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02/27/2023
On the Connection between Greedy Algorithms and Imperfect Rationality
The design of algorithms or protocols that are able to align the goals o...
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08/17/2022
Information Loss in Euclidean Preference Models
Spatial models of preference, in the form of vector embeddings, are lear...
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02/14/2022
Non-Obvious Manipulability for Single-Parameter Agents and Bilateral Trade
A recent line of work in mechanism design has focused on guaranteeing in...
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12/19/2021
Denoised Labels for Financial Time-Series Data via Self-Supervised Learning
The introduction of electronic trading platforms effectively changed the...
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09/14/2021
Strong Approximations and Irrationality in Financial Networks with Financial Derivatives
Financial networks model a set of financial institutions (firms) interco...
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09/16/2020
Better Model Selection with a new Definition of Feature Importance
Feature importance aims at measuring how crucial each input feature is f...
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07/23/2020
Two-way Greedy: Algorithms for Imperfect Rationality
The realization that selfish interests need to be accounted for in the d...
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03/25/2020
Cryptocurrency Trading: A Comprehensive Survey
Since the inception of cryptocurrencies, an increasing number of financi...
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02/09/2020
Ascertaining price formation in cryptocurrency markets with DeepLearning
The cryptocurrency market is amongst the fastest-growing of all the fina...
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06/15/2019
Social Cost Guarantees in Smart Route Guidance
We model and study the problem of assigning traffic in an urban road net...
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05/10/2018
On the approximation guarantee of obviously strategyproof mechanisms
The concept of obviously strategyproof (OSP) mechanisms has the merit to...
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04/27/2018