, while they can sell their products at a reduced price. A…

Personal data is becoming one of the most essential resources in today's information-based society. Accordingly, there is a growing interest in data markets, which operate data trading services between data providers and data consumers. One…

Machine learning (ML) model trading, known for its role in protecting data privacy, faces a major challenge: information asymmetry. This issue can lead to model deception, a problem that current literature has not fully solved, where the…

We consider a matching system with random arrivals of items of different types. The items wait in queues -- one per each item type -- until they are "matched." Each matching requires certain quantities of items of different types; after a…

Financial institutions rely on data for many operations, including a need to drive efficiency, enhance services and prevent financial crime. Data sharing across an organisation or between institutions can facilitate rapid, evidence-based…

Prediction markets are powerful mechanisms for information aggregation, but existing designs are optimized for single-event contracts. In practice, traders frequently express beliefs about joint outcomes - through parlays in sports,…

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…

Pair trading is a market-neutral quantitative trading strategy that exploits price anomalies between two correlated assets. By taking simultaneous long and short positions, it generates profits based on relative price movements, independent…

Asynchronous trading in high-frequency financial markets introduces significant biases into econometric analysis, distorting risk estimates and leading to suboptimal portfolio decisions. Existing synchronization methods, such as the…

Matching markets are of particular interest in computer science and economics literature as they are often used to model real-world phenomena where we aim to equitably distribute a limited amount of resources to multiple agents and…

Financial markets are nonlinear with complexity, where different types of assets are traded between buyers and sellers, each having a view to maximize their Return on Investment (ROI). Forecasting market trends is a challenging task since…

Matching platforms, from ridesharing to food delivery to competitive gaming, face a fundamental operational dilemma: match agents immediately to minimize waiting costs, or delay to exploit the efficiency gains of thicker markets. Yet…

Consider a matching problem on a graph where disjoint sets of vertices are privately owned by self-interested agents. An edge between a pair of vertices indicates compatibility and allows the vertices to match. We seek a mechanism to…

Auctions are widely used in exchanges to match buy and sell requests. Once the buyers and sellers place their requests, the exchange determines how these requests are to be matched. The two most popular objectives used while determining the…

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…

One-max search is a classic problem in online decision-making, in which a trader acts on a sequence of revealed prices and accepts one of them irrevocably to maximise its profit. The problem has been studied both in probabilistic and in…

Pairs trading is a market-neutral strategy that exploits historical correlation between stocks to achieve statistical arbitrage. Existing pairs-trading algorithms in the literature require rather restrictive assumptions on the underlying…