Static optimization of networks by pricing has attracted significant attention over the last decade. These studies assumed concave utility functions for users and derived optimal...
— The paper proposes a hypernetwork-based method for stock market prediction through a binary time series problem. Hypernetworks are a random hypergraph structure of higher-order...
Elena Bautu, Sun Kim, Andrei Bautu, Henri Luchian,...
We consider competition between sellers offering similar items in concurrent online auctions through a mediating auction institution, where each seller must set its individual auc...
Enrico H. Gerding, Alex Rogers, Rajdeep K. Dash, N...
We consider the problem of dynamic buying and selling of shares from a collection of N stocks with random price fluctuations. To limit investment risk, we place an upper bound on t...
Auctions are a well-established mechanism for efficient allocation of scarce resources and as such have already become a standard approach for pricing QoS-enabled future Internet ...