相关论文: Shapley-Scarf Markets with Objective Indifferences

We consider a financial market in which traders potentially face restrictions in trading some of the available securities. Traders are heterogeneous with respect to their beliefs and risk profiles, and the market is assumed thin: traders…

Real-world applications of machine learning tools in high-stakes domains are often regulated to be fair, in the sense that the predicted target should satisfy some quantitative notion of parity with respect to a protected attribute.…

Sequential allocation is a simple mechanism for sharing multiple indivisible items. We study strategic behavior in sequential allocation. In particular, we consider Nash dynamics, as well as the computation and Pareto optimality of pure…

We consider priority-based matching problems with limited farsightedness. We show that, once agents are sufficiently farsighted, the matching obtained from the Top Trading Cycles (TTC) algorithm becomes stable: a singleton set consisting of…

We study the classical assignment problem with initial endowments in a probabilistic framework. In this setting, each agent initially owns an object and has strict preferences over the entire set of objects, and the goal is to reassign…

Group fairness is an important concern for machine learning researchers, developers, and regulators. However, the strictness to which models must be constrained to be considered fair is still under debate. The focus of this work is on…

This paper focuses on the problem of fairly and efficiently allocating resources to agents. We consider a specific setting, usually referred to as a housing market, where each agent must receive exactly one resource (and initially owns…

A consistency criterion for price impact functions in limit order markets is proposed that prohibits chain arbitrage exploitation. Both the bid-ask spread and the feedback of sequential market orders of the same kind onto both sides of the…

In an incomplete financial market, the axiomatic of Time Consistent Pricing Procedure (TCPP), recently introduced, is used to assign to any financial asset a dynamic limit order book, taking into account both the dynamics of basic assets…

A menu description exposes strategyproofness by presenting a mechanism to player $i$ in two steps. Step (1) uses others' reports to describe $i$'s menu of potential outcomes. Step (2) uses $i$'s report to select $i$'s favorite outcome from…

This paper studies a house allocation problem in a networked housing market, where agents can invite others to join the system in order to enrich their options. Top Trading Cycle is a well-known matching mechanism that achieves a set of…

Gibbard and Satterthwaite have shown that the only single-valued social choice functions (SCFs) that satisfy non-imposition (i.e., the function's range coincides with its codomain) and strategyproofness (i.e., voters are never better off by…

We consider the allocation of indivisible objects when agents have preferences over their own allocations, but share the ownership of the resources to be distributed. Examples might include seats in public schools, faculty offices, and time…

Symmetries are ubiquitous in network systems and have profound impacts on the observable dynamics. At the most fundamental level, many synchronization patterns are induced by underlying network symmetry, and a high degree of symmetry is…

Noncooperative multi-agent systems often face coordination challenges due to conflicting preferences among agents. In particular, when agents act in their own self-interest, they may prefer different choices among multiple feasible…

We develop from basic economic principles a continuous-time model for a large investor who trades with a finite number of market makers at their utility indifference prices. In this model, the market makers compete with their quotes for the…

We present for the first time a complete solution to the problem of proving the correctness of a concurrency control algorithm for collaborative text editors against the standard consistency model. The success of our approach stems from the…

The tracking-by-detection paradigm is the mainstream in multi-object tracking, associating tracks to the predictions of an object detector. Although exhibiting uncertainty through a confidence score, these predictions do not capture the…

Cryptocurrencies (CCs) become more interesting for institutional investors' strategic asset allocation and will be a fixed component of professional portfolios in future. This asset class differs from established assets especially in terms…

Fair machine learning (ML) methods help identify and mitigate the risk that algorithms encode or automate social injustices. Algorithmic approaches alone cannot resolve structural inequalities, but they can support socio-technical decision…