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    SIGECOM
    2004
    ACM
    254views ECommerce» more  SIGECOM 2004»
    Competitive algorithms for VWAP and limit order trading
    13 years 11 months ago
    Competitive algorithms for VWAP and limit order trading
    Download  www.cis.upenn.edu
    We introduce new online models for two important aspects of modern financial markets: Volume Weighted Average Price trading and limit order books. We provide an extensive study o...
    Sham Kakade, Michael J. Kearns, Yishay Mansour, Lu...
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    SIGECOM
    2004
    ACM
    165views ECommerce» more  SIGECOM 2004»
    Adaptive limited-supply online auctions
    13 years 11 months ago
    Adaptive limited-supply online auctions
    Download  www.cs.cornell.edu
    We study a limited-supply online auction problem, in which an auctioneer has k goods to sell and bidders arrive and depart dynamically. We suppose that agent valuations are drawn ...
    Mohammad Taghi Hajiaghayi, Robert D. Kleinberg, Da...
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    SIGECOM
    2004
    ACM
    150views ECommerce» more  SIGECOM 2004»
    Experimental study of market reputation mechanisms
    13 years 11 months ago
    Experimental study of market reputation mechanisms
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    We experimentally compare low-information, high-information and self-reporting reputation mechanisms. The results indicate players strategically reacted to the reputation mechanis...
    Kay-Yut Chen, Tad Hogg, Nathan Wozny
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    SIGECOM
    2004
    ACM
    135views ECommerce» more  SIGECOM 2004»
    Applying learning algorithms to preference elicitation
    13 years 11 months ago
    Applying learning algorithms to preference elicitation
    Download  www.eecs.harvard.edu
    We consider the parallels between the preference elicitation problem in combinatorial auctions and the problem of learning an unknown function from learning theory. We show that l...
    Sébastien Lahaie, David C. Parkes
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    SIGECOM
    2004
    ACM
    134views ECommerce» more  SIGECOM 2004»
    Computing approximate bayes-nash equilibria in tree-games of incomplete information
    13 years 11 months ago
    Computing approximate bayes-nash equilibria in tree-games of incomplete information
    Download  www.eecs.umich.edu
    We provide efficient algorithms for finding approximate BayesNash equilibria (BNE) in graphical, specifically tree, games of incomplete information. In such games an agent’s p...
    Satinder P. Singh, Vishal Soni, Michael P. Wellman
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