A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Recommendations are broadly used in marketplaces to match users with items relevant to their interests and needs. To understand user intent and tailor recommendations to their needs, we use deep learning to explore various heterogeneous data available in marketplaces. This paper focuses on the challenge of measuring re…
Recommendation algorithms are widely adopted in marketplaces to help users find the items they are looking for. The sparsity of the items by user matrix and the cold-start issue in marketplaces pose challenges for the off-the-shelf matrix factorization based recommender systems. To understand user intent and tailor rec…
This paper presents approaches to determine a network based pricing for 3D printing services in the context of a two-sided manufacturing-as-a-service marketplace. The intent is to provide cost analytics to enable service bureaus to better compete in the market by moving away from setting ad-hoc and subjective prices. A…
In this paper, we propose an offline counterfactual policy estimation framework called Genie to optimize Sponsored Search Marketplace. Genie employs an open box simulation engine with click calibration model to compute the KPI impact of any modification to the system. From the experimental results on Bing traffic, we s…
Suppliers (including companies and individual prosumers) may wish to protect their private information when selling items they have in stock. A market is envisaged where private information can be protected through the use of differential privacy and option contracts, while privacy-aware suppliers deliver their stock a…
Two-sided marketplaces such as eBay, Etsy and Taobao have two distinct groups of customers: buyers who use the platform to seek the most relevant and interesting item to purchase and sellers who view the same platform as a tool to reach out to their audience and grow their business. Additionally, platforms have their o…
In crowd labeling, a large amount of unlabeled data instances are outsourced to a crowd of workers. Workers will be paid for each label they provide, but the labeling requester usually has only a limited amount of the budget. Since data instances have different levels of labeling difficulty and workers have different r…
We discuss several uses of blockchain (and, more generally, distributed ledger) technologies outside of cryptocurrencies with a pragmatic view. We mostly focus on three areas: the role of coin economies for what we refer to as data malls (specialized data marketplaces); data provenance (a historical record of data and …
The theory of rational choice assumes that when people make decisions they do so in order to maximize their utility. In order to achieve this goal they ought to use all the information available and consider all the choices available to choose an optimal choice. This paper investigates what happens when decisions are m…
Financial asset markets are sociotechnical systems whose constituent agents are subject to evolutionary pressure as unprofitable agents exit the marketplace and more profitable agents continue to trade assets. Using a population of evolving zero-intelligence agents and a frequent batch auction price-discovery mechanism…
In today's day and age when almost every industry has an online presence with users interacting in online marketplaces, personalized recommendations have become quite important. Traditionally, the problem of collaborative filtering has been tackled using Matrix Factorization which is linear in nature. We extend the wor…
We study an online multi-task learning setting, in which instances of related tasks arrive sequentially, and are handled by task-specific online learners. We consider an algorithmic framework to model the relationship of these tasks via a set of convex constraints. To exploit this relationship, we design a novel algori…
Using the most comprehensive source of commercially available data on the US National Market System, we analyze all quotes and trades associated with Dow 30 stocks in 2016 from the vantage point of a single and fixed frame of reference. We find that inefficiencies created in part by the fragmentation of the equity mark…
Conventional Learning-to-Rank (LTR) methods optimize the utility of the rankings to the users, but they are oblivious to their impact on the ranked items. However, there has been a growing understanding that the latter is important to consider for a wide range of ranking applications (e.g. online marketplaces, job plac…
In our model, n traders interact with each other and with a central bank; they are taxed on the money they make, some of which is dissipated away by corruption. A generic feature of our model is that the richest trader always wins by 'consuming' all the others: another is the existence of a threshold wealth, below wh…